SEC Info - Deutsche Bank AG - ‘13F-HR’ for 9/30/08

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Deutsche Bank AG – ‘13F-HR’ for 9/30/08

On: Friday, 11/14/08, at 12:46pm ET · Effective: 11/14/08 · For: 9/30/08 · Accession #: 948046-8-279 · File #: 28-10103

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

11/14/08  Deutsche Bank AG                  13F-HR      9/30/08    1:1.3M

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

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Dbag 9-30-08 13F                                     396±  2.87M 

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: SEPTEMBER 30, 2008 

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:          Jeffrey Ruiz                                                     
Title:         Director                                                         
Phone:         212-250-3667                                                     
Signature, Place, and Date of Signing:                                          

Jeffrey Ruiz            New York, New York      Nov 14, 2008          

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:         21244                           

Form 13F Information Table Value Total:     119886521  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   2633377  52146088 SH  SHARED               51728080            418008
D DAIMLER AG                     REG SHS          D1668R12       769     15240 SH  SHARED      01          15040               200
D DAIMLER AG                     REG SHS          D1668R12       439      8695 SH  SHARED      02           8100               595
D DAIMLER AG                     REG SHS          D1668R12      3801     75279 SH  SHARED      04          64951             10328
D DAIMLER AG                     REG SHS          D1668R12    436471   8643001 SH  SHARED      04        8643001                  
D DAIMLER AG                     REG SHS          D1668R12      2012     39861 SH  SHARED      05          39861                  
D DAIMLER AG                     REG SHS          D1668R12    158951   3147559 SH  SHARED      06        2705425            442134
D DAIMLER AG                     REG SHS          D1668R12     35205    697144 SH  SHARED      10         432254            264890
D DAIMLER AG                     REG SHS          D1668R12      3677     72814 SH  SHARED      14          21720             51094
D DAIMLER AG                     REG SHS          D1668R12       141      2800 SH  SHARED      15                             2800
D DAIMLER AG                     REG SHS          D1668R12       885     17530 SH  SHARED      19                            17530
D DAIMLER AG                     REG SHS          D1668R12        13       274 SH  SHR/OTHR    23                              274
D DAIMLER AG                     REG SHS          D1668R12       202      4000 SH  SHARED      24           4000                  
D DEUTSCHE BANK AG               NAMEN AKT        D1819089   2445885  33604238 SH  SHARED               33014401            589837
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1441     19797 SH  SHARED      01          10265              9532
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      3049     41900 SH  SHR/OTHR    01                            41900
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       141      1943 SH  SHARED      02                             1943
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1472     20226 SH  SHARED      04           3985             16241
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    106078   1457327 SH  SHARED      04        1457327                  
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       307      4226 SH  SHARED      05           4226                  
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    109812   1508614 SH  SHARED      06        1361196            147418
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1537     21128 SH  SHARED      10           3039             18089
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      4527     62193 SH  SHARED      14           8400             53793
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       403      5550 SH  SHARED      15                             5550
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      4966     68225 SH  SHARED      19                            68225
D DEUTSCHE BANK AG               NAMEN AKT        D1819089        53       740 SH  SHARED      20            740                  
D TELVENT GIT SA                 SHS              E9021510         0        16 SH  SHARED                     16                  
D TELVENT GIT SA                 SHS              E9021510        20       877 SH  SHARED      02            877                  
D AIRCASTLE LTD                  COM              G0129K10         9      1000 SH  SHARED                   1000                  
D AIRCASTLE LTD                  COM              G0129K10        18      1882 SH  SHARED                   1882                  
D AIRCASTLE LTD                  COM              G0129K10        41      4220 SH  SHARED      02                             4220
D AIRCASTLE LTD                  COM              G0129K10       105     10600 SH  SHARED      10          10600                  
D AIRCASTLE LTD                  COM              G0129K10      1596    161100 SH  SHARED      14                           161100
D ALLIED WRLD ASSUR COM HLDG L   SHS              G0219G20      2120     59687 SH  SHARED                  31787             27900
D ALLIED WRLD ASSUR COM HLDG L   SHS              G0219G20       131      3700 SH  SHARED      01           3700                  
D ALLIED WRLD ASSUR COM HLDG L   SHS              G0219G20        61      1733 SH  SHARED      02           1733                  
D ALLIED WRLD ASSUR COM HLDG L   SHS              G0219G20     18319    515745 SH  SHARED      10         489267             26478
D AMDOCS LTD                     ORD              G0260210      3939    143892 SH  SHARED                 143892                  
D AMDOCS LTD                     ORD              G0260210      4668    170512 SH  SHARED      02         170512                  
D AMDOCS LTD                     ORD              G0260210       194      7100 SH  SHARED      10           7100                  
D AMERICAN SAFETY INS HLDGS LT   ORD              G0299510        66      4400 SH  SHARED      10           4400                  
D APEX SILVER MINES LTD          ORD              G0407410         0       100 SH  SHARED                    100                  
D APEX SILVER MINES LTD          ORD              G0407410         0        33 SH  SHARED      02             33                  
D APEX SILVER MINES LTD          ORD              G0407410        37     21900 SH  SHARED      10          21900                  
D A POWER ENERGY GENERAT SYS L   COM              G0413610         9      1042 SH  SHARED      02           1042                  
D A POWER ENERGY GENERAT SYS L   COM              G0413610       291     32500 SH  SHARED      10          32500                  
D ARCH CAP GROUP LTD             ORD              G0450A10      1564     21426 SH  SHARED                  21426                  
D ARCH CAP GROUP LTD             ORD              G0450A10       479      6564 SH  SHARED      01           4879              1685
D ARCH CAP GROUP LTD             ORD              G0450A10        78      1075 SH  SHR/OTHR    01                             1075
D ARCH CAP GROUP LTD             ORD              G0450A10       107      1472 SH  SHARED      02           1472                  
D ARCH CAP GROUP LTD             ORD              G0450A10        65       900 SH  SHARED      10            900                  
D ARCH CAP GROUP LTD             ORD              G0450A10        22       305 SH  SHARED      20            305                  
D ARCH CAP GROUP LTD             ORD              G0450A10        15       215 SH  SHR/OTHR    21                              215
D ARCH CAP GROUP LTD             ORD              G0450A10        36       500 SH  SHARED      23            500                  
D ARCH CAP GROUP LTD             ORD              G0450A10        58       800 SH  SHR/OTHR    23                              800
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10      1464     39731 SH  SHARED                  39731                  
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10        57      1554 SH  SHARED      01           1554                  
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10       239      6500 SH  SHARED      02                             6500
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10     24523    665482 SH  SHARED      10         663582              1900
D ARIES MARITIME TRNSPRT LTD     SHS              G0474B10       255    121881 SH  SHARED                 121881                  
D ARLINGTON TANKERS LTD          COM              G0489910       308     20063 SH  SHARED                  20063                  
D ARLINGTON TANKERS LTD          COM              G0489910         0         7 SH  SHARED      02              7                  
D ASIA SPECIAL SIT ACQST CORP    SHS              G0538M10       545     60600 SH  SHARED                  60600                  
D ASIA SPECIAL SIT ACQST CORP    SHS              G0538M10      1836    204000 SH  SHARED      02         204000                  
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410      5584    203064 SH  SHARED                 203064                  
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       118      4300 SH  SHARED      01           2000              2300
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       126      4590 SH  SHARED      02           4465               125
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410      2537     92280 SH  SHARED      10          92280                  
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       276     10053 SH  SHARED      21           8180              1873
D ASSURED GUARANTY LTD           COM              G0585R10      3042    187134 SH  SHARED                 187134                  
D ASSURED GUARANTY LTD           COM              G0585R10        48      2961 SH  SHARED      02           2961                  
D ASSURED GUARANTY LTD           COM              G0585R10       512     31500 SH  SHARED      10          31500                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10      3143     99134 SH  SHARED                  99134                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10       207      6531 SH  SHARED      01           4056              2475
D AXIS CAPITAL HOLDINGS          SHS              G0692U10        21       675 SH  SHR/OTHR    01                              675
D AXIS CAPITAL HOLDINGS          SHS              G0692U10       317      9998 SH  SHARED      02           9998                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10        42      1350 SH  SHARED      06            650               700
D AXIS CAPITAL HOLDINGS          SHS              G0692U10       133      4200 SH  SHARED      10           4200                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10      2093     66027 SH  SHARED      14                            66027
D AXIS CAPITAL HOLDINGS          SHS              G0692U10         7       250 SH  SHARED      20            250                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10         5       180 SH  SHR/OTHR    21                              180
D AXIS CAPITAL HOLDINGS          SHS              G0692U10        11       375 SH  SHR/OTHR    23                              375
D ENERGY XXI (BERMUDA) LTD       COM SHS          G1008210         0        68 SH  SHARED      02             68                  
D ENERGY XXI (BERMUDA) LTD       COM SHS          G1008210        63     20900 SH  SHARED      10          20900                  
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1711     45035 SH  SHARED                  45035                  
D ACCENTURE LTD BERMUDA          CL A             G1150G11      6704    176437 SH  SHARED      01         141758             34679
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1228     32334 SH  SHR/OTHR    01                            32334
D ACCENTURE LTD BERMUDA          CL A             G1150G11       394     10382 SH  SHARED      02           5494              4888
D ACCENTURE LTD BERMUDA          CL A             G1150G11     77971   2051885 SH  SHARED      10        2047540              4345
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1417     37290 SH  SHARED      20          27210      120     9960
D ACCENTURE LTD BERMUDA          CL A             G1150G11       249      6565 SH  SHR/OTHR    20                             6565
D ACCENTURE LTD BERMUDA          CL A             G1150G11         7       200 SH  SHARED      21            200                  
D ACCENTURE LTD BERMUDA          CL A             G1150G11        95      2500 SH  SHR/OTHR    21                             2500
D ACCENTURE LTD BERMUDA          CL A             G1150G11       141      3720 SH  SHARED      22           2725               995
D ACCENTURE LTD BERMUDA          CL A             G1150G11       151      3980 SH  SHR/OTHR    22                             3980
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1227     32295 SH  SHARED      23          29055              3240
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1172     30860 SH  SHR/OTHR    23                            30860
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210        29      1900 SH  SHARED                   1900                  
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210         1       113 SH  SHARED      02                              113
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210         4       290 SH  SHARED      23             80               210
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210        18      1200 SH  SHR/OTHR    23                             1200
D BUNGE LIMITED                  COM              G1696210     21273    336711 SH  SHARED                 236711            100000
D BUNGE LIMITED                  COM              G1696210      2814     44550 SH  SHARED      01          44550                  
D BUNGE LIMITED                  COM              G1696210      4221     66821 SH  SHARED      02          50878             15943
D BUNGE LIMITED                  COM              G1696210    172992   2738089 SH  SHARED      10        1958589            779500
D BUNGE LIMITED                  COM              G1696210        63      1000 SH  SHR/OTHR    23                             1000
D BUNGE LIMITED                  COM              G1696210      1146     18140 SH  SHARED      24          18140                  
D CASTLEPOINT HOLDINGS LTD       COM              G1952211         0        14 SH  SHARED                     14                  
D CASTLEPOINT HOLDINGS LTD       COM              G1952211       229     20600 SH  SHARED      10          20600                  
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520      2873     43932 SH  SHARED                  43932                  
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520       361      5521 SH  SHARED      02           5521                  
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520      3760     57500 SH  SHARED      04          57500                  
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520      6540    100000 SH  SHARED      06                           100000
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520       640      9800 SH  SHARED      10           9800                  
D CDC CORP                       SHS A            G2022L10        12      6783 SH  SHARED                   6783                  
D CDC CORP                       SHS A            G2022L10         0        93 SH  SHARED      02             93                  
D CDC CORP                       SHS A            G2022L10         2      1170 SH  SHARED      19                             1170
D CHINA YUCHAI INTL LTD          COM              G2108210         0        44 SH  SHARED      02             44                  
D CHIPMOS TECH BERMUDA LTD       SHS              G2110R10         0       542 SH  SHARED                    542                  
D CHINA NATURAL RESOURCES INC    COM              G2110U10        28      2054 SH  SHARED                   2054                  
D CHINA CABLECOM HOLDINGS LTD    *W EXP 04/10/201 G2117611         0       420 SH  SHARED                    420                  
D CONSOLIDATED WATER CO INC      ORD              G2377310       313     18434 SH  SHARED                  18434                  
D CONSOLIDATED WATER CO INC      ORD              G2377310         0        35 SH  SHARED      01             35                  
D CONSOLIDATED WATER CO INC      ORD              G2377310        43      2572 SH  SHARED      02           2572                  
D CONSOLIDATED WATER CO INC      ORD              G2377310      2782    163493 SH  SHARED      04         163493                  
D CONSOLIDATED WATER CO INC      ORD              G2377310      1560     91700 SH  SHARED      10          91700                  
D COOPER INDS LTD                CL A             G2418210      6794    170063 SH  SHARED                 170063                  
D COOPER INDS LTD                CL A             G2418210       579     14500 SH  SHARED      01          14500                  
D COOPER INDS LTD                CL A             G2418210      1185     29671 SH  SHARED      02          29671                  
D COOPER INDS LTD                CL A             G2418210     10146    253985 SH  SHARED      05         253985                  
D COOPER INDS LTD                CL A             G2418210      5785    144806 SH  SHARED      10         144806                  
D COOPER INDS LTD                CL A             G2418210         5       150 SH  SHARED      20            150                  
D CREDICORP LTD                  COM              G2519Y10       105      1690 SH  SHARED                                     1690
D CREDICORP LTD                  COM              G2519Y10      3830     61531 SH  SHARED                  61531                  
D CREDICORP LTD                  COM              G2519Y10      4404     70760 SH  SHARED      01          70760                  
D CREDICORP LTD                  COM              G2519Y10       291      4684 SH  SHARED      02           4684                  
D CREDICORP LTD                  COM              G2519Y10      2770     44500 SH  SHARED      04          44500                  
D CREDICORP LTD                  COM              G2519Y10     33129    532200 SH  SHARED      10         532200                  
D CREDICORP LTD                  COM              G2519Y10        18       300 SH  SHARED      24            300                  
D COSAN LTD                      SHS A            G2534310        11      1400 SH  SHARED                   1400                  
D COSAN LTD                      SHS A            G2534310         1       241 SH  SHARED      20            241                  
D COVIDIEN LTD                   COM              G2552X10         0         1 SH  SHARED                      1                  
D COVIDIEN LTD                   COM              G2552X10     47031    874839 SH  SHARED                 861739             13100
D COVIDIEN LTD                   COM              G2552X10      2811     52298 SH  SHARED      01          49798              2500
D COVIDIEN LTD                   COM              G2552X10        15       289 SH  SHR/OTHR    01                              289
D COVIDIEN LTD                   COM              G2552X10     21743    404453 SH  SHARED      02         394484              9969
D COVIDIEN LTD                   COM              G2552X10      5370     99892 SH  SHARED      04          99892                  
D COVIDIEN LTD                   COM              G2552X10     10766    200265 SH  SHARED      05         200265                  
D COVIDIEN LTD                   COM              G2552X10     24889    462981 SH  SHARED      06         265636            197345
D COVIDIEN LTD                   COM              G2552X10     33077    615274 SH  SHARED      10         615274                  
D COVIDIEN LTD                   COM              G2552X10       157      2929 SH  SHARED      14                             2929
D COVIDIEN LTD                   COM              G2552X10       142      2650 SH  SHR/OTHR    20                             2650
D COVIDIEN LTD                   COM              G2552X10        90      1680 SH  SHARED      21                             1680
D COVIDIEN LTD                   COM              G2552X10        53      1000 SH  SHARED      23            875               125
D CRM HOLDINGS LTD               COM              G2554P10         1       669 SH  SHARED                    669                  
D E FUTURE INFORMATION TECH IN   SHS              G2943810         2       418 SH  SHARED                    418                  
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710       758     24536 SH  SHARED                  24536                  
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710        83      2690 SH  SHARED      02           2507               183
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710     25955    839450 SH  SHARED      10         839450                  
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710       254      8225 SH  SHARED      21           6325              1900
D ENSTAR GROUP LIMITED           SHS              G3075P10        58       600 SH  SHARED      23            600                  
D ASA LIMITED                    COM              G3156P10        10       187 SH  SHARED                    187                  
D EVEREST RE GROUP LTD           COM              G3223R10     28473    329054 SH  SHARED                 329054                  
D EVEREST RE GROUP LTD           COM              G3223R10      1663     19229 SH  SHARED      01                            19229
D EVEREST RE GROUP LTD           COM              G3223R10      5106     59013 SH  SHARED      02          57413              1600
D FGX INTERNATIONAL HLDGS LTD    ORD SHS          G3396L10         0         7 SH  SHARED      02              7                  
D FLAGSTONE REINSURANCE HLDGS    SHS              G3529T10      4960    482994 SH  SHARED                 482994                  
D FOSTER WHEELER LTD             SHS NEW          G3653513       699     19380 SH  SHARED                  15855              3525
D FOSTER WHEELER LTD             SHS NEW          G3653513      2074     57461 SH  SHARED                  39561             17900
D FOSTER WHEELER LTD             SHS NEW          G3653513      8280    229303 SH  SHARED      01         166453             62850
D FOSTER WHEELER LTD             SHS NEW          G3653513      1424     39458 SH  SHR/OTHR    01                            39458
D FOSTER WHEELER LTD             SHS NEW          G3653513       998     27646 SH  SHARED      02           6954             20692
D FOSTER WHEELER LTD             SHS NEW          G3653513       363     10055 SH  SHARED      04                            10055
D FOSTER WHEELER LTD             SHS NEW          G3653513        26       725 SH  SHARED      04            725                  
D FOSTER WHEELER LTD             SHS NEW          G3653513       104      2900 SH  SHARED      06           1200              1700
D FOSTER WHEELER LTD             SHS NEW          G3653513      7588    210149 SH  SHARED      10         207565              2584
D FOSTER WHEELER LTD             SHS NEW          G3653513        47      1312 SH  SHARED      14                             1312
D FOSTER WHEELER LTD             SHS NEW          G3653513      2172     60173 SH  SHARED      19                            60173
D FOSTER WHEELER LTD             SHS NEW          G3653513      1250     34617 SH  SHARED      20          26910      120     7587
D FOSTER WHEELER LTD             SHS NEW          G3653513       298      8275 SH  SHR/OTHR    20                             8275
D FOSTER WHEELER LTD             SHS NEW          G3653513        59      1660 SH  SHARED      21           1550               110
D FOSTER WHEELER LTD             SHS NEW          G3653513       317      8785 SH  SHARED      22           8455               330
D FOSTER WHEELER LTD             SHS NEW          G3653513       117      3255 SH  SHR/OTHR    22                             3255
D FOSTER WHEELER LTD             SHS NEW          G3653513      1001     27737 SH  SHARED      23          24952              2785
D FOSTER WHEELER LTD             SHS NEW          G3653513       351      9732 SH  SHR/OTHR    23                             9732
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810      7912    356404 SH  SHARED                 204304            152100
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       772     34800 SH  SHARED      01          34800                  
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       181      8185 SH  SHARED      02           7785               400
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810     16059    723385 SH  SHARED      04         723385                  
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       352     15900 SH  SHARED      06          15900                  
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810     86320   3888299 SH  SHARED      10        2720999           1167300
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       279     12600 SH  SHARED      15                            12600
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       459     20700 SH  SHARED      24          20700                  
D FRONTLINE LTD                  SHS              G3682E12      1813     37728 SH  SHARED                    828             36900
D FRONTLINE LTD                  SHS              G3682E12       710     14776 SH  SHARED      01          12676              2100
D FRONTLINE LTD                  SHS              G3682E12        14       300 SH  SHR/OTHR    01                              300
D FRONTLINE LTD                  SHS              G3682E12       356      7413 SH  SHARED      02           7413                  
D FRONTLINE LTD                  SHS              G3682E12     51343   1068100 SH  SHARED      10        1018364             49736
D FRONTLINE LTD                  SHS              G3682E12        16       350 SH  SHARED      20            350                  
D FRONTLINE LTD                  SHS              G3682E12        11       240 SH  SHR/OTHR    21                              240
D FUWEI FILMS HLDGS CO LTD       SHS              G3704F10         0         6 SH  SHARED                      6                  
D GARMIN LTD                     ORD              G3726010      2749     81009 SH  SHARED                  81009                  
D GARMIN LTD                     ORD              G3726010       177      5221 SH  SHARED      02           1221              4000
D GARMIN LTD                     ORD              G3726010         1        50 SH  SHARED      05             50                  
D GARMIN LTD                     ORD              G3726010       285      8400 SH  SHARED      10           8400                  
D GARMIN LTD                     ORD              G3726010         4       135 SH  SHARED      20            135                  
D GLOBAL CROSSING LTD            SHS NEW          G3921A17         5       359 SH  SHARED                    359                  
D GLOBAL CROSSING LTD            SHS NEW          G3921A17        63      4200 SH  SHARED      01           4200                  
D GLOBAL CROSSING LTD            SHS NEW          G3921A17       893     58961 SH  SHARED      02          58961                  
D GLOBAL CROSSING LTD            SHS NEW          G3921A17      1153     76100 SH  SHARED      10          76100                  
D GENPACT LIMITED                SHS              G3922B10        85      8184 SH  SHARED                   8184                  
D GENPACT LIMITED                SHS              G3922B10         3       303 SH  SHARED      02            303                  
D GLOBAL SOURCES LTD             ORD              G3930010       430     42786 SH  SHARED                  42786                  
D GLOBAL SOURCES LTD             ORD              G3930010        48      4780 SH  SHARED      01           4780                  
D GLOBAL SOURCES LTD             ORD              G3930010         2       204 SH  SHARED      02            204                  
D GLOBAL SOURCES LTD             ORD              G3930010       776     77110 SH  SHARED      10          75710              1400
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10        10       440 SH  SHARED                    440                  
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10        45      2000 SH  SHARED      01           2000                  
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10       342     14900 SH  SHARED      10          14900                  
D HELEN OF TROY CORP LTD         COM              G4388N10       995     43727 SH  SHARED                  43727                  
D HELEN OF TROY CORP LTD         COM              G4388N10        25      1100 SH  SHARED      01                             1100
D HELEN OF TROY CORP LTD         COM              G4388N10       100      4404 SH  SHARED      02           4404                  
D HELEN OF TROY CORP LTD         COM              G4388N10       451     19825 SH  SHARED      10          19825                  
D HERBALIFE LTD                  COM USD SHS      G4412G10      2927     74087 SH  SHARED                  74087                  
D HERBALIFE LTD                  COM USD SHS      G4412G10        48      1225 SH  SHARED      01            500               725
D HERBALIFE LTD                  COM USD SHS      G4412G10        27       700 SH  SHR/OTHR    01                              700
D HERBALIFE LTD                  COM USD SHS      G4412G10        51      1304 SH  SHARED      02           1304                  
D HERBALIFE LTD                  COM USD SHS      G4412G10      1719     43500 SH  SHARED      04          43500                  
D HERBALIFE LTD                  COM USD SHS      G4412G10     42808   1083200 SH  SHARED      10        1075700              7500
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10     27621    886153 SH  SHARED                 886153                  
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10      2988     95879 SH  SHARED      01          37234             58645
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10      1105     35473 SH  SHARED      02          35298               175
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10         3      110 SH  SHARED      05            110                   
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10      3216    103180 SH  SHARED      10         103180                  
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10        84      2698 SH  SHARED      20                             2698
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10       120      3880 SH  SHARED      23           3880                  
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10        55      1780 SH  SHR/OTHR    23                             1780
D INVESCO LTD                    SHS              G491BT10      2304    109844 SH  SHARED                 109844                  
D INVESCO LTD                    SHS              G491BT10     13995    667107 SH  SHARED                 667107                  
D INVESCO LTD                    SHS              G491BT10       667     31800 SH  SHARED      01          31800                  
D INVESCO LTD                    SHS              G491BT10       350     16713 SH  SHARED      02          16281               432
D INVESCO LTD                    SHS              G491BT10        33      1600 SH  SHARED      04           1600                  
D INVESCO LTD                    SHS              G491BT10         6       308 SH  SHARED      05            308                  
D INVESCO LTD                    SHS              G491BT10      1123     53528 SH  SHARED      06          41328             12200
D INVESCO LTD                    SHS              G491BT10     15353    731820 SH  SHARED      10         731820                  
D INVESCO LTD                    SHS              G491BT10       671     32005 SH  SHARED      14                            32005
D INVESCO LTD                    SHS              G491BT10      1311     62500 SH  SHARED      15                            62500
D INVESCO LTD                    SHS              G491BT10       287     13700 SH  SHARED      23                            13700
D IPC HLDGS LTD                  ORD              G4933P10      3581    118563 SH  SHARED                 118563                  
D IPC HLDGS LTD                  ORD              G4933P10        27       900 SH  SHARED      01            900                  
D IPC HLDGS LTD                  ORD              G4933P10        89      2976 SH  SHARED      02           2917                59
D IPC HLDGS LTD                  ORD              G4933P10      1814     60050 SH  SHARED      10          60050                  
D IPC HLDGS LTD                  ORD              G4933P10        52      1726 SH  SHARED      21                             1726
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G10      2182     82444 SH  SHARED                  82444                  
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G10        18       700 SH  SHARED      01            700                  
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G10         0         9 SH  SHARED      02              9                  
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G10       349     13200 SH  SHARED      10          13200                  
D LAZARD LTD                     SHS A            G5405010      9183    214771 SH  SHARED                 118871             95900
D LAZARD LTD                     SHS A            G5405010       829     19400 SH  SHARED      01          19400                  
D LAZARD LTD                     SHS A            G5405010       273      6400 SH  SHR/OTHR    01                             6400
D LAZARD LTD                     SHS A            G5405010        62      1459 SH  SHARED      02           1433                26
D LAZARD LTD                     SHS A            G5405010       637     14900 SH  SHARED      04          14900                  
D LAZARD LTD                     SHS A            G5405010       384      9000 SH  SHARED      06           9000                  
D LAZARD LTD                     SHS A            G5405010     79772   1865582 SH  SHARED      10        1190347            675235
D LAZARD LTD                     SHS A            G5405010      1637     38300 SH  SHARED      14                            38300
D LAZARD LTD                     SHS A            G5405010       303      7100 SH  SHARED      15                             7100
D LAZARD LTD                     SHS A            G5405010       496     11600 SH  SHARED      24          11600                  
D LJ INTL INC                    ORD              G5531210         3      3200 SH  SHARED                   3200                  
D MAIDEN HOLDINGS LTD            SHS              G5753U11        26      6100 SH  SHARED      10           6100                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      3056    328668 SH  SHARED                 328668                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10        63      6846 SH  SHARED      01           1700              5146
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         2       300 SH  SHR/OTHR    01                              300
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      1760    189318 SH  SHARED      02         132518             56800
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10        50      5400 SH  SHARED      06           1900              3500
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      5255    565100 SH  SHARED      10         565100                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10       165     17765 SH  SHARED      14                            17765
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         1       200 SH  SHR/OTHR    20                              200
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         1       200 SH  SHR/OTHR    21                              200
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         0       100 SH  SHARED      22            100                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         2       250 SH  SHARED      23            250                  
D MAX CAPITAL GROUP LTD          SHS              G6052F10       437     18812 SH  SHARED                  18812                  
D MAX CAPITAL GROUP LTD          SHS              G6052F10        23      1000 SH  SHARED      01           1000                  
D MAX CAPITAL GROUP LTD          SHS              G6052F10         7       325 SH  SHARED      02            325                  
D MAX CAPITAL GROUP LTD          SHS              G6052F10       989     42600 SH  SHARED      10          39400              3200
D MF GLOBAL LTD                  SHS              G6064210       170     39172 SH  SHARED                  39172                  
D MF GLOBAL LTD                  SHS              G6064210      1860    428700 SH  SHARED      01         428700                  
D MF GLOBAL LTD                  SHS              G6064210        26      6187 SH  SHARED      02           6187                  
D MF GLOBAL LTD                  SHS              G6064210         9      2200 SH  SHARED      06           2200                  
D MF GLOBAL LTD                  SHS              G6064210       109     25200 SH  SHARED      14                            25200
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510       548     33198 SH  SHARED                  33198                  
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510        11       702 SH  SHARED      02            702                  
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510       680     41200 SH  SHARED      10          36500              4700
D NABORS INDUSTRIES LTD          SHS              G6359F10      8259    331435 SH  SHARED                 331435                  
D NABORS INDUSTRIES LTD          SHS              G6359F10       588     23631 SH  SHARED      01          23631                  
D NABORS INDUSTRIES LTD          SHS              G6359F10      1061     42593 SH  SHARED      02          27448             15145
D NABORS INDUSTRIES LTD          SHS              G6359F10     10835    434795 SH  SHARED      10         334439            100356
D NOBLE CORPORATION              SHS              G6542210     44992   1024891 SH  SHARED                1024891                  
D NOBLE CORPORATION              SHS              G6542210      1725     39300 SH  SHARED      01          34000              5300
D NOBLE CORPORATION              SHS              G6542210       223      5100 SH  SHR/OTHR    01                             5100
D NOBLE CORPORATION              SHS              G6542210      2150     48988 SH  SHARED      02          36370             12618
D NOBLE CORPORATION              SHS              G6542210         7       160 SH  SHARED      05            160                  
D NOBLE CORPORATION              SHS              G6542210     35348    805200 SH  SHARED      10         805200                  
D NOBLE CORPORATION              SHS              G6542210       144      3300 SH  SHARED      23           3300                  
D NOBLE CORPORATION              SHS              G6542210       395      9000 SH  SHR/OTHR    23                             9000
D NORDIC AMERICAN TANKER SHIPP   COM              G6577310        22       716 SH  SHARED                    716                  
D NORDIC AMERICAN TANKER SHIPP   COM              G6577310       246      7683 SH  SHARED      02           6183              1500
D NORDIC AMERICAN TANKER SHIPP   COM              G6577310       400     12500 SH  SHARED      10          12500                  
D NORDIC AMERICAN TANKER SHIPP   COM              G6577310         4       150 SH  SHR/OTHR    23                              150
D NORTH ASIA INVESTMENT CORP     UNIT 99/99/9999  G6620220      2297    255300 SH  SHARED      02         255300                  
D OPENTV CORP                    CL A             G6754310         0       430 SH  SHARED                    430                  
D OPENTV CORP                    CL A             G6754310         6      4365 SH  SHARED      01           4365                  
D OPENTV CORP                    CL A             G6754310         0        49 SH  SHARED      02             49                  
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210        34      1642 SH  SHARED                   1642                  
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210         0         3 SH  SHARED      02              3                  
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210        84      4000 SH  SHARED      23                             4000
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310        88      3657 SH  SHARED                   3657                  
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310       130      5400 SH  SHARED      02           5400                  
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310      8531    353560 SH  SHARED      10         353560                  
D ORIGIN AGRITECH LIMITED        SHS              G6782810         0         2 SH  SHARED                      2                  
D ORIGIN AGRITECH LIMITED        SHS              G6782810         0       127 SH  SHARED      02            127                  
D OVERTURE ACQUISITION CORP      SHS              G6830P10      2804    305540 SH  SHARED                 305540                  
D OVERTURE ACQUISITION CORP      SHS              G6830P10      3076    335109 SH  SHARED      02         335109                  
D OVERTURE ACQUISITION CORP      *W EXP 01/30/201 G6830P11        15     56609 SH  SHARED      02          56609                  
D OVERTURE ACQUISITION CORP      UNIT 99/99/9999  G6830P20       166     17900 SH  SHARED      02          17900                  
D PARTNERRE LTD                  COM              G6852T10     18605    273250 SH  SHARED                 241050             32200
D PARTNERRE LTD                  COM              G6852T10        68      1000 SH  SHARED      01                             1000
D PARTNERRE LTD                  COM              G6852T10       432      6352 SH  SHARED      02           6352                  
D PARTNERRE LTD                  COM              G6852T10        95      1400 SH  SHARED      10           1400                  
D PARTNERRE LTD                  COM              G6852T10        46       690 SH  SHARED      20            690                  
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10      1320     37227 SH  SHARED                  37227                  
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10        74      2100 SH  SHARED      01           2100                  
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10       192      5429 SH  SHARED      02           5429                  
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10      2990     84300 SH  SHARED      10          84300                  
D PRIMUS GUARANTY LTD            SHS              G7245710         3      1231 SH  SHARED                   1231                  
D QIAO XING UNIVERSAL TELEPHON   ORD              G7303A10         1       609 SH  SHARED                    609                  
D QIAO XING MOBILE COMM CO LTD   SHS              G7303110         9      3132 SH  SHARED                   3132                  
D QIAO XING MOBILE COMM CO LTD   SHS              G7303110         0       115 SH  SHARED      02            115                  
D QUANTA CAPITAL HLDGS LTD       SHS              G7313F10     12512   4533688 SH  SHARED                4533688                  
D RAM HOLDINGS LTD               SHS              G7368R10         0        55 SH  SHARED                     55                  
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10      2496     48011 SH  SHARED                  41111              6900
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10         2        40 SH  SHARED      01             40                  
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10        87      1682 SH  SHARED      02           1202               480
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10       104      2000 SH  SHARED      10           2000                  
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10         4        90 SH  SHARED      21                               90
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10        19       375 SH  SHR/OTHR    23                              375
D SEAGATE TECHNOLOGY             SHS              G7945J10       281     23246 SH  SHARED                  23246                  
D SEAGATE TECHNOLOGY             SHS              G7945J10      2062    170169 SH  SHARED      02         139220             30949
D SEAGATE TECHNOLOGY             SHS              G7945J10      4605    380000 SH  SHARED      10         380000                  
D SEAGATE TECHNOLOGY             SHS              G7945J10        10       855 SH  SHARED      21                              855
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       127      5918 SH  SHARED                   5918                  
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       156      7278 SH  SHARED      02           6100              1178
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       381     17700 SH  SHARED      10          17700                  
D SIGNET JEWELERS LIMITED        SHS              G8127610        21       907 SH  SHARED                    907                  
D SIGNET JEWELERS LIMITED        SHS              G8127610     31530   1348589 SH  SHARED                1348589                  
D SIGNET JEWELERS LIMITED        SHS              G8127610         0         5 SH  SHARED      02              5                  
D SIGNET JEWELERS LIMITED        SHS              G8127610         2        98 SH  SHARED      20             98                  
D SILVERSTAR HLDGS LTD           ORD              G8136510         0       516 SH  SHARED                    516                  
D SINA CORP                      ORD              G8147710     35183    999530 SH  SHARED                 999530                  
D SINA CORP                      ORD              G8147710      1330     37800 SH  SHARED      01          37800                  
D SINA CORP                      ORD              G8147710        27       774 SH  SHARED      02             24               750
D SINA CORP                      ORD              G8147710     10552    299800 SH  SHARED      10         299800                  
D SINA CORP                      ORD              G8147710        35      1000 SH  SHARED      24           1000                  
D SMART MODULAR TECHNOLOGIES I   ORD SHS          G8224510        23      7917 SH  SHARED                   7917                  
D SMART MODULAR TECHNOLOGIES I   ORD SHS          G8224510         0        25 SH  SHARED      02             25                  
D SMART MODULAR TECHNOLOGIES I   ORD SHS          G8224510        30     10100 SH  SHARED      10          10100                  
D CHINA TECH DEVELOPMENT GP CO   SHS              G8438410         5      1794 SH  SHARED                   1794                  
D STEWART W P & CO LTD           COM              G8492210         0       604 SH  SHARED                    604                  
D STEWART W P & CO LTD           COM              G8492210         7      5700 SH  SHARED      10           5700                  
D SYNCORA HOLDINGS LTD           SHS              G8649T10         2      1492 SH  SHARED                   1492                  
D SYNCORA HOLDINGS LTD           SHS              G8649T10         7      5900 SH  SHARED      10           5900                  
D TBS INTERNATIONAL LIMITED      COM CL A         G8697515       183     13614 SH  SHARED                  13614                  
D TBS INTERNATIONAL LIMITED      COM CL A         G8697515        18      1400 SH  SHARED      01           1400                  
D TBS INTERNATIONAL LIMITED      COM CL A         G8697515         0         5 SH  SHARED      02              5                  
D TBS INTERNATIONAL LIMITED      COM CL A         G8697515      4533    336800 SH  SHARED      10         336100               700
D UTI WORLDWIDE INC              ORD              G8721010       114      6714 SH  SHARED                   6714                  
D UTI WORLDWIDE INC              ORD              G8721010       463     27205 SH  SHARED      01           6000             21205
D UTI WORLDWIDE INC              ORD              G8721010        17      1050 SH  SHR/OTHR    01                             1050
D UTI WORLDWIDE INC              ORD              G8721010         0         6 SH  SHARED      02              6                  
D UTI WORLDWIDE INC              ORD              G8721010       178     10500 SH  SHARED      20          10500                  
D UTI WORLDWIDE INC              ORD              G8721010         1       100 SH  SHR/OTHR    21                              100
D UTI WORLDWIDE INC              ORD              G8721010       177     10419 SH  SHARED      22          10419                  
D UTI WORLDWIDE INC              ORD              G8721010       116      6850 SH  SHARED      23           6850                  
D UTI WORLDWIDE INC              ORD              G8721010         7       450 SH  SHR/OTHR    23                              450
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10         3       219 SH  SHARED                    219                  
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10         0         5 SH  SHARED      02              5                  
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10       236     15600 SH  SHARED      10          15600                  
D TRANSOCEAN INC NEW             SHS              G9007310      4174     38005 SH  SHARED                  19562             18443
D TRANSOCEAN INC NEW             SHS              G9007310     59302    539899 SH  SHARED                 533582              6317
D TRANSOCEAN INC NEW             SHS              G9007310     27714    252319 SH  SHARED      01         228629             23690
D TRANSOCEAN INC NEW             SHS              G9007310      2170     19765 SH  SHR/OTHR    01                            19765
D TRANSOCEAN INC NEW             SHS              G9007310      3850     35051 SH  SHARED      02          32438              2613
D TRANSOCEAN INC NEW             SHS              G9007310       522      4760 SH  SHARED      04                             4760
D TRANSOCEAN INC NEW             SHS              G9007310    223445   2034285 SH  SHARED      04        2034285                  
D TRANSOCEAN INC NEW             SHS              G9007310        16       149 SH  SHARED      05            149                  
D TRANSOCEAN INC NEW             SHS              G9007310     15205    138433 SH  SHARED      06          69680             68753
D TRANSOCEAN INC NEW             SHS              G9007310     79519    723960 SH  SHARED      10         680491             43469
D TRANSOCEAN INC NEW             SHS              G9007310      3350     30500 SH  SHARED      14          13500             17000
D TRANSOCEAN INC NEW             SHS              G9007310       681      6200 SH  SHARED      15                             6200
D TRANSOCEAN INC NEW             SHS              G9007310      2683     24429 SH  SHARED      19                            24429
D TRANSOCEAN INC NEW             SHS              G9007310      1376     12533 SH  SHARED      20           9758       35     2740
D TRANSOCEAN INC NEW             SHS              G9007310       108       990 SH  SHR/OTHR    20                              990
D TRANSOCEAN INC NEW             SHS              G9007310       152      1390 SH  SHARED      21            510               880
D TRANSOCEAN INC NEW             SHS              G9007310        59       541 SH  SHR/OTHR    21                              541
D TRANSOCEAN INC NEW             SHS              G9007310       112      1020 SH  SHARED      22            835               185
D TRANSOCEAN INC NEW             SHS              G9007310        67       610 SH  SHR/OTHR    22                              610
D TRANSOCEAN INC NEW             SHS              G9007310      1541     14032 SH  SHARED      23          12462              1570
D TRANSOCEAN INC NEW             SHS              G9007310      1461     13302 SH  SHR/OTHR    23                            13302
D TSAKOS ENERGY NAVIGATION LTD   SHS              G9108L10       291      9812 SH  SHARED                   9812                  
D TYCO INTL LTD BERMUDA          SHS              G9143X20         0         1 SH  SHARED                      1                  
D TYCO INTL LTD BERMUDA          SHS              G9143X20     36074   1030123 SH  SHARED                1030123                  
D TYCO INTL LTD BERMUDA          SHS              G9143X20      2604     74363 SH  SHARED      01          72157              2206
D TYCO INTL LTD BERMUDA          SHS              G9143X20        10       289 SH  SHR/OTHR    01                              289
D TYCO INTL LTD BERMUDA          SHS              G9143X20     11208    320057 SH  SHARED      02         113453            206604
D TYCO INTL LTD BERMUDA          SHS              G9143X20      7871    224768 SH  SHARED      04         224768                  
D TYCO INTL LTD BERMUDA          SHS              G9143X20      8068    230402 SH  SHARED      05         230402                  
D TYCO INTL LTD BERMUDA          SHS              G9143X20      2748     78491 SH  SHARED      06          59136             19355
D TYCO INTL LTD BERMUDA          SHS              G9143X20     14467    413112 SH  SHARED      10         413112                  
D TYCO INTL LTD BERMUDA          SHS              G9143X20       425     12147 SH  SHARED      14                            12147
D TYCO INTL LTD BERMUDA          SHS              G9143X20        46      1325 SH  SHARED      20           1100               225
D TYCO INTL LTD BERMUDA          SHS              G9143X20        92      2650 SH  SHR/OTHR    20                             2650
D TYCO INTL LTD BERMUDA          SHS              G9143X20        35      1000 SH  SHARED      22           1000                  
D TYCO INTL LTD BERMUDA          SHS              G9143X20        35      1000 SH  SHARED      23            875               125
D TYCO INTL LTD BERMUDA          SHS              G9143X20        35      1000 SH  SHR/OTHR    23                             1000
D TYCO ELECTRONICS LTD           COM NEW          G9144P10         0         1 SH  SHARED                      1                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10     18919    683987 SH  SHARED                 683987                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10      1400     50648 SH  SHARED      01          48148              2500
D TYCO ELECTRONICS LTD           COM NEW          G9144P10         7       289 SH  SHR/OTHR    01                              289
D TYCO ELECTRONICS LTD           COM NEW          G9144P10     12214    441577 SH  SHARED      02         433543              8034
D TYCO ELECTRONICS LTD           COM NEW          G9144P10         7       275 SH  SHARED      05            275                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10      1755     63481 SH  SHARED      06          47836             15645
D TYCO ELECTRONICS LTD           COM NEW          G9144P10     14966    541075 SH  SHARED      10         506175             34900
D TYCO ELECTRONICS LTD           COM NEW          G9144P10        71      2570 SH  SHR/OTHR    20                             2570
D TYCO ELECTRONICS LTD           COM NEW          G9144P10        27      1000 SH  SHARED      23            875               125
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10       458     19740 SH  SHARED                  19740                  
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10         6       300 SH  SHARED      01            300                  
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10       537     23100 SH  SHARED      10          23100                  
D VANTAGE DRILLING COMPANY       ORD SHS          G9320511      3939   1317507 SH  SHARED                1317507                  
D VANTAGE DRILLING COMPANY       *W EXP 05/24/201 G9320512        12     26354 SH  SHARED                  26354                  
D VISTAPRINT LIMITED             SHS              G9376220        24       743 SH  SHARED                    743                  
D VISTAPRINT LIMITED             SHS              G9376220       284      8657 SH  SHARED      01                             8657
D VISTAPRINT LIMITED             SHS              G9376220       104      3192 SH  SHARED      02                             3192
D VISTAPRINT LIMITED             SHS              G9376220      1180     35938 SH  SHARED      10          34238              1700
D VISTAPRINT LIMITED             SHS              G9376220        34      1065 SH  SHARED      21           1065                  
D WARNER CHILCOTT LIMITED        COM CL A         G9435N10        38      2530 SH  SHARED                   2530                  
D WARNER CHILCOTT LIMITED        COM CL A         G9435N10        77      5157 SH  SHARED      02           5157                  
D WARNER CHILCOTT LIMITED        COM CL A         G9435N10       107      7100 SH  SHARED      23           7100                  
D GOLAR LNG LTD BERMUDA          SHS              G9456A10        29      2200 SH  SHARED      01           2200                  
D GOLAR LNG LTD BERMUDA          SHS              G9456A10         0        20 SH  SHARED      02             20                  
D GOLAR LNG LTD BERMUDA          SHS              G9456A10       158     11900 SH  SHARED      10          11900                  
D WEATHERFORD INTERNATIONAL LT   COM              G9508910     13058    519439 SH  SHARED                 519439                  
D WEATHERFORD INTERNATIONAL LT   COM              G9508910      1889     75160 SH  SHARED      01          73360              1800
D WEATHERFORD INTERNATIONAL LT   COM              G9508910        55      2200 SH  SHR/OTHR    01                             2200
D WEATHERFORD INTERNATIONAL LT   COM              G9508910      5296    210692 SH  SHARED      02          65209            145483
D WEATHERFORD INTERNATIONAL LT   COM              G9508910         9       360 SH  SHARED      05            360                  
D WEATHERFORD INTERNATIONAL LT   COM              G9508910      7034    279817 SH  SHARED      10         279817                  
D WEATHERFORD INTERNATIONAL LT   COM              G9508910         6       272 SH  SHARED      21                              272
D WEATHERFORD INTERNATIONAL LT   COM              G9508910       393     15650 SH  SHR/OTHR    23                            15650
D WHITE MTNS INS GROUP LTD       COM              G9618E10      2613      5564 SH  SHARED                   5564                  
D WHITE MTNS INS GROUP LTD       COM              G9618E10        24        53 SH  SHARED      02             53                  
D WHITE MTNS INS GROUP LTD       COM              G9618E10        93       200 SH  SHARED      10            200                  
D WHITE MTNS INS GROUP LTD       COM              G9618E10      1518      3233 SH  SHARED      14                             3233
D WHITE MTNS INS GROUP LTD       COM              G9618E10       131       280 SH  SHARED      23             30               250
D WHITE MTNS INS GROUP LTD       COM              G9618E10        14        30 SH  SHR/OTHR    23                               30
D WILLIS GROUP HOLDINGS LTD      SHS              G9665510      2894     89720 SH  SHARED                  89720                  
D WILLIS GROUP HOLDINGS LTD      SHS              G9665510       219      6789 SH  SHARED      02           2889              3900
D XOMA LTD                       ORD              G9825R10      2864   1363842 SH  SHARED                1363842                  
D XOMA LTD                       ORD              G9825R10        14      6760 SH  SHARED      02           6760                  
D XL CAP LTD                     CL A             G9825510     12389    690609 SH  SHARED                 690609                  
D XL CAP LTD                     CL A             G9825510       303     16900 SH  SHARED      01          16400               500
D XL CAP LTD                     CL A             G9825510       800     44628 SH  SHARED      02          14508             30120
D XL CAP LTD                     CL A             G9825510     31822   1773810 SH  SHARED      10        1771210              2600
D XL CAP LTD                     CL A             G9825510         3       176 SH  SHARED      20                              176
D XL CAP LTD                     CL A             G9825510       127      7115 SH  SHARED      21           7115                  
D XL CAP LTD                     CL A             G9825510         2       150 SH  SHARED      23            150                  
D XL CAP LTD                     CL A             G9825510         2       150 SH  SHR/OTHR    23                              150
D XYRATEX LTD                    COM              G9826810        52      4694 SH  SHARED                   4694                  
D YUCHENG TECHNOLOGIES LTD       COM              G9877710         5       499 SH  SHARED                    499                  
D ACE LTD                        SHS              H0023R10     18569    343049 SH  SHARED                 343049                  
D ACE LTD                        SHS              H0023R10       167      3100 SH  SHARED      01           1100              2000
D ACE LTD                        SHS              H0023R10        18       350 SH  SHR/OTHR    01                              350
D ACE LTD                        SHS              H0023R10       991     18313 SH  SHARED      02          12713              5600
D ACE LTD                        SHS              H0023R10       757     14000 SH  SHARED      04          14000                  
D ACE LTD                        SHS              H0023R10         9       170 SH  SHARED      05            170                  
D ACE LTD                        SHS              H0023R10     20685    382151 SH  SHARED      06         137381            244770
D ACE LTD                        SHS              H0023R10     33194    613242 SH  SHARED      10         613242                  
D ACE LTD                        SHS              H0023R10      1243     22968 SH  SHARED      14                            22968
D ACE LTD                        SHS              H0023R10       508      9400 SH  SHARED      20           8250              1150
D ACE LTD                        SHS              H0023R10       181      3350 SH  SHR/OTHR    20                             3350
D ACE LTD                        SHS              H0023R10        69      1280 SH  SHARED      21           1280                  
D ACE LTD                        SHS              H0023R10        20       375 SH  SHR/OTHR    23                              375
D ALCON INC                      COM SHS          H0130110       559      3462 SH  SHARED                   3462                  
D ALCON INC                      COM SHS          H0130110        32       201 SH  SHARED                      1               200
D ALCON INC                      COM SHS          H0130110       197      1222 SH  SHARED      02            500               722
D ALCON INC                      COM SHS          H0130110       129      800 SH  SHARED      06            800                   
D ALCON INC                      COM SHS          H0130110      8027     49705 SH  SHARED      10          49705                  
D ALCON INC                      COM SHS          H0130110       452      2801 SH  SHARED      14                             2801
D ALCON INC                      COM SHS          H0130110        24       150 SH  SHARED      20            150                  
D ALCON INC                      COM SHS          H0130110       856      5300 SH  SHARED      21                             5300
D LOGITECH INTL S A              SHS              H5043023     20043    859486 SH  SHARED                 857109              2377
D LOGITECH INTL S A              SHS              H5043023       264     11353 SH  SHARED      01          11353                  
D LOGITECH INTL S A              SHS              H5043023         1        43 SH  SHARED      02             43                  
D LOGITECH INTL S A              SHS              H5043023      1797     77101 SH  SHARED      04          77101                  
D LOGITECH INTL S A              SHS              H5043023       223      9600 SH  SHARED      06           6200              3400
D LOGITECH INTL S A              SHS              H5043023      1662     71306 SH  SHARED      10          66439              4867
D LOGITECH INTL S A              SHS              H5043023       240     10330 SH  SHARED      19                            10330
D UBS AG                         SHS NEW          H8923133      4287    244449 SH  SHARED                  42650            201799
D UBS AG                         SHS NEW          H8923133    464118  26460546 SH  SHARED               26276545            184001
D UBS AG                         SHS NEW          H8923133        39      2229 SH  SHARED      01           2229                  
D UBS AG                         SHS NEW          H8923133      3685    210129 SH  SHARED      02         210000               129
D UBS AG                         SHS NEW          H8923133      2267    129283 SH  SHARED      04         123681              5602
D UBS AG                         SHS NEW          H8923133     97963   5585132 SH  SHARED      04        5585132                  
D UBS AG                         SHS NEW          H8923133     12284    700393 SH  SHARED      05         700393                  
D UBS AG                         SHS NEW          H8923133     49804   2839485 SH  SHARED      06        1416430           1423055
D UBS AG                         SHS NEW          H8923133      5975    340680 SH  SHARED      10         229749            110931
D UBS AG                         SHS NEW          H8923133      2528    144170 SH  SHARED      14          16626            127544
D UBS AG                         SHS NEW          H8923133    144036   8211864 SH  SHARED      15                          8211864
D UBS AG                         SHS NEW          H8923133      2151    122666 SH  SHARED      19                           122666
D UBS AG                         SHS NEW          H8923133         0        37 SH  SHARED      20             37                  
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11         0         1 SH  SHARED                      1                  
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11       359      5239 SH  SHARED      02           5193                46
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11      3969     57800 SH  SHARED      10          57800                  
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11        41       603 SH  SHARED      14                              603
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11       107      1560 SH  SHARED      21                             1560
D ALADDIN KNOWLEDGE SYS LTD      ORD              M0392N10        26      1972 SH  SHARED                   1972                  
D ALLOT COMMUNICATIONS LTD       SHS              M0854Q10       198     81580 SH  SHARED      04          81580                  
D ALVARION LTD                   SHS              M0861T10         2       461 SH  SHARED                    461                  
D ALVARION LTD                   SHS              M0861T10       387     66704 SH  SHARED      02          66704                  
D AUDIOCODES LTD                 ORD              M1534210       158     63013 SH  SHARED                  63013                  
D BLUEPHOENIX SOLUTIONS LTD      SHS              M2015710         0        26 SH  SHARED                     26                  
D CAMTEK LTD                     ORD              M2079110         6      7500 SH  SHARED      02                             7500
D CELLCOM ISRAEL LTD             SHS              M2196U10      1297     43158 SH  SHARED                  43158                  
D CELLCOM ISRAEL LTD             SHS              M2196U10      1301     43300 SH  SHARED      14                            43300
D CERAGON NETWORKS LTD           ORD              M2201310         1       168 SH  SHARED                    168                  
D CERAGON NETWORKS LTD           ORD              M2201310        92     12500 SH  SHARED      02                            12500
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      8884    390691 SH  SHARED                 390691                  
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510        69      3051 SH  SHARED      02           3051                  
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1478     65000 SH  SHARED      04          65000                  
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      5227    229900 SH  SHARED      10         229900                  
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1530     67300 SH  SHARED      14                            67300
D ECTEL LTD                      ORD              M2992510         0        53 SH  SHARED                     53                  
D ELBIT SYS LTD                  ORD              M3760D10      1366     26441 SH  SHARED                  26441                  
D ELBIT SYS LTD                  ORD              M3760D10      1356     26248 SH  SHARED      01          26248                  
D ELBIT SYS LTD                  ORD              M3760D10         0         9 SH  SHARED      02              9                  
D ELBIT SYS LTD                  ORD              M3760D10      7595    147000 SH  SHARED      10         147000                  
D ELBIT SYS LTD                  ORD              M3760D10        37       724 SH  SHARED      24            724                  
D FUNDTECH LTD                   ORD              M4709510         2       165 SH  SHARED                    165                  
D FUNDTECH LTD                   ORD              M4709510      4462    318963 SH  SHARED      10         318963                  
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311        16      1637 SH  SHARED                   1637                  
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311      3526    341400 SH  SHARED      10         341400                  
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311        12      1240 SH  SHARED      21           1240                  
D GIVEN IMAGING                  ORD SHS          M5202010        24      2170 SH  SHARED                   2170                  
D INTERNET GOLD-GOLDEN LINES L   ORD              M5659510         9      1613 SH  SHARED                   1613                  
D ITURAN LOCATION AND CONTROL    SHS              M6158M10         5       520 SH  SHARED                    520                  
D ORBOTECH LTD                   ORD              M7525310        30      3825 SH  SHARED                   3825                  
D RRSAT GLOBAL COMM NTWRK LTD    SHS              M8183P10         0        56 SH  SHARED                     56                  
D RRSAT GLOBAL COMM NTWRK LTD    SHS              M8183P10       467     37300 SH  SHARED      10          37300                  
D RADVISION LTD                  ORD              M8186910         0         8 SH  SHARED                      8                  
D RADWARE LTD                    ORD              M8187310       485     58320 SH  SHARED                  58320                  
D SILICOM LTD                    ORD              M8411610         9      1927 SH  SHARED                   1927                  
D SYNERON MEDICAL LTD            ORD SHS          M8724510        31      2244 SH  SHARED                   2244                  
D SYNERON MEDICAL LTD            ORD SHS          M8724510        29      2100 SH  SHARED      02           2100                  
D SYNERON MEDICAL LTD            ORD SHS          M8724510      5704    400300 SH  SHARED      10         400300                  
D TEFRON LTD                     ORD              M8748210         2      1216 SH  SHARED                   1216                  
D TOWER SEMICONDUCTOR LTD        ORD              M8791510         0       833 SH  SHARED                    833                  
D AERCAP HOLDINGS NV             SHS              N0098510         1        96 SH  SHARED                     96                  
D AERCAP HOLDINGS NV             SHS              N0098510        21      1997 SH  SHARED      21           1997                  
D ASM INTL N V                   COM              N0704510      7372    394256 SH  SHARED                 394256                  
D ASM INTL N V                   COM              N0704510        15       816 SH  SHARED      02            816                  
D ASM INTL N V                   COM              N0704510       654     35000 SH  SHARED      04          35000                  
D ASML HOLDING N V               NY REG SHS       N0705918         1        82 SH  SHARED                     82                  
D ASML HOLDING N V               NY REG SHS       N0705918       362     20581 SH  SHARED      02          20239               342
D ASML HOLDING N V               NY REG SHS       N0705918      4328    245800 SH  SHARED      10         245800                  
D CNH GLOBAL N V                 SHS NEW          N2093520      1910     86686 SH  SHARED                  86686                  
D CNH GLOBAL N V                 SHS NEW          N2093520         1        54 SH  SHARED      02             54                  
D CNH GLOBAL N V                 SHS NEW          N2093520        55      2500 SH  SHARED      23                             2500
D CORE LABORATORIES N V          COM              N2271710         0         2 SH  SHARED      02              2                  
D CORE LABORATORIES N V          COM              N2271710         7        72 SH  SHARED      20             72                  
D EURAND N V                     SHS              N3101010         0        16 SH  SHARED                     16                  
D EURAND N V                     SHS              N3101010       146      8089 SH  SHARED      02           8089                  
D EURAND N V                     SHS              N3101010        17       985 SH  SHARED      21            985                  
D ORTHOFIX INTL N V              COM              N6748L10         0         9 SH  SHARED      02              9                  
D QIAGEN N V                     ORD              N7248210      1551     78658 SH  SHARED                  48120             30538
D QIAGEN N V                     ORD              N7248210     26257   1330844 SH  SHARED                1083334            247510
D QIAGEN N V                     ORD              N7248210      8103    410742 SH  SHARED      01         410742                  
D QIAGEN N V                     ORD              N7248210        38      1965 SH  SHR/OTHR    01                             1965
D QIAGEN N V                     ORD              N7248210        73      3746 SH  SHARED      02           3746                  
D QIAGEN N V                     ORD              N7248210      2863    145158 SH  SHARED      04          35241            109917
D QIAGEN N V                     ORD              N7248210    225103  11409183 SH  SHARED      04       11409183                  
D QIAGEN N V                     ORD              N7248210     12327    624787 SH  SHARED      06         131900            492887
D QIAGEN N V                     ORD              N7248210    116955   5927774 SH  SHARED      10        4061067           1866707
D QIAGEN N V                     ORD              N7248210      1079     54700 SH  SHARED      14          54700                  
D QIAGEN N V                     ORD              N7248210       374     19000 SH  SHARED      15                            19000
D QIAGEN N V                     ORD              N7248210      3631    184061 SH  SHARED      19                           184061
D QIAGEN N V                     ORD              N7248210       643     32600 SH  SHARED      24          32600                  
D BANCO LATINOAMERICANO DE EXP   CL E             P1699413         0        16 SH  SHARED                     16                  
D BANCO LATINOAMERICANO DE EXP   CL E             P1699413         1        90 SH  SHARED      01             90                  
D BANCO LATINOAMERICANO DE EXP   CL E             P1699413       604     41900 SH  SHARED      10          41900                  
D COPA HOLDINGS SA               CL A             P3107610       181      5594 SH  SHARED                   5594                  
D COPA HOLDINGS SA               CL A             P3107610      7889    242769 SH  SHARED      01         242769                  
D COPA HOLDINGS SA               CL A             P3107610         0         1 SH  SHARED      02              1                  
D COPA HOLDINGS SA               CL A             P3107610      3250    100000 SH  SHARED      04         100000                  
D SINOVAC BIOTECH LTD            SHS              P8696W10         0        50 SH  SHARED      02             50                  
D STEINER LEISURE LTD            ORD              P8744Y10       311      9060 SH  SHARED                   9060                  
D STEINER LEISURE LTD            ORD              P8744Y10         0         9 SH  SHARED      02              9                  
D STEINER LEISURE LTD            ORD              P8744Y10         7       224 SH  SHARED      21                              224
D ULTRAPETROL BAHAMAS LTD        COM              P9439810        90     11565 SH  SHARED                  11565                  
D ULTRAPETROL BAHAMAS LTD        COM              P9439810        64      8200 SH  SHARED      01           8200                  
D ULTRAPETROL BAHAMAS LTD        COM              P9439810        16      2106 SH  SHARED      02           1806               300
D ULTRAPETROL BAHAMAS LTD        COM              P9439810       251     32000 SH  SHARED      10          32000                  
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10      2405    159548 SH  SHARED                 159548                  
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10        51      3425 SH  SHARED      02           3425                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10     15228    733883 SH  SHARED                 733883                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10      5893    284036 SH  SHARED      02         283970                66
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10       236     11400 SH  SHARED      10          11400                  
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10       185      8300 SH  SHARED                   8300                  
D CAPITAL PRODUCT PARTNERS L P   COM UNIT LP      Y1108210         3       352 SH  SHARED                    352                  
D DANAOS CORPORATION             SHS              Y1968P10       123      8295 SH  SHARED      02                             8295
D DHT MARITIME INC               COM              Y2065G10       574     85446 SH  SHARED                  85446                  
D DHT MARITIME INC               COM              Y2065G10         4       722 SH  SHARED      02            722                  
D DHT MARITIME INC               COM              Y2065G10      6983   1039200 SH  SHARED      10        1039200                  
D DIANA SHIPPING INC             COM              Y2066G10       243     12380 SH  SHARED                  12380                  
D DIANA SHIPPING INC             COM              Y2066G10       122      6235 SH  SHARED      02           1900              4335
D DIANA SHIPPING INC             COM              Y2066G10         1       100 SH  SHARED      20            100                  
D DRYSHIPS INC                   SHS              Y2109Q10      2230     62857 SH  SHARED                  62857                  
D DRYSHIPS INC                   SHS              Y2109Q10         5       153 SH  SHARED      02            153                  
D EAGLE BULK SHIPPING INC        COM              Y2187A10       287     20655 SH  SHARED                  20655                  
D EAGLE BULK SHIPPING INC        COM              Y2187A10        27      2000 SH  SHARED      01                             2000
D EAGLE BULK SHIPPING INC        COM              Y2187A10       168     12078 SH  SHARED      02           4550              7528
D EAGLE BULK SHIPPING INC        COM              Y2187A10     12530    898900 SH  SHARED      10         898900                  
D EAGLE BULK SHIPPING INC        COM              Y2187A10        27      2000 SH  SHARED      20           2000                  
D EAGLE BULK SHIPPING INC        COM              Y2187A10       112      8093 SH  SHARED      21           6500              1593
D EUROSEAS LTD                   COM NEW          Y2359220        15      2000 SH  SHARED      02                             2000
D FLEXTRONICS INTL LTD           ORD              Y2573F10      5040    711984 SH  SHARED                 711984                  
D FLEXTRONICS INTL LTD           ORD              Y2573F10       177     25100 SH  SHARED      02          23122              1978
D FLEXTRONICS INTL LTD           ORD              Y2573F10      1062    150000 SH  SHARED      04         150000                  
D FLEXTRONICS INTL LTD           ORD              Y2573F10         3       547 SH  SHARED      05            547                  
D FLEXTRONICS INTL LTD           ORD              Y2573F10       102     14431 SH  SHARED      06           7311              7120
D FLEXTRONICS INTL LTD           ORD              Y2573F10        82     11600 SH  SHARED      10          11600                  
D FLEXTRONICS INTL LTD           ORD              Y2573F10       223     31500 SH  SHARED      14                            31500
D FREESEAS INC                   COM              Y2649610         0       200 SH  SHARED                    200                  
D FREESEAS INC                   COM              Y2649610       264     64410 SH  SHARED      02                            64410
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10       191      5769 SH  SHARED                   5769                  
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10        19       600 SH  SHARED      01            600                  
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10         6       200 SH  SHARED      06            200                  
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10       267      8043 SH  SHARED      10           8043                  
D GENERAL MARITIME CORP          SHS              Y2692M10       143      7350 SH  SHARED      02           7350                  
D GENERAL MARITIME CORP          SHS              Y2692M10       315     16200 SH  SHARED      10          16200                  
D GIGAMEDIA LTD                  ORD              Y2711Y10         2       398 SH  SHARED                    398                  
D GIGAMEDIA LTD                  ORD              Y2711Y10       184     25100 SH  SHARED      02           5100             20000
D GLOBAL SHIP LEASE INC NEW      SHS A            Y2718310         0        21 SH  SHARED                     21                  
D GLOBAL SHIP LEASE INC NEW      *W EXP 08/24/201 Y2718311        12     16836 SH  SHARED                  16836                  
D NAVIOS MARITIME ACQUIS CORP    SHS              Y6215910       582     66300 SH  SHARED      02          66300                  
D NAVIOS MARITIME ACQUIS CORP    *W EXP 06/25/201 Y6215911        60    150000 SH  SHARED      02         150000                  
D NAVIOS MARITIME ACQUIS CORP    UNIT 99/99/9999  Y6215912      1282    138641 SH  SHARED                 138641                  
D NAVIOS MARITIME ACQUIS CORP    UNIT 99/99/9999  Y6215912       839     90800 SH  SHARED      02          80800             10000
D NAVIOS MARITIME HOLDINGS INC   COM              Y6219610      1691    330946 SH  SHARED                 330946                  
D NAVIOS MARITIME HOLDINGS INC   *W EXP 12/09/200 Y6219611        35     39112 SH  SHARED                  39112                  
D NAVIOS MARITIME PARTNERS L P   UNIT LPI         Y6226710         2       276 SH  SHARED                    276                  
D NAVIOS MARITIME PARTNERS L P   UNIT LPI         Y6226710         6      1687 SH  SHARED                   1687                  
D OMEGA NAVIGATION ENTERPRISES   CLASS A          Y6476R10        10       798 SH  SHARED                    798                  
D OMEGA NAVIGATION ENTERPRISES   CLASS A          Y6476R10        11       900 SH  SHARED      02                              900
D SEANERGY MARITIME CORP         *W EXP 09/24/201 Y7376011        49     58267 SH  SHARED                  58267                  
D SEASPAN CORP                   SHS              Y7563810       195     10800 SH  SHARED                  10800                  
D SEASPAN CORP                   SHS              Y7563810       689     38096 SH  SHARED      02           9096             29000
D STAR BULK CARRIERS CORP        COM              Y8162K10         1       200 SH  SHARED                    200                  
D STAR BULK CARRIERS CORP        COM              Y8162K10         1       270 SH  SHARED      20            270                  
D STAR BULK CARRIERS CORP        *W EXP 12/16/200 Y8162K11        36     21201 SH  SHARED                  21201                  
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10         5       320 SH  SHARED                    320                  
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10       752     47957 SH  SHARED      02                            47957
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10         4       402 SH  SHARED                    402                  
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10        85      7360 SH  SHARED      02                             7360
D TEEKAY TANKERS LTD             CL A             Y8565N10         8       500 SH  SHARED      02                              500
D TEEKAY TANKERS LTD             CL A             Y8565N10       551     32600 SH  SHARED      23                            32600
D TOP SHIPS INC                  COM NEW          Y8897Y30      2165    466753 SH  SHARED                 466753                  
D TOP SHIPS INC                  COM NEW          Y8897Y30        92     20000 SH  SHARED      02                            20000
D VERIGY LTD                     SHS              Y9369110        55      3419 SH  SHARED                   3419                  
D VERIGY LTD                     SHS              Y9369110        48      3009 SH  SHARED      01           3009                  
D VERIGY LTD                     SHS              Y9369110       113      6989 SH  SHARED      02           6989                  
D VERIGY LTD                     SHS              Y9369110         0        55 SH  SHARED      21             55                  
D VERIGY LTD                     SHS              Y9369110         8       544 SH  SHARED      23            544                  
D VERIGY LTD                     SHS              Y9369110         4       250 SH  SHR/OTHR    23                              250
D AAON INC                       COM PAR $0.004   00036020         2       134 SH  SHARED                    134                  
D AAON INC                       COM PAR $0.004   00036020        32      1800 SH  SHARED      01           1800                  
D AAON INC                       COM PAR $0.004   00036020         0         7 SH  SHARED      02              7                  
D AAON INC                       COM PAR $0.004   00036020       249     13700 SH  SHARED      10          13700                  
D AAR CORP                       NOTE  1.750% 2/0 000361AH      6334   7725000 PRN SHARED                7725000                  
D AAR CORP                       COM              00036110         1       112 SH  SHARED                    112                  
D AAR CORP                       COM              00036110       173     10466 SH  SHARED      02          10379                87
D AAR CORP                       COM              00036110       409     24700 SH  SHARED      10          24700                  
D ABB LTD                        SPONSORED ADR    00037520       248     12806 SH  SHARED                  12806                  
D ABB LTD                        SPONSORED ADR    00037520        29      1500 SH  SHARED      01                             1500
D ABB LTD                        SPONSORED ADR    00037520      3486    179723 SH  SHARED      02           2742            176981
D ABB LTD                        SPONSORED ADR    00037520       135      7000 SH  SHARED      10           7000                  
D ABB LTD                        SPONSORED ADR    00037520        35      1840 SH  SHARED      23                             1840
D ACCO BRANDS CORP               COM              00081T10       728     96556 SH  SHARED                  96556                  
D ACCO BRANDS CORP               COM              00081T10        18      2415 SH  SHARED      01           1945               470
D ACCO BRANDS CORP               COM              00081T10         7       999 SH  SHARED      02            999                  
D ACCO BRANDS CORP               COM              00081T10       137     18260 SH  SHARED      10          18260                  
D ACCO BRANDS CORP               COM              00081T10         0        96 SH  SHARED      20             96                  
D ACCO BRANDS CORP               COM              00081T10       314     41734 SH  SHARED      23                            41734
D ACCO BRANDS CORP               COM              00081T10         4       556 SH  SHR/OTHR    23                              556
D A C MOORE ARTS & CRAFTS INC    COM              00086T10         7      1269 SH  SHARED                   1269                  
D A C MOORE ARTS & CRAFTS INC    COM              00086T10        75     12000 SH  SHARED      02          12000                  
D A D A M INC                    COM              00088U10         9      1740 SH  SHARED                   1740                  
D A D C TELECOMMUNICATIONS       COM NEW          00088630      1792    212132 SH  SHARED                 212132                  
D A D C TELECOMMUNICATIONS       COM NEW          00088630       440     52094 SH  SHARED      01          16194             35900
D A D C TELECOMMUNICATIONS       COM NEW          00088630       175     20779 SH  SHARED      02          20139               640
D A D C TELECOMMUNICATIONS       COM NEW          00088630       151     17900 SH  SHARED      06          17900                  
D A D C TELECOMMUNICATIONS       COM NEW          00088630       130     15436 SH  SHARED      10          15436                  
D ACM MANAGED DLR INCOME FD      COM              00094910         2       521 SH  SHARED      01            521                  
D ABM INDS INC                   COM              00095710       114      5261 SH  SHARED                   5261                  
D ABM INDS INC                   COM              00095710         6       275 SH  SHARED      01            275                  
D ABM INDS INC                   COM              00095710        28      1304 SH  SHARED      02           1304                  
D ABM INDS INC                   COM              00095710       471     21600 SH  SHARED      10          21600                  
D ABM INDS INC                   COM              00095710         7       348 SH  SHARED      21                              348
D AEP INDS INC                   COM              00103110         0        27 SH  SHARED                     27                  
D AEP INDS INC                   COM              00103110        14       703 SH  SHARED      02            703                  
D AFC ENTERPRISES INC            COM              00104Q10        97     13464 SH  SHARED                  13464                  
D AFC ENTERPRISES INC            COM              00104Q10        78     10814 SH  SHARED      02          10814                  
D AFC ENTERPRISES INC            COM              00104Q10        14      1940 SH  SHARED      21                             1940
D AFLAC INC                      COM              00105510      1577     26853 SH  SHARED                  22853              4000
D AFLAC INC                      COM              00105510     49495    842482 SH  SHARED                 809232             33250
D AFLAC INC                      COM              00105510     17662    300633 SH  SHARED      01         233761             66872
D AFLAC INC                      COM              00105510      5227     88980 SH  SHR/OTHR    01                            88980
D AFLAC INC                      COM              00105510      1834     31234 SH  SHARED      02          20469             10765
D AFLAC INC                      COM              00105510       714     12170 SH  SHARED      04                            12170
D AFLAC INC                      COM              00105510       104      1775 SH  SHARED      04           1775                  
D AFLAC INC                      COM              00105510      1917     32630 SH  SHARED      05          32630                  
D AFLAC INC                      COM              00105510      3880     66056 SH  SHARED      06          51566             14490
D AFLAC INC                      COM              00105510     75428   1283881 SH  SHARED      10        1281281              2600
D AFLAC INC                      COM              00105510      4265     72603 SH  SHARED      19                            72603
D AFLAC INC                      COM              00105510      3963     67460 SH  SHARED      20          33445             34015
D AFLAC INC                      COM              00105510       554      9440 SH  SHR/OTHR    20                             9440
D AFLAC INC                      COM              00105510       193      3299 SH  SHARED      21           3299                  
D AFLAC INC                      COM              00105510        70      1200 SH  SHR/OTHR    21                             1200
D AFLAC INC                      COM              00105510       994     16927 SH  SHARED      22          14337              2590
D AFLAC INC                      COM              00105510       473      8062 SH  SHR/OTHR    22                             8062
D AFLAC INC                      COM              00105510      4596     78238 SH  SHARED      23          66988             11250
D AFLAC INC                      COM              00105510      2938     50020 SH  SHR/OTHR    23                            50020
D AGCO CORP                      NOTE  1.250%12/1 001084AM       300    243000 PRN SHARED      02         243000                  
D AGCO CORP                      COM              00108410     11459    268947 SH  SHARED                 190347             78600
D AGCO CORP                      COM              00108410      1896     44500 SH  SHARED      01          15600             28900
D AGCO CORP                      COM              00108410       585     13750 SH  SHARED      02          13750                  
D AGCO CORP                      COM              00108410     27745    651145 SH  SHARED      04         651145                  
D AGCO CORP                      COM              00108410      9025    211822 SH  SHARED      05         211822                  
D AGCO CORP                      COM              00108410      1252     29397 SH  SHARED      06           9800             19597
D AGCO CORP                      COM              00108410    108546   2547436 SH  SHARED      10        2078000            469436
D AGCO CORP                      COM              00108410        67      1575 SH  SHARED      14                             1575
D AGCO CORP                      COM              00108410       178      4200 SH  SHARED      15                             4200
D AGCO CORP                      COM              00108410        14       350 SH  SHARED      19                              350
D AGCO CORP                      COM              00108410         7       182 SH  SHARED      21                              182
D AGCO CORP                      COM              00108410       374      8800 SH  SHARED      24           8800                  
D AGL RES INC                    COM              00120410      1907     60777 SH  SHARED                  60777                  
D AGL RES INC                    COM              00120410       782     24925 SH  SHARED      01            525             24400
D AGL RES INC                    COM              00120410        27       870 SH  SHARED      02            870                  
D AGL RES INC                    COM              00120410       273      8700 SH  SHARED      06           8700                  
D AGL RES INC                    COM              00120410       107      3434 SH  SHARED      10           3434                  
D A H BELO CORP                  COM CL A         00128210        14      2790 SH  SHARED                   2790                  
D A H BELO CORP                  COM CL A         00128210       106     20709 SH  SHR/OTHR    01                            20709
D A H BELO CORP                  COM CL A         00128210         0        11 SH  SHARED      02             11                  
D A H BELO CORP                  COM CL A         00128210        13      2700 SH  SHARED      06           2700                  
D A H BELO CORP                  COM CL A         00128210        31      6200 SH  SHARED      10           6200                  
D AES CORP                       COM              00130H10      9189    786103 SH  SHARED                 786103                  
D AES CORP                       COM              00130H10       889     76085 SH  SHARED      01          76085                  
D AES CORP                       COM              00130H10       930     79617 SH  SHARED      02          46067             33550
D AES CORP                       COM              00130H10        64      5500 SH  SHARED      04           5500                  
D AES CORP                       COM              00130H10         4       390 SH  SHARED      05            390                  
D AES CORP                       COM              00130H10      1536    131440 SH  SHARED      06         112560             18880
D AES CORP                       COM              00130H10     18021   1541654 SH  SHARED      10        1541654                  
D AES CORP                       COM              00130H10       327     27973 SH  SHARED      14                            27973
D AK STL HLDG CORP               COM              00154710      3593    138647 SH  SHARED                 112947             25700
D AK STL HLDG CORP               COM              00154710       613     23650 SH  SHARED      01          23650                  
D AK STL HLDG CORP               COM              00154710       263     10167 SH  SHARED      02          10167                  
D AK STL HLDG CORP               COM              00154710        15       600 SH  SHARED      04            600                  
D AK STL HLDG CORP               COM              00154710         1        40 SH  SHARED      05             40                  
D AK STL HLDG CORP               COM              00154710       325     12550 SH  SHARED      06           9750              2800
D AK STL HLDG CORP               COM              00154710     30045   1159149 SH  SHARED      10        1088649             70500
D AK STL HLDG CORP               COM              00154710       134      5200 SH  SHARED      14                             5200
D AMB PROPERTY CORP              COM              00163T10       482     10656 SH  SHARED                  10656                  
D AMB PROPERTY CORP              COM              00163T10      1417     31300 SH  SHARED      01            300             31000
D AMB PROPERTY CORP              COM              00163T10      6967    153804 SH  SHARED      02         148745              5059
D AMB PROPERTY CORP              COM              00163T10         4       100 SH  SHARED      06            100                  
D AMB PROPERTY CORP              COM              00163T10       480     10600 SH  SHARED      10           7800              2800
D AMB PROPERTY CORP              COM              00163T10       969     21400 SH  SHARED      11          21400                  
D AMB PROPERTY CORP              COM              00163T10       284      6272 SH  SHARED      14                             6272
D AMB PROPERTY CORP              COM              00163T10        10       225 SH  SHR/OTHR    23                              225
D AMAG PHARMACEUTICALS INC       COM              00163U10       496     12829 SH  SHARED                  12829                  
D AMAG PHARMACEUTICALS INC       COM              00163U10       104      2700 SH  SHARED      01           2700                  
D AMAG PHARMACEUTICALS INC       COM              00163U10      1607     41506 SH  SHARED      02            546             40960
D AMAG PHARMACEUTICALS INC       COM              00163U10        33       859 SH  SHARED      10            859                  
D AMDL INC                       COM PAR 2006     00167K50         0       269 SH  SHARED                    269                  
D AMICAS INC                     COM              00171210         2      1168 SH  SHARED                   1168                  
D AMN HEALTHCARE SERVICES INC    COM              00174410       208     11866 SH  SHARED                  11866                  
D AMN HEALTHCARE SERVICES INC    COM              00174410        73      4205 SH  SHARED      02           4205                  
D AMN HEALTHCARE SERVICES INC    COM              00174410         1       109 SH  SHARED      20            109                  
D AMR CORP                       NOTE  4.500% 2/1 001765BB     15244  16938016 PRN SHARED      02       16937008              1000
D AMR CORP                       NOTE  4.500% 2/1 001765BB        90    100000 PRN SHARED      10         100000                  
D AMR CORP                       COM              00176510      4141    421736 SH  SHARED                 421736                  
D AMR CORP                       COM              00176510       212     21600 SH  SHARED      01          21600                  
D AMR CORP                       COM              00176510      2160    219999 SH  SHARED      02         217862              2137
D AMR CORP                       COM              00176510      9719    989810 SH  SHARED      10         984910              4900
D AMR CORP                       COM              00176510        22      2242 SH  SHR/OTHR    23                             2242
D APAC CUSTOMER SERVICES INC     COM              00185E10         1       775 SH  SHARED                    775                  
D AP PHARMA INC                  COM NEW          00202J20         0       802 SH  SHARED                    802                  
D AT&T INC                       COM              00206R10      2478     88766 SH  SHARED                  37616             51150
D AT&T INC                       COM              00206R10    295378  10579472 SH  SHARED               10511204             68268
D AT&T INC                       COM              00206R10     47535   1702549 SH  SHARED      01        1339022            363527
D AT&T INC                       COM              00206R10      4479    160438 SH  SHR/OTHR    01                           160438
D AT&T INC                       COM              00206R10     20491    733939 SH  SHARED      02         594723            139216
D AT&T INC                       COM              00206R10       401     14392 SH  SHARED      04                            14392
D AT&T INC                       COM              00206R10     84286   3018839 SH  SHARED      04        3018839                  
D AT&T INC                       COM              00206R10      1829     65522 SH  SHARED      05          65522                  
D AT&T INC                       COM              00206R10     42736   1530693 SH  SHARED      06        1055635            475058
D AT&T INC                       COM              00206R10    222589   7972404 SH  SHARED      10        7769819            202585
D AT&T INC                       COM              00206R10      2508     89847 SH  SHARED      14                            89847
D AT&T INC                       COM              00206R10       410     14720 SH  SHARED      15                            14720
D AT&T INC                       COM              00206R10      3180    113902 SH  SHARED      19                           113902
D AT&T INC                       COM              00206R10      2870    102815 SH  SHARED      20          77318      300    25197
D AT&T INC                       COM              00206R10       319     11448 SH  SHR/OTHR    20                            11448
D AT&T INC                       COM              00206R10       592     21232 SH  SHARED      21          18448              2784
D AT&T INC                       COM              00206R10       463     16587 SH  SHR/OTHR    21                            16587
D AT&T INC                       COM              00206R10      1361     48782 SH  SHARED      22          33694             15088
D AT&T INC                       COM              00206R10       304     10924 SH  SHR/OTHR    22                            10924
D AT&T INC                       COM              00206R10      4742    169861 SH  SHARED      23         146688             23173
D AT&T INC                       COM              00206R10      7176    257021 SH  SHR/OTHR    23                           257021
D ATMI INC                       COM              00207R10         0        28 SH  SHARED                     28                  
D ATMI INC                       COM              00207R10        44      2500 SH  SHARED      01           2500                  
D ATMI INC                       COM              00207R10       101      5655 SH  SHARED      02           5655                  
D ATMI INC                       COM              00207R10       378     21051 SH  SHARED      10          21051                  
D ATMI INC                       COM              00207R10        30      1688 SH  SHARED      21                             1688
D ATP OIL & GAS CORP             COM              00208J10        32      1800 SH  SHARED                   1800                  
D ATP OIL & GAS CORP             COM              00208J10        10       597 SH  SHARED                    597                  
D ATP OIL & GAS CORP             COM              00208J10        55      3100 SH  SHARED      01           3100                  
D ATP OIL & GAS CORP             COM              00208J10        33      1886 SH  SHARED      02           1886                  
D ATP OIL & GAS CORP             COM              00208J10       751     42200 SH  SHARED      10          42200                  
D A S DAMPSKIBSSELSKABET TORM    SPONSORED ADR    00208W10        19       832 SH  SHARED                    832                  
D A S DAMPSKIBSSELSKABET TORM    SPONSORED ADR    00208W10         0        32 SH  SHARED      20             32                  
D A S DAMPSKIBSSELSKABET TORM    SPONSORED ADR    00208W10        19       800 SH  SHR/OTHR    23                              800
D ATS MED INC                    COM              00208310         3      1205 SH  SHARED                   1205                  
D ATS MED INC                    COM              00208310        49     17000 SH  SHARED      02          17000                  
D ATA INC                        SPONS ADR        00211V10         0       104 SH  SHARED                    104                  
D ATC TECHNOLOGY CORP            COM              00211W10         0        12 SH  SHARED                     12                  
D ATC TECHNOLOGY CORP            COM              00211W10         0        13 SH  SHARED      02             13                  
D ATC TECHNOLOGY CORP            COM              00211W10       240     10112 SH  SHARED      10          10112                  
D AU OPTRONICS CORP              SPONSORED ADR    00225510       203     17890 SH  SHARED                  17890                  
D AU OPTRONICS CORP              SPONSORED ADR    00225510       344     30367 SH  SHARED      04          30367                  
D AVI BIOPHARMA INC              COM              00234610         1      1240 SH  SHARED                   1240                  
D AVI BIOPHARMA INC              COM              00234610         2      2443 SH  SHARED      02           2443                  
D AVX CORP NEW                   COM              00244410        93      9200 SH  SHARED                   9200                  
D AVX CORP NEW                   COM              00244410         5       526 SH  SHARED                    526                  
D AVX CORP NEW                   COM              00244410         6       603 SH  SHARED      02            603                  
D AXT INC                        COM              00246W10         1       779 SH  SHARED                    779                  
D AZZ INC                        COM              00247410         1        32 SH  SHARED                     32                  
D AZZ INC                        COM              00247410       169      4100 SH  SHARED      01           1500              2600
D AZZ INC                        COM              00247410         0         6 SH  SHARED      02              6                  
D AZZ INC                        COM              00247410      1898     45900 SH  SHARED      10          45900                  
D AASTROM BIOSCIENCES INC        COM              00253U10        37    150320 SH  SHARED                 150320                  
D AARON RENTS INC                COM              00253520         2        99 SH  SHARED                     99                  
D AARON RENTS INC                COM              00253520        62      2300 SH  SHARED      01           2300                  
D AARON RENTS INC                COM              00253520         7       275 SH  SHARED      02             25               250
D AARON RENTS INC                COM              00253520     13396    494900 SH  SHARED      10         494900                  
D AARON RENTS INC                COM              00253520        51      1886 SH  SHARED      21                             1886
D ABAXIS INC                     COM              00256710         5       260 SH  SHARED                    260                  
D ABAXIS INC                     COM              00256710        76      3884 SH  SHARED      02           3812                72
D ABAXIS INC                     COM              00256710         4       245 SH  SHARED      21                              245
D ABBOTT LABS                    COM              00282410      2721     47266 SH  SHARED                  43191              4075
D ABBOTT LABS                    COM              00282410    147357   2559181 SH  SHARED                2544781             14400
D ABBOTT LABS                    COM              00282410     39404    684343 SH  SHARED      01         477339      500   206504
D ABBOTT LABS                    COM              00282410      9942    172674 SH  SHR/OTHR    01                           172674
D ABBOTT LABS                    COM              00282410      6172    107203 SH  SHARED      02          62989             44214
D ABBOTT LABS                    COM              00282410       797     13856 SH  SHARED      04                            13856
D ABBOTT LABS                    COM              00282410     48814    847761 SH  SHARED      04         847761                  
D ABBOTT LABS                    COM              00282410        42       730 SH  SHARED      05            730                  
D ABBOTT LABS                    COM              00282410     42687    741355 SH  SHARED      06         382571            358784
D ABBOTT LABS                    COM              00282410    139372   2420499 SH  SHARED      10        2387299             33200
D ABBOTT LABS                    COM              00282410      2754     47836 SH  SHARED      14                            47836
D ABBOTT LABS                    COM              00282410      1151     20000 SH  SHARED      15                            20000
D ABBOTT LABS                    COM              00282410      4921     85478 SH  SHARED      19                            85478
D ABBOTT LABS                    COM              00282410      7360    127836 SH  SHARED      20          84572      200    43064
D ABBOTT LABS                    COM              00282410      3038     52775 SH  SHR/OTHR    20                            52775
D ABBOTT LABS                    COM              00282410       362      6303 SH  SHARED      21           6303                  
D ABBOTT LABS                    COM              00282410        28       500 SH  SHR/OTHR    21                              500
D ABBOTT LABS                    COM              00282410      1965     34139 SH  SHARED      22          27981              6158
D ABBOTT LABS                    COM              00282410       939     16308 SH  SHR/OTHR    22                            16308
D ABBOTT LABS                    COM              00282410     20811    361431 SH  SHARED      23         344376             17055
D ABBOTT LABS                    COM              00282410     16651    289188 SH  SHR/OTHR    23                           289188
D ABERCROMBIE & FITCH CO         CL A             00289620     14812    375473 SH  SHARED                 370473              5000
D ABERCROMBIE & FITCH CO         CL A             00289620       339      8605 SH  SHARED      01           7605              1000
D ABERCROMBIE & FITCH CO         CL A             00289620        27       700 SH  SHR/OTHR    01                              700
D ABERCROMBIE & FITCH CO         CL A             00289620     20418    517587 SH  SHARED      02         517439               148
D ABERCROMBIE & FITCH CO         CL A             00289620       480     12170 SH  SHARED      06           9450              2720
D ABERCROMBIE & FITCH CO         CL A             00289620      2498     63325 SH  SHARED      10          63325                  
D ABERCROMBIE & FITCH CO         CL A             00289620         7       200 SH  SHARED      14                              200
D ABERCROMBIE & FITCH CO         CL A             00289620        14       375 SH  SHARED      21            375                  
D ABERDEEN ASIA PACIFIC INCOM    COM              00300910     11190   2229100 SH  SHARED                2229100                  
D ABERDEEN ASIA PACIFIC INCOM    COM              00300910       186     37250 SH  SHARED      02                            37250
D ABIGAIL ADAMS NATL BANCORP I   COM              00339010         0        74 SH  SHARED                     74                  
D ABINGTON BANCORP INC           COM              00350L10      6144    607162 SH  SHARED                 607162                  
D ABIOMED INC                    COM              00365410      1256     70800 SH  SHARED      02           4300             66500
D ABIOMED INC                    COM              00365410      1384     78000 SH  SHARED      04          78000                  
D ABITIBIBOWATER INC             COM              00368710         0        92 SH  SHARED                     92                  
D ABITIBIBOWATER INC             COM              00368710       116     30230 SH  SHARED                  30230                  
D ABITIBIBOWATER INC             COM              00368710         0       150 SH  SHARED      02            150                  
D ABITIBIBOWATER INC             COM              00368710       652    168500 SH  SHARED      05         168500                  
D ABITIBIBOWATER INC             COM              00368710        75     19500 SH  SHARED      10          19500                  
D ABRAXIS BIOSCIENCE INC NEW     COM              00383Y10        13       200 SH  SHARED                    200                  
D ABRAXIS BIOSCIENCE INC NEW     COM              00383Y10         5        75 SH  SHARED      01             75                  
D ABRAXIS BIOSCIENCE INC NEW     COM              00383Y10        11       173 SH  SHARED      06            173                  
D ABRAXAS PETE CORP              COM              00383010         0       101 SH  SHARED                    101                  
D ABRAXAS PETE CORP              COM              00383010         0        23 SH  SHARED      02             23                  
D ACACIA RESH CORP               ACACIA TCH COM   00388130         2       782 SH  SHARED                    782                  
D ACACIA RESH CORP               ACACIA TCH COM   00388130        15      5200 SH  SHARED      02           5200                  
D ACACIA RESH CORP               ACACIA TCH COM   00388130         0       177 SH  SHARED      20            177                  
D ACADIA PHARMACEUTICALS INC     COM              00422510        20      7700 SH  SHARED      01           7700                  
D ACADIA PHARMACEUTICALS INC     COM              00422510         3      1413 SH  SHARED      02           1413                  
D ACADIA RLTY TR                 COM SH BEN INT   00423910       176      6989 SH  SHARED                   6989                  
D ACADIA RLTY TR                 COM SH BEN INT   00423910        15       618 SH  SHARED      02            618                  
D ACCENTIA BIOPHARMACEUTICALS    COM              00430L10         0       570 SH  SHARED                    570                  
D ACCENTIA BIOPHARMACEUTICALS    COM              00430L10         0       501 SH  SHARED      02            501                  
D ACCELRYS INC                   COM              00430U10         2       506 SH  SHARED      02            506                  
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 INTEGRATED TECHNLGS I   CL A             00432910         0       226 SH  SHARED      02            226                  
D ACCESS PLANS USA INC           COM              00433N10         0       343 SH  SHARED                    343                  
D ACCESS NATL CORP               COM              00433710         1       306 SH  SHARED                    306                  
D ACCURAY INC                    COM              00439710       128     15944 SH  SHARED                  15944                  
D ACCURIDE CORP                  COM              00439810       213    133484 SH  SHARED                 133484                  
D ACCURIDE CORP                  COM              00439810         0        20 SH  SHARED      02             20                  
D ACCURIDE CORP                  COM              00439810        26     16800 SH  SHARED      10          16800                  
D ACERGY S A                     SPONSORED ADR    00443E10        24      2390 SH  SHARED                   2390                  
D ACERGY S A                     SPONSORED ADR    00443E10         3       343 SH  SHARED      02                              343
D ACERGY S A                     SPONSORED ADR    00443E10         1       116 SH  SHARED      20            116                  
D ACETO CORP                     COM              00444610        29      3117 SH  SHARED                   3117                  
D ACETO CORP                     COM              00444610         0        13 SH  SHARED      02             13                  
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20         0       226 SH  SHARED                    226                  
D ACI WORLDWIDE INC              COM              00449810         1        64 SH  SHARED                     64                  
D ACI WORLDWIDE INC              COM              00449810       203     11600 SH  SHARED      01            500             11100
D ACI WORLDWIDE INC              COM              00449810        39      2279 SH  SHARED      02            404              1875
D ACI WORLDWIDE INC              COM              00449810         6       373 SH  SHARED      10            373                  
D ACME COMMUNICATION INC         COM              00463110         0       347 SH  SHARED                    347                  
D ACME PACKET INC                COM              00476410        25      4453 SH  SHARED                   4453                  
D ACME PACKET INC                COM              00476410         0        15 SH  SHARED      02             15                  
D ACME PACKET INC                COM              00476410        27      4877 SH  SHARED      10           4877                  
D ACME UTD CORP                  COM              00481610        10       901 SH  SHARED                    901                  
D ACORDA THERAPEUTICS INC        COM              00484M10      5613    235374 SH  SHARED                 235374                  
D ACORDA THERAPEUTICS INC        COM              00484M10       104      4375 SH  SHARED      01           4375                  
D ACORDA THERAPEUTICS INC        COM              00484M10        39      1677 SH  SHARED      02           1677                  
D ACORDA THERAPEUTICS INC        COM              00484M10     11164    468100 SH  SHARED      04         468100                  
D ACORDA THERAPEUTICS INC        COM              00484M10       918     38520 SH  SHARED      10          38520                  
D ACORN ENERGY INC               COM              00484810        36     10000 SH  SHARED      02                            10000
D ACORN INTL INC                 SPON ADR         00485410         1       336 SH  SHARED      02             36               300
D ACTION PRODS INTL INC          COM              00492010         0        83 SH  SHARED                     83                  
D ACTEL CORP                     COM              00493410       215     17270 SH  SHARED                  17270                  
D ACTEL CORP                     COM              00493410        12      1033 SH  SHARED      02           1004                29
D ACTEL CORP                     COM              00493410        71      5700 SH  SHARED      10           5700                  
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        68     30500 SH  SHARED      02                            30500
D ACTIONS SEMICONDUCTOR CO LTD   ADR              00507E10      2296    933501 SH  SHARED                 933501                  
D ACTIONS SEMICONDUCTOR CO LTD   ADR              00507E10         0        99 SH  SHARED      02             99                  
D ACTIVISION BLIZZARD INC        COM              00507V10      1912    123934 SH  SHARED                 105234             18700
D ACTIVISION BLIZZARD INC        COM              00507V10       386     25046 SH  SHARED      01          18200              6846
D ACTIVISION BLIZZARD INC        COM              00507V10      1867    121002 SH  SHARED      02          33622             87380
D ACTIVISION BLIZZARD INC        COM              00507V10      2450    158800 SH  SHARED      04         158800                  
D ACTIVISION BLIZZARD INC        COM              00507V10     19546   1266800 SH  SHARED      06         682000            584800
D ACTIVISION BLIZZARD INC        COM              00507V10     21234   1376172 SH  SHARED      10        1351672             24500
D ACTIVISION BLIZZARD INC        COM              00507V10        64      4200 SH  SHARED      14                             4200
D ACTIVISION BLIZZARD INC        COM              00507V10      1114     72200 SH  SHARED      15                            72200
D ACTIVISION BLIZZARD INC        COM              00507V10       462     30000 SH  SHARED      19                            30000
D ACTIVISION BLIZZARD INC        COM              00507V10       256     16624 SH  SHARED      20          16624                  
D ACTIVISION BLIZZARD INC        COM              00507V10         5       340 SH  SHARED      21                              340
D ACTIVISION BLIZZARD INC        COM              00507V10       944     61200 SH  SHARED      23                            61200
D ACTUATE CORP                   COM              00508B10       146     41859 SH  SHARED                  41859                  
D ACTUATE CORP                   COM              00508B10         0        34 SH  SHARED      02             34                  
D ACTUANT CORP                   SDCV  2.000%11/1 00508XAB      3028   2250000 PRN SHARED                2250000                  
D ACTUANT CORP                   CL A NEW         00508X20         3       151 SH  SHARED                    151                  
D ACTUANT CORP                   CL A NEW         00508X20       285     11299 SH  SHARED      02          11261                38
D ACTUANT CORP                   CL A NEW         00508X20       467     18512 SH  SHARED      10          16412              2100
D ACTUANT CORP                   CL A NEW         00508X20        41      1627 SH  SHARED      21                             1627
D ACUITY BRANDS INC              COM              00508Y10      1265     30316 SH  SHARED                  30316                  
D ACUITY BRANDS INC              COM              00508Y10        51      1223 SH  SHARED      02           1223                  
D ACUITY BRANDS INC              COM              00508Y10       868     20800 SH  SHARED      10          20800                  
D ACUITY BRANDS INC              COM              00508Y10        41      1000 SH  SHARED      23                             1000
D ACURA PHARMACEUTICALS INC      COM NEW          00509L70        25      3627 SH  SHARED                   3627                  
D ACURA PHARMACEUTICALS INC      COM NEW          00509L70         0         4 SH  SHARED      02              4                  
D ACUSPHERE INC                  COM              00511R87         0      1204 SH  SHARED                   1204                  
D ACXIOM CORP                    COM              00512510       653     52109 SH  SHARED                  52109                  
D ACXIOM CORP                    COM              00512510       298     23780 SH  SHARED      01            180             23600
D ACXIOM CORP                    COM              00512510       111      8918 SH  SHARED      02           8894                24
D ACXIOM CORP                    COM              00512510       199     15900 SH  SHARED      10          15900                  
D ADA ES INC                     COM              00520810         1       146 SH  SHARED                    146                  
D ADAMS GOLF INC                 COM NEW          00622820         0        84 SH  SHARED                     84                  
D ADAMS RES & ENERGY INC         COM NEW          00635130         2        90 SH  SHARED                     90                  
D ADCARE HEALTH SYSTEMS INC      COM NEW          00650W30         0        37 SH  SHARED                     37                  
D ADAPTEC INC                    NOTE  0.750%12/2 00651FAG       744    750000 PRN SHARED                 750000                  
D ADAPTEC INC                    NOTE  0.750%12/2 00651FAG         1      2000 PRN SHARED      02                             2000
D ADAPTEC INC                    COM              00651F10        86     26432 SH  SHARED                  26432                  
D ADAPTEC INC                    COM              00651F10        20      6169 SH  SHARED      02           6169                  
D ADAPTEC INC                    COM              00651F10       110     33600 SH  SHARED      10          33600                  
D ADDVANTAGE TECHNOLOGIES GP I   COM NEW          00674330         0       158 SH  SHARED                    158                  
D ADEPT TECHNOLOGY INC           COM NEW          00685420         1       185 SH  SHARED                    185                  
D ADMINISTRADORA FONDOS PENSIO   SPONSORED ADR    00709P10         5       205 SH  SHARED                    205                  
D ADMINISTAFF INC                COM              00709410      1074     39461 SH  SHARED                  39461                  
D ADMINISTAFF INC                COM              00709410         0         5 SH  SHARED      01              5                  
D ADMINISTAFF INC                COM              00709410         3       112 SH  SHARED      02            112                  
D ADMINISTAFF INC                COM              00709410      6321    232250 SH  SHARED      10         232250                  
D ADOBE SYS INC                  COM              00724F10      6314    159977 SH  SHARED                 159977                  
D ADOBE SYS INC                  COM              00724F10      3285     83246 SH  SHARED      01          78211              5035
D ADOBE SYS INC                  COM              00724F10       154      3925 SH  SHR/OTHR    01                             3925
D ADOBE SYS INC                  COM              00724F10      8259    209256 SH  SHARED      02         206222              3034
D ADOBE SYS INC                  COM              00724F10     40164   1017600 SH  SHARED      04        1017600                  
D ADOBE SYS INC                  COM              00724F10        11       290 SH  SHARED      05            290                  
D ADOBE SYS INC                  COM              00724F10      3027     76716 SH  SHARED      06          59746             16970
D ADOBE SYS INC                  COM              00724F10     83212   2108250 SH  SHARED      10        2106050              2200
D ADOBE SYS INC                  COM              00724F10       633     16039 SH  SHARED      14                            16039
D ADOBE SYS INC                  COM              00724F10        31       810 SH  SHARED      20            810                  
D ADOBE SYS INC                  COM              00724F10       813     20600 SH  SHARED      21                            20600
D ADOBE SYS INC                  COM              00724F10        22       562 SH  SHR/OTHR    21                              562
D ADOBE SYS INC                  COM              00724F10        78      2000 SH  SHARED      22                             2000
D ADOLOR CORP                    COM              00724X10        12      3749 SH  SHARED                   3749                  
D ADOLOR CORP                    COM              00724X10         7      2095 SH  SHARED      02           2095                  
D ADTRAN INC                     COM              00738A10       330     16967 SH  SHARED                  16967                  
D ADTRAN INC                     COM              00738A10       383     19700 SH  SHARED      01           1300             18400
D ADTRAN INC                     COM              00738A10        69      3554 SH  SHARED      02           3554                  
D ADTRAN INC                     COM              00738A10      1053     54030 SH  SHARED      10          54030                  
D ADVANCE AMER CASH ADVANCE CT   COM              00739W10        35     11926 SH  SHARED                  11926                  
D ADVANCE AMER CASH ADVANCE CT   COM              00739W10       122     40844 SH  SHARED      02          40844                  
D ADVANCE AMER CASH ADVANCE CT   COM              00739W10        15      5223 SH  SHARED      10           5223                  
D ADVANCE AUTO PARTS INC         COM              00751Y10      2571     64834 SH  SHARED                  31734             33100
D ADVANCE AUTO PARTS INC         COM              00751Y10      1255     31650 SH  SHARED      01                            31650
D ADVANCE AUTO PARTS INC         COM              00751Y10       334      8441 SH  SHARED      02           8357                84
D ADVANCE AUTO PARTS INC         COM              00751Y10       555     14000 SH  SHARED      04          14000                  
D ADVANCE AUTO PARTS INC         COM              00751Y10        44      1120 SH  SHARED      06            200               920
D ADVANCE AUTO PARTS INC         COM              00751Y10     17750    447570 SH  SHARED      10         420570             27000
D ADVANCE AUTO PARTS INC         COM              00751Y10       535     13493 SH  SHARED      14                            13493
D ADVANCED BATTERY TECHNOLOG I   COM              00752H10       181     56309 SH  SHARED                  56309                  
D ADVANCED BATTERY TECHNOLOG I   COM              00752H10       318     98457 SH  SHARED      02          98457                  
D ADVANCED ANALOGIC TECHNOLOGI   COM              00752J10         0        26 SH  SHARED      02             26                  
D ADVANCED ANALOGIC TECHNOLOGI   COM              00752J10        59     12700 SH  SHARED      04          12700                  
D ADVANCED PHOTONIX INC          CL A             00754E10         0       567 SH  SHARED                    567                  
D ADVANCED TECHNOLOGY ACQU COR   COM              00755610      4432    587103 SH  SHARED                 587103                  
D ADVANCED TECHNOLOGY ACQU COR   COM              00755610       377     50000 SH  SHARED      02          50000                  
D ADVANCED TECHNOLOGY ACQU COR   *W EXP 06/18/201 00755611        55    616823 SH  SHARED                 616823                  
D ADVANCED TECHNOLOGY ACQU COR   *W EXP 06/18/201 00755611         2     33300 SH  SHARED      02          33300                  
D ADVANCED TECHNOLOGY ACQU COR   UNIT 06/11/2011  00755620       762    100000 SH  SHARED      02         100000                  
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40         5      2227 SH  SHARED                   2227                  
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40        12      5042 SH  SHARED      10           5042                  
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40         0       207 SH  SHARED      20            207                  
D ADVOCAT INC                    COM              00758610         8      1772 SH  SHARED                   1772                  
D AEHR TEST SYSTEMS              COM              00760J10         0       179 SH  SHARED                    179                  
D ADVANTAGE ENERGY INCOME FD     TR UNIT          00762L10      8480    924813 SH  SHARED                 924813                  
D ADVANTAGE ENERGY INCOME FD     TR UNIT          00762L10         9      1000 SH  SHARED      01                             1000
D ADVANTAGE ENERGY INCOME FD     TR UNIT          00762L10        27      3000 SH  SHARED      02                             3000
D ADVANTEST CORP                 SPON ADR NEW     00762U20         0        35 SH  SHARED                     35                  
D ADVISORY BRD CO                COM              00762W10         2        67 SH  SHARED                     67                  
D ADVISORY BRD CO                COM              00762W10         3       100 SH  SHARED      01            100                  
D ADVISORY BRD CO                COM              00762W10         3       109 SH  SHARED      02            109                  
D ADVISORY BRD CO                COM              00762W10        97      3222 SH  SHARED      10           3222                  
D ADVANCED MEDICAL OPTICS INC    NOTE  2.500% 7/1 00763MAG      2752   3100000 PRN SHARED                3100000                  
D ADVANCED MEDICAL OPTICS INC    NOTE  2.500% 7/1 00763MAG      7451   8391000 PRN SHARED      02        8391000                  
D ADVANCED MEDICAL OPTICS INC    NOTE  1.375% 7/0 00763MAJ     10774 1 4903000 PRN SHARED      02       14903000                  
D ADVANCED MEDICAL OPTICS INC    NOTE  3.250% 8/0 00763MAK      3586   5500000 PRN SHARED                5500000                  
D ADVANCED MEDICAL OPTICS INC    NOTE  3.250% 8/0 00763MAK       163    250000 PRN SHARED      02         250000                  
D ADVANCED MEDICAL OPTICS INC    COM              00763M10       677     38082 SH  SHARED                  38082                  
D ADVANCED MEDICAL OPTICS INC    COM              00763M10       443     24968 SH  SHARED      01           3860             21108
D ADVANCED MEDICAL OPTICS INC    COM              00763M10        64      3649 SH  SHARED      02           3649                  
D ADVANCED MEDICAL OPTICS INC    COM              00763M10       104      5886 SH  SHARED      10           5886                  
D ADVANCED MEDICAL OPTICS INC    COM              00763M10      1680     94500 SH  SHARED      14                            94500
D ADVENT CLAY GBL CONV SEC INC   COM BENE INTER   00763910         4       521 SH  SHARED      02                              521
D ADVENT CLAYMORE CV SECS & IN   COM              00764C10        36      2304 SH  SHARED      02                             2304
D ADVENTRX PHARMACEUTICALS INC   COM              00764X10         0      2338 SH  SHARED                   2338                  
D ADVENT CLAYMORE ENH GRW & IN   COM              00765E10         5       500 SH  SHARED      02                              500
D ADVANCED LIFE SCIENCES HLDGS   COM              00765H10         0       442 SH  SHARED                    442                  
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10        37      1544 SH  SHARED                   1544                  
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10         0         6 SH  SHARED      02              6                  
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10      8164    334045 SH  SHARED      10         334045                  
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10        33      1390 SH  SHARED      21           1390                  
D AERO GROW INTL INC             COM              00768M10         0       289 SH  SHARED                    289                  
D AEROCENTURY CORP               COM              00773710         0        64 SH  SHARED                     64                  
D AEROPOSTALE                    COM              00786510       588     18342 SH  SHARED                  18342                  
D AEROPOSTALE                    COM              00786510       738     23005 SH  SHARED      01            355             22650
D AEROPOSTALE                    COM              00786510       303      9449 SH  SHARED      02           9449                  
D AEROPOSTALE                    COM              00786510     13799    429750 SH  SHARED      10         428250              1500
D AEROPOSTALE                    COM              00786510         9       283 SH  SHARED      21                              283
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL     31249  64300000 PRN SHARED               64300000                  
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL       388    800000 PRN SHARED      02         800000                  
D ADVANCED MICRO DEVICES INC     NOTE  5.750% 8/1 007903AN      1710   3000000 PRN SHARED                3000000                  
D ADVANCED MICRO DEVICES INC     NOTE  5.750% 8/1 007903AN      2001   3512000 PRN SHARED      02        3512000                  
D ADVANCED MICRO DEVICES INC     COM              00790310     15565   2964948 SH  SHARED                2964948                  
D ADVANCED MICRO DEVICES INC     COM              00790310       341     65085 SH  SHARED      01          65085                  
D ADVANCED MICRO DEVICES INC     COM              00790310       183     34914 SH  SHARED      02          31714              3200
D ADVANCED MICRO DEVICES INC     COM              00790310         1       261 SH  SHARED      05            261                  
D ADVANCED MICRO DEVICES INC     COM              00790310       340     64870 SH  SHARED      06          48350             16520
D ADVANCED MICRO DEVICES INC     COM              00790310      1435    273403 SH  SHARED      10         273403                  
D ADVANCED MICRO DEVICES INC     COM              00790310         9      1800 SH  SHR/OTHR    23                             1800
D AEGON N V                      NY REGISTRY SH   00792410         8       995 SH  SHARED                    995                  
D AEGON N V                      NY REGISTRY SH   00792410        16      1899 SH  SHARED      01            399              1500
D AEGON N V                      NY REGISTRY SH   00792410         2       230 SH  SHARED      20            230                  
D ADVANTA CORP                   CL A             00794210         6      1354 SH  SHARED                   1354                  
D ADVANTA CORP                   CL A             00794210         2       600 SH  SHARED      02            600                  
D ADVANTA CORP                   CL B             00794220         1       161 SH  SHARED                    161                  
D ADVANTA CORP                   CL B             00794220         0        40 SH  SHARED      01             40                  
D ADVANTA CORP                   CL B             00794220       122     14921 SH  SHARED      02          14921                  
D ADVANTA CORP                   CL B             00794220       483     58750 SH  SHARED      10          58750                  
D ADVANCED ENVIRON RECYCLING T   CL A             00794710         0       907 SH  SHARED                    907                  
D ADVANCED ENERGY INDS           COM              00797310         0        39 SH  SHARED                     39                  
D ADVANCED ENERGY INDS           COM              00797310       151     11043 SH  SHARED      02           6418              4625
D ADVANCED ENERGY INDS           COM              00797310        72      5300 SH  SHARED      10           5300                  
D ADVENT SOFTWARE INC            COM              00797410        15       454 SH  SHARED                    454                  
D ADVENT SOFTWARE INC            COM              00797410       295      8400 SH  SHARED      01           2000              6400
D ADVENT SOFTWARE INC            COM              00797410       266      7565 SH  SHARED      02           7565                  
D ADVENT SOFTWARE INC            COM              00797410       926     26308 SH  SHARED      10          26308                  
D AEROSONIC CORP DEL             COM PAR $0.40    00801530         0        93 SH  SHARED                     93                  
D AEROVIRONMENT INC              COM              00807310         2        64 SH  SHARED                     64                  
D AEROVIRONMENT INC              COM              00807310         0         5 SH  SHARED      02              5                  
D AETRIUM INC                    COM              00817R10         0       268 SH  SHARED                    268                  
D AETNA INC NEW                  COM              00817Y10     27916    773105 SH  SHARED                 712505             60600
D AETNA INC NEW                  COM              00817Y10      2931     81175 SH  SHARED      01          81175                  
D AETNA INC NEW                  COM              00817Y10      5994    166015 SH  SHARED      02         150163             15852
D AETNA INC NEW                  COM              00817Y10      4000    110800 SH  SHARED      04         110800                  
D AETNA INC NEW                  COM              00817Y10         9       260 SH  SHARED      05            260                  
D AETNA INC NEW                  COM              00817Y10      2543     70448 SH  SHARED      06          54408             16040
D AETNA INC NEW                  COM              00817Y10    283792   7859105 SH  SHARED      10        7728378            130727
D AETNA INC NEW                  COM              00817Y10       166      4608 SH  SHARED      14                             4608
D AETNA INC NEW                  COM              00817Y10       184      5120 SH  SHR/OTHR    23                             5120
D AFFILIATED COMPUTER SERVICES   CL A             00819010      8672    171292 SH  SHARED                 171292                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010       598     11825 SH  SHARED      01          11825                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010         5       100 SH  SHR/OTHR    01                              100
D AFFILIATED COMPUTER SERVICES   CL A             00819010       256      5061 SH  SHARED      02           5000                61
D AFFILIATED COMPUTER SERVICES   CL A             00819010       662     13090 SH  SHARED      06          10900              2190
D AFFILIATED COMPUTER SERVICES   CL A             00819010     10045    198402 SH  SHARED      10         198402                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010        26       525 SH  SHARED      20            525                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010        66      1310 SH  SHARED      21                             1310
D AFFILIATED COMPUTER SERVICES   CL A             00819010         5       100 SH  SHARED      23            100                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010        75      1500 SH  SHR/OTHR    23                             1500
D AFFILIATED MANAGERS GROUP      COM              00825210      4088     49347 SH  SHARED                  49347                  
D AFFILIATED MANAGERS GROUP      COM              00825210      2499     30170 SH  SHARED      01          15840             14330
D AFFILIATED MANAGERS GROUP      COM              00825210       288      3480 SH  SHR/OTHR    01                             3480
D AFFILIATED MANAGERS GROUP      COM              00825210       949     11456 SH  SHARED      02           8071              3385
D AFFILIATED MANAGERS GROUP      COM              00825210     32455    391735 SH  SHARED      10         391735                  
D AFFILIATED MANAGERS GROUP      COM              00825210       274      3318 SH  SHARED      21           2806               512
D AFFILIATED MANAGERS GROUP      COM              00825210       132      1600 SH  SHARED      23           1600                  
D AFFYMAX INC                    COM              00826A10         1        96 SH  SHARED                     96                  
D AFFYMAX INC                    COM              00826A10         0         5 SH  SHARED      02              5                  
D AFFYMETRIX INC                 NOTE  3.500% 1/1 00826TAG      1680   2400000 PRN SHARED                2400000                  
D AFFYMETRIX INC                 COM              00826T10       991    128052 SH  SHARED                 128052                  
D AFFYMETRIX INC                 COM              00826T10       156     20200 SH  SHARED      01                            20200
D AFFYMETRIX INC                 COM              00826T10        30      3977 SH  SHARED      02           3977                  
D AFFYMETRIX INC                 COM              00826T10        67      8700 SH  SHARED      10           8700                  
D AFFIRMATIVE INS HLDGS INC      COM              00827210         9      2881 SH  SHARED                   2881                  
D AGFEED INDUSTRIES INC          COM              00846L10       114     14542 SH  SHARED                  14542                  
D AGFEED INDUSTRIES INC          COM              00846L10       795    100700 SH  SHARED      04         100700                  
D AGFEED INDUSTRIES INC          COM              00846L10       458     58000 SH  SHARED      10          58000                  
D AGFEED INDUSTRIES INC          COM              00846L10        19      2500 SH  SHARED      15                             2500
D AGILENT TECHNOLOGIES INC       COM              00846U10     13507    455423 SH  SHARED                 455423                  
D AGILENT TECHNOLOGIES INC       COM              00846U10      1561     52639 SH  SHARED      01          52639                  
D AGILENT TECHNOLOGIES INC       COM              00846U10      2166     73042 SH  SHARED      02          71041              2001
D AGILENT TECHNOLOGIES INC       COM              00846U10       931     31400 SH  SHARED      04          31400                  
D AGILENT TECHNOLOGIES INC       COM              00846U10         6       225 SH  SHARED      05            225                  
D AGILENT TECHNOLOGIES INC       COM              00846U10      1525     51420 SH  SHARED      06          40500             10920
D AGILENT TECHNOLOGIES INC       COM              00846U10      7342    247569 SH  SHARED      10         247569                  
D AGILENT TECHNOLOGIES INC       COM              00846U10       324     10938 SH  SHARED      14                            10938
D AGILENT TECHNOLOGIES INC       COM              00846U10       250      8436 SH  SHARED      21           8436                  
D AGILENT TECHNOLOGIES INC       COM              00846U10        96      3262 SH  SHARED      23           3262                  
D AGILENT TECHNOLOGIES INC       COM              00846U10      1268     42759 SH  SHR/OTHR    23                            42759
D AGILYSYS INC                   COM              00847J10         0         7 SH  SHARED                      7                  
D AGILYSYS INC                   COM              00847J10        85      8450 SH  SHARED      02           8450                  
D AGILYSYS INC                   COM              00847J10       252     25050 SH  SHARED      10          25050                  
D AGNICO EAGLE MINES LTD         COM              00847410     18473    335461 SH  SHARED                 335461                  
D AGNICO EAGLE MINES LTD         COM              00847410         5       100 SH  SHARED      01            100                  
D AGNICO EAGLE MINES LTD         COM              00847410      1580     28700 SH  SHARED      04          28700                  
D AGNICO EAGLE MINES LTD         COM              00847410         5       100 SH  SHARED      05            100                  
D AGNICO EAGLE MINES LTD         COM              00847410      1164     21145 SH  SHARED      06          20345               800
D AGNICO EAGLE MINES LTD         COM              00847410     13941    253160 SH  SHARED      10         253160                  
D AGNICO EAGLE MINES LTD         COM              00847410        45       819 SH  SHR/OTHR    20                              819
D AGREE REALTY CORP              COM              00849210         0         4 SH  SHARED      02              4                  
D AGREE REALTY CORP              COM              00849210       114      4000 SH  SHARED      10           4000                  
D AGRIA CORP                     SPONSORED ADR    00850H10         0        74 SH  SHARED      02             74                  
D AGRIUM INC                     COM              00891610       806     14389 SH  SHARED                  14389                  
D AGRIUM INC                     COM              00891610     21272    379333 SH  SHARED                 379333                  
D AGRIUM INC                     COM              00891610        33       600 SH  SHARED      01            100               500
D AGRIUM INC                     COM              00891610       500      8929 SH  SHARED      02           6841              2088
D AGRIUM INC                     COM              00891610     15024    267904 SH  SHARED      04         267904                  
D AGRIUM INC                     COM              00891610     14292    254862 SH  SHARED      05         254862                  
D AGRIUM INC                     COM              00891610       974     17381 SH  SHARED      06          13374              4007
D AGRIUM INC                     COM              00891610     12829    228775 SH  SHARED      10         177937             50838
D AGRIUM INC                     COM              00891610       213      3800 SH  SHARED      14                             3800
D AIR METHODS CORP               COM PAR $.06     00912830        14       510 SH  SHARED                    510                  
D AIR METHODS CORP               COM PAR $.06     00912830         0         5 SH  SHARED      02              5                  
D AIR METHODS CORP               COM PAR $.06     00912830      4087    144400 SH  SHARED      10         144400                  
D AIR PRODS & CHEMS INC          COM              00915810      1731     25283 SH  SHARED                  25283                  
D AIR PRODS & CHEMS INC          COM              00915810     43715    638271 SH  SHARED                 636921              1350
D AIR PRODS & CHEMS INC          COM              00915810      2257     32964 SH  SHARED      01          25924              7040
D AIR PRODS & CHEMS INC          COM              00915810       287      4200 SH  SHR/OTHR    01                             4200
D AIR PRODS & CHEMS INC          COM              00915810       794     11601 SH  SHARED      02           9300              2301
D AIR PRODS & CHEMS INC          COM              00915810        54       800 SH  SHARED      04            800                  
D AIR PRODS & CHEMS INC          COM              00915810         6       100 SH  SHARED      05            100                  
D AIR PRODS & CHEMS INC          COM              00915810     13983    204170 SH  SHARED      06         142150             62020
D AIR PRODS & CHEMS INC          COM              00915810     26580    388091 SH  SHARED      10         330391             57700
D AIR PRODS & CHEMS INC          COM              00915810       154      2249 SH  SHARED      14                             2249
D AIR PRODS & CHEMS INC          COM              00915810      2406     35135 SH  SHARED      20          12305             22830
D AIR PRODS & CHEMS INC          COM              00915810      1744     25470 SH  SHR/OTHR    20                            25470
D AIR PRODS & CHEMS INC          COM              00915810        66       968 SH  SHARED      21                              968
D AIR PRODS & CHEMS INC          COM              00915810       216      3160 SH  SHARED      22           3160                  
D AIR PRODS & CHEMS INC          COM              00915810       107      1575 SH  SHR/OTHR    22                             1575
D AIR PRODS & CHEMS INC          COM              00915810      1316     19217 SH  SHARED      23          18217              1000
D AIR PRODS & CHEMS INC          COM              00915810       923     13485 SH  SHR/OTHR    23                            13485
D AIR T INC                      COM              00920710         0        60 SH  SHARED                     60                  
D AIR TRANSPORT SERVICES GRP I   COM              00922R10         1      1567 SH  SHARED                   1567                  
D AIRGAS INC                     COM              00936310       583     11750 SH  SHARED                  11750                  
D AIRGAS INC                     COM              00936310      1271     25600 SH  SHARED      01                            25600
D AIRGAS INC                     COM              00936310        91      1835 SH  SHARED      02           1001               834
D AIRGAS INC                     COM              00936310      1052     21200 SH  SHARED      10          21200                  
D AIRGAS INC                     COM              00936310        59      1208 SH  SHARED      21                             1208
D AIRMEDIA GROUP INC             SPONSORED ADR    00941110       395     53100 SH  SHARED                  53100                  
D AIRTRAN HLDGS INC              NOTE  7.000% 7/0 00949PAB       138    238000 PRN SHARED      02         238000                  
D AIRTRAN HLDGS INC              COM              00949P10       327    134925 SH  SHARED                 134925                  
D AIRTRAN HLDGS INC              COM              00949P10       134     55400 SH  SHARED      01                            55400
D AIRTRAN HLDGS INC              COM              00949P10        26     10949 SH  SHARED      02           9949              1000
D AIRSPAN NETWORKS INC           COM              00950H10         0      1525 SH  SHARED                   1525                  
D AIRVANA INC                    COM              00950V10         3       541 SH  SHARED                    541                  
D AIRVANA INC                    COM              00950V10        95     16263 SH  SHARED      02             13             16250
D AIRVANA INC                    COM              00950V10      1060    180000 SH  SHARED      04         180000                  
D AIXTRON AKTIENGESELLSCHAFT     SPONSORED ADR    00960610        21      3532 SH  SHARED                   3532                  
D AKAMAI TECHNOLOGIES INC        NOTE  1.000%12/1 00971TAE      2464   2000000 PRN SHARED                2000000                  
D AKAMAI TECHNOLOGIES INC        COM              00971T10      2561    146896 SH  SHARED                 146896                  
D AKAMAI TECHNOLOGIES INC        COM              00971T10       566     32465 SH  SHARED      01          30770              1695
D AKAMAI TECHNOLOGIES INC        COM              00971T10       312     17893 SH  SHARED      02          16693              1200
D AKAMAI TECHNOLOGIES INC        COM              00971T10       488     28000 SH  SHARED      04          28000                  
D AKAMAI TECHNOLOGIES INC        COM              00971T10       358     20550 SH  SHARED      06          16250              4300
D AKAMAI TECHNOLOGIES INC        COM              00971T10      1313     75297 SH  SHARED      10          75297                  
D AKEENA SOLAR INC DE            COM              00972010       187     49470 SH  SHARED                  49470                  
D AKEENA SOLAR INC DE            COM              00972010         6      1600 SH  SHARED      10           1600                  
D AKORN INC                      COM              00972810        16      3224 SH  SHARED      02           3224                  
D ALABAMA AIRCRAFT IND INC       COM              01023E10         0        55 SH  SHARED                     55                  
D ALAMO GROUP INC                COM              01131110         0        24 SH  SHARED                     24                  
D ALAMO GROUP INC                COM              01131110         0         3 SH  SHARED      02              3                  
D ALANCO TECHNOLOGIES INC        CL A NO PV NEW   01161260         0       410 SH  SHARED                    410                  
D ALASKA AIR GROUP INC           COM              01165910       125      6141 SH  SHARED                   6141                  
D ALASKA AIR GROUP INC           COM              01165910       309     15200 SH  SHARED      01           3500             11700
D ALASKA AIR GROUP INC           COM              01165910       506     24832 SH  SHARED      02          24769                63
D ALASKA AIR GROUP INC           COM              01165910      1096     53800 SH  SHARED      10          53800                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10         0        80 SH  SHARED                     80                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10         2       180 SH  SHARED      01            180                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10       129     10590 SH  SHARED      02          10590                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10     16136   1319400 SH  SHARED      10        1319400                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10        26      2150 SH  SHARED      21           2150                  
D ALBANY INTL CORP               CL A             01234810         0        30 SH  SHARED                     30                  
D ALBANY INTL CORP               CL A             01234810        16       621 SH  SHARED      02            516               105
D ALBANY INTL CORP               CL A             01234810       321     11776 SH  SHARED      10          11776                  
D ALBANY MOLECULAR RESH INC      COM              01242310        56      3127 SH  SHARED                   3127                  
D ALBANY MOLECULAR RESH INC      COM              01242310         5       300 SH  SHARED      01            300                  
D ALBANY MOLECULAR RESH INC      COM              01242310        22      1224 SH  SHARED      02           1224                  
D ALBANY MOLECULAR RESH INC      COM              01242310       157      8700 SH  SHARED      10           8700                  
D ALBEMARLE CORP                 COM              01265310       718     23284 SH  SHARED                  23284                  
D ALBEMARLE CORP                 COM              01265310       950     30820 SH  SHARED      01           1520             29300
D ALBEMARLE CORP                 COM              01265310       679     22048 SH  SHARED      02          21995                53
D ALBEMARLE CORP                 COM              01265310       102      3316 SH  SHARED      10           3316                  
D ALBERTO CULVER CO NEW          COM              01307810        24       883 SH  SHARED                    883                  
D ALBERTO CULVER CO NEW          COM              01307810       793     29124 SH  SHARED      01           3124             26000
D ALBERTO CULVER CO NEW          COM              01307810        74      2733 SH  SHARED      02           2733                  
D ALBERTO CULVER CO NEW          COM              01307810      1424     52310 SH  SHARED      10          48510              3800
D ALCOA INC                      COM              01381710       112      5000 SH  SHARED                                     5000
D ALCOA INC                      COM              01381710     24074   1066165 SH  SHARED                1058315              7850
D ALCOA INC                      COM              01381710      2399    106249 SH  SHARED      01         105899               350
D ALCOA INC                      COM              01381710     21519    953050 SH  SHARED      02         906305             46745
D ALCOA INC                      COM              01381710        27      1200 SH  SHARED      04                             1200
D ALCOA INC                      COM              01381710      2576    114100 SH  SHARED      04         114100                  
D ALCOA INC                      COM              01381710         9       430 SH  SHARED      05            430                  
D ALCOA INC                      COM              01381710      8462    374786 SH  SHARED      06         348586             26200
D ALCOA INC                      COM              01381710     16329    723168 SH  SHARED      10         723168                  
D ALCOA INC                      COM              01381710       219      9700 SH  SHARED      14                             9700
D ALCOA INC                      COM              01381710       158      7000 SH  SHARED      19                             7000
D ALCOA INC                      COM              01381710        31      1406 SH  SHARED      20            306              1100
D ALCOA INC                      COM              01381710       197      8725 SH  SHARED      21           8160               565
D ALCOA INC                      COM              01381710        13       600 SH  SHR/OTHR    22                              600
D ALCOA INC                      COM              01381710        13       600 SH  SHARED      23            600                  
D ALCOA INC                      COM              01381710       223      9900 SH  SHR/OTHR    23                             9900
D ALCATEL-LUCENT                 SPONSORED ADR    01390430      1192    310497 SH  SHARED                 310279               218
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         2       638 SH  SHARED      01                              638
D ALCATEL-LUCENT                 SPONSORED ADR    01390430      2793    727542 SH  SHARED      02         726746               796
D ALCATEL-LUCENT                 SPONSORED ADR    01390430       756    197000 SH  SHARED      04         197000                  
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         1       493 SH  SHARED      05            493                  
D ALCATEL-LUCENT                 SPONSORED ADR    01390430      2393    623200 SH  SHARED      10         623200                  
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         1       390 SH  SHARED      19                              390
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         0       195 SH  SHARED      20            195                  
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         3      1035 SH  SHR/OTHR    23                             1035
D ALDILA INC                     COM NEW          01438420         3       878 SH  SHARED                    878                  
D ALEXANDER & BALDWIN INC        COM              01448210        88      2010 SH  SHARED                   2010                  
D ALEXANDER & BALDWIN INC        COM              01448210       466     10600 SH  SHARED      01                            10600
D ALEXANDER & BALDWIN INC        COM              01448210       108      2468 SH  SHARED      02           2468                  
D ALEXANDER & BALDWIN INC        COM              01448210       145      3300 SH  SHARED      10           3300                  
D ALESCO FINL INC                NOTE  7.625% 5/1 014485AB       497   1000000 PRN SHARED                1000000                  
D ALESCO FINL INC                COM              01448510         9     10579 SH  SHARED                  10579                  
D ALESCO FINL INC                COM              01448510        21     24100 SH  SHARED      10          24100                  
D ALEXANDERS INC                 COM              01475210       240       600 SH  SHARED                    600                  
D ALEXANDERS INC                 COM              01475210       880      2200 SH  SHARED      01           2200                  
D ALEXANDERS INC                 COM              01475210        62       155 SH  SHARED      02              1               154
D ALEXANDERS INC                 COM              01475210       120       300 SH  SHARED      10            300                  
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110       270      2405 SH  SHARED                   2405                  
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110      1215     10800 SH  SHARED      01            300             10500
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110       678      6032 SH  SHARED      02           6032                  
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110       922      8200 SH  SHARED      10           8200                  
D ALEXION PHARMACEUTICALS INC    NOTE  1.375% 2/0 015351AF      2643   1050000 PRN SHARED                1050000                  
D ALEXION PHARMACEUTICALS INC    COM              01535110       241      6145 SH  SHARED                   6145                  
D ALEXION PHARMACEUTICALS INC    COM              01535110       259      6600 SH  SHARED      01           6600                  
D ALEXION PHARMACEUTICALS INC    COM              01535110      1303     33169 SH  SHARED      02          33169                  
D ALEXION PHARMACEUTICALS INC    COM              01535110     11038    280878 SH  SHARED      04         280878                  
D ALEXION PHARMACEUTICALS INC    COM              01535110      5065    128900 SH  SHARED      10         128900                  
D ALEXION PHARMACEUTICALS INC    COM              01535110        24       615 SH  SHARED      21            615                  
D ALEXZA PHARMACEUTICALS INC     COM              01538410         0        93 SH  SHARED                     93                  
D ALEXZA PHARMACEUTICALS INC     COM              01538410         5      1112 SH  SHARED      02           1112                  
D ALFACELL CORP                  COM              01540410         0      1061 SH  SHARED                   1061                  
D ALICO INC                      COM              01623010        39       841 SH  SHARED                    841                  
D ALICO INC                      COM              01623010         0         1 SH  SHARED      02              1                  
D ALICO INC                      COM              01623010        61      1300 SH  SHARED      10           1300                  
D ALIGN TECHNOLOGY INC           COM              01625510        13      1261 SH  SHARED                   1261                  
D ALIGN TECHNOLOGY INC           COM              01625510        71      6605 SH  SHARED      01           6605                  
D ALIGN TECHNOLOGY INC           COM              01625510       224     20754 SH  SHARED      02          19871               883
D ALIGN TECHNOLOGY INC           COM              01625510       453     41850 SH  SHARED      04          41850                  
D ALIGN TECHNOLOGY INC           COM              01625510       615     56800 SH  SHARED      10          56800                  
D ALKERMES INC                   COM              01642T10       274     20655 SH  SHARED                  20655                  
D ALKERMES INC                   COM              01642T10        96      7236 SH  SHARED      02           7219                17
D ALKERMES INC                   COM              01642T10        27      2076 SH  SHARED      06           2076                  
D ALKERMES INC                   COM              01642T10       488     36700 SH  SHARED      10          36700                  
D ALLEGHANY CORP DEL             COM              01717510      1600      4386 SH  SHARED                   4386                  
D ALLEGHANY CORP DEL             COM              01717510        93       256 SH  SHARED      02            256                  
D ALLEGHANY CORP DEL             COM              01717510       438      1200 SH  SHARED      04           1200                  
D ALLEGHANY CORP DEL             COM              01717510      2026      5553 SH  SHARED      10           5553                  
D ALLEGHENY ENERGY INC           COM              01736110     16231    441440 SH  SHARED                 441440                  
D ALLEGHENY ENERGY INC           COM              01736110       790     21500 SH  SHARED      01          21500                  
D ALLEGHENY ENERGY INC           COM              01736110       231      6284 SH  SHARED      02           6284                  
D ALLEGHENY ENERGY INC           COM              01736110     28326    770376 SH  SHARED      04         770376                  
D ALLEGHENY ENERGY INC           COM              01736110         3        90 SH  SHARED      05             90                  
D ALLEGHENY ENERGY INC           COM              01736110     30509    829730 SH  SHARED      06         389680            440050
D ALLEGHENY ENERGY INC           COM              01736110     41642   1132514 SH  SHARED      10        1132514                  
D ALLEGHENY ENERGY INC           COM              01736110       202      5500 SH  SHARED      14           5500                  
D ALLEGHENY ENERGY INC           COM              01736110       505     13750 SH  SHARED      15                            13750
D ALLEGHENY ENERGY INC           COM              01736110       209      5700 SH  SHARED      19                             5700
D ALLEGHENY ENERGY INC           COM              01736110        10       281 SH  SHARED      21            281                  
D ALLEGHENY ENERGY INC           COM              01736110       165      4500 SH  SHARED      23           1000              3500
D ALLEGHENY ENERGY INC           COM              01736110       176      4800 SH  SHR/OTHR    23                             4800
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       766     25956 SH  SHARED                  25956                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       347     11750 SH  SHARED      01          11400               350
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       928     31425 SH  SHARED      02          15330             16095
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10        14       500 SH  SHARED      04            500                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       395     13400 SH  SHARED      06          10800              2600
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      2135     72271 SH  SHARED      10          72271                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       502     17000 SH  SHARED      15                            17000
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10         2        95 SH  SHARED      20             95                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10        49      1668 SH  SHARED      22           1668                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10         5       200 SH  SHARED      23            200                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10        29      1000 SH  SHR/OTHR    23                             1000
D ALLEGIANT TRAVEL CO            COM              01748X10         0        16 SH  SHARED                     16                  
D ALLEGIANT TRAVEL CO            COM              01748X10         0         7 SH  SHARED      02              7                  
D ALLERGAN INC                   NOTE  1.500% 4/0 018490AL      3570   3450000 PRN SHARED      06        3450000                  
D ALLERGAN INC                   COM              01849010     19345    375645 SH  SHARED                 375645                  
D ALLERGAN INC                   COM              01849010      1828     35502 SH  SHARED      01          35502                  
D ALLERGAN INC                   COM              01849010      3333     64721 SH  SHARED      02          61845              2876
D ALLERGAN INC                   COM              01849010     22104    429216 SH  SHARED      04         429216                  
D ALLERGAN INC                   COM              01849010         9       180 SH  SHARED      05            180                  
D ALLERGAN INC                   COM              01849010      1969     38250 SH  SHARED      06          29000              9250
D ALLERGAN INC                   COM              01849010     18863    366272 SH  SHARED      10         366272                  
D ALLERGAN INC                   COM              01849010        36       700 SH  SHARED      14                              700
D ALLERGAN INC                   COM              01849010        57      1120 SH  SHARED      20            400               720
D ALLERGAN INC                   COM              01849010       263      5118 SH  SHARED      21           5118                  
D ALLETE INC                     COM NEW          01852230      1697     38145 SH  SHARED                  38145                  
D ALLETE INC                     COM NEW          01852230        10       232 SH  SHARED      01            232                  
D ALLETE INC                     COM NEW          01852230        49      1114 SH  SHARED      02           1114                  
D ALLETE INC                     COM NEW          01852230     30144    677400 SH  SHARED      10         677400                  
D ALLIANCE BANKSHARES CORP       COM              01853510         0       133 SH  SHARED                    133                  
D ALLIANCE DATA SYSTEMS CORP     COM              01858110      2132     33648 SH  SHARED                  22948             10700
D ALLIANCE DATA SYSTEMS CORP     COM              01858110      1909     30125 SH  SHARED      01           5625             24500
D ALLIANCE DATA SYSTEMS CORP     COM              01858110       675     10659 SH  SHARED      02          10659                  
D ALLIANCE DATA SYSTEMS CORP     COM              01858110        44       700 SH  SHARED      06            100               600
D ALLIANCE DATA SYSTEMS CORP     COM              01858110      1673     26400 SH  SHARED      10          25000              1400
D ALLIANCE DATA SYSTEMS CORP     COM              01858110       253      4000 SH  SHARED      14                             4000
D ALLIANCE IMAGING INC           COM NEW          01860620        66      6500 SH  SHARED      01           6500                  
D ALLIANCE IMAGING INC           COM NEW          01860620       170     16614 SH  SHARED      02          16614                  
D ALLIANCE IMAGING INC           COM NEW          01860620       917     89300 SH  SHARED      10          89300                  
D ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G10         7       395 SH  SHARED                    395                  
D ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G10        30      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        22       701 SH  SHARED                    701                  
D ALLIANCE RES PARTNER L P       UT LTD PART      01877R10        28       920 SH  SHARED      02                              920
D ALLIANCE ONE INTL INC          COM              01877210         2       719 SH  SHARED                    719                  
D ALLIANCE ONE INTL INC          COM              01877210       117     31050 SH  SHARED      02             50             31000
D ALLIANCEBERNSTEIN GBL HGH IN   COM              01879R10        10      1000 SH  SHARED      02                             1000
D ALLIANCEBERNSTEIN GBL HGH IN   COM              01879R10        10      1000 SH  SHARED      22                             1000
D ALLIANT ENERGY CORP            COM              01880210     11721    363921 SH  SHARED                 363921                  
D ALLIANT ENERGY CORP            COM              01880210      1082     33600 SH  SHARED      01                            33600
D ALLIANT ENERGY CORP            COM              01880210       191      5951 SH  SHARED      02           4151              1800
D ALLIANT ENERGY CORP            COM              01880210        35      1100 SH  SHARED      04           1100                  
D ALLIANT ENERGY CORP            COM              01880210        38      1200 SH  SHARED      06            200              1000
D ALLIANT ENERGY CORP            COM              01880210       254      7900 SH  SHARED      10           7900                  
D ALLIANT TECHSYSTEMS INC        NOTE  2.750% 2/1 018804AH     13954  11466000 PRN SHARED               11466000                  
D ALLIANT TECHSYSTEMS INC        COM              01880410        88       945 SH  SHARED                    945                  
D ALLIANT TECHSYSTEMS INC        COM              01880410      1016     10825 SH  SHARED      01            425             10400
D ALLIANT TECHSYSTEMS INC        COM              01880410       510      5439 SH  SHARED      02           5379                60
D ALLIANT TECHSYSTEMS INC        COM              01880410     10493    111701 SH  SHARED      10         111701                  
D ALLIANT TECHSYSTEMS INC        COM              01880410       307      3269 SH  SHARED      20           3269                  
D ALLIANT TECHSYSTEMS INC        COM              01880410        56       598 SH  SHARED      21            245               353
D ALLIANZ SE                     SP ADR 1/10 SH   01880510         5       400 SH  SHARED                    400                  
D ALLIANZ SE                     SP ADR 1/10 SH   01880510         3       286 SH  SHARED      02                              286
D ALLIANCEBERNSTEIN INCOME FUN   COM              01881E10        37      5000 SH  SHARED      01                             5000
D ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G10        49      1350 SH  SHARED                   1350                  
D ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G10      5101    137853 SH  SHARED      02           1406            136447
D ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G10        43      1170 SH  SHARED      10           1170                  
D ALLIANCE BANCORP INC PA        COM              01892110         0        84 SH  SHARED                     84                  
D ALLIED CAP CORP NEW            COM              01903Q10      1501    139023 SH  SHARED                 139023                  
D ALLIED CAP CORP NEW            COM              01903Q10        48      4448 SH  SHARED      01           4448                  
D ALLIED CAP CORP NEW            COM              01903Q10       257     23867 SH  SHARED      02          13465             10402
D ALLIED CAP CORP NEW            COM              01903Q10        82      7600 SH  SHARED      10           7600                  
D ALLIED CAP CORP NEW            COM              01903Q10       186     17300 SH  SHARED      14                            17300
D ALLIED DEFENSE GROUP INC       COM              01911810         1       173 SH  SHARED                    173                  
D ALLIANCE FINANCIAL CORP NY     COM              01920510         2       125 SH  SHARED                    125                  
D ALLIED HEALTHCARE PRODS INC    COM              01922210        16      2824 SH  SHARED                   2824                  
D ALLIED IRISH BKS P L C         SPON ADR ORD     01922840        23      1402 SH  SHARED                   1402                  
D ALLIED IRISH BKS P L C         SPON ADR ORD     01922840       990     60265 SH  SHARED      02           1265             59000
D ALLIED HEALTHCARE INTL INC     COM              01923A10         1       659 SH  SHARED                    659                  
D ALLIED MOTION TECHNOLOGIES I   COM              01933010         0       131 SH  SHARED                    131                  
D ALLIED NEVADA GOLD CORP        COM              01934410         0        96 SH  SHARED                     96                  
D ALLIED NEVADA GOLD CORP        COM              01934410        65     11500 SH  SHARED      01          11500                  
D ALLIED NEVADA GOLD CORP        COM              01934410         0        25 SH  SHARED      02             25                  
D ALLIED WASTE INDS INC          SDCV  4.250% 4/1 019589AD         0      1000 PRN SHARED      02                             1000
D ALLIED WASTE INDS INC          COM PAR$.01NEW   01958930      8594    773558 SH  SHARED                 773558                  
D ALLIED WASTE INDS INC          COM PAR$.01NEW   01958930       284     25600 SH  SHARED      01          25600                  
D ALLIED WASTE INDS INC          COM PAR$.01NEW   01958930      2045    184131 SH  SHARED      02         183936               195
D ALLIED WASTE INDS INC          COM PAR$.01NEW   01958930       326     29400 SH  SHARED      06          23800              5600
D ALLIED WASTE INDS INC          COM PAR$.01NEW   01958930      5807    522693 SH  SHARED      10         522693                  
D ALLIED WASTE INDS INC          COM PAR$.01NEW   01958930      1954    175900 SH  SHARED      14                           175900
D ALLION HEALTHCARE INC          COM              01961510         3       507 SH  SHARED                    507                  
D ALLION HEALTHCARE INC          COM              01961510        32      5400 SH  SHARED      02           5400                  
D ALLIS CHALMERS ENERGY INC      COM PAR $.01NW   01964550         0        26 SH  SHARED                     26                  
D ALLIS CHALMERS ENERGY INC      COM PAR $.01NW   01964550        46      3700 SH  SHARED      01           3700                  
D ALLIS CHALMERS ENERGY INC      COM PAR $.01NW   01964550      2175    172013 SH  SHARED      02          10713            161300
D ALLIS CHALMERS ENERGY INC      COM PAR $.01NW   01964550       154     12200 SH  SHARED      10          12200                  
D ALLOS THERAPEUTICS INC         COM              01977710       111     15053 SH  SHARED                  15053                  
D ALLOS THERAPEUTICS INC         COM              01977710        16      2292 SH  SHARED      02           2292                  
D ALLOS THERAPEUTICS INC         COM              01977710      4463    602310 SH  SHARED      04         602310                  
D ALLOS THERAPEUTICS INC         COM              01977710        11      1500 SH  SHARED      06           1500                  
D ALLOS THERAPEUTICS INC         COM              01977710       967    130600 SH  SHARED      10         130600                  
D ALLOY INC                      NEW COM          01985530         9      1198 SH  SHARED                   1198                  
D ALLOY INC                      NEW COM          01985530        96     12435 SH  SHARED      10          12435                  
D ALLSCRIPTS HEALTHCARE SOLUTI   COM              01988P10        56      4530 SH  SHARED                   4530                  
D ALLSCRIPTS HEALTHCARE SOLUTI   COM              01988P10        58      4700 SH  SHARED      01           4700                  
D ALLSCRIPTS HEALTHCARE SOLUTI   COM              01988P10        32      2618 SH  SHARED      02           2432               186
D ALLSCRIPTS HEALTHCARE SOLUTI   COM              01988P10      1810    145500 SH  SHARED      04         145500                  
D ALLSCRIPTS HEALTHCARE SOLUTI   COM              01988P10      1944    156300 SH  SHARED      10         156300                  
D ALLSTATE CORP                  COM              02000210     54630   1184528 SH  SHARED                1184418               110
D ALLSTATE CORP                  COM              02000210      3650     79144 SH  SHARED      01          78193               951
D ALLSTATE CORP                  COM              02000210       110      2400 SH  SHR/OTHR    01                             2400
D ALLSTATE CORP                  COM              02000210      1612     34971 SH  SHARED      02          31865              3106
D ALLSTATE CORP                  COM              02000210      2633     57100 SH  SHARED      04          57100                  
D ALLSTATE CORP                  COM              02000210      1897     41150 SH  SHARED      05          41150                  
D ALLSTATE CORP                  COM              02000210      6083    131903 SH  SHARED      06         114813             17090
D ALLSTATE CORP                  COM              02000210     29317    635672 SH  SHARED      10         635672                  
D ALLSTATE CORP                  COM              02000210       246      5334 SH  SHARED      14                             5334
D ALLSTATE CORP                  COM              02000210       564     12250 SH  SHARED      15                            12250
D ALLSTATE CORP                  COM              02000210       235      5100 SH  SHARED      19                             5100
D ALLSTATE CORP                  COM              02000210        12       263 SH  SHARED      20            263                  
D ALLSTATE CORP                  COM              02000210        16       360 SH  SHARED      21                              360
D ALLSTATE CORP                  COM              02000210       101      2201 SH  SHARED      23           2201                  
D ALLSTATE CORP                  COM              02000210      1204     26107 SH  SHR/OTHR    23                            26107
D ALMOST FAMILY INC              COM              02040910        32       824 SH  SHARED                    824                  
D ALMOST FAMILY INC              COM              02040910         0         3 SH  SHARED      02              3                  
D ALMOST FAMILY INC              COM              02040910       577     14600 SH  SHARED      10          14600                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10       347     12018 SH  SHARED                  12018                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10       110      3800 SH  SHARED      01           3800                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10       106      3672 SH  SHARED      02           3672                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10      5138    177500 SH  SHARED      04         177500                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10       531     18375 SH  SHARED      06          18375                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10      1774     61300 SH  SHARED      10          59200              2100
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10        44      1530 SH  SHARED      23                             1530
D ALON USA ENERGY INC            COM              02052010         8       615 SH  SHARED                    615                  
D ALON USA ENERGY INC            COM              02052010       123      9150 SH  SHARED      02           7800              1350
D ALON USA ENERGY INC            COM              02052010       822     61048 SH  SHARED      10          61048                  
D ALPHA NATURAL RESOURCES INC    NOTE  2.375% 4/1 02076XAA      1092   1019000 PRN SHARED      02        1019000                  
D ALPHA NATURAL RESOURCES INC    COM              02076X10      7537    146560 SH  SHARED                 146560                  
D ALPHA NATURAL RESOURCES INC    COM              02076X10        66      1300 SH  SHARED      01           1300                  
D ALPHA NATURAL RESOURCES INC    COM              02076X10       580     11287 SH  SHARED      02           1177             10110
D ALPHA NATURAL RESOURCES INC    COM              02076X10        20       400 SH  SHARED      06                              400
D ALPHA NATURAL RESOURCES INC    COM              02076X10      7410    144090 SH  SHARED      10         144090                  
D ALPHA SEC GROUP CORP           COM              02078A10      2835    296331 SH  SHARED                 296331                  
D ALPHA SEC GROUP CORP           *W EXP 03/23/201 02078A11         2     12456 SH  SHARED                  12456                  
D ALPHATEC HOLDINGS INC          COM              02081G10         0        71 SH  SHARED                     71                  
D ALPHATEC HOLDINGS INC          COM              02081G10         0        14 SH  SHARED      02             14                  
D ALPHARMA INC                   NOTE  2.125% 3/1 020813AH      1876   1440000 PRN SHARED      02        1440000                  
D ALPHARMA INC                   CL A             02081310         2        58 SH  SHARED                     58                  
D ALPHARMA INC                   CL A             02081310       255      6923 SH  SHARED      02           6923                  
D ALPHARMA INC                   CL A             02081310       483     13093 SH  SHARED      10          13093                  
D ALPHARMA INC                   CL A             02081310        73      2000 SH  SHARED      23                             2000
D ALPINE GLOBAL DYNAMIC DIVD F   COM              02082E10         4       500 SH  SHARED      02                              500
D ALPINE TOTAL DYNAMIC DIVID F   COM SBI          02106010        57      6319 SH  SHARED      02                             6319
D ALSERES PHARMACEUTICALS INC    COM              02115210         0       271 SH  SHARED                    271                  
D ALSERES PHARMACEUTICALS INC    COM              02115210         0        21 SH  SHARED      02             21                  
D ALSIUS CORPORATION             COM              02121110         0       222 SH  SHARED                    222                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310        18      7841 SH  SHARED                                     7841
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310        50     21201 SH  SHARED                  21201                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310        14      6201 SH  SHARED      02           6201                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310      3525   1468992 SH  SHARED      04        1468992                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310      3562   1484414 SH  SHARED      05        1484414                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310       527    219793 SH  SHARED      06                           219793
D ALTERA CORP                    COM              02144110      4137    200061 SH  SHARED                 200061                  
D ALTERA CORP                    COM              02144110       976     47225 SH  SHARED      01          37225             10000
D ALTERA CORP                    COM              02144110       680     32898 SH  SHARED      02          32898                  
D ALTERA CORP                    COM              02144110      1240     60000 SH  SHARED      04          60000                  
D ALTERA CORP                    COM              02144110         3       160 SH  SHARED      05            160                  
D ALTERA CORP                    COM              02144110       936     45270 SH  SHARED      06          35650              9620
D ALTERA CORP                    COM              02144110      4308    208358 SH  SHARED      10         208358                  
D ALTERA CORP                    COM              02144110       142      6900 SH  SHARED      14                             6900
D ALTERA CORP                    COM              02144110       310     15000 SH  SHARED      20          15000                  
D ALTERA CORP                    COM              02144110         2       110 SH  SHARED      21                              110
D ALTIGEN COMMUNICATIONS INC     COM              02148910         0       371 SH  SHARED                    371                  
D ALTERNATIVE ASSET MGMT ACQU    COM              02149U10      9732   1081423 SH  SHARED                1081423                  
D ALTERNATIVE ASSET MGMT ACQU    COM              02149U10      3304    367121 SH  SHARED      02         367121                  
D ALTERNATIVE ASSET MGMT ACQU    *W EXP 08/01/201 02149U11        79    226449 SH  SHARED                 226449                  
D ALTERNATIVE ASSET MGMT ACQU    *W EXP 08/01/201 02149U11         8     25000 SH  SHARED      02          25000                  
D ALTRA HOLDINGS INC             COM              02208R10       112      7630 SH  SHARED                   7630                  
D ALTRA HOLDINGS INC             COM              02208R10        22      1500 SH  SHARED      01           1500                  
D ALTRA HOLDINGS INC             COM              02208R10         0        14 SH  SHARED      02             14                  
D ALTRA HOLDINGS INC             COM              02208R10        63      4300 SH  SHARED      10           4300                  
D ALTRIA GROUP INC               COM              02209S10       809     40780 SH  SHARED                   1400             39380
D ALTRIA GROUP INC               COM              02209S10    183932   9270782 SH  SHARED                9059682            211100
D ALTRIA GROUP INC               COM              02209S10      9743    491098 SH  SHARED      01         379519            111579
D ALTRIA GROUP INC               COM              02209S10     42838   2159195 SH  SHR/OTHR    01                          2159195
D ALTRIA GROUP INC               COM              02209S10     30854   1555160 SH  SHARED      02        1373046            182114
D ALTRIA GROUP INC               COM              02209S10     32887   1657652 SH  SHARED      04        1657652                  
D ALTRIA GROUP INC               COM              02209S10        21      1060 SH  SHARED      05           1060                  
D ALTRIA GROUP INC               COM              02209S10      8207    413666 SH  SHARED      06         335950             77716
D ALTRIA GROUP INC               COM              02209S10    385186  19414656 SH  SHARED      10       18126832           1287828
D ALTRIA GROUP INC               COM              02209S10      2427    122348 SH  SHARED      14                           122348
D ALTRIA GROUP INC               COM              02209S10       198     10000 SH  SHARED      15                            10000
D ALTRIA GROUP INC               COM              02209S10        11       600 SH  SHARED      19                              600
D ALTRIA GROUP INC               COM              02209S10       265     13406 SH  SHARED      20          10856              2550
D ALTRIA GROUP INC               COM              02209S10       666     33592 SH  SHR/OTHR    20                            33592
D ALTRIA GROUP INC               COM              02209S10        95      4799 SH  SHARED      21           4124               675
D ALTRIA GROUP INC               COM              02209S10         7       402 SH  SHR/OTHR    21                              402
D ALTRIA GROUP INC               COM              02209S10        11       600 SH  SHARED      22                              600
D ALTRIA GROUP INC               COM              02209S10       501     25301 SH  SHARED      23          22501              2800
D ALTRIA GROUP INC               COM              02209S10       874     44090 SH  SHR/OTHR    23                            44090
D ALTRIA GROUP INC               COM              02209S10       452     22800 SH  SHARED      24          22800                  
D ALTUS PHARMACEUTICALS INC      COM              02216N10        10      9334 SH  SHARED                   9334                  
D ALTUS PHARMACEUTICALS INC      COM              02216N10         1      1043 SH  SHARED      02           1043                  
D ALTUS PHARMACEUTICALS INC      COM              02216N10       437    398156 SH  SHARED      04         398156                  
D ALUMINA LTD                    SPONSORED ADR    02220510         3       328 SH  SHARED                    328                  
D ALUMINA LTD                    SPONSORED ADR    02220510         4       467 SH  SHARED      02                              467
D ALUMINUM CORP CHINA LTD        SPON ADR H SHS   02227610      1455     96105 SH  SHARED                  96105                  
D ALUMINUM CORP CHINA LTD        SPON ADR H SHS   02227610      3399    224399 SH  SHARED      02         224299               100
D ALZA CORP                      SDCV         7/2 02261WAB         3      4000 PRN SHARED      02                             4000
D ALYST ACQUISTION CORP          COM              02263A10      6255    851083 SH  SHARED                 851083                  
D ALYST ACQUISTION CORP          *W EXP 06/28/201 02263A11        48    109148 SH  SHARED                 109148                  
D AMAZON COM INC                 COM              02313510        22       310 SH  SHARED                    310                  
D AMAZON COM INC                 COM              02313510     63591    873983 SH  SHARED                 871383              2600
D AMAZON COM INC                 COM              02313510      2664     36625 SH  SHARED      01          36625                  
D AMAZON COM INC                 COM              02313510      5328     73235 SH  SHARED      02          11289             61946
D AMAZON COM INC                 COM              02313510      3354     46100 SH  SHARED      04          46100                  
D AMAZON COM INC                 COM              02313510        10       150 SH  SHARED      05            150                  
D AMAZON COM INC                 COM              02313510      5004     68786 SH  SHARED      06          59166              9620
D AMAZON COM INC                 COM              02313510     11986    164735 SH  SHARED      10         163835               900
D AMAZON COM INC                 COM              02313510       131      1805 SH  SHARED      14                             1805
D AMAZON COM INC                 COM              02313510        36       500 SH  SHARED      20            500                  
D AMBAC FINL GROUP INC           COM              02313910       274    117807 SH  SHARED                 117807                  
D AMBAC FINL GROUP INC           COM              02313910        56     24335 SH  SHARED      01          24335                  
D AMBAC FINL GROUP INC           COM              02313910       945    406003 SH  SHARED      02         404703              1300
D AMBAC FINL GROUP INC           COM              02313910       324    139060 SH  SHARED      10         139060                  
D AMBAC FINL GROUP INC           COM              02313910         0       200 SH  SHR/OTHR    23                              200
D AMBASSADORS GROUP INC          COM              02317710         8       516 SH  SHARED                    516                  
D AMBASSADORS GROUP INC          COM              02317710         0        10 SH  SHARED      02             10                  
D AMBASSADORS INTL INC           COM              02317810         0       211 SH  SHARED                    211                  
D AMCON DISTRG CO                COM NEW          02341Q20         0         9 SH  SHARED                      9                  
D AMCOL INTL CORP                COM              02341W10       214      6867 SH  SHARED                   6867                  
D AMCOL INTL CORP                COM              02341W10       193      6183 SH  SHARED      02           6183                  
D AMCOL INTL CORP                COM              02341W10       293      9400 SH  SHARED      10           9400                  
D AMCOMP INC                     COM              02342J10         1       100 SH  SHARED                    100                  
D AMDOCS LTD                     NOTE  0.500% 3/1 02342TAD      3693   3800000 PRN SHARED      06        3800000                  
D AMEDISYS INC                   COM              02343610       135      2790 SH  SHARED                   2790                  
D AMEDISYS INC                   COM              02343610      1427     29334 SH  SHARED      01          29334                  
D AMEDISYS INC                   COM              02343610      2204     45300 SH  SHR/OTHR    01                            45300
D AMEDISYS INC                   COM              02343610        22       470 SH  SHARED      02            470                  
D AMEDISYS INC                   COM              02343610     23135    475354 SH  SHARED      10         475354                  
D AMEN PPTYS INC                 COM NEW          02347720         0        88 SH  SHARED                     88                  
D AMERCO                         COM              02358610        13       321 SH  SHARED                    321                  
D AMERCO                         COM              02358610        25       600 SH  SHARED      02            600                  
D AMERCO                         COM              02358610       234      5600 SH  SHARED      10           5600                  
D AMEREN CORP                    COM              02360810      9255    237129 SH  SHARED                 237129                  
D AMEREN CORP                    COM              02360810       624     16000 SH  SHARED      01          16000                  
D AMEREN CORP                    COM              02360810       587     15051 SH  SHARED      02          12571              2480
D AMEREN CORP                    COM              02360810        81      2100 SH  SHARED      04           2100                  
D AMEREN CORP                    COM              02360810         3       100 SH  SHARED      05            100                  
D AMEREN CORP                    COM              02360810      1038     26620 SH  SHARED      06          20900              5720
D AMEREN CORP                    COM              02360810      8061    206543 SH  SHARED      10         206543                  
D AMEREN CORP                    COM              02360810        86      2215 SH  SHARED      21                             2215
D AMEREN CORP                    COM              02360810         3        98 SH  SHR/OTHR    23                               98
D AMERIANA BANCORP               COM              02361310         0        78 SH  SHARED                     78                  
D AMERICA SVC GROUP INC          COM              02364L10         2       274 SH  SHARED                    274                  
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10       423      9130 SH  SHARED                   1500              7630
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10     56695   1222946 SH  SHARED                1181046             41900
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10     17405    375441 SH  SHARED      01         374241              1200
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10        32       700 SH  SHR/OTHR    01                              700
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      1082     23346 SH  SHARED      02          20300              3046
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10     19681    424530 SH  SHARED      04         424530                  
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      5553    119800 SH  SHARED      06          67800             52000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10    228165   4921600 SH  SHARED      10        4290500            631100
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10       254      5500 SH  SHARED      15                             5500
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10       166      3600 SH  SHARED      20           3600                  
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10        34       738 SH  SHARED      21                              738
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10       139      3000 SH  SHR/OTHR    22                             3000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      1066     22997 SH  SHARED      24          22997                  
D AMERICAN APPAREL INC           COM              02385010         2       288 SH  SHARED                    288                  
D AMERICAN APPAREL INC           COM              02385010       219     26719 SH  SHARED      02             19             26700
D AMCORE FINL INC                COM              02391210       545     58236 SH  SHARED                  58236                  
D AMCORE FINL INC                COM              02391210        39      4222 SH  SHARED      01           4222                  
D AMCORE FINL INC                COM              02391210        61      6550 SH  SHARED      02           1400              5150
D AMCORE FINL INC                COM              02391210       123     13184 SH  SHARED      10          13184                  
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110      1086    202761 SH  SHARED                 202761                  
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110       734    136966 SH  SHARED      02         136926                40
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110       181     33800 SH  SHARED      10          33800                  
D AMERICAN BANCORP N J INC       COM              02407E10        16      1645 SH  SHARED                   1645                  
D AMERICAN BILTRITE INC          COM              02459110         0        40 SH  SHARED                     40                  
D AMER BIO MEDICA CORP           COM              02460010         0       473 SH  SHARED                    473                  
D AMERICAN CAMPUS CMNTYS INC     COM              02483510     13742    405625 SH  SHARED                 359025             46600
D AMERICAN CAMPUS CMNTYS INC     COM              02483510        20       597 SH  SHARED      01            597                  
D AMERICAN CAMPUS CMNTYS INC     COM              02483510       149      4400 SH  SHARED      02             24              4376
D AMERICAN CAMPUS CMNTYS INC     COM              02483510     14806    437022 SH  SHARED      10         437022                  
D AMERICAN CAMPUS CMNTYS INC     COM              02483510    111661   3295804 SH  SHARED      11        1634250           1661554
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10         8       500 SH  SHARED                    500                  
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10         0         5 SH  SHARED      02              5                  
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10        79      4600 SH  SHARED      10           4600                  
D AMERICAN CAP LTD               COM              02503Y10     10518    412334 SH  SHARED                 412334                  
D AMERICAN CAP LTD               COM              02503Y10       821     32190 SH  SHARED      01          24305              7885
D AMERICAN CAP LTD               COM              02503Y10        14       575 SH  SHR/OTHR    01                              575
D AMERICAN CAP LTD               COM              02503Y10       298     11688 SH  SHARED      02           9638              2050
D AMERICAN CAP LTD               COM              02503Y10        81      3200 SH  SHARED      06                             3200
D AMERICAN CAP LTD               COM              02503Y10      6085    238549 SH  SHARED      10         238549                  
D AMERICAN CAP LTD               COM              02503Y10       433     17000 SH  SHARED      14                            17000
D AMERICAN CAP LTD               COM              02503Y10        41      1640 SH  SHARED      20           1640                  
D AMERICAN CAP LTD               COM              02503Y10        11       441 SH  SHR/OTHR    21                              441
D AMERICAN CAP LTD               COM              02503Y10        38      1525 SH  SHR/OTHR    23                             1525
D AMERICAN CARESOURCE HLDGS IN   COM              02505A10         8       919 SH  SHARED                    919                  
D AMERICAN CLAIMS EVALUATION I   COM              02514410         0        30 SH  SHARED                     30                  
D AMERICAN COMMERCIAL LINES      COM NEW          02519520        26      2490 SH  SHARED                   2490                  
D AMERICAN COMMERCIAL LINES      COM NEW          02519520       110     10420 SH  SHARED      02          10420                  
D AMERICAN CMNTY PPTYS TR        COM              02520N10         0        42 SH  SHARED                     42                  
D AMERICAN CMNTY NEWSPAPERS IN   COM              02520T10         0       278 SH  SHARED                    278                  
D AMERICAN CMNTY NEWSPAPERS IN   COM              02520T10         0      1000 SH  SHARED      02           1000                  
D AMERICAN CMNTY BANCSHARES IN   COM              02520W10         1       158 SH  SHARED                    158                  
D AMERICAN DAIRY INC             COM              02533410        50      4800 SH  SHARED                   4800                  
D AMERICAN DAIRY INC             COM              02533410         0        20 SH  SHARED      02             20                  
D AMERICAN DENTAL PARTNERS       COM              02535310         5       506 SH  SHARED                    506                  
D AMERICAN DENTAL PARTNERS       COM              02535310        43      3700 SH  SHARED      02           3700                  
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10      2735    179387 SH  SHARED                 179387                  
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       990     64950 SH  SHARED      01           2100             62850
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       127      8344 SH  SHARED      02           8344                  
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       553     36300 SH  SHARED      06          35250              1050
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10      7740    507600 SH  SHARED      10         507600                  
D AMERICAN ECOLOGY CORP          COM NEW          02553340         0         9 SH  SHARED      02              9                  
D AMERICAN ECOLOGY CORP          COM NEW          02553340      1351     48855 SH  SHARED      10          48855                  
D AMERICAN ELEC PWR INC          COM              02553710       103      2783 SH  SHARED                   2783                  
D AMERICAN ELEC PWR INC          COM              02553710     51062   1378958 SH  SHARED                1378958                  
D AMERICAN ELEC PWR INC          COM              02553710      5685    153531 SH  SHARED      01         134450             19081
D AMERICAN ELEC PWR INC          COM              02553710       512     13837 SH  SHR/OTHR    01                            13837
D AMERICAN ELEC PWR INC          COM              02553710      2130     57535 SH  SHARED      02          57055               480
D AMERICAN ELEC PWR INC          COM              02553710       122      3300 SH  SHARED      04           3300                  
D AMERICAN ELEC PWR INC          COM              02553710         8       220 SH  SHARED      05            220                  
D AMERICAN ELEC PWR INC          COM              02553710      1976     53380 SH  SHARED      06          40450             12930
D AMERICAN ELEC PWR INC          COM              02553710     33001    891222 SH  SHARED      10         819922             71300
D AMERICAN ELEC PWR INC          COM              02553710        59      1600 SH  SHARED      14                             1600
D AMERICAN ELEC PWR INC          COM              02553710        34       920 SH  SHARED      19                              920
D AMERICAN ELEC PWR INC          COM              02553710       475     12828 SH  SHARED      20          11543              1285
D AMERICAN ELEC PWR INC          COM              02553710        85      2300 SH  SHR/OTHR    20                             2300
D AMERICAN ELEC PWR INC          COM              02553710        22       600 SH  SHARED      21            600                  
D AMERICAN ELEC PWR INC          COM              02553710        29       800 SH  SHR/OTHR    21                              800
D AMERICAN ELEC PWR INC          COM              02553710       277      7500 SH  SHARED      22           7200               300
D AMERICAN ELEC PWR INC          COM              02553710       651     17583 SH  SHARED      23          16433              1150
D AMERICAN ELEC PWR INC          COM              02553710       304      8235 SH  SHR/OTHR    23                             8235
D AMERICAN ELECTRIC TECH INC     COM              02557610         0       100 SH  SHARED                    100                  
D AMERICAN EQTY INVT LIFE HLD    NOTE  5.250%12/0 025676AE      1482   2000000 PRN SHARED                2000000                  
D AMERICAN EQTY INVT LIFE HLD    NOTE  5.250%12/0 025676AE      5922   7992000 PRN SHARED      02        7992000                  
D AMERICAN EQTY INVT LIFE HLD    NOTE  5.250%12/0 025676AG      7410  10000000 PRN SHARED      02       10000000                  
D AMERICAN EQTY INVT LIFE HLD    COM              02567620         1       152 SH  SHARED                    152                  
D AMERICAN EQTY INVT LIFE HLD    COM              02567620        10      1342 SH  SHARED      02           1000               342
D AMERICAN EQTY INVT LIFE HLD    COM              02567620       187     25000 SH  SHARED      10          25000                  
D AMERICAN EQTY INVT LIFE HLD    COM              02567620        26      3578 SH  SHARED      21           3578                  
D AMERICAN EXPRESS CO            COM              02581610        23       650 SH  SHARED                    650                  
D AMERICAN EXPRESS CO            COM              02581610     51717   1459722 SH  SHARED                1459722                  
D AMERICAN EXPRESS CO            COM              02581610      7263    205011 SH  SHARED      01         174149             30862
D AMERICAN EXPRESS CO            COM              02581610       159      4500 SH  SHR/OTHR    01                             4500
D AMERICAN EXPRESS CO            COM              02581610     20293    572770 SH  SHARED      02         448809            123961
D AMERICAN EXPRESS CO            COM              02581610        26       750 SH  SHARED      04                              750
D AMERICAN EXPRESS CO            COM              02581610       127      3600 SH  SHARED      04           3600                  
D AMERICAN EXPRESS CO            COM              02581610        18       510 SH  SHARED      05            510                  
D AMERICAN EXPRESS CO            COM              02581610      6896    194645 SH  SHARED      06         159505             35140
D AMERICAN EXPRESS CO            COM              02581610     25678    724755 SH  SHARED      10         724755                  
D AMERICAN EXPRESS CO            COM              02581610       534     15099 SH  SHARED      14                            15099
D AMERICAN EXPRESS CO            COM              02581610        32       920 SH  SHARED      19                              920
D AMERICAN EXPRESS CO            COM              02581610       975     27541 SH  SHARED      20          14695             12846
D AMERICAN EXPRESS CO            COM              02581610       462     13050 SH  SHR/OTHR    20                            13050
D AMERICAN EXPRESS CO            COM              02581610       343      9687 SH  SHARED      21           9137               550
D AMERICAN EXPRESS CO            COM              02581610        19       560 SH  SHR/OTHR    21                              560
D AMERICAN EXPRESS CO            COM              02581610        46      1300 SH  SHARED      22            800               500
D AMERICAN EXPRESS CO            COM              02581610       131      3710 SH  SHR/OTHR    22                             3710
D AMERICAN EXPRESS CO            COM              02581610       658     18586 SH  SHARED      23          14586              4000
D AMERICAN EXPRESS CO            COM              02581610      4944    139544 SH  SHR/OTHR    23                           139544
D AMERICAN FINL GROUP INC OHIO   COM              02593210      1647     55862 SH  SHARED                  55862                  
D AMERICAN FINL GROUP INC OHIO   COM              02593210      1106     37502 SH  SHARED      01           8840             28662
D AMERICAN FINL GROUP INC OHIO   COM              02593210        73      2495 SH  SHR/OTHR    01                             2495
D AMERICAN FINL GROUP INC OHIO   COM              02593210       107      3648 SH  SHARED      02           3648                  
D AMERICAN FINL GROUP INC OHIO   COM              02593210        91      3100 SH  SHARED      10           3100                  
D AMERICAN FINL GROUP INC OHIO   COM              02593210        16       550 SH  SHARED      20            550                  
D AMERICAN FINL GROUP INC OHIO   COM              02593210        11       382 SH  SHR/OTHR    21                              382
D AMERICAN FINL GROUP INC OHIO   COM              02593210         8       300 SH  SHR/OTHR    23                              300
D AMERICAN GREETINGS CORP        CL A             02637510       284     18625 SH  SHARED                  18625                  
D AMERICAN GREETINGS CORP        CL A             02637510       275     18000 SH  SHARED      01                            18000
D AMERICAN GREETINGS CORP        CL A             02637510        99      6526 SH  SHARED      02           6526                  
D AMERICAN GREETINGS CORP        CL A             02637510       762     49875 SH  SHARED      10          49875                  
D AMERICAN GREETINGS CORP        CL A             02637510        91      6000 SH  SHR/OTHR    20                             6000
D AMERICAN INDEPENDENCE CORP     COM NEW          02676040         0       114 SH  SHARED                    114                  
D AMERICAN INDEPENDENCE CORP     COM NEW          02676040         8      1295 SH  SHARED      01           1295                  
D AMERICAN INTL GROUP INC        COM              02687410       185     55774 SH  SHARED                                    55774
D AMERICAN INTL GROUP INC        COM              02687410     19649   5900757 SH  SHARED                5900757                  
D AMERICAN INTL GROUP INC        COM              02687410      1260    378519 SH  SHARED      01         308992             69527
D AMERICAN INTL GROUP INC        COM              02687410        16      4997 SH  SHR/OTHR    01                             4997
D AMERICAN INTL GROUP INC        COM              02687410     12182   3658373 SH  SHARED      02        3589157             69216
D AMERICAN INTL GROUP INC        COM              02687410         9      3000 SH  SHARED      04           3000                  
D AMERICAN INTL GROUP INC        COM              02687410         3      1119 SH  SHARED      05           1119                  
D AMERICAN INTL GROUP INC        COM              02687410       414    124390 SH  SHARED      06         124390                  
D AMERICAN INTL GROUP INC        COM              02687410      5018   1506966 SH  SHARED      10        1472666             34300
D AMERICAN INTL GROUP INC        COM              02687410        50     15198 SH  SHARED      14                            15198
D AMERICAN INTL GROUP INC        COM              02687410        10      3151 SH  SHARED      20                             3151
D AMERICAN INTL GROUP INC        COM              02687410         7      2274 SH  SHR/OTHR    20                             2274
D AMERICAN INTL GROUP INC        COM              02687410         3       964 SH  SHARED      22            964                  
D AMERICAN INTL GROUP INC        COM              02687410         1       382 SH  SHR/OTHR    22                              382
D AMERICAN INTL GROUP INC        COM              02687410       100     30296 SH  SHARED      23          29921               375
D AMERICAN INTL GROUP INC        COM              02687410       247     74400 SH  SHR/OTHR    23                            74400
D AMERICAN INTL GROUP INC        UNIT 99/99/9999  02687411       293   3455800 PRN SHARED                3455800                  
D AMERICAN INTL GROUP INC        UNIT 99/99/9999  02687411         7     90000 PRN SHARED      02          90000                  
D AMERICAN INTL GROUP INC        UNIT 99/99/9999  02687411         7     89400 PRN SHARED      10          89400                  
D AMERICAN LD LEASE INC          COM              02711810      4275    220067 SH  SHARED                 220067                  
D AMERICAN LD LEASE INC          COM              02711810        41      2140 SH  SHARED      02           2100                40
D AMERICAN MED SYS HLDGS INC     NOTE  3.250% 7/0 02744MAA      6439   6357000 PRN SHARED                6357000                  
D AMERICAN MED SYS HLDGS INC     NOTE  3.250% 7/0 02744MAA       188    186000 PRN SHARED      02         186000                  
D AMERICAN MED SYS HLDGS INC     COM              02744M10       280     15819 SH  SHARED                  15819                  
D AMERICAN MED SYS HLDGS INC     COM              02744M10       137      7741 SH  SHARED      02           7741                  
D AMERICAN MED SYS HLDGS INC     COM              02744M10        60      3400 SH  SHARED      10           3400                  
D AMERICAN MTG ACCEP CO          SH BEN INT       02756810         0       217 SH  SHARED                    217                  
D AMERICAN NATL BANKSHARES INC   COM              02774510         2       141 SH  SHARED                    141                  
D AMERICAN MED ALERT CORP        COM              02790410         0       191 SH  SHARED                    191                  
D AMERICAN MED ALERT CORP        COM              02790410         0        19 SH  SHARED      02             19                  
D AMERICAN NATL INS CO           COM              02859110       545      6319 SH  SHARED                   6319                  
D AMERICAN NATL INS CO           COM              02859110        17       200 SH  SHARED      01            200                  
D AMERICAN NATL INS CO           COM              02859110        13       152 SH  SHARED      02            152                  
D AMERICAN NATL INS CO           COM              02859110        86      1000 SH  SHARED      10           1000                  
D AMERICAN OIL & GAS INC NEW     COM              02872310         6      2500 SH  SHARED      02                             2500
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110      9764   1504580 SH  SHARED                1504580                  
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110        44      6800 SH  SHARED      01           6800                  
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110         0        35 SH  SHARED      02             35                  
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110       215     33200 SH  SHARED      10          33200                  
D AMERICAN PAC CORP              COM              02874010        11       915 SH  SHARED                    915                  
D AMERICAN PHYSICIANS SVC GROU   COM              02888210         3       174 SH  SHARED                    174                  
D AMERICAN PHYSICIANS SVC GROU   COM              02888210        40      1900 SH  SHARED      02           1900                  
D AMERICAN PHYSICIANS CAPITAL    COM              02888410       132      3119 SH  SHARED                   3119                  
D AMERICAN PHYSICIANS CAPITAL    COM              02888410        33       800 SH  SHARED      01            800                  
D AMERICAN PHYSICIANS CAPITAL    COM              02888410       385      9100 SH  SHARED      10           9100                  
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10         2        58 SH  SHARED                     58                  
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10        19       406 SH  SHARED      02              6               400
D AMERICAN RAILCAR INDS INC      COM              02916P10         6       400 SH  SHARED                    400                  
D AMERICAN RAILCAR INDS INC      COM              02916P10        23      1462 SH  SHARED      02           1462                  
D AMERICAN RLTY INVS INC         COM              02917410         0        28 SH  SHARED                     28                  
D AMERICAN REPROGRAPHICS CO      COM              02926310       211     12260 SH  SHARED                  12260                  
D AMERICAN REPROGRAPHICS CO      COM              02926310        58      3400 SH  SHARED      01           3400                  
D AMERICAN REPROGRAPHICS CO      COM              02926310       236     13720 SH  SHARED      02          13720                  
D AMERICAN REPROGRAPHICS CO      COM              02926310         6       377 SH  SHARED      21                              377
D AMERICAN RIVER BANKSHARES      COM              02932610         1       155 SH  SHARED                    155                  
D AMERICAN SCIENCE & ENGR INC    COM              02942910       272      4558 SH  SHARED                   4558                  
D AMERICAN SCIENCE & ENGR INC    COM              02942910         4        75 SH  SHARED      01             75                  
D AMERICAN SCIENCE & ENGR INC    COM              02942910         0         7 SH  SHARED      02              7                  
D AMERICAN SCIENCE & ENGR INC    COM              02942910         5        93 SH  SHARED      10             93                  
D AMERICAN SHARED HOSPITAL SVC   COM              02959510         0       105 SH  SHARED                    105                  
D AMERICAN SOFTWARE INC          CL A             02968310         0         7 SH  SHARED                      7                  
D AMERICAN SOFTWARE INC          CL A             02968310         0        12 SH  SHARED      02             12                  
D AMERICAN SPECTRUM REALTY INC   COM NEW          02970Q20         0        22 SH  SHARED                     22                  
D AMERICAN STS WTR CO            COM              02989910       150      3900 SH  SHARED                   3900                  
D AMERICAN STS WTR CO            COM              02989910        45      1179 SH  SHARED                   1179                  
D AMERICAN STS WTR CO            COM              02989910       661     17175 SH  SHARED      01          17175                  
D AMERICAN STS WTR CO            COM              02989910      1047     27200 SH  SHR/OTHR    01                            27200
D AMERICAN STS WTR CO            COM              02989910       165      4304 SH  SHARED      02           3804               500
D AMERICAN STS WTR CO            COM              02989910       456     11856 SH  SHARED      10          11856                  
D AMERICAN TOWER CORP            NOTE  3.000% 8/1 029912AR     10171   5763000 PRN SHARED                5763000                  
D AMERICAN TOWER CORP            NOTE  3.000% 8/1 029912AR     13198   7478000 PRN SHARED      02        7478000                  
D AMERICAN TOWER CORP            CL A             02991220      1451     40346 SH  SHARED                  34646              5700
D AMERICAN TOWER CORP            CL A             02991220     33635    935110 SH  SHARED                 919610             15500
D AMERICAN TOWER CORP            CL A             02991220     16828    467847 SH  SHARED      01         308960            158887
D AMERICAN TOWER CORP            CL A             02991220      3047     84720 SH  SHR/OTHR    01                            84720
D AMERICAN TOWER CORP            CL A             02991220      5019    139549 SH  SHARED      02         120729             18820
D AMERICAN TOWER CORP            CL A             02991220       593     16508 SH  SHARED      04                            16508
D AMERICAN TOWER CORP            CL A             02991220      5525    153610 SH  SHARED      04         153610                  
D AMERICAN TOWER CORP            CL A             02991220         8       230 SH  SHARED      05            230                  
D AMERICAN TOWER CORP            CL A             02991220     17507    486720 SH  SHARED      06         266000            220720
D AMERICAN TOWER CORP            CL A             02991220     26395    733820 SH  SHARED      10         731245              2575
D AMERICAN TOWER CORP            CL A             02991220      5473    152175 SH  SHARED      11         152175                  
D AMERICAN TOWER CORP            CL A             02991220        10       300 SH  SHARED      14                              300
D AMERICAN TOWER CORP            CL A             02991220      3640    101197 SH  SHARED      19                           101197
D AMERICAN TOWER CORP            CL A             02991220      2795     77721 SH  SHARED      20          61686      190    15845
D AMERICAN TOWER CORP            CL A             02991220       610     16985 SH  SHR/OTHR    20                            16985
D AMERICAN TOWER CORP            CL A             02991220       501     13945 SH  SHARED      21          13945                  
D AMERICAN TOWER CORP            CL A             02991220       877     24405 SH  SHARED      22          18300              6105
D AMERICAN TOWER CORP            CL A             02991220       150      4180 SH  SHR/OTHR    22                             4180
D AMERICAN TOWER CORP            CL A             02991220      2205     61312 SH  SHARED      23          52317              8995
D AMERICAN TOWER CORP            CL A             02991220      1916     53274 SH  SHR/OTHR    23                            53274
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       172      7320 SH  SHARED                   6600               720
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       127      5400 SH  SHARED      01           5400                  
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       955     40523 SH  SHARED      02          40523                  
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110      5020    213000 SH  SHARED      04         213000                  
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110      7237    307084 SH  SHARED      05         307084                  
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       748     31761 SH  SHARED      06                            31761
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110        60      2565 SH  SHARED      10           1565              1000
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         0        10 SH  SHARED      02             10                  
D AMERICAN WTR WKS CO INC NEW    COM              03042010       101      4705 SH  SHARED                   4705                  
D AMERICAN WTR WKS CO INC NEW    COM              03042010         0         4 SH  SHARED      02              4                  
D AMERICAN WOODMARK CORP         COM              03050610       105      4717 SH  SHARED                   4717                  
D AMERICAN WOODMARK CORP         COM              03050610       116      5200 SH  SHARED      10           5200                  
D AMERICANWEST BANCORPORATION    COM              03058P10         0       606 SH  SHARED                    606                  
D AMERICREDIT CORP               NOTE  1.750%11/1 03060RAM      5577   5750000 PRN SHARED                5750000                  
D AMERICREDIT CORP               NOTE  1.750%11/1 03060RAM       526    543000 PRN SHARED      02         543000                  
D AMERICREDIT CORP               NOTE  0.750% 9/1 03060RAP      7144  11750000 PRN SHARED               11750000                  
D AMERICREDIT CORP               NOTE  0.750% 9/1 03060RAP     10001  16450000 PRN SHARED      02       16450000                  
D AMERICREDIT CORP               NOTE  2.125% 9/1 03060RAR      2352   4300000 PRN SHARED                4300000                  
D AMERICREDIT CORP               NOTE  2.125% 9/1 03060RAR      1094   2000000 PRN SHARED      02        2000000                  
D AMERICREDIT CORP               COM              03060R10     17751   1752341 SH  SHARED                1752341                  
D AMERICREDIT CORP               COM              03060R10       632     62475 SH  SHARED      01          27475             35000
D AMERICREDIT CORP               COM              03060R10       250     24761 SH  SHARED      02          24761                  
D AMERICREDIT CORP               COM              03060R10        47      4700 SH  SHARED      10           4700                  
D AMERICREDIT CORP               COM              03060R10         2       250 SH  SHARED      20                              250
D AMERICAS CAR MART INC          COM              03062T10         0        31 SH  SHARED                     31                  
D AMERICAS CAR MART INC          COM              03062T10        72      3900 SH  SHARED      01           3900                  
D AMERICAS CAR MART INC          COM              03062T10         0         5 SH  SHARED      02              5                  
D AMERICAS CAR MART INC          COM              03062T10       611     32900 SH  SHARED      10          32900                  
D AMERIGON INC                   COM              03070L30         6      1029 SH  SHARED      02           1029                  
D AMERISTAR CASINOS INC          COM              03070Q10         0        48 SH  SHARED                     48                  
D AMERISTAR CASINOS INC          COM              03070Q10        52      3714 SH  SHARED      02           3714                  
D AMERISAFE INC                  COM              03071H10       281     15455 SH  SHARED                  15455                  
D AMERISAFE INC                  COM              03071H10     12181    669303 SH  SHARED      10         669303                  
D AMERON INTL INC                COM              03071010        90      1263 SH  SHARED                   1263                  
D AMERON INTL INC                COM              03071010        50       700 SH  SHARED      01            700                  
D AMERON INTL INC                COM              03071010         0         5 SH  SHARED      02              5                  
D AMERON INTL INC                COM              03071010      4241     59200 SH  SHARED      04          59200                  
D AMERON INTL INC                COM              03071010      4736     66100 SH  SHARED      05          66100                  
D AMERON INTL INC                COM              03071010        56       790 SH  SHARED      06                              790
D AMERON INTL INC                COM              03071010       752     10500 SH  SHARED      10          10500                  
D AMERISOURCEBERGEN CORP         COM              03073E10      7748    205811 SH  SHARED                 205811                  
D AMERISOURCEBERGEN CORP         COM              03073E10       668     17756 SH  SHARED      01          17756                  
D AMERISOURCEBERGEN CORP         COM              03073E10        26       700 SH  SHR/OTHR    01                              700
D AMERISOURCEBERGEN CORP         COM              03073E10      2951     78391 SH  SHARED      02          78391                  
D AMERISOURCEBERGEN CORP         COM              03073E10        71      1900 SH  SHARED      04           1900                  
D AMERISOURCEBERGEN CORP         COM              03073E10         4       130 SH  SHARED      05            130                  
D AMERISOURCEBERGEN CORP         COM              03073E10       978     25980 SH  SHARED      06          21450              4530
D AMERISOURCEBERGEN CORP         COM              03073E10      9039    240088 SH  SHARED      10         240088                  
D AMERIGROUP CORP                NOTE  2.000% 5/1 03073TAB      4433   5500000 PRN SHARED      02        5500000                  
D AMERIGROUP CORP                COM              03073T10       996     39463 SH  SHARED                  39463                  
D AMERIGROUP CORP                COM              03073T10       623     24720 SH  SHARED      01          22900              1820
D AMERIGROUP CORP                COM              03073T10       840     33300 SH  SHR/OTHR    01                            33300
D AMERIGROUP CORP                COM              03073T10        97      3871 SH  SHARED      02           3871                  
D AMERIGROUP CORP                COM              03073T10      8734    346061 SH  SHARED      10         346061                  
D AMERITYRE CORP                 COM              03073V10         0       555 SH  SHARED                    555                  
D AMERITYRE CORP                 COM              03073V10         0       100 SH  SHARED      02            100                  
D AMERISERV FINL INC             COM              03074A10         1       489 SH  SHARED                    489                  
D AMERISERV FINL INC             COM              03074A10         5      2000 SH  SHARED      01           2000                  
D AMERIPRISE FINL INC            COM              03076C10        26       702 SH  SHARED                    702                  
D AMERIPRISE FINL INC            COM              03076C10     49217   1288429 SH  SHARED                1288429                  
D AMERIPRISE FINL INC            COM              03076C10      1499     39264 SH  SHARED      01          36294              2970
D AMERIPRISE FINL INC            COM              03076C10         4       130 SH  SHR/OTHR    01                              130
D AMERIPRISE FINL INC            COM              03076C10      4755    124500 SH  SHARED      02         123405              1095
D AMERIPRISE FINL INC            COM              03076C10        45      1200 SH  SHARED      04           1200                  
D AMERIPRISE FINL INC            COM              03076C10         4       120 SH  SHARED      05            120                  
D AMERIPRISE FINL INC            COM              03076C10      1227     32138 SH  SHARED      06          25370              6768
D AMERIPRISE FINL INC            COM              03076C10     11289    295526 SH  SHARED      10         283226             12300
D AMERIPRISE FINL INC            COM              03076C10       384     10076 SH  SHARED      14                            10076
D AMERIPRISE FINL INC            COM              03076C10         4       120 SH  SHARED      19                              120
D AMERIPRISE FINL INC            COM              03076C10        64      1681 SH  SHARED      20                             1681
D AMERIPRISE FINL INC            COM              03076C10        53      1400 SH  SHR/OTHR    20                             1400
D AMERIPRISE FINL INC            COM              03076C10         8       225 SH  SHARED      21                              225
D AMERIPRISE FINL INC            COM              03076C10        26       700 SH  SHARED      23            100               600
D AMERIPRISE FINL INC            COM              03076C10       372      9748 SH  SHR/OTHR    23                             9748
D AMERIS BANCORP                 COM              03076K10         5       349 SH  SHARED                    349                  
D AMERIS BANCORP                 COM              03076K10        11       750 SH  SHARED      02                              750
D AMERIGAS PARTNERS L P          UNIT L P INT     03097510        28       941 SH  SHARED                    941                  
D AMERIGAS PARTNERS L P          UNIT L P INT     03097510       101      3350 SH  SHARED      02                             3350
D AMETEK INC NEW                 COM              03110010      1628     39932 SH  SHARED                  33582              6350
D AMETEK INC NEW                 COM              03110010       928     22773 SH  SHARED                    773             22000
D AMETEK INC NEW                 COM              03110010     21748    533444 SH  SHARED      01         298944            234500
D AMETEK INC NEW                 COM              03110010      6762    165869 SH  SHR/OTHR    01                           165869
D AMETEK INC NEW                 COM              03110010       167      4106 SH  SHARED      02           3006              1100
D AMETEK INC NEW                 COM              03110010       722     17732 SH  SHARED      04                            17732
D AMETEK INC NEW                 COM              03110010        73      1800 SH  SHARED      04           1800                  
D AMETEK INC NEW                 COM              03110010        24       600 SH  SHARED      06            600                  
D AMETEK INC NEW                 COM              03110010      1335     32765 SH  SHARED      10          29315              3450
D AMETEK INC NEW                 COM              03110010      4354    106814 SH  SHARED      19                           106814
D AMETEK INC NEW                 COM              03110010      2793     68529 SH  SHARED      20          53787      275    14467
D AMETEK INC NEW                 COM              03110010       829     20340 SH  SHR/OTHR    20                            20340
D AMETEK INC NEW                 COM              03110010       221      5441 SH  SHARED      21           5441                  
D AMETEK INC NEW                 COM              03110010        16       400 SH  SHR/OTHR    21                              400
D AMETEK INC NEW                 COM              03110010      2018     49501 SH  SHARED      22          39116             10385
D AMETEK INC NEW                 COM              03110010       325      7974 SH  SHR/OTHR    22                             7974
D AMETEK INC NEW                 COM              03110010      5059    124103 SH  SHARED      23         110873             13230
D AMETEK INC NEW                 COM              03110010      4962    121730 SH  SHR/OTHR    23                           121730
D AMGEN INC                      NOTE  0.125% 2/0 031162AN       817    892000 PRN SHARED                 892000                  
D AMGEN INC                      NOTE  0.125% 2/0 031162AN         2      3000 PRN SHARED      02                             3000
D AMGEN INC                      NOTE  0.125% 2/0 031162AN     16488  18000000 PRN SHARED      06       18000000                  
D AMGEN INC                      NOTE  0.375% 2/0 031162AQ      3018   3354000 PRN SHARED                3354000                  
D AMGEN INC                      NOTE  0.375% 2/0 031162AQ      3060   3400000 PRN SHARED      06        3400000                  
D AMGEN INC                      COM              03116210       203      3433 SH  SHARED                                     3433
D AMGEN INC                      COM              03116210    152506   2573083 SH  SHARED                2516083             57000
D AMGEN INC                      COM              03116210     18802    317232 SH  SHARED      01         285017             32215
D AMGEN INC                      COM              03116210      1159     19565 SH  SHR/OTHR    01                            19565
D AMGEN INC                      COM              03116210      9090    153371 SH  SHARED      02         133580             19791
D AMGEN INC                      COM              03116210     39627    668600 SH  SHARED      04         668600                  
D AMGEN INC                      COM              03116210        30       510 SH  SHARED      05            510                  
D AMGEN INC                      COM              03116210     10718    180848 SH  SHARED      06         146738             34110
D AMGEN INC                      COM              03116210    125160   2111706 SH  SHARED      10        2009380            102326
D AMGEN INC                      COM              03116210      1507     25433 SH  SHARED      14                            25433
D AMGEN INC                      COM              03116210        11       200 SH  SHARED      19                              200
D AMGEN INC                      COM              03116210      4322     72935 SH  SHARED      20          47230       95    25610
D AMGEN INC                      COM              03116210       356      6015 SH  SHR/OTHR    20                             6015
D AMGEN INC                      COM              03116210       256      4330 SH  SHARED      21           4330                  
D AMGEN INC                      COM              03116210        26       441 SH  SHR/OTHR    21                              441
D AMGEN INC                      COM              03116210        50       855 SH  SHARED      22            405               450
D AMGEN INC                      COM              03116210        26       455 SH  SHR/OTHR    22                              455
D AMGEN INC                      COM              03116210      1213     20480 SH  SHARED      23          18695              1785
D AMGEN INC                      COM              03116210      1792     30238 SH  SHR/OTHR    23                            30238
D AMICUS THERAPEUTICS INC        COM              03152W10         1       114 SH  SHARED                    114                  
D AMKOR TECHNOLOGY INC           NOTE  2.500% 5/1 031652AX       588    750000 PRN SHARED                 750000                  
D AMKOR TECHNOLOGY INC           NOTE  2.500% 5/1 031652AX      5830   7427000 PRN SHARED      02        7427000                  
D AMKOR TECHNOLOGY INC           COM              03165210       642    100825 SH  SHARED                 100825                  
D AMKOR TECHNOLOGY INC           COM              03165210        78     12300 SH  SHARED      01           6700              5600
D AMKOR TECHNOLOGY INC           COM              03165210       119     18762 SH  SHARED      02           5562             13200
D AMKOR TECHNOLOGY INC           COM              03165210       157     24700 SH  SHARED      10          24700                  
D AMPAL AMERN ISRAEL CORP        CL A             03201510         0        61 SH  SHARED                     61                  
D AMPAL AMERN ISRAEL CORP        CL A             03201510         0        11 SH  SHARED      02             11                  
D AMPCO-PITTSBURGH CORP          COM              03203710        14       566 SH  SHARED                    566                  
D AMPCO-PITTSBURGH CORP          COM              03203710         0         4 SH  SHARED      02              4                  
D AMPCO-PITTSBURGH CORP          COM              03203710        31      1200 SH  SHARED      10           1200                  
D AMPHENOL CORP NEW              CL A             03209510      8677    216188 SH  SHARED                 216188                  
D AMPHENOL CORP NEW              CL A             03209510       211      5260 SH  SHARED      01           4900               360
D AMPHENOL CORP NEW              CL A             03209510       562     14018 SH  SHARED      02          13227               791
D AMPHENOL CORP NEW              CL A             03209510       308      7690 SH  SHARED      06           2050              5640
D AMPHENOL CORP NEW              CL A             03209510      2935     73140 SH  SHARED      10          73140                  
D AMPHENOL CORP NEW              CL A             03209510         8       201 SH  SHARED      21                              201
D AMPHENOL CORP NEW              CL A             03209510      1252     31200 SH  SHARED      23           6000             25200
D AMREIT                         CL A             03215810         0       141 SH  SHARED                    141                  
D AMREIT                         CL A             03215810         9      1400 SH  SHARED      02           1400                  
D AMREP CORP NEW                 COM              03215910         0        23 SH  SHARED                     23                  
D AMSURG CORP                    COM              03232P40       328     12902 SH  SHARED                  12902                  
D AMSURG CORP                    COM              03232P40       274     10764 SH  SHARED      02          10764                  
D AMSURG CORP                    COM              03232P40     11341    445281 SH  SHARED      10         445281                  
D AMTECH SYS INC                 COM PAR $0.01N   03233250         2       246 SH  SHARED                    246                  
D AMYLIN PHARMACEUTICALS INC     NOTE  3.000% 6/1 032346AF      1774   2645000 PRN SHARED      02        2645000                  
D AMYLIN PHARMACEUTICALS INC     NOTE  3.000% 6/1 032346AF     14762  22000000 PRN SHARED      04       22000000                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610       698     34564 SH  SHARED                  34564                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610        29      1445 SH  SHARED      01           1445                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610       425     21028 SH  SHARED      02          17333              3695
D AMYLIN PHARMACEUTICALS INC     COM              03234610      9199    454967 SH  SHARED      04         454967                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610       423     20935 SH  SHARED      06          20335               600
D AMYLIN PHARMACEUTICALS INC     COM              03234610       164      8119 SH  SHARED      10           8119                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610        14       738 SH  SHARED      21                              738
D AMYLIN PHARMACEUTICALS INC     COM              03234610        40      2015 SH  SHARED      23                             2015
D AMTRUST FINANCIAL SERVICES I   COM              03235930        16      1223 SH  SHARED                   1223                  
D AMTRUST FINANCIAL SERVICES I   COM              03235930       213     15700 SH  SHARED      01          15700                  
D AMTRUST FINANCIAL SERVICES I   COM              03235930      1259     92700 SH  SHARED      10          92700                  
D ANADARKO PETE CORP             COM              03251110     70231   1447763 SH  SHARED                1447763                  
D ANADARKO PETE CORP             COM              03251110      2601     53632 SH  SHARED      01          46746              6886
D ANADARKO PETE CORP             COM              03251110       773     15940 SH  SHR/OTHR    01                            15940
D ANADARKO PETE CORP             COM              03251110     18716    385825 SH  SHARED      02         370455             15370
D ANADARKO PETE CORP             COM              03251110      3453     71200 SH  SHARED      04          71200                  
D ANADARKO PETE CORP             COM              03251110        11       240 SH  SHARED      05            240                  
D ANADARKO PETE CORP             COM              03251110      8580    176880 SH  SHARED      06         162550             14330
D ANADARKO PETE CORP             COM              03251110    217122   4475836 SH  SHARED      10        4475836                  
D ANADARKO PETE CORP             COM              03251110       349      7204 SH  SHARED      14                             7204
D ANADARKO PETE CORP             COM              03251110       107      2215 SH  SHARED      20           1940               275
D ANADARKO PETE CORP             COM              03251110        97      2000 SH  SHR/OTHR    20                             2000
D ANADARKO PETE CORP             COM              03251110       315      6500 SH  SHARED      21                             6500
D ANADARKO PETE CORP             COM              03251110        97      2000 SH  SHARED      22           1000              1000
D ANADARKO PETE CORP             COM              03251110       991     20445 SH  SHARED      23          19845               600
D ANADARKO PETE CORP             COM              03251110      1660     34230 SH  SHR/OTHR    23                            34230
D ANADIGICS INC                  COM              03251510        81     29152 SH  SHARED                  29152                  
D ANADIGICS INC                  COM              03251510        36     12935 SH  SHARED      02          12935                  
D ANADIGICS INC                  COM              03251510      1160    412900 SH  SHARED      10         412900                  
D ANADYS PHARMACEUTICALS INC     COM              03252Q40       602    227221 SH  SHARED                 227221                  
D ANALOG DEVICES INC             COM              03265410      6487    246217 SH  SHARED                 246217                  
D ANALOG DEVICES INC             COM              03265410      1383     52523 SH  SHARED      01          52523                  
D ANALOG DEVICES INC             COM              03265410      1405     53339 SH  SHARED      02          53339                  
D ANALOG DEVICES INC             COM              03265410      1870     71000 SH  SHARED      04          71000                  
D ANALOG DEVICES INC             COM              03265410         6       260 SH  SHARED      05            260                  
D ANALOG DEVICES INC             COM              03265410      1187     45050 SH  SHARED      06          36100              8950
D ANALOG DEVICES INC             COM              03265410      5275    200202 SH  SHARED      10         187102             13100
D ANALOG DEVICES INC             COM              03265410        36      1400 SH  SHARED      14                             1400
D ANALOG DEVICES INC             COM              03265410       115      4380 SH  SHARED      20           4380                  
D ANALOG DEVICES INC             COM              03265410         8       340 SH  SHR/OTHR    23                              340
D ANALOGIC CORP                  COM PAR $0.05    03265720       140      2816 SH  SHARED                   2816                  
D ANALOGIC CORP                  COM PAR $0.05    03265720        59      1200 SH  SHARED      01                             1200
D ANALOGIC CORP                  COM PAR $0.05    03265720        40       807 SH  SHARED      02            807                  
D ANALOGIC CORP                  COM PAR $0.05    03265720       218      4392 SH  SHARED      10           4392                  
D ANALYSTS INTL CORP             COM              03268110         0       654 SH  SHARED                    654                  
D ANAREN INC                     COM              03274410         9       900 SH  SHARED                    900                  
D ANAREN INC                     COM              03274410         9       900 SH  SHARED      01            900                  
D ANAREN INC                     COM              03274410         0         8 SH  SHARED      02              8                  
D ANAREN INC                     COM              03274410       133     13200 SH  SHARED      10          13200                  
D ANCHOR BANCORP WIS INC         COM              03283910         3       497 SH  SHARED                    497                  
D ANCHOR BANCORP WIS INC         COM              03283910         4       565 SH  SHARED      02            565                  
D ANCHOR BANCORP WIS INC         COM              03283910       129     17600 SH  SHARED      10          17600                  
D ANDERSONS INC                  COM              03416410       209      5959 SH  SHARED                   5959                  
D ANDERSONS INC                  COM              03416410         1        45 SH  SHARED      01             45                  
D ANDERSONS INC                  COM              03416410        23       679 SH  SHARED      02            554               125
D ANDERSONS INC                  COM              03416410      3842    109100 SH  SHARED      04         109100                  
D ANDERSONS INC                  COM              03416410      1056     30000 SH  SHARED      06                            30000
D ANDERSONS INC                  COM              03416410      2764     78495 SH  SHARED      10          78495                  
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         9       579 SH  SHARED                    579                  
D ANGIODYNAMICS INC              COM              03475V10         4       280 SH  SHARED      02             13               267
D ANGIODYNAMICS INC              COM              03475V10        34      2200 SH  SHARED      10           2200                  
D ANGLO AMERN PLC                ADR NEW          03485P20       124      7463 SH  SHARED                   7463                  
D ANGLO AMERN PLC                ADR NEW          03485P20       243     14560 SH  SHARED      01                            14560
D ANGLO AMERN PLC                ADR NEW          03485P20        20      1254 SH  SHARED      02           1100               154
D ANGLO AMERN PLC                ADR NEW          03485P20         1        80 SH  SHARED      21             80                  
D ANGLO AMERN PLC                ADR NEW          03485P20       456     27300 SH  SHARED      23          27300                  
D ANGLO AMERN PLC                ADR NEW          03485P20       456     27300 SH  SHR/OTHR    23                            27300
D ANGIOTECH PHARMACEUTICALS IN   COM              03491810         0       336 SH  SHARED                    336                  
D ANGIOTECH PHARMACEUTICALS IN   COM              03491810         7      8977 SH  SHARED      02           2977              6000
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820     14780    639843 SH  SHARED                 639843                  
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       138      6000 SH  SHARED      01                             6000
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820      3695    159961 SH  SHARED      02         159822               139
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820     10595    458676 SH  SHARED      10         458676                  
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820        24      1050 SH  SHARED      15                             1050
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       249     10800 SH  SHARED      23          10800                  
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       161      7000 SH  SHR/OTHR    23                             7000
D ANHEUSER BUSCH COS INC         COM              03522910       103      1600 SH  SHARED                   1600                  
D ANHEUSER BUSCH COS INC         COM              03522910    397458   6126052 SH  SHARED                6020852            105200
D ANHEUSER BUSCH COS INC         COM              03522910      7243    111640 SH  SHARED      01         103824              7816
D ANHEUSER BUSCH COS INC         COM              03522910       232      3582 SH  SHR/OTHR    01                             3582
D ANHEUSER BUSCH COS INC         COM              03522910     64292    990951 SH  SHARED      02         989849              1102
D ANHEUSER BUSCH COS INC         COM              03522910       116      1800 SH  SHARED      04           1800                  
D ANHEUSER BUSCH COS INC         COM              03522910        22       350 SH  SHARED      05            350                  
D ANHEUSER BUSCH COS INC         COM              03522910      6335     97653 SH  SHARED      06          75033             22620
D ANHEUSER BUSCH COS INC         COM              03522910     21810    336161 SH  SHARED      10         336161                  
D ANHEUSER BUSCH COS INC         COM              03522910       592      9129 SH  SHARED      14                             9129
D ANHEUSER BUSCH COS INC         COM              03522910      5168     79661 SH  SHARED      20          67610             12051
D ANHEUSER BUSCH COS INC         COM              03522910      5308     81815 SH  SHR/OTHR    20                            81815
D ANHEUSER BUSCH COS INC         COM              03522910       214      3300 SH  SHARED      21           3300                  
D ANHEUSER BUSCH COS INC         COM              03522910      1804     27815 SH  SHARED      23          27815                  
D ANHEUSER BUSCH COS INC         COM              03522910      2961     45642 SH  SHR/OTHR    23                            45642
D ANIMAL HEALTH INTL INC         COM              03525N10         5       610 SH  SHARED                    610                  
D ANIMAL HEALTH INTL INC         COM              03525N10        52      6380 SH  SHARED      01           6380                  
D ANIMAL HEALTH INTL INC         COM              03525N10        51      6200 SH  SHARED      02           6200                  
D ANIMAL HEALTH INTL INC         COM              03525N10       124     15118 SH  SHARED      23          15118                  
D ANIKA THERAPEUTICS INC         COM              03525510         2       299 SH  SHARED                    299                  
D ANIXTER INTL INC               NOTE  1.000% 2/1 035290AJ       210    200000 PRN SHARED                 200000                  
D ANIXTER INTL INC               NOTE  1.000% 2/1 035290AJ      3426   3260000 PRN SHARED      02        3260000                  
D ANIXTER INTL INC               COM              03529010        27       467 SH  SHARED                    467                  
D ANIXTER INTL INC               COM              03529010       681     11450 SH  SHARED      01          11450                  
D ANIXTER INTL INC               COM              03529010      1059     17800 SH  SHR/OTHR    01                            17800
D ANIXTER INTL INC               COM              03529010        62      1046 SH  SHARED      02           1016                30
D ANIXTER INTL INC               COM              03529010     39600    665450 SH  SHARED      10         665450                  
D ANIXTER INTL INC               COM              03529010        20       350 SH  SHARED      21            350                  
D ANNALY CAP MGMT INC            COM              03571040      2192    163037 SH  SHARED                 163037                  
D ANNALY CAP MGMT INC            COM              03571040       280     20870 SH  SHARED      01          12870              8000
D ANNALY CAP MGMT INC            COM              03571040       598     44500 SH  SHR/OTHR    01                            44500
D ANNALY CAP MGMT INC            COM              03571040      2242    166754 SH  SHARED      02         122902             43852
D ANNALY CAP MGMT INC            COM              03571040         3       290 SH  SHARED      05            290                  
D ANNALY CAP MGMT INC            COM              03571040         5       400 SH  SHARED      06            400                  
D ANNALY CAP MGMT INC            COM              03571040      1611    119800 SH  SHARED      10         109800             10000
D ANNALY CAP MGMT INC            COM              03571040     18730   1392600 SH  SHARED      11                          1392600
D ANNALY CAP MGMT INC            COM              03571040       266     19800 SH  SHARED      14                            19800
D ANNALY CAP MGMT INC            COM              03571040       117      8705 SH  SHARED      21                             8705
D ANNAPOLIS BANCORP INC          COM              03584810         0        60 SH  SHARED                     60                  
D ANNTAYLOR STORES CORP          COM              03611510     34038   1649151 SH  SHARED                1649151                  
D ANNTAYLOR STORES CORP          COM              03611510      1288     62450 SH  SHARED      01          42650             19800
D ANNTAYLOR STORES CORP          COM              03611510      1414     68550 SH  SHR/OTHR    01                            68550
D ANNTAYLOR STORES CORP          COM              03611510       255     12389 SH  SHARED      02          12389                  
D ANNTAYLOR STORES CORP          COM              03611510       309     15000 SH  SHARED      04          15000                  
D ANNTAYLOR STORES CORP          COM              03611510      4899    237373 SH  SHARED      10         170403             66970
D ANNTAYLOR STORES CORP          COM              03611510        24      1170 SH  SHARED      21           1170                  
D ANOORAQ RES CORP               COM              03633E10         0       730 SH  SHARED                    730                  
D ANSYS INC                      COM              03662Q10       195      5158 SH  SHARED                   5158                  
D ANSYS INC                      COM              03662Q10      1148     30325 SH  SHARED      01           3325             27000
D ANSYS INC                      COM              03662Q10       507     13413 SH  SHARED      02          12757               656
D ANSYS INC                      COM              03662Q10       541     14305 SH  SHARED      10          14305                  
D ANSYS INC                      COM              03662Q10        42      1115 SH  SHARED      21            715               400
D ANSWERS CORP                   COM              03662X10         1       207 SH  SHARED                    207                  
D ANSWERS CORP                   COM              03662X10         1       200 SH  SHARED      02                              200
D ANTARES PHARMA INC             COM              03664210         1      1464 SH  SHARED                   1464                  
D ANTHRACITE CAP INC             COM              03702310         1       366 SH  SHARED                    366                  
D ANTHRACITE CAP INC             COM              03702310        53     10033 SH  SHARED      02           4033              6000
D ANTHRACITE CAP INC             COM              03702310       298     55705 SH  SHARED      10          55705                  
D ANTIGENICS INC DEL             NOTE  5.250% 2/0 037032AC       505   1263000 PRN SHARED                1263000                  
D ANTIGENICS INC DEL             COM              03703210         1       741 SH  SHARED                    741                  
D ANTIGENICS INC DEL             COM              03703210         3      1936 SH  SHARED      02           1936                  
D ANWORTH MORTGAGE ASSET CP      COM              03734710        63     10670 SH  SHARED                  10670                  
D ANWORTH MORTGAGE ASSET CP      COM              03734710        30      5075 SH  SHARED      01           5075                  
D ANWORTH MORTGAGE ASSET CP      COM              03734710        57      9674 SH  SHARED      02           8674              1000
D ANWORTH MORTGAGE ASSET CP      COM              03734710       199     33700 SH  SHARED      10          33700                  
D AON CORP                       COM              03738910     25237    561335 SH  SHARED                 561335                  
D AON CORP                       COM              03738910      1905     42382 SH  SHARED      01          42382                  
D AON CORP                       COM              03738910      1032     22974 SH  SHARED      02          20922              2052
D AON CORP                       COM              03738910         7       170 SH  SHARED      05            170                  
D AON CORP                       COM              03738910      1864     41472 SH  SHARED      06          32942              8530
D AON CORP                       COM              03738910     10694    237867 SH  SHARED      10         237867                  
D AON CORP                       COM              03738910        40       894 SH  SHARED      14                              894
D AON CORP                       COM              03738910        78      1750 SH  SHARED      21                             1750
D APACHE CORP                    COM              03741110      2995     28723 SH  SHARED                  28723                  
D APACHE CORP                    COM              03741110    121567   1165782 SH  SHARED                1157982              7800
D APACHE CORP                    COM              03741110      6366     61048 SH  SHARED      01          48403      200    12445
D APACHE CORP                    COM              03741110      2315     22200 SH  SHR/OTHR    01                            22200
D APACHE CORP                    COM              03741110    114814   1101018 SH  SHARED      02        1094137              6881
D APACHE CORP                    COM              03741110        95       920 SH  SHARED      04                              920
D APACHE CORP                    COM              03741110     43425    416435 SH  SHARED      04         416435                  
D APACHE CORP                    COM              03741110        16       160 SH  SHARED      05            160                  
D APACHE CORP                    COM              03741110     12434    119240 SH  SHARED      06         108820             10420
D APACHE CORP                    COM              03741110    353619   3391060 SH  SHARED      10        3324046             67014
D APACHE CORP                    COM              03741110       862      8275 SH  SHARED      14                             8275
D APACHE CORP                    COM              03741110       909      8725 SH  SHARED      20           3335              5390
D APACHE CORP                    COM              03741110       174      1675 SH  SHR/OTHR    20                             1675
D APACHE CORP                    COM              03741110       258      2481 SH  SHARED      21           2445                36
D APACHE CORP                    COM              03741110       153      1469 SH  SHR/OTHR    21                             1469
D APACHE CORP                    COM              03741110       455      4370 SH  SHARED      22           3370              1000
D APACHE CORP                    COM              03741110       130      1250 SH  SHR/OTHR    22                             1250
D APACHE CORP                    COM              03741110      1678     16100 SH  SHARED      23          15900               200
D APACHE CORP                    COM              03741110      2952     28315 SH  SHR/OTHR    23                            28315
D APARTMENT INVT & MGMT CO       CL A             03748R10      3547    101312 SH  SHARED                 101312                  
D APARTMENT INVT & MGMT CO       CL A             03748R10       626     17889 SH  SHARED      01          17889                  
D APARTMENT INVT & MGMT CO       CL A             03748R10       166      4742 SH  SHARED      02           3397              1345
D APARTMENT INVT & MGMT CO       CL A             03748R10        55      1596 SH  SHARED      06                             1596
D APARTMENT INVT & MGMT CO       CL A             03748R10      3879    110782 SH  SHARED      10         105543              5239
D APARTMENT INVT & MGMT CO       CL A             03748R10      9274    264835 SH  SHARED      11                           264835
D APARTMENT INVT & MGMT CO       CL A             03748R10       290      8298 SH  SHARED      14                             8298
D APCO ARGENTINA INC CAYMAN IS   ORD              03748910         3       141 SH  SHARED                    141                  
D APEX BIOVENTURES ACQ CORP      COM              03753Q10      6675    914500 SH  SHARED                 914500                  
D APEX BIOVENTURES ACQ CORP      *W EXP 06/07/201 03753Q11        30    203514 SH  SHARED                 203514                  
D APOGEE ENTERPRISES INC         COM              03759810        31      2100 SH  SHARED                   2100                  
D APOGEE ENTERPRISES INC         COM              03759810        20      1343 SH  SHARED                   1343                  
D APOGEE ENTERPRISES INC         COM              03759810       131      8716 SH  SHARED      02           8716                  
D APOGEE ENTERPRISES INC         COM              03759810       150     10000 SH  SHARED      04          10000                  
D APOGEE ENTERPRISES INC         COM              03759810        32      2188 SH  SHARED      10           2188                  
D APEX SILVER MINES LTD          NOTE  2.875% 3/1 03760XAB       371   1954000 PRN SHARED                1954000                  
D APEX SILVER MINES LTD          NOTE  2.875% 3/1 03760XAB       572   3013000 PRN SHARED      02        3011000              2000
D APOLLO GROUP INC               CL A             03760410      5639     95093 SH  SHARED                  95093                  
D APOLLO GROUP INC               CL A             03760410      1146     19339 SH  SHARED      01          19339                  
D APOLLO GROUP INC               CL A             03760410         5       100 SH  SHR/OTHR    01                              100
D APOLLO GROUP INC               CL A             03760410      6593    111183 SH  SHARED      02         110533               650
D APOLLO GROUP INC               CL A             03760410       711     12000 SH  SHARED      04          12000                  
D APOLLO GROUP INC               CL A             03760410         5       100 SH  SHARED      05            100                  
D APOLLO GROUP INC               CL A             03760410      1906     32150 SH  SHARED      06          28100              4050
D APOLLO GROUP INC               CL A             03760410      3420     57680 SH  SHARED      10          57680                  
D APOLLO GROUP INC               CL A             03760410        48       813 SH  SHARED      14                              813
D APOLLO GROUP INC               CL A             03760410       363      6126 SH  SHARED      21           5612               514
D APOLLO INVT CORP               COM              03761U10     15741    923250 SH  SHARED                 923250                  
D APOLLO INVT CORP               COM              03761U10       762     44700 SH  SHARED      01                            44700
D APOLLO INVT CORP               COM              03761U10       321     18836 SH  SHARED      02           8971              9865
D APOLLO INVT CORP               COM              03761U10     28562   1675207 SH  SHARED      10        1670907              4300
D APOLLO INVT CORP               COM              03761U10       133      7850 SH  SHARED      20           7850                  
D APOLLO INVT CORP               COM              03761U10       102      6028 SH  SHARED      23                             6028
D APPALACHIAN BANCSHARES INC     COM              03767510         0       126 SH  SHARED                    126                  
D APPLE INC                      COM              03783310      1039      9145 SH  SHARED                   7790              1355
D APPLE INC                      COM              03783310    151315   1331302 SH  SHARED                1280322             50980
D APPLE INC                      COM              03783310     32305    284232 SH  SHARED      01         208600             75632
D APPLE INC                      COM              03783310      7593     66807 SH  SHR/OTHR    01                            66807
D APPLE INC                      COM              03783310     12815    112756 SH  SHARED      02          29172             83584
D APPLE INC                      COM              03783310       507      4467 SH  SHARED      04                             4467
D APPLE INC                      COM              03783310      8954     78780 SH  SHARED      04          78780                  
D APPLE INC                      COM              03783310      4590     40390 SH  SHARED      05          40390                  
D APPLE INC                      COM              03783310     14340    126169 SH  SHARED      06          98269             27900
D APPLE INC                      COM              03783310    172543   1518064 SH  SHARED      10        1495128             22936
D APPLE INC                      COM              03783310      1215     10696 SH  SHARED      14                            10696
D APPLE INC                      COM              03783310      3105     27324 SH  SHARED      19                            27324
D APPLE INC                      COM              03783310      3784     33296 SH  SHARED      20          26681       65     6550
D APPLE INC                      COM              03783310       842      7415 SH  SHR/OTHR    20                             7415
D APPLE INC                      COM              03783310      1062      9348 SH  SHARED      21           6099              3249
D APPLE INC                      COM              03783310       255      2250 SH  SHR/OTHR    21                             2250
D APPLE INC                      COM              03783310      1935     17026 SH  SHARED      22          13256              3770
D APPLE INC                      COM              03783310       335      2950 SH  SHR/OTHR    22                             2950
D APPLE INC                      COM              03783310      5462     48063 SH  SHARED      23          40123              7940
D APPLE INC                      COM              03783310      7127     62710 SH  SHR/OTHR    23                            62710
D APRIA HEALTHCARE GROUP INC     NOTE  3.375% 9/0 037933AB      6480   6500000 PRN SHARED      02        6500000                  
D APRIA HEALTHCARE GROUP INC     COM              03793310        34      1900 SH  SHARED                   1900                  
D APRIA HEALTHCARE GROUP INC     COM              03793310       333     18300 SH  SHARED      01           1800             16500
D APRIA HEALTHCARE GROUP INC     COM              03793310       262     14412 SH  SHARED      02          14412                  
D APRIA HEALTHCARE GROUP INC     COM              03793310     12031    659622 SH  SHARED      10         659622                  
D APPLIANCE RECYCLING CTRS AME   COM NEW          03814F20         0        84 SH  SHARED                     84                  
D APPLIED BIOSYSTEMS INC DEL     COM              03814910     20890    609933 SH  SHARED                 609933                  
D APPLIED BIOSYSTEMS INC DEL     COM              03814910      1326     38723 SH  SHARED      01          33158              5565
D APPLIED BIOSYSTEMS INC DEL     COM              03814910       130      3800 SH  SHR/OTHR    01                             3800
D APPLIED BIOSYSTEMS INC DEL     COM              03814910       783     22864 SH  SHARED      02          22864                  
D APPLIED BIOSYSTEMS INC DEL     COM              03814910      1657     48400 SH  SHARED      04          48400                  
D APPLIED BIOSYSTEMS INC DEL     COM              03814910       807     23570 SH  SHARED      06          18400              5170
D APPLIED BIOSYSTEMS INC DEL     COM              03814910      4386    128066 SH  SHARED      10         128066                  
D APPLIED BIOSYSTEMS INC DEL     COM              03814910       487     14223 SH  SHARED      14                            14223
D APPLIED BIOSYSTEMS INC DEL     COM              03814910        19       560 SH  SHARED      20            560                  
D APPLIED BIOSYSTEMS INC DEL     COM              03814910        13       398 SH  SHR/OTHR    21                              398
D APPLIED BIOSYSTEMS INC DEL     COM              03814910        12       375 SH  SHR/OTHR    23                              375
D APPLIED ENERGETICS INC         COM              03819M10         0      1102 SH  SHARED                   1102                  
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       293     10888 SH  SHARED                  10888                  
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       426     15822 SH  SHARED      02          15822                  
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       620     23050 SH  SHARED      10          23050                  
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40        93     15641 SH  SHARED                  15641                  
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40        33      5662 SH  SHARED      02             37              5625
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40       175     29425 SH  SHARED      10          29425                  
D APPLIED MATLS INC              COM              03822210       109      7217 SH  SHARED                   5850              1367
D APPLIED MATLS INC              COM              03822210     13548    895486 SH  SHARED                 895486                  
D APPLIED MATLS INC              COM              03822210      3288    217355 SH  SHARED      01         164550             52805
D APPLIED MATLS INC              COM              03822210       226     15000 SH  SHR/OTHR    01                            15000
D APPLIED MATLS INC              COM              03822210      4832    319372 SH  SHARED      02         278862             40510
D APPLIED MATLS INC              COM              03822210       154     10200 SH  SHARED      04                            10200
D APPLIED MATLS INC              COM              03822210      8976    593304 SH  SHARED      04         593304                  
D APPLIED MATLS INC              COM              03822210      7157    473073 SH  SHARED      05         473073                  
D APPLIED MATLS INC              COM              03822210      4592    303556 SH  SHARED      06         189330            114226
D APPLIED MATLS INC              COM              03822210     16974   1121901 SH  SHARED      10        1121901                  
D APPLIED MATLS INC              COM              03822210        92      6089 SH  SHARED      14                             6089
D APPLIED MATLS INC              COM              03822210      1210     80000 SH  SHARED      15                            80000
D APPLIED MATLS INC              COM              03822210      1913    126485 SH  SHARED      20          89205             37280
D APPLIED MATLS INC              COM              03822210      1222     80800 SH  SHR/OTHR    20                            80800
D APPLIED MATLS INC              COM              03822210       119      7916 SH  SHARED      21           7916                  
D APPLIED MATLS INC              COM              03822210      1562    103300 SH  SHARED      23         103300                  
D APPLIED MATLS INC              COM              03822210       569     37655 SH  SHR/OTHR    23                            37655
D APPLIED SIGNAL TECHNOLOGY IN   COM              03823710        35      2071 SH  SHARED                   2071                  
D APPLIED SIGNAL TECHNOLOGY IN   COM              03823710         0         7 SH  SHARED      02              7                  
D APTARGROUP INC                 COM              03833610        24       637 SH  SHARED                    637                  
D APTARGROUP INC                 COM              03833610       790     20200 SH  SHARED      01                            20200
D APTARGROUP INC                 COM              03833610       202      5182 SH  SHARED      02           5130                52
D APTARGROUP INC                 COM              03833610       371      9500 SH  SHARED      10           9500                  
D APTARGROUP INC                 COM              03833610         9       252 SH  SHARED      21                              252
D APPROACH RESOURCES INC         COM              03834A10         0         5 SH  SHARED      02              5                  
D AQUA AMERICA INC               COM              03836W10     20997   1180976 SH  SHARED                1180976                  
D AQUA AMERICA INC               COM              03836W10       718     40398 SH  SHARED      01            765             39633
D AQUA AMERICA INC               COM              03836W10      4991    280754 SH  SHARED      02         214808             65946
D AQUA AMERICA INC               COM              03836W10     11191    629467 SH  SHARED      04         629467                  
D AQUA AMERICA INC               COM              03836W10     10498    590460 SH  SHARED      05         590460                  
D AQUA AMERICA INC               COM              03836W10       161      9082 SH  SHARED      06                             9082
D AQUA AMERICA INC               COM              03836W10       114      6456 SH  SHARED      10           6456                  
D AQUA AMERICA INC               COM              03836W10       118      6666 SH  SHARED      22           6666                  
D AQUA AMERICA INC               COM              03836W10         8       500 SH  SHARED      23            500                  
D ARABIAN AMERN DEV CO           COM              03846510      4500   1000000 SH  SHARED                1000000                  
D ARACRUZ CELULOSE S A           SPON ADR PFD B   03849620       183      5002 SH  SHARED                   5002                  
D ARACRUZ CELULOSE S A           SPON ADR PFD B   03849620       506     13800 SH  SHARED      01          13800                  
D ARACRUZ CELULOSE S A           SPON ADR PFD B   03849620     11843    322625 SH  SHARED      10         322625                  
D ARACRUZ CELULOSE S A           SPON ADR PFD B   03849620        14       400 SH  SHARED      24            400                  
D ARBINET THEXCHANGE INC         COM              03875P10         1       583 SH  SHARED                    583                  
D ARBINET THEXCHANGE INC         COM              03875P10        16      5900 SH  SHARED      02           5900                  
D ARBITRON INC                   COM              03875Q10        40       914 SH  SHARED      01            914                  
D ARBITRON INC                   COM              03875Q10       317      7101 SH  SHARED      02           5351              1750
D ARBITRON INC                   COM              03875Q10       164      3689 SH  SHARED      10           3689                  
D ARBOR RLTY TR INC              COM              03892310        10      1062 SH  SHARED                   1062                  
D ARBOR RLTY TR INC              COM              03892310        10      1000 SH  SHARED      02           1000                  
D ARCADIA RES INC                COM              03920910         0      2161 SH  SHARED                   2161                  
D ARCH CHEMICALS INC             COM              03937R10        41      1178 SH  SHARED                   1178                  
D ARCH CHEMICALS INC             COM              03937R10        52      1500 SH  SHARED      01                             1500
D ARCH CHEMICALS INC             COM              03937R10       243      6911 SH  SHARED      02           6911                  
D ARCH CHEMICALS INC             COM              03937R10       382     10839 SH  SHARED      10          10839                  
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10       114      2317 SH  SHARED                   2317                  
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10         1        35 SH  SHARED      01                               35
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10      1492     30234 SH  SHARED      02          30180                54
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10        24       500 SH  SHARED      10            500                  
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10       138      2800 SH  SHARED      19                             2800
D ARCH COAL INC                  COM              03938010      9536    289940 SH  SHARED                 289940                  
D ARCH COAL INC                  COM              03938010      1493     45420 SH  SHARED      01            320             45100
D ARCH COAL INC                  COM              03938010      2017     61343 SH  SHARED      02          60393               950
D ARCH COAL INC                  COM              03938010       753     22900 SH  SHARED      04          22900                  
D ARCH COAL INC                  COM              03938010         3       110 SH  SHARED      05            110                  
D ARCH COAL INC                  COM              03938010        72      2200 SH  SHARED      06           1500               700
D ARCH COAL INC                  COM              03938010      2608     79302 SH  SHARED      10          62702             16600
D ARCH COAL INC                  COM              03938010        21       665 SH  SHARED      14                              665
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW      4403   5450000 PRN SHARED      06        5450000                  
D ARCHER DANIELS MIDLAND CO      COM              03948310       813     37124 SH  SHARED                  36254               870
D ARCHER DANIELS MIDLAND CO      COM              03948310     32910   1502097 SH  SHARED                1403597             98500
D ARCHER DANIELS MIDLAND CO      COM              03948310      2421    110507 SH  SHARED      01         101401              9106
D ARCHER DANIELS MIDLAND CO      COM              03948310       917     41898 SH  SHARED      02          40549              1349
D ARCHER DANIELS MIDLAND CO      COM              03948310     64557   2946476 SH  SHARED      04        2946476                  
D ARCHER DANIELS MIDLAND CO      COM              03948310     32867   1500132 SH  SHARED      05        1500132                  
D ARCHER DANIELS MIDLAND CO      COM              03948310     31455   1435685 SH  SHARED      06         741150            694535
D ARCHER DANIELS MIDLAND CO      COM              03948310     78462   3581125 SH  SHARED      10        2801145            779980
D ARCHER DANIELS MIDLAND CO      COM              03948310       282     12900 SH  SHARED      14                            12900
D ARCHER DANIELS MIDLAND CO      COM              03948310       606     27700 SH  SHARED      15                            27700
D ARCHER DANIELS MIDLAND CO      COM              03948310         8       375 SH  SHARED      20            375                  
D ARCHER DANIELS MIDLAND CO      COM              03948310        87      4000 SH  SHARED      23                             4000
D ARCHER DANIELS MIDLAND CO      COM              03948310       161      7358 SH  SHR/OTHR    23                             7358
D ARCHER DANIELS MIDLAND CO      COM              03948310       262     12000 SH  SHARED      24          12000                  
D ARCHER DANIELS MIDLAND CO      UNIT 99/99/9999  03948320    113656   3774700 SH  SHARED                3774700                  
D ARCHER DANIELS MIDLAND CO      UNIT 99/99/9999  03948320      7593    252200 SH  SHARED      02         252000               200
D ARCSIGHT INC                   COM              03966610         0         3 SH  SHARED      02              3                  
D ARCSIGHT INC                   COM              03966610       390     51177 SH  SHARED      04          51177                  
D ARCTIC CAT INC                 COM              03967010        17      1880 SH  SHARED                   1880                  
D ARCTIC CAT INC                 COM              03967010        39      4300 SH  SHARED      02           4300                  
D ARDEA BIOSCIENCES INC          COM              03969P10         1        89 SH  SHARED      02              6                83
D ARDEA BIOSCIENCES INC          COM              03969P10       276     20000 SH  SHARED      04          20000                  
D ARDEN GROUP INC                CL A             03976210         0         1 SH  SHARED                      1                  
D ARENA PHARMACEUTICALS INC      COM              04004710        10      2009 SH  SHARED      02           2009                  
D ARENA PHARMACEUTICALS INC      COM              04004710      3106    621399 SH  SHARED      04         621399                  
D ARENA PHARMACEUTICALS INC      COM              04004710        10      2076 SH  SHARED      06           2076                  
D ARENA PHARMACEUTICALS INC      COM              04004710       186     37274 SH  SHARED      10          37274                  
D ARENA RESOURCES INC            COM              04004910      5948    153126 SH  SHARED                 153126                  
D ARENA RESOURCES INC            COM              04004910        99      2570 SH  SHARED      01           2570                  
D ARENA RESOURCES INC            COM              04004910       211      5446 SH  SHARED      02           5446                  
D ARENA RESOURCES INC            COM              04004910       365      9400 SH  SHARED      10           9400                  
D ARENA RESOURCES INC            COM              04004910        46      1199 SH  SHARED      21                             1199
D ARGAN INC                      COM              04010E10        22      1461 SH  SHARED                   1461                  
D ARES CAP CORP                  COM              04010L10      4234    405964 SH  SHARED                 405964                  
D ARES CAP CORP                  COM              04010L10        92      8885 SH  SHARED      02           7323              1562
D ARES CAP CORP                  COM              04010L10       332     31927 SH  SHARED      10          31927                  
D ARGON ST INC                   COM              04014910        18       781 SH  SHARED                    781                  
D ARGON ST INC                   COM              04014910        30      1310 SH  SHARED      02           1310                  
D ARIAD PHARMACEUTICALS INC      COM              04033A10         5      2405 SH  SHARED      02           2405                  
D ARIAD PHARMACEUTICALS INC      COM              04033A10        46     19000 SH  SHARED      10          19000                  
D ARIBA INC                      COM NEW          04033V20       253     17917 SH  SHARED                  17917                  
D ARIBA INC                      COM NEW          04033V20       110      7850 SH  SHARED      01           7850                  
D ARIBA INC                      COM NEW          04033V20       156     11092 SH  SHARED      02             49             11043
D ARIBA INC                      COM NEW          04033V20       480     34000 SH  SHARED      04          34000                  
D ARIBA INC                      COM NEW          04033V20       464     32900 SH  SHARED      10          30600              2300
D ARK RESTAURANTS CORP           COM              04071210         0        45 SH  SHARED                     45                  
D ARKANSAS BEST CORP DEL         COM              04079010       496     14743 SH  SHARED                  14743                  
D ARKANSAS BEST CORP DEL         COM              04079010       215      6400 SH  SHARED      01           6400                  
D ARKANSAS BEST CORP DEL         COM              04079010        19       589 SH  SHARED      02            589                  
D ARKANSAS BEST CORP DEL         COM              04079010      1019     30252 SH  SHARED      10          30252                  
D ARM HLDGS PLC                  SPONSORED ADR    04206810        15      3066 SH  SHARED                   3066                  
D ARM HLDGS PLC                  SPONSORED ADR    04206810         0       150 SH  SHARED      02            150                  
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10       284      9857 SH  SHARED                   3157              6700
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10     10455    361768 SH  SHARED      02         361768                  
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10       325     11279 SH  SHARED      10          10079              1200
D AROTECH CORP                   COM NEW          04268220         0       337 SH  SHARED                    337                  
D ARQULE INC                     COM              04269E10         5      1847 SH  SHARED      02           1847                  
D ARRIS GROUP INC                COM              04269Q10       161     20950 SH  SHARED                  20950                  
D ARRIS GROUP INC                COM              04269Q10        28      3700 SH  SHARED      01           3700                  
D ARRIS GROUP INC                COM              04269Q10       357     46233 SH  SHARED      02          46233                  
D ARRIS GROUP INC                COM              04269Q10       259     33600 SH  SHARED      10          33600                  
D ARRAY BIOPHARMA INC            COM              04269X10         9      1233 SH  SHARED      02           1233                  
D ARRAY BIOPHARMA INC            COM              04269X10      1736    226081 SH  SHARED      04         226081                  
D ARRHYTHMIA RESH TECHNOLOGY I   COM PAR $0.01    04269830         0        61 SH  SHARED                     61                  
D ARRHYTHMIA RESH TECHNOLOGY I   COM PAR $0.01    04269830         3      1000 SH  SHARED      02                             1000
D ARROW ELECTRS INC              COM              04273510       930     35491 SH  SHARED                  35491                  
D ARROW ELECTRS INC              COM              04273510      1017     38800 SH  SHARED      01           2100             36700
D ARROW ELECTRS INC              COM              04273510      1252     47768 SH  SHARED      02          47768                  
D ARROW ELECTRS INC              COM              04273510        18       700 SH  SHARED      06                              700
D ARROW ELECTRS INC              COM              04273510      8878    338601 SH  SHARED      10         336101              2500
D ARROW ELECTRS INC              COM              04273510       207      7900 SH  SHARED      14                             7900
D ARROW FINL CORP                COM              04274410         3       117 SH  SHARED                    117                  
D ARROWHEAD RESH CORP            COM              04279710         1      1025 SH  SHARED                   1025                  
D ART TECHNOLOGY GROUP INC       COM              04289L10       113     32317 SH  SHARED                  32317                  
D ART TECHNOLOGY GROUP INC       COM              04289L10         0        73 SH  SHARED      02             73                  
D ARTES MEDICAL INC              COM              04301Q10         0       405 SH  SHARED                    405                  
D ARTES MEDICAL INC              COM              04301Q10         8     10000 SH  SHARED      02                            10000
D ARTESIAN RESOURCES CORP        CL A             04311320         2       171 SH  SHARED                    171                  
D ARTHROCARE CORP                COM              04313610       236      8549 SH  SHARED                   8549                  
D ARTHROCARE CORP                COM              04313610        85      3100 SH  SHARED      01           3100                  
D ARTHROCARE CORP                COM              04313610        44      1595 SH  SHARED      02           1494               101
D ARTHROCARE CORP                COM              04313610        44      1592 SH  SHARED      10           1592                  
D ARTS WAY MFG INC               COM              04316810         0        62 SH  SHARED                     62                  
D ARUBA NETWORKS INC             COM              04317610         5      1000 SH  SHARED                   1000                  
D ARVINMERITOR INC               NOTE  4.625% 3/0 043353AF      2825   3497000 PRN SHARED      02        3497000                  
D ARVINMERITOR INC               NOTE  4.000% 2/1 043353AH     46970  70000000 PRN SHARED               70000000                  
D ARVINMERITOR INC               NOTE  4.000% 2/1 043353AH      1682   2507000 PRN SHARED      02        2507000                  
D ARVINMERITOR INC               COM              04335310       705     54088 SH  SHARED                  54088                  
D ARVINMERITOR INC               COM              04335310       367     28200 SH  SHARED      01           2200             26000
D ARVINMERITOR INC               COM              04335310       318     24447 SH  SHARED      02          24447                  
D ARVINMERITOR INC               COM              04335310       828     63500 SH  SHARED      10          63500                  
D ARYX THERAPEUTICS INC          COM              04338710         0       146 SH  SHARED                    146                  
D ARYX THERAPEUTICS INC          COM              04338710      1580    258300 SH  SHARED      04         258300                  
D ASBURY AUTOMOTIVE GROUP INC    NOTE  3.000% 9/1 043436AG      8497  12973000 PRN SHARED      02       12973000                  
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610       953     82791 SH  SHARED                  82791                  
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610        58      5118 SH  SHARED      02           5118                  
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610       139     12135 SH  SHARED      10          12135                  
D ASCENT SOLAR TECHNOLOGIES IN   COM              04363510        42      7003 SH  SHARED                   7003                  
D ASCENT SOLAR TECHNOLOGIES IN   COM              04363510         5       900 SH  SHARED      10            900                  
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310       144     35583 SH  SHARED                  35583                  
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310        37      9300 SH  SHARED      01           9300                  
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310        49     12268 SH  SHARED      02             68             12200
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310      1120    276600 SH  SHARED      10         276600                  
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310      1157    285900 SH  SHARED      11                           285900
D ASHLAND INC NEW                COM              04420910      3114    106506 SH  SHARED                 106506                  
D ASHLAND INC NEW                COM              04420910       432     14800 SH  SHARED      01          14800                  
D ASHLAND INC NEW                COM              04420910       291      9957 SH  SHARED      02           8657              1300
D ASHLAND INC NEW                COM              04420910         2        89 SH  SHARED      04                               89
D ASHLAND INC NEW                COM              04420910       214      7350 SH  SHARED      06           6250              1100
D ASHLAND INC NEW                COM              04420910     15377    525916 SH  SHARED      10         461816             64100
D ASHLAND INC NEW                COM              04420910       459     15716 SH  SHARED      14                            15716
D ASHLAND INC NEW                COM              04420910         5       200 SH  SHARED      21                              200
D ASHLAND INC NEW                COM              04420910         6       225 SH  SHR/OTHR    23                              225
D ASIA PAC FD INC                COM              04490110        28      2150 SH  SHARED                   2150                  
D ASIA PAC FD INC                COM              04490110        11       850 SH  SHARED      02                              850
D ASIA PAC FD INC                COM              04490110       198     15000 SH  SHR/OTHR    23                            15000
D ASHWORTH INC                   COM              04516H10         1       385 SH  SHARED                    385                  
D ASHWORTH INC                   COM              04516H10         1       500 SH  SHARED      02            500                  
D ASIAINFO HLDGS INC             COM              04518A10       223     24299 SH  SHARED                  24299                  
D ASIAINFO HLDGS INC             COM              04518A10        75      8236 SH  SHARED      02           8236                  
D ASIAINFO HLDGS INC             COM              04518A10       181     19800 SH  SHARED      10          19800                  
D ASPECT MED SYS INC             COM              04523510         3       579 SH  SHARED                    579                  
D ASPENBIO PHARMA INC            COM              04534610         3       495 SH  SHARED                    495                  
D ASPENBIO PHARMA INC            COM              04534610        46      7400 SH  SHARED      02           7400                  
D ASPYRA INC                     COM              04538V10         0       209 SH  SHARED                    209                  
D ASSET ACCEP CAP CORP           COM              04543P10         2       232 SH  SHARED                    232                  
D ASSET ACCEP CAP CORP           COM              04543P10         0        25 SH  SHARED      01             25                  
D ASSET ACCEP CAP CORP           COM              04543P10        40      3808 SH  SHARED      02           3808                  
D ASSET ACCEP CAP CORP           COM              04543P10        14      1400 SH  SHARED      10           1400                  
D ASSISTED LIVING CONCPT NEV N   CL A             04544X10       272     42800 SH  SHARED                  42800                  
D ASSISTED LIVING CONCPT NEV N   CL A             04544X10         0        31 SH  SHARED      02             31                  
D ASSISTED LIVING CONCPT NEV N   CL A             04544X10       172     27100 SH  SHARED      10          27100                  
D ASSOCIATED BANC CORP           COM              04548710      1749     87675 SH  SHARED                  87675                  
D ASSOCIATED BANC CORP           COM              04548710       752     37697 SH  SHARED      01           1500             36197
D ASSOCIATED BANC CORP           COM              04548710       172      8631 SH  SHARED      02           8631                  
D ASSOCIATED BANC CORP           COM              04548710        30      1510 SH  SHARED      06            400              1110
D ASSOCIATED BANC CORP           COM              04548710        83      4200 SH  SHARED      10           4200                  
D ASSOCIATED ESTATES RLTY CORP   COM              04560410        25      1929 SH  SHARED                   1929                  
D ASSOCIATED ESTATES RLTY CORP   COM              04560410        31      2400 SH  SHARED      01           2400                  
D ASSOCIATED ESTATES RLTY CORP   COM              04560410        43      3308 SH  SHARED      02           3308                  
D ASSURANT INC                   COM              04621X10     24727    449596 SH  SHARED                 449596                  
D ASSURANT INC                   COM              04621X10       281      5115 SH  SHARED      01           5115                  
D ASSURANT INC                   COM              04621X10       900     16370 SH  SHARED      02          16370                  
D ASSURANT INC                   COM              04621X10         1        30 SH  SHARED      05             30                  
D ASSURANT INC                   COM              04621X10       803     14600 SH  SHARED      06          11500              3100
D ASSURANT INC                   COM              04621X10     25915    471187 SH  SHARED      10         470687               500
D ASSURANT INC                   COM              04621X10       225      4100 SH  SHARED      14                             4100
D ASSURANT INC                   COM              04621X10         8       148 SH  SHARED      21                              148
D ASTEA INTL INC                 COM NEW          04622E20         0        80 SH  SHARED                     80                  
D ASTA FDG INC                   COM              04622010        18      2617 SH  SHARED                   2617                  
D ASTA FDG INC                   COM              04622010         0       100 SH  SHARED      02            100                  
D ASTEC INDS INC                 COM              04622410        40      1312 SH  SHARED                   1312                  
D ASTEC INDS INC                 COM              04622410         0        10 SH  SHARED      02             10                  
D ASTORIA FINL CORP              COM              04626510      1476     71217 SH  SHARED                  71217                  
D ASTORIA FINL CORP              COM              04626510      1392     67175 SH  SHARED      01           5725             61450
D ASTORIA FINL CORP              COM              04626510       128      6194 SH  SHARED      02           6194                  
D ASTORIA FINL CORP              COM              04626510      6720    324195 SH  SHARED      10         305395             18800
D ASTRAZENECA PLC                SPONSORED ADR    04635310     53744   1224815 SH  SHARED                1224815                  
D ASTRAZENECA PLC                SPONSORED ADR    04635310        17       400 SH  SHARED      01                              400
D ASTRAZENECA PLC                SPONSORED ADR    04635310       919     20946 SH  SHARED      02          19468              1478
D ASTRO-MED INC NEW              COM              04638F10         1       129 SH  SHARED                    129                  
D ASTRONICS CORP                 COM              04643310        15       694 SH  SHARED                    694                  
D ASTRONICS CORP                 COM              04643310        41      1800 SH  SHARED      02           1800                  
D ASYST TECHNOLOGY CORP          COM              04648X10         2      1005 SH  SHARED                   1005                  
D ASYST TECHNOLOGY CORP          COM              04648X10         0        28 SH  SHARED      02             28                  
D ATHENAHEALTH INC               COM              04685W10         2        72 SH  SHARED                     72                  
D ATHEROS COMMUNICATIONS INC     COM              04743P10         0         8 SH  SHARED                      8                  
D ATHEROS COMMUNICATIONS INC     COM              04743P10       181      7700 SH  SHARED      01           7700                  
D ATHEROS COMMUNICATIONS INC     COM              04743P10        68      2925 SH  SHARED      02            425              2500
D ATHEROS COMMUNICATIONS INC     COM              04743P10     17192    729100 SH  SHARED      10         727700              1400
D ATHEROS COMMUNICATIONS INC     COM              04743P10        49      2115 SH  SHARED      21           2115                  
D ATHEROGENICS INC               NOTE  1.500% 2/0 047439AD       825   7500000 PRN SHARED      02        7500000                  
D ATHEROGENICS INC               COM              04743910         5     15964 SH  SHARED                  15964                  
D ATLANTIC AMERN CORP            COM              04820910         0       166 SH  SHARED                    166                  
D ATLANTIC COAST FED CORP        COM              04842510         7      1016 SH  SHARED                   1016                  
D ATLANTIC SOUTHERN FINL GRP I   COM              04887710         1       102 SH  SHARED                    102                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920         0        10 SH  SHARED                     10                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920        58      2100 SH  SHARED      01           2100                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920         0         5 SH  SHARED      02              5                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920      2856    102025 SH  SHARED      10         102025                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920         0        14 SH  SHARED      20             14                  
D ATLAS ACQUISITION HLDGS CORP   COM              04916210      2062    229408 SH  SHARED                 229408                  
D ATLAS ACQUISITION HLDGS CORP   COM              04916210       899    100000 SH  SHARED      02         100000                  
D ATLAS ACQUISITION HLDGS CORP   *W EXP 01/23/201 04916211        36    200000 SH  SHARED                 200000                  
D ATLAS ACQUISITION HLDGS CORP   *W EXP 01/23/201 04916211         2     11900 SH  SHARED      02          11900                  
D ATLAS ACQUISITION HLDGS CORP   UNIT 99/99/9999  04916220       255     28400 SH  SHARED      02          28400                  
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420        18       457 SH  SHARED                    457                  
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420        72      1807 SH  SHARED      02           1807                  
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420       305      7579 SH  SHARED      10           7579                  
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420        21       540 SH  SHARED      21            540                  
D ATLAS AMER INC                 COM              04916710       240      7048 SH  SHARED                   7048                  
D ATLAS AMER INC                 COM              04916710        80      2373 SH  SHARED      01           2175               198
D ATLAS AMER INC                 COM              04916710        37      1099 SH  SHR/OTHR    01                             1099
D ATLAS AMER INC                 COM              04916710      2602     76303 SH  SHARED      02          16803             59500
D ATLAS ENERGY RESOURCES LLC     COM              04930310        38      1510 SH  SHARED                   1510                  
D ATLAS ENERGY RESOURCES LLC     COM              04930310      1546     59960 SH  SHARED      02                            59960
D ATLAS PIPELINE HOLDINGS LP     COM UNITS LP     04939R10      6014    249584 SH  SHARED                 249584                  
D ATLAS PIPELINE HOLDINGS LP     COM UNITS LP     04939R10       409     17000 SH  SHARED      02                            17000
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     04939210       809     31765 SH  SHARED                  31765                  
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     04939210      1355     53163 SH  SHARED      02           4313             48850
D ATMEL CORP                     COM              04951310       238     70364 SH  SHARED                  70364                  
D ATMEL CORP                     COM              04951310       523    154500 SH  SHARED      01          18500            136000
D ATMEL CORP                     COM              04951310       172     50951 SH  SHARED      02          42151              8800
D ATMEL CORP                     COM              04951310        48     14400 SH  SHARED      10          14400                  
D ATMEL CORP                     COM              04951310        13      4000 SH  SHR/OTHR    23                             4000
D ATMOS ENERGY CORP              COM              04956010       773     29051 SH  SHARED                  29051                  
D ATMOS ENERGY CORP              COM              04956010         9       350 SH  SHARED      01            350                  
D ATMOS ENERGY CORP              COM              04956010        51      1940 SH  SHARED      02              5              1935
D ATMOS ENERGY CORP              COM              04956010       178      6700 SH  SHARED      10           6700                  
D ATMOS ENERGY CORP              COM              04956010        46      1746 SH  SHARED      21                             1746
D ATRICURE INC                   COM              04963C20         2       241 SH  SHARED                    241                  
D ATRICURE INC                   COM              04963C20        23      2400 SH  SHARED      02           2400                  
D ATRION CORP                    COM              04990410         1        15 SH  SHARED                     15                  
D ATWOOD OCEANICS INC            COM              05009510      1517     41682 SH  SHARED                  41682                  
D ATWOOD OCEANICS INC            COM              05009510       293      8050 SH  SHARED      01           8050                  
D ATWOOD OCEANICS INC            COM              05009510        18       500 SH  SHR/OTHR    01                              500
D ATWOOD OCEANICS INC            COM              05009510        47      1308 SH  SHARED      02           1308                  
D ATWOOD OCEANICS INC            COM              05009510     19084    524300 SH  SHARED      10         524300                  
D AUDIOVOX CORP                  CL A             05075710        12      1371 SH  SHARED                   1371                  
D AUDIOVOX CORP                  CL A             05075710        99     10610 SH  SHARED      02          10610                  
D AUGUSTA RES CORP               COM NEW          05091220       252     71056 SH  SHARED      02          71056                  
D AURIZON MINES LTD              COM              05155P10       133     51500 SH  SHARED                  51500                  
D AURIZON MINES LTD              COM              05155P10       520    200000 SH  SHARED      04         200000                  
D AURORA OIL & GAS CORP          COM              05203610         0      2445 SH  SHARED                   2445                  
D AUTHENTEC INC                  COM              05266010         0        14 SH  SHARED      02             14                  
D AUTHENTIDATE HLDG CORP         COM              05266610         0       897 SH  SHARED                    897                  
D AUTOBYTEL INC                  COM              05275N10        57     53703 SH  SHARED                  53703                  
D AUTODESK INC                   COM              05276910         1        32 SH  SHARED                     32                  
D AUTODESK INC                   COM              05276910      9066    270252 SH  SHARED                 270252                  
D AUTODESK INC                   COM              05276910      1120     33399 SH  SHARED      01          33399                  
D AUTODESK INC                   COM              05276910       472     14087 SH  SHARED      02          13247               840
D AUTODESK INC                   COM              05276910       415     12380 SH  SHARED      04                            12380
D AUTODESK INC                   COM              05276910        43      1300 SH  SHARED      04           1300                  
D AUTODESK INC                   COM              05276910         3       100 SH  SHARED      05            100                  
D AUTODESK INC                   COM              05276910      1012     30170 SH  SHARED      06          23700              6470
D AUTODESK INC                   COM              05276910     11485    342351 SH  SHARED      10         342351                  
D AUTODESK INC                   COM              05276910       471     14063 SH  SHARED      14                            14063
D AUTODESK INC                   COM              05276910       100      3000 SH  SHARED      20                             3000
D AUTOLIV INC                    COM              05280010     15353    454926 SH  SHARED                 448126              6800
D AUTOLIV INC                    COM              05280010       120      3565 SH  SHARED      01           3565                  
D AUTOLIV INC                    COM              05280010       320      9491 SH  SHARED      02           9491                  
D AUTOLIV INC                    COM              05280010       229      6800 SH  SHARED      06           6800                  
D AUTOLIV INC                    COM              05280010     16507    489100 SH  SHARED      10         483400              5700
D AUTOLIV INC                    COM              05280010         8       253 SH  SHR/OTHR    23                              253
D AUTOMATIC DATA PROCESSING IN   COM              05301510     30325    709378 SH  SHARED                 709378                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510      3634     85024 SH  SHARED      01          71574             13450
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1578     36917 SH  SHR/OTHR    01                            36917
D AUTOMATIC DATA PROCESSING IN   COM              05301510       929     21754 SH  SHARED      02          16533              5221
D AUTOMATIC DATA PROCESSING IN   COM              05301510       410      9600 SH  SHARED      04           9600                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510        11       270 SH  SHARED      05            270                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510      3748     87689 SH  SHARED      06          71450             16239
D AUTOMATIC DATA PROCESSING IN   COM              05301510     11686    273358 SH  SHARED      10         273358                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510       202      4735 SH  SHARED      20           4135               600
D AUTOMATIC DATA PROCESSING IN   COM              05301510       190      4450 SH  SHR/OTHR    20                             4450
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1144     26778 SH  SHARED      21          17528              9250
D AUTOMATIC DATA PROCESSING IN   COM              05301510       235      5500 SH  SHR/OTHR    21                             5500
D AUTOMATIC DATA PROCESSING IN   COM              05301510        18       424 SH  SHR/OTHR    22                              424
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1546     36187 SH  SHARED      23          36187                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510       946     22129 SH  SHR/OTHR    23                            22129
D AUTONATION INC                 COM              05329W10      8711    775065 SH  SHARED                 775065                  
D AUTONATION INC                 COM              05329W10       176     15672 SH  SHARED      01          15672                  
D AUTONATION INC                 COM              05329W10       517     46077 SH  SHARED      02          46077                  
D AUTONATION INC                 COM              05329W10       430     38275 SH  SHARED      06          35275              3000
D AUTONATION INC                 COM              05329W10       674     59973 SH  SHARED      10          59973                  
D AUTONATION INC                 COM              05329W10       258     23024 SH  SHARED      14                            23024
D AUTOZONE INC                   COM              05333210        46       380 SH  SHARED                                      380
D AUTOZONE INC                   COM              05333210      9785     79338 SH  SHARED                  79338                  
D AUTOZONE INC                   COM              05333210      1258     10202 SH  SHARED      01           8335              1867
D AUTOZONE INC                   COM              05333210       197      1600 SH  SHR/OTHR    01                             1600
D AUTOZONE INC                   COM              05333210       558      4526 SH  SHARED      02           4526                  
D AUTOZONE INC                   COM              05333210      1213      9840 SH  SHARED      06           8700              1140
D AUTOZONE INC                   COM              05333210     23353    189341 SH  SHARED      10         189341                  
D AUTOZONE INC                   COM              05333210       168      1368 SH  SHARED      14                             1368
D AUTOZONE INC                   COM              05333210        30       245 SH  SHARED      20            230                15
D AUTOZONE INC                   COM              05333210         4        35 SH  SHR/OTHR    20                               35
D AUTOZONE INC                   COM              05333210        20       165 SH  SHR/OTHR    21                              165
D AUTOZONE INC                   COM              05333210        46       375 SH  SHR/OTHR    23                              375
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10        25       800 SH  SHARED      01            800                  
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10        64      1983 SH  SHARED      02           1983                  
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10      3337    103000 SH  SHARED      04         103000                  
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10        25       797 SH  SHARED      10            797                  
D AVALON HLDGS CORP              CL A             05343P10         0        68 SH  SHARED                     68                  
D AVALON PHARMACEUTICALS INC     COM              05346P10         0       398 SH  SHARED                    398                  
D AVANIR PHARMACEUTICALS         CL A NEW         05348P40         0      1110 SH  SHARED                   1110                  
D AVANEX CORP                    COM NEW          05348W30         9      2006 SH  SHARED                   2006                  
D AVANEX CORP                    COM NEW          05348W30         0        34 SH  SHARED      02             34                  
D AVALONBAY CMNTYS INC           COM              05348410     54649    555264 SH  SHARED                 491507             63757
D AVALONBAY CMNTYS INC           COM              05348410       595      6050 SH  SHARED      01           6050                  
D AVALONBAY CMNTYS INC           COM              05348410       460      4681 SH  SHARED      02           3231              1450
D AVALONBAY CMNTYS INC           COM              05348410         5        60 SH  SHARED      05             60                  
D AVALONBAY CMNTYS INC           COM              05348410       127      1300 SH  SHARED      06                             1300
D AVALONBAY CMNTYS INC           COM              05348410     64809    658501 SH  SHARED      10         653670              4831
D AVALONBAY CMNTYS INC           COM              05348410    410394   4169828 SH  SHARED      11        2133464           2036364
D AVALONBAY CMNTYS INC           COM              05348410        78       800 SH  SHR/OTHR    23                              800
D AVANT IMMUNOTHERAPEUTICS INC   COM NEW          05349120         0        85 SH  SHARED                     85                  
D AVANT IMMUNOTHERAPEUTICS INC   COM NEW          05349120        20      1800 SH  SHARED      01           1800                  
D AVANT IMMUNOTHERAPEUTICS INC   COM NEW          05349120        70      6100 SH  SHARED      02           1100              5000
D AVATAR HLDGS INC               COM              05349410        13       411 SH  SHARED                    411                  
D AVATAR HLDGS INC               COM              05349410        27       819 SH  SHARED      02            819                  
D AVATAR HLDGS INC               COM              05349410        99      3000 SH  SHARED      10           3000                  
D AVENTINE RENEWABLE ENERGY      COM              05356X40        36     11400 SH  SHARED                  11400                  
D AVENTINE RENEWABLE ENERGY      COM              05356X40        50     15859 SH  SHARED                  15859                  
D AVENTINE RENEWABLE ENERGY      COM              05356X40         0       276 SH  SHARED      02            276                  
D AVENTINE RENEWABLE ENERGY      COM              05356X40      1985    628182 SH  SHARED      04         628182                  
D AVENTINE RENEWABLE ENERGY      COM              05356X40       687    217694 SH  SHARED      10         217694                  
D AVERY DENNISON CORP            COM              05361110      6834    153662 SH  SHARED                 153662                  
D AVERY DENNISON CORP            COM              05361110      1190     26774 SH  SHARED      01          13324             13450
D AVERY DENNISON CORP            COM              05361110        97      2200 SH  SHR/OTHR    01                             2200
D AVERY DENNISON CORP            COM              05361110       670     15081 SH  SHARED      02          15028                53
D AVERY DENNISON CORP            COM              05361110      9089    204340 SH  SHARED      06         134900             69440
D AVERY DENNISON CORP            COM              05361110      2424     54518 SH  SHARED      10          54518                  
D AVERY DENNISON CORP            COM              05361110       141      3171 SH  SHARED      20            175              2996
D AVERY DENNISON CORP            COM              05361110        30       681 SH  SHR/OTHR    22                              681
D AVERY DENNISON CORP            COM              05361110       209      4700 SH  SHARED      23           4700                  
D AVERY DENNISON CORP            COM              05361110      1014     22817 SH  SHR/OTHR    23                            22817
D AVID TECHNOLOGY INC            COM              05367P10         2        99 SH  SHARED                     99                  
D AVID TECHNOLOGY INC            COM              05367P10        42      1755 SH  SHARED      01           1755                  
D AVID TECHNOLOGY INC            COM              05367P10       117      4880 SH  SHARED      02           3030              1850
D AVID TECHNOLOGY INC            COM              05367P10       462     19219 SH  SHARED      10          19219                  
D AVIGEN INC                     COM              05369010         2       698 SH  SHARED                    698                  
D AVIS BUDGET GROUP              COM              05377410     10948   1907477 SH  SHARED                1870982             36495
D AVIS BUDGET GROUP              COM              05377410       193     33640 SH  SHARED      01                            33640
D AVIS BUDGET GROUP              COM              05377410        14      2446 SH  SHARED      02           2446                  
D AVIS BUDGET GROUP              COM              05377410         0        38 SH  SHARED      10             38                  
D AVISTA CORP                    COM              05379B10        54      2500 SH  SHARED                   2500                  
D AVISTA CORP                    COM              05379B10         8       394 SH  SHARED                    394                  
D AVISTA CORP                    COM              05379B10       127      5890 SH  SHARED      01           5890                  
D AVISTA CORP                    COM              05379B10        85      3930 SH  SHARED      02           3930                  
D AVISTA CORP                    COM              05379B10      1365     62900 SH  SHARED      10          62900                  
D AVISTAR COMMUNICATIONS CORP    COM NEW          05379X20         0       358 SH  SHARED                    358                  
D AVNET INC                      DBCV  2.000% 3/1 053807AL      2988   3000000 PRN SHARED                3000000                  
D AVNET INC                      DBCV  2.000% 3/1 053807AL       498    500000 PRN SHARED      02         500000                  
D AVNET INC                      COM              05380710      2295     93189 SH  SHARED                  93189                  
D AVNET INC                      COM              05380710      1445     58700 SH  SHARED      01          13500             45200
D AVNET INC                      COM              05380710       216      8779 SH  SHARED      02           8779                  
D AVNET INC                      COM              05380710        71      2900 SH  SHARED      06           1800              1100
D AVNET INC                      COM              05380710      9238    375100 SH  SHARED      10         338200             36900
D AVNET INC                      COM              05380710       221      9000 SH  SHARED      14                             9000
D AVIZA TECHNOLOGY INC           COM              05381A10         0       262 SH  SHARED                    262                  
D AVOCENT CORP                   COM              05389310       219     10710 SH  SHARED                  10710                  
D AVOCENT CORP                   COM              05389310       316     15470 SH  SHARED      01            700             14770
D AVOCENT CORP                   COM              05389310       197      9629 SH  SHARED      02           9629                  
D AVOCENT CORP                   COM              05389310       819     40073 SH  SHARED      10          38273              1800
D AVON PRODS INC                 COM              05430310     70926   1706187 SH  SHARED                1706187                  
D AVON PRODS INC                 COM              05430310      3351     80622 SH  SHARED      01          72347              8275
D AVON PRODS INC                 COM              05430310      1160     27922 SH  SHR/OTHR    01                            27922
D AVON PRODS INC                 COM              05430310     21921    527349 SH  SHARED      02         490799             36550
D AVON PRODS INC                 COM              05430310     82300   1979815 SH  SHARED      04        1979815                  
D AVON PRODS INC                 COM              05430310         9       220 SH  SHARED      05            220                  
D AVON PRODS INC                 COM              05430310     24577    591240 SH  SHARED      06         262000            329240
D AVON PRODS INC                 COM              05430310     10396    250089 SH  SHARED      10         250089                  
D AVON PRODS INC                 COM              05430310       148      3581 SH  SHARED      14                             3581
D AVON PRODS INC                 COM              05430310        29       700 SH  SHARED      20            300               400
D AVON PRODS INC                 COM              05430310        41      1000 SH  SHR/OTHR    20                             1000
D AVON PRODS INC                 COM              05430310       498     12000 SH  SHARED      21          12000                  
D AVON PRODS INC                 COM              05430310        74      1800 SH  SHARED      22                             1800
D AVON PRODS INC                 COM              05430310       261      6280 SH  SHARED      23           6280                  
D AVON PRODS INC                 COM              05430310      1405     33800 SH  SHR/OTHR    23                            33800
D AWARE INC MASS                 COM              05453N10         4      1501 SH  SHARED                   1501                  
D AXA                            SPONSORED ADR    05453610         7       219 SH  SHARED                    219                  
D AXA                            SPONSORED ADR    05453610        10       332 SH  SHARED      02              8               324
D AXA                            SPONSORED ADR    05453610         3       109 SH  SHARED      20            109                  
D AXCELIS TECHNOLOGIES INC       COM              05454010         0       157 SH  SHARED                    157                  
D AXCELIS TECHNOLOGIES INC       COM              05454010         2      1381 SH  SHARED      01           1381                  
D AXCELIS TECHNOLOGIES INC       COM              05454010         0        58 SH  SHARED      02             58                  
D AXCELIS TECHNOLOGIES INC       COM              05454010        74     43600 SH  SHARED      10          43600                  
D AXESSTEL INC                   COM              05459T10         0       419 SH  SHARED                    419                  
D AXSYS TECHNOLOGIES INC         COM              05461510        44       753 SH  SHARED                    753                  
D AXSYS TECHNOLOGIES INC         COM              05461510        17       292 SH  SHARED      02              4               288
D BB&T CORP                      COM              05493710     34644    916519 SH  SHARED                 916519                  
D BB&T CORP                      COM              05493710      1844     48798 SH  SHARED      01          48798                  
D BB&T CORP                      COM              05493710      3089     81743 SH  SHARED      02          57608             24135
D BB&T CORP                      COM              05493710         9       260 SH  SHARED      05            260                  
D BB&T CORP                      COM              05493710      2636     69760 SH  SHARED      06          52700             17060
D BB&T CORP                      COM              05493710     15838    418997 SH  SHARED      10         418997                  
D BB&T CORP                      COM              05493710        26       700 SH  SHARED      14                              700
D BB&T CORP                      COM              05493710        16       430 SH  SHARED      20            430                  
D BB&T CORP                      COM              05493710       114      3038 SH  SHARED      21           3038                  
D BB&T CORP                      COM              05493710        60      1600 SH  SHR/OTHR    22                             1600
D B & G FOODS INC NEW            CL A             05508R10        18      2582 SH  SHARED                   2582                  
D B & G FOODS INC NEW            CL A             05508R10         0        11 SH  SHARED      02             11                  
D B&H OCEAN CARRIERS LTD         COM              05509010        52      6475 SH  SHARED      10           6475                  
D BCB BANCORP INC                COM              05529810         1       122 SH  SHARED                    122                  
D BCE INC                        COM NEW          05534B76    162396   4678654 SH  SHARED                4678654                  
D BCE INC                        COM NEW          05534B76        68      1961 SH  SHARED      01           1961                  
D BCE INC                        COM NEW          05534B76         4       141 SH  SHARED      02            141                  
D BCE INC                        COM NEW          05534B76     22904    659879 SH  SHARED      04         659879                  
D BCE INC                        COM NEW          05534B76         6       201 SH  SHARED      05            201                  
D BCE INC                        COM NEW          05534B76       118      3401 SH  SHARED      06           1938              1463
D BCE INC                        COM NEW          05534B76      7744    223117 SH  SHARED      10         223117                  
D BCE INC                        COM NEW          05534B76       488     14073 SH  SHARED      14                            14073
D BCSB BANCORP INC               COM              05536710         0        22 SH  SHARED                     22                  
D BFC FINL CORP                  CL A             05538420        10     19406 SH  SHARED                  19406                  
D BGC PARTNERS INC               CL A             05541T10         1       234 SH  SHARED                    234                  
D BGC PARTNERS INC               CL A             05541T10       139     32579 SH  SHARED      02          19579             13000
D BGC PARTNERS INC               CL A             05541T10        43     10100 SH  SHARED      10          10100                  
D BHP BILLITON PLC               SPONSORED ADR    05545E20        73      1602 SH  SHARED                   1602                  
D BHP BILLITON PLC               SPONSORED ADR    05545E20        27       600 SH  SHARED      01                              600
D BHP BILLITON PLC               SPONSORED ADR    05545E20       101      2200 SH  SHARED      02           2200                  
D BJS WHOLESALE CLUB INC         COM              05548J10      2194     56477 SH  SHARED                  49065              7412
D BJS WHOLESALE CLUB INC         COM              05548J10       690     17775 SH  SHARED                  17775                  
D BJS WHOLESALE CLUB INC         COM              05548J10     10353    266424 SH  SHARED      01         208617             57807
D BJS WHOLESALE CLUB INC         COM              05548J10      1511     38885 SH  SHR/OTHR    01                            38885
D BJS WHOLESALE CLUB INC         COM              05548J10       775     19963 SH  SHARED      02          19900                63
D BJS WHOLESALE CLUB INC         COM              05548J10      1029     26488 SH  SHARED      04                            26488
D BJS WHOLESALE CLUB INC         COM              05548J10       349      9000 SH  SHARED      04           9000                  
D BJS WHOLESALE CLUB INC         COM              05548J10     12851    330720 SH  SHARED      10         297800             32920
D BJS WHOLESALE CLUB INC         COM              05548J10      6122    157565 SH  SHARED      19                           157565
D BJS WHOLESALE CLUB INC         COM              05548J10      1874     48248 SH  SHARED      20          40901       90     7257
D BJS WHOLESALE CLUB INC         COM              05548J10       207      5335 SH  SHR/OTHR    20                             5335
D BJS WHOLESALE CLUB INC         COM              05548J10         6       175 SH  SHARED      21            175                  
D BJS WHOLESALE CLUB INC         COM              05548J10       307      7925 SH  SHARED      22           4600              3325
D BJS WHOLESALE CLUB INC         COM              05548J10        20       525 SH  SHR/OTHR    22                              525
D BJS WHOLESALE CLUB INC         COM              05548J10      1569     40391 SH  SHARED      23          32616              7775
D BJS WHOLESALE CLUB INC         COM              05548J10       962     24758 SH  SHR/OTHR    23                            24758
D BJ SVCS CO                     COM              05548210      3836    200524 SH  SHARED                 200524                  
D BJ SVCS CO                     COM              05548210       492     25770 SH  SHARED      01          24965               805
D BJ SVCS CO                     COM              05548210       556     29082 SH  SHARED      02          28879               203
D BJ SVCS CO                     COM              05548210        58      3065 SH  SHARED      04           3065                  
D BJ SVCS CO                     COM              05548210         4       210 SH  SHARED      05            210                  
D BJ SVCS CO                     COM              05548210      1315     68780 SH  SHARED      06          59100              9680
D BJ SVCS CO                     COM              05548210      5440    284378 SH  SHARED      10         284378                  
D BJ SVCS CO                     COM              05548210       129      6785 SH  SHARED      14                             6785
D BJ SVCS CO                     COM              05548210       150      7845 SH  SHARED      21           7845                  
D BJ SVCS CO                     COM              05548210        19      1000 SH  SHR/OTHR    22                             1000
D BOK FINL CORP                  COM NEW          05561Q20       458      9477 SH  SHARED                   9477                  
D BOK FINL CORP                  COM NEW          05561Q20        73      1513 SH  SHARED      02           1513                  
D BP PLC                         SPONSORED ADR    05562210        26       535 SH  SHARED                    535                  
D BP PLC                         SPONSORED ADR    05562210        30       600 SH  SHR/OTHR                                    600
D BP PLC                         SPONSORED ADR    05562210     27687    551866 SH  SHARED                 551866                  
D BP PLC                         SPONSORED ADR    05562210      8856    176537 SH  SHARED      01          44578            131959
D BP PLC                         SPONSORED ADR    05562210      2781     55443 SH  SHR/OTHR    01                            55443
D BP PLC                         SPONSORED ADR    05562210      3896     77660 SH  SHARED      02          20140             57520
D BP PLC                         SPONSORED ADR    05562210      1248     24885 SH  SHARED      06          24885                  
D BP PLC                         SPONSORED ADR    05562210      1602     31933 SH  SHARED      10          31933                  
D BP PLC                         SPONSORED ADR    05562210      1698     33852 SH  SHARED      20          15280             18572
D BP PLC                         SPONSORED ADR    05562210      1575     31404 SH  SHR/OTHR    20                            31404
D BP PLC                         SPONSORED ADR    05562210      3188     63563 SH  SHARED      21          63563                  
D BP PLC                         SPONSORED ADR    05562210       150      3000 SH  SHR/OTHR    21                             3000
D BP PLC                         SPONSORED ADR    05562210       225      4489 SH  SHARED      22           3833               656
D BP PLC                         SPONSORED ADR    05562210       276      5514 SH  SHR/OTHR    22                             5514
D BP PLC                         SPONSORED ADR    05562210     14061    280278 SH  SHARED      23         270444              9834
D BP PLC                         SPONSORED ADR    05562210     13705    273185 SH  SHR/OTHR    23                           273185
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010       139      1500 SH  SHARED                   1500                  
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010       204      2200 SH  SHARED      01                             2200
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010      9194     98900 SH  SHARED      10          98900                  
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010        59       640 SH  SHR/OTHR    23                              640
D BPW ACQUISITION CORP           COM              05563710      4475    500000 SH  SHARED                 500000                  
D BPW ACQUISITION CORP           COM              05563710      3605    402800 SH  SHARED      02         402800                  
D BPW ACQUISITION CORP           *W EXP 02/26/201 05563711        17     58400 SH  SHARED      02          58400                  
D BPW ACQUISITION CORP           UNIT 99/99/9999  05563720       310     34497 SH  SHARED                  34497                  
D BPW ACQUISITION CORP           UNIT 99/99/9999  05563720       343     38100 SH  SHARED      02          38100                  
D BPZ RESOURCES INC              COM              05563910        11       694 SH  SHARED                    694                  
D BPZ RESOURCES INC              COM              05563910         6       360 SH  SHARED      01            360                  
D BPZ RESOURCES INC              COM              05563910      2830    164551 SH  SHARED      10         164551                  
D BRE PROPERTIES INC             NOTE  4.125% 8/1 05564EBH      4335   5000000 PRN SHARED                5000000                  
D BRE PROPERTIES INC             NOTE  4.125% 8/1 05564EBH      5789   6678000 PRN SHARED      02        6678000                  
D BRE PROPERTIES INC             CL A             05564E10     16403    334771 SH  SHARED                 295521             39250
D BRE PROPERTIES INC             CL A             05564E10       813     16600 SH  SHARED      01                            16600
D BRE PROPERTIES INC             CL A             05564E10       146      2986 SH  SHARED      02           2986                  
D BRE PROPERTIES INC             CL A             05564E10     17368    354450 SH  SHARED      10         354450                  
D BRE PROPERTIES INC             CL A             05564E10    115557   2358320 SH  SHARED      11        1283920           1074400
D BRE PROPERTIES INC             CL A             05564E10        34       700 SH  SHR/OTHR    23                              700
D BRT RLTY TR                    SH BEN INT NEW   05564530         5       685 SH  SHARED                    685                  
D BNC BANCORP                    COM              05566T10         1       165 SH  SHARED                    165                  
D BOFI HLDG INC                  COM              05566U10         0       146 SH  SHARED                    146                  
D BSD MED CORP DEL               COM              05566210         1       267 SH  SHARED                    267                  
D BSD MED CORP DEL               COM              05566210        16      3200 SH  SHARED      02           3200                  
D BMP SUNSTONE CORP              COM              05569C10         7      1033 SH  SHARED      02           1033                  
D BT GROUP PLC                   ADR              05577E10        11       400 SH  SHARED                    400                  
D BT GROUP PLC                   ADR              05577E10     24606    848192 SH  SHARED                 848192                  
D BT GROUP PLC                   ADR              05577E10       171      5910 SH  SHARED      02           5740               170
D BT GROUP PLC                   ADR              05577E10        18       636 SH  SHARED      21            636                  
D BMC SOFTWARE INC               COM              05592110        30      1050 SH  SHARED                   1050                  
D BMC SOFTWARE INC               COM              05592110     11127    388656 SH  SHARED                 388656                  
D BMC SOFTWARE INC               COM              05592110      1109     38757 SH  SHARED      01          35277              3480
D BMC SOFTWARE INC               COM              05592110       129      4525 SH  SHR/OTHR    01                             4525
D BMC SOFTWARE INC               COM              05592110       358     12534 SH  SHARED      02          11318              1216
D BMC SOFTWARE INC               COM              05592110        34      1200 SH  SHARED      04           1200                  
D BMC SOFTWARE INC               COM              05592110         2        70 SH  SHARED      05             70                  
D BMC SOFTWARE INC               COM              05592110       935     32660 SH  SHARED      06          27350              5310
D BMC SOFTWARE INC               COM              05592110      2640     92213 SH  SHARED      10          92213                  
D BMC SOFTWARE INC               COM              05592110       246      8599 SH  SHARED      14                             8599
D BMC SOFTWARE INC               COM              05592110        17       610 SH  SHARED      20            610                  
D BMC SOFTWARE INC               COM              05592110         7       263 SH  SHARED      21                              263
D BMC SOFTWARE INC               COM              05592110        12       437 SH  SHR/OTHR    21                              437
D BMC SOFTWARE INC               COM              05592110        17       600 SH  SHR/OTHR    23                              600
D BPI ENERGY HOLDINGS INC        COM              05593410         0         1 SH  SHARED      02              1                  
D BTU INTL INC                   COM              05603210        91     10400 SH  SHARED                  10400                  
D BTU INTL INC                   COM              05603210         4       502 SH  SHARED                    502                  
D B2B INTERNET HOLDRS TR         DEPOSTRY RCPT    05603310         0        60 SH  SHARED      02             60                  
D BADGER METER INC               COM              05652510         0        16 SH  SHARED                     16                  
D BADGER METER INC               COM              05652510        75      1600 SH  SHARED      01           1600                  
D BADGER METER INC               COM              05652510         0         8 SH  SHARED      02              8                  
D BADGER METER INC               COM              05652510      1623     34571 SH  SHARED      10          34571                  
D BAIDU COM INC                  SPON ADR REP A   05675210      4592     18500 SH  SHARED                  18500                  
D BAIDU COM INC                  SPON ADR REP A   05675210    122199    492284 SH  SHARED                 492284                  
D BAIDU COM INC                  SPON ADR REP A   05675210      1001      4033 SH  SHARED      02           3573               460
D BAIDU COM INC                  SPON ADR REP A   05675210       759      3060 SH  SHARED      10           3060                  
D BAKER MICHAEL CORP             COM              05714910         3        92 SH  SHARED                     92                  
D BAKER MICHAEL CORP             COM              05714910        13       400 SH  SHARED      01            400                  
D BAKER MICHAEL CORP             COM              05714910         0         4 SH  SHARED      02              4                  
D BAKER MICHAEL CORP             COM              05714910       177      5100 SH  SHARED      10           5100                  
D BAKER HUGHES INC               COM              05722410     15881    262335 SH  SHARED                 262335                  
D BAKER HUGHES INC               COM              05722410      3327     54968 SH  SHARED      01          52788              2180
D BAKER HUGHES INC               COM              05722410        15       250 SH  SHR/OTHR    01                              250
D BAKER HUGHES INC               COM              05722410      1953     32274 SH  SHARED      02          31599               675
D BAKER HUGHES INC               COM              05722410     30094    497100 SH  SHARED      04         497100                  
D BAKER HUGHES INC               COM              05722410         8       140 SH  SHARED      05            140                  
D BAKER HUGHES INC               COM              05722410      9999    165176 SH  SHARED      06         126176             39000
D BAKER HUGHES INC               COM              05722410     58587    967741 SH  SHARED      10         967741                  
D BAKER HUGHES INC               COM              05722410      1211     20007 SH  SHARED      14           4500             15507
D BAKER HUGHES INC               COM              05722410        26       445 SH  SHARED      20            445                  
D BAKER HUGHES INC               COM              05722410       157      2600 SH  SHARED      23           2600                  
D BAKER HUGHES INC               COM              05722410        47       780 SH  SHR/OTHR    23                              780
D BAKERS FOOTWEAR GROUP INC      COM              05746510         0       137 SH  SHARED                    137                  
D BALCHEM CORP                   COM              05766520       278     10425 SH  SHARED                  10425                  
D BALCHEM CORP                   COM              05766520        11       435 SH  SHARED      01            435                  
D BALCHEM CORP                   COM              05766520         0        10 SH  SHARED      02             10                  
D BALDOR ELEC CO                 COM              05774110        14       500 SH  SHARED                                      500
D BALDOR ELEC CO                 COM              05774110       120      4174 SH  SHARED                   4174                  
D BALDOR ELEC CO                 COM              05774110      1198     41607 SH  SHARED      02          15307             26300
D BALDOR ELEC CO                 COM              05774110      3846    133526 SH  SHARED      04         133526                  
D BALDOR ELEC CO                 COM              05774110      4465    154996 SH  SHARED      05         154996                  
D BALDOR ELEC CO                 COM              05774110       472     16416 SH  SHARED      06                            16416
D BALDOR ELEC CO                 COM              05774110     18095    628097 SH  SHARED      10         628097                  
D BALDWIN & LYONS INC            CL B             05775520         2        87 SH  SHARED                     87                  
D BALDWIN & LYONS INC            CL B             05775520        83      3500 SH  SHARED      10           3500                  
D BALDWIN TECHNOLOGY INC         CL A             05826410         0       374 SH  SHARED                    374                  
D BALL CORP                      COM              05849810      8640    218793 SH  SHARED                 218793                  
D BALL CORP                      COM              05849810       593     15028 SH  SHARED      01          15028                  
D BALL CORP                      COM              05849810       570     14444 SH  SHARED      02          14444                  
D BALL CORP                      COM              05849810       500     12670 SH  SHARED      06          10550              2120
D BALL CORP                      COM              05849810      2126     53845 SH  SHARED      10          53845                  
D BALLANTYNE OMAHA INC           COM              05851610         0       360 SH  SHARED                    360                  
D BALLARD PWR SYS INC            COM              05858H10        53     15000 SH  SHARED                  15000                  
D BALLARD PWR SYS INC            COM              05858H10       437    122789 SH  SHARED                 112789             10000
D BALLARD PWR SYS INC            COM              05858H10        96     27171 SH  SHARED      02          26171              1000
D BALLARD PWR SYS INC            COM              05858H10         0        90 SH  SHARED      19                               90
D BALLY TECHNOLOGIES INC         COM              05874B10     23600    779409 SH  SHARED                 779409                  
D BALLY TECHNOLOGIES INC         COM              05874B10       114      3775 SH  SHARED      01           3775                  
D BALLY TECHNOLOGIES INC         COM              05874B10      2877     95031 SH  SHARED      02          95031                  
D BALLY TECHNOLOGIES INC         COM              05874B10       678     22400 SH  SHARED      10          21100              1300
D BALLY TECHNOLOGIES INC         COM              05874B10        21       725 SH  SHARED      21            725                  
D BANCFIRST CORP                 COM              05945F10         0         3 SH  SHARED                      3                  
D BANCFIRST CORP                 COM              05945F10        14       300 SH  SHARED      02            300                  
D BANCFIRST CORP                 COM              05945F10       140      2900 SH  SHARED      10           2900                  
D BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K10        26      1613 SH  SHARED                   1613                  
D BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K10       926     57285 SH  SHARED      02          57114               171
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030     24501   1521847 SH  SHARED                1521847                  
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      9631    598260 SH  SHARED      01         598260                  
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      9017    560071 SH  SHARED      02         560071                  
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      4675    290400 SH  SHARED      04         290400                  
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      1546     96050 SH  SHARED      06           1050             95000
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030     61852   3841750 SH  SHARED      10        3841750                  
D BANCO DE CHILE                 SPONSORED ADR    05952010         7       177 SH  SHARED                    177                  
D BANCO ITAU HLDG FINANCIERA S   SP ADR 500 PFD   05960220       295     16900 SH  SHARED                                    16900
D BANCO ITAU HLDG FINANCIERA S   SP ADR 500 PFD   05960220     20606   1177519 SH  SHARED                1177519                  
D BANCO ITAU HLDG FINANCIERA S   SP ADR 500 PFD   05960220      5131    293200 SH  SHARED      02         293200                  
D BANCO ITAU HLDG FINANCIERA S   SP ADR 500 PFD   05960220        52      3000 SH  SHARED      10           3000                  
D BANCO MACRO SA                 SPON ADR B       05961W10         0        16 SH  SHARED                     16                  
D BANCO SANTANDER SA             ADR              05964H10       597     39784 SH  SHARED                  39784                  
D BANCO SANTANDER SA             ADR              05964H10        17      1133 SH  SHARED      02            311               822
D BANCO SANTANDER SA             ADR              05964H10      1888    125700 SH  SHARED      10         125700                  
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10        48      1136 SH  SHARED                   1136                  
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10       507     11870 SH  SHARED      02          11870                  
D BANCOLOMBIA S A                SPON ADR PREF    05968L10      8172    287251 SH  SHARED                 287251                  
D BANCOLOMBIA S A                SPON ADR PREF    05968L10        83      2945 SH  SHARED      02           2945                  
D BANCOLOMBIA S A                SPON ADR PREF    05968L10       711     25000 SH  SHARED      04          25000                  
D BANCOLOMBIA S A                SPON ADR PREF    05968L10      6984    245500 SH  SHARED      10         245500                  
D BANCORP INC DEL                COM              05969A10        20      4104 SH  SHARED                   4104                  
D BANCORP RHODE ISLAND INC       COM              05969010         7       269 SH  SHARED                    269                  
D BANCORP RHODE ISLAND INC       COM              05969010        35      1250 SH  SHR/OTHR    23                             1250
D BANCORPSOUTH INC               COM              05969210      1264     44948 SH  SHARED                  44948                  
D BANCORPSOUTH INC               COM              05969210       677     24100 SH  SHARED      01            700             23400
D BANCORPSOUTH INC               COM              05969210        96      3427 SH  SHARED      02           3427                  
D BANCORPSOUTH INC               COM              05969210       233      8300 SH  SHARED      10           8300                  
D BANCTRUST FINANCIAL GP         COM              05978R10         3       241 SH  SHARED                    241                  
D BANK OF AMERICA CORPORATION    COM              06050510        59      1700 SH  SHARED                                     1700
D BANK OF AMERICA CORPORATION    COM              06050510    296699   8477127 SH  SHARED                8424527             52600
D BANK OF AMERICA CORPORATION    COM              06050510     38515   1100451 SH  SHARED      01         851199            249252
D BANK OF AMERICA CORPORATION    COM              06050510      2350     67152 SH  SHR/OTHR    01                            67152
D BANK OF AMERICA CORPORATION    COM              06050510     83211   2377481 SH  SHARED      02        2312128             65353
D BANK OF AMERICA CORPORATION    COM              06050510      1134     32400 SH  SHARED      04          32400                  
D BANK OF AMERICA CORPORATION    COM              06050510     14371    410606 SH  SHARED      05         410606                  
D BANK OF AMERICA CORPORATION    COM              06050510     24546    701329 SH  SHARED      06         561865            139464
D BANK OF AMERICA CORPORATION    COM              06050510    430510  12300304 SH  SHARED      10       12155438            144866
D BANK OF AMERICA CORPORATION    COM              06050510      3125     89312 SH  SHARED      14                            89312
D BANK OF AMERICA CORPORATION    COM              06050510      3535    101027 SH  SHARED      20          52707             48320
D BANK OF AMERICA CORPORATION    COM              06050510      1136     32476 SH  SHR/OTHR    20                            32476
D BANK OF AMERICA CORPORATION    COM              06050510       366     10460 SH  SHARED      21          10070               390
D BANK OF AMERICA CORPORATION    COM              06050510        20       583 SH  SHR/OTHR    21                              583
D BANK OF AMERICA CORPORATION    COM              06050510      1526     43608 SH  SHARED      22          31508             12100
D BANK OF AMERICA CORPORATION    COM              06050510       298      8528 SH  SHR/OTHR    22                             8528
D BANK OF AMERICA CORPORATION    COM              06050510      6442    184083 SH  SHARED      23         168783             15300
D BANK OF AMERICA CORPORATION    COM              06050510      9267    264784 SH  SHR/OTHR    23                           264784
D BANK FLA CORP NAPLES           COM              06212810         5       623 SH  SHARED                    623                  
D BANK OF GRANITE CORP           COM              06240110         3      1544 SH  SHARED                   1544                  
D BANK OF GRANITE CORP           COM              06240110        16      7000 SH  SHARED      02                             7000
D BANK OF GRANITE CORP           COM              06240110        14      5925 SH  SHARED      10           5925                  
D BANK HAWAII CORP               COM              06254010      1907     35690 SH  SHARED                  35690                  
D BANK HAWAII CORP               COM              06254010       924     17300 SH  SHARED      01           1700             15600
D BANK HAWAII CORP               COM              06254010       951     17809 SH  SHARED      02           8209              9600
D BANK HAWAII CORP               COM              06254010      2367     44300 SH  SHARED      10          41000              3300
D BANK HAWAII CORP               COM              06254010        53      1000 SH  SHR/OTHR    23                             1000
D BANK OF MARIN BANCORP          COM              06342510        11       351 SH  SHARED                    351                  
D BANK OF MARIN BANCORP          COM              06342510        44      1410 SH  SHARED      02           1300               110
D BANK MONTREAL QUE              COM              06367110       199      4628 SH  SHARED                   4628                  
D BANK MONTREAL QUE              COM              06367110     45694   1060188 SH  SHARED                1060188                  
D BANK MONTREAL QUE              COM              06367110       556     12910 SH  SHARED      01          12910                  
D BANK MONTREAL QUE              COM              06367110        47      1107 SH  SHARED      02           1107                  
D BANK MONTREAL QUE              COM              06367110        47      1100 SH  SHARED      04           1100                  
D BANK MONTREAL QUE              COM              06367110         9       228 SH  SHARED      05            228                  
D BANK MONTREAL QUE              COM              06367110       359      8339 SH  SHARED      06           6039              2300
D BANK MONTREAL QUE              COM              06367110       786     18252 SH  SHARED      10          18252                  
D BANK MONTREAL QUE              COM              06367110       374      8691 SH  SHARED      14                             8691
D BANK MUTUAL CORP NEW           COM              06375010       588     51877 SH  SHARED                  51877                  
D BANK MUTUAL CORP NEW           COM              06375010        33      2915 SH  SHARED      02           2915                  
D BANK MUTUAL CORP NEW           COM              06375010       141     12500 SH  SHARED      10          12500                  
D BANK OF THE OZARKS INC         COM              06390410         2        75 SH  SHARED                     75                  
D BANK OF THE OZARKS INC         COM              06390410         2        75 SH  SHARED      01             75                  
D BANK OF THE OZARKS INC         COM              06390410         2       100 SH  SHARED      02            100                  
D BANK OF THE OZARKS INC         COM              06390410        21       790 SH  SHARED      21            790                  
D BANK OF NEW YORK MELLON CORP   COM              06405810      1544     47396 SH  SHARED                  42141              5255
D BANK OF NEW YORK MELLON CORP   COM              06405810     72798   2234450 SH  SHARED                2191950             42500
D BANK OF NEW YORK MELLON CORP   COM              06405810     27179    834236 SH  SHARED      01         649086            185150
D BANK OF NEW YORK MELLON CORP   COM              06405810     15182    466010 SH  SHR/OTHR    01                           466010
D BANK OF NEW YORK MELLON CORP   COM              06405810      4181    128342 SH  SHARED      02         114665             13677
D BANK OF NEW YORK MELLON CORP   COM              06405810       706     21700 SH  SHARED      04                            21700
D BANK OF NEW YORK MELLON CORP   COM              06405810       158      4850 SH  SHARED      04           4850                  
D BANK OF NEW YORK MELLON CORP   COM              06405810        17       544 SH  SHARED      05            544                  
D BANK OF NEW YORK MELLON CORP   COM              06405810     12743    391154 SH  SHARED      06         190978            200176
D BANK OF NEW YORK MELLON CORP   COM              06405810    111512   3422740 SH  SHARED      10        3339969             82771
D BANK OF NEW YORK MELLON CORP   COM              06405810      2272     69738 SH  SHARED      14                            69738
D BANK OF NEW YORK MELLON CORP   COM              06405810      4283    131479 SH  SHARED      19                           131479
D BANK OF NEW YORK MELLON CORP   COM              06405810      4162    127771 SH  SHARED      20          97746      260    29765
D BANK OF NEW YORK MELLON CORP   COM              06405810      1284     39415 SH  SHR/OTHR    20                            39415
D BANK OF NEW YORK MELLON CORP   COM              06405810       133      4100 SH  SHARED      21           4100                  
D BANK OF NEW YORK MELLON CORP   COM              06405810        17       526 SH  SHR/OTHR    21                              526
D BANK OF NEW YORK MELLON CORP   COM              06405810      1307     40125 SH  SHARED      22          35800              4325
D BANK OF NEW YORK MELLON CORP   COM              06405810       453     13931 SH  SHR/OTHR    22                            13931
D BANK OF NEW YORK MELLON CORP   COM              06405810      7623    234003 SH  SHARED      23         218191             15812
D BANK OF NEW YORK MELLON CORP   COM              06405810     12643    388090 SH  SHR/OTHR    23                           388090
D BANK NOVA SCOTIA HALIFAX       COM              06414910       479     10420 SH  SHARED                                    10420
D BANK NOVA SCOTIA HALIFAX       COM              06414910     72879   1582955 SH  SHARED                1580155              2800
D BANK NOVA SCOTIA HALIFAX       COM              06414910        18       395 SH  SHARED      01            395                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910         4        91 SH  SHARED      02             91                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910     85756   1862650 SH  SHARED      04        1862650                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910        20       452 SH  SHARED      05            452                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910       793     17236 SH  SHARED      06           9206              8030
D BANK NOVA SCOTIA HALIFAX       COM              06414910      1997     43382 SH  SHARED      10          43382                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910       583     12678 SH  SHARED      14                            12678
D BANK OF THE CAROLINES CORP     COM              06425J10         0        98 SH  SHARED                     98                  
D BANK SOUTH CAROLINA CORP       COM              06506610         1        77 SH  SHARED                     77                  
D BANK VA CHESTERFIELD           COM              06544P10         0        79 SH  SHARED                     79                  
D BANKATLANTIC BANCORP           CL A             06590850         1       914 SH  SHARED                    914                  
D BANKATLANTIC BANCORP           CL A             06590850         3      2100 SH  SHARED      02           1600               500
D BANKFINANCIAL CORP             COM              06643P10         4       295 SH  SHARED                    295                  
D BANKFINANCIAL CORP             COM              06643P10        55      3800 SH  SHARED      10           3800                  
D BANKRATE INC                   COM              06646V10       370      9528 SH  SHARED                   9528                  
D BANKRATE INC                   COM              06646V10       237      6100 SH  SHARED      01           6100                  
D BANKRATE INC                   COM              06646V10       204      5246 SH  SHARED      02           5246                  
D BANKRATE INC                   COM              06646V10      4499    115645 SH  SHARED      10         115645                  
D BANKS COM INC                  COM              06647010         0        84 SH  SHARED                     84                  
D BANKUNITED FINL CORP           NOTE  3.125% 3/0 06652BAE       660   4000000 PRN SHARED      02        4000000                  
D BANKUNITED FINL CORP           CL A             06652B10         3      5221 SH  SHARED                   5221                  
D BANKUNITED FINL CORP           CL A             06652B10         0        52 SH  SHARED      02             52                  
D BANNER CORP                    COM              06652V10        78      6574 SH  SHARED                   6574                  
D BANNER CORP                    COM              06652V10        33      2800 SH  SHARED      01                             2800
D BANNER CORP                    COM              06652V10       130     10900 SH  SHARED      10          10900                  
D BAR HBR BANKSHARES             COM              06684910         2        75 SH  SHARED                     75                  
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77      3898     75644 SH  SHARED      01          22238             53406
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       267      5184 SH  SHR/OTHR    01                             5184
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77      3427     66493 SH  SHARED      02                            66493
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77      1591     30888 SH  SHARED      20          25174              5714
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       800     15535 SH  SHR/OTHR    20                            15535
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       191      3710 SH  SHARED      21           3710                  
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       170      3310 SH  SHR/OTHR    21                             3310
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77      1514     29389 SH  SHARED      22          17489             11900
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77      1878     36440 SH  SHR/OTHR    22                            36440
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77     31751    616060 SH  SHARED      23         601292             14768
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77     11772    228420 SH  SHR/OTHR    23                           228420
D BARCLAYS BK PLC                IPSP CROIL ETN   06738C78         6       100 SH  SHARED      10            100                  
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79        18       337 SH  SHARED      02                              337
D BARCLAYS PLC                   ADR              06738E20        98      3976 SH  SHARED                   3976                  
D BARCLAYS PLC                   ADR              06738E20        34      1401 SH  SHARED      02            931               470
D BARCLAYS PLC                   ADR              06738E20        29      1205 SH  SHARED      20           1205                  
D BARD C R INC                   COM              06738310     11387    120033 SH  SHARED                 120033                  
D BARD C R INC                   COM              06738310      1357     14314 SH  SHARED      01          13849               465
D BARD C R INC                   COM              06738310        28       300 SH  SHR/OTHR    01                              300
D BARD C R INC                   COM              06738310      4576     48236 SH  SHARED      02          48037               199
D BARD C R INC                   COM              06738310      5587     58900 SH  SHARED      04          58900                  
D BARD C R INC                   COM              06738310         5        60 SH  SHARED      05             60                  
D BARD C R INC                   COM              06738310      5836     61520 SH  SHARED      06          23500             38020
D BARD C R INC                   COM              06738310     51220    539901 SH  SHARED      10         539801               100
D BARD C R INC                   COM              06738310        24       260 SH  SHARED      20            260                  
D BARD C R INC                   COM              06738310        28       300 SH  SHR/OTHR    23                              300
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29      1391     30739 SH  SHARED                  30739                  
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29        62      1375 SH  SHARED      01           1375                  
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29        97      2156 SH  SHARED      02                             2156
D BARCLAYS BANK PLC              ETN IPTH AGRI    06739H20        18       390 SH  SHARED      02                              390
D BARCLAYS BANK PLC              ADR PFD SR 5     06739H36      3420    200000 SH  SHARED                 200000                  
D BARCLAYS BANK PLC              ADS7.75%PFD S4   06739H51         5       350 SH  SHARED      02                              350
D BARCLAYS BANK PLC              ETN IPTH NTRL    06739H64         4       100 SH  SHARED      10            100                  
D BARCLAYS BANK PLC              ETN IPTH LVSTK   06739H74      1243     31185 SH  SHARED                  31185                  
D BARCLAYS BANK PLC              ETN IPTH LVSTK   06739H74         7       200 SH  SHARED      02                              200
D BARCLAYS BANK PLC              ETN IPTH LVSTK   06739H74     15262    382906 SH  SHARED      10         276454            106452
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77        79      5500 SH  SHARED      01           1500              4000
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77        29      2050 SH  SHR/OTHR    01                             2050
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77        28      2000 SH  SHARED      02                             2000
D BARE ESCENTUALS INC            COM              06751110        11      1082 SH  SHARED                   1082                  
D BARE ESCENTUALS INC            COM              06751110         0        27 SH  SHARED      02             27                  
D BARE ESCENTUALS INC            COM              06751110       343     31623 SH  SHARED      10          31623                  
D BARNES & NOBLE INC             COM              06777410       156      5998 SH  SHARED                   5998                  
D BARNES & NOBLE INC             COM              06777410       375     14400 SH  SHARED      01                            14400
D BARNES & NOBLE INC             COM              06777410       337     12949 SH  SHARED      02          12883                66
D BARNES & NOBLE INC             COM              06777410       183      7022 SH  SHARED      10           7022                  
D BARNES GROUP INC               NOTE  3.750% 8/0 067806AB      6415   5550000 PRN SHARED                5550000                  
D BARNES GROUP INC               NOTE  3.375% 3/1 067806AD     10185  10500000 PRN SHARED               10500000                  
D BARNES GROUP INC               COM              06780610       954     47220 SH  SHARED                  47220                  
D BARNES GROUP INC               COM              06780610       148      7327 SH  SHARED      02           7327                  
D BARNES GROUP INC               COM              06780610     19713    974940 SH  SHARED      10         974940                  
D BARRICK GOLD CORP              COM              06790110       558     15203 SH  SHARED                  15203                  
D BARRICK GOLD CORP              COM              06790110     82855   2255189 SH  SHARED                2251989              3200
D BARRICK GOLD CORP              COM              06790110        16       445 SH  SHARED      01            445                  
D BARRICK GOLD CORP              COM              06790110       126      3453 SH  SHARED      02            263              3190
D BARRICK GOLD CORP              COM              06790110     28113    765200 SH  SHARED      04         765200                  
D BARRICK GOLD CORP              COM              06790110        15       422 SH  SHARED      05            422                  
D BARRICK GOLD CORP              COM              06790110      7803    212409 SH  SHARED      06         208117              4292
D BARRICK GOLD CORP              COM              06790110     91904   2501488 SH  SHARED      10        2448344             53144
D BARRICK GOLD CORP              COM              06790110       467     12725 SH  SHARED      14           2000             10725
D BARRICK GOLD CORP              COM              06790110        25       700 SH  SHARED      20            700                  
D BARRICK GOLD CORP              COM              06790110       172      4707 SH  SHR/OTHR    20                             4707
D BARRICK GOLD CORP              COM              06790110        38      1050 SH  SHR/OTHR    22                             1050
D BARRICK GOLD CORP              COM              06790110       146      4000 SH  SHARED      23           4000                  
D BARRICK GOLD CORP              COM              06790110       220      6000 SH  SHR/OTHR    23                             6000
D BARNWELL INDS INC              COM              06822110        11      1202 SH  SHARED                   1202                  
D BARR PHARMACEUTICALS INC       COM              06830610         2        39 SH  SHARED                     39                  
D BARR PHARMACEUTICALS INC       COM              06830610     14653    224406 SH  SHARED                 224406                  
D BARR PHARMACEUTICALS INC       COM              06830610       666     10200 SH  SHARED      01          10200                  
D BARR PHARMACEUTICALS INC       COM              06830610      1867     28602 SH  SHARED      02          28602                  
D BARR PHARMACEUTICALS INC       COM              06830610      1257     19250 SH  SHARED      04          19250                  
D BARR PHARMACEUTICALS INC       COM              06830610       943     14450 SH  SHARED      06          11750              2700
D BARR PHARMACEUTICALS INC       COM              06830610      5441     83329 SH  SHARED      10          83329                  
D BARR PHARMACEUTICALS INC       COM              06830610         8       125 SH  SHARED      20            125                  
D BARRETT BILL CORP              NOTE  5.000% 3/1 06846NAA      4234   4731000 PRN SHARED      02        4731000                  
D BARRETT BILL CORP              COM              06846N10        12       395 SH  SHARED                    395                  
D BARRETT BILL CORP              COM              06846N10       420     13100 SH  SHARED      01           1900             11200
D BARRETT BILL CORP              COM              06846N10       790     24618 SH  SHARED      02          24618                  
D BARRETT BILL CORP              COM              06846N10      1197     37300 SH  SHARED      10          37300                  
D BARRETT BUSINESS SERVICES IN   COM              06846310         4       324 SH  SHARED                    324                  
D BARRETT BUSINESS SERVICES IN   COM              06846310        26      2100 SH  SHARED      02           2100                  
D BARRY R G CORP OHIO            COM              06879810        14      2138 SH  SHARED                   2138                  
D BASIC ENERGY SVCS INC NEW      COM              06985P10       109      5154 SH  SHARED                   5154                  
D BASIC ENERGY SVCS INC NEW      COM              06985P10       121      5700 SH  SHARED      01           5700                  
D BASIC ENERGY SVCS INC NEW      COM              06985P10         0        23 SH  SHARED      02             23                  
D BASIC ENERGY SVCS INC NEW      COM              06985P10        70      3300 SH  SHARED      10           3300                  
D BASIN WTR INC                  COM              07011T30         0       448 SH  SHARED                    448                  
D BASIN WTR INC                  COM              07011T30        40     21825 SH  SHARED      02           6075             15750
D BASSETT FURNITURE INDS INC     COM              07020310        20      2381 SH  SHARED                   2381                  
D BASSETT FURNITURE INDS INC     COM              07020310         0         1 SH  SHARED      01              1                  
D BASSETT FURNITURE INDS INC     COM              07020310        35      4100 SH  SHARED      02           4100                  
D BAUER EDDIE HLDGS INC          COM              07162510         8      1601 SH  SHARED                   1601                  
D BAUER EDDIE HLDGS INC          COM              07162510        46      8600 SH  SHARED      02           8600                  
D BAUER EDDIE HLDGS INC          COM              07162510       259     48525 SH  SHARED      10          48525                  
D BAXTER INTL INC                COM              07181310       570      8687 SH  SHARED                   8687                  
D BAXTER INTL INC                COM              07181310     70605   1075806 SH  SHARED                1038806             37000
D BAXTER INTL INC                COM              07181310      6256     95335 SH  SHARED      01          90650              4685
D BAXTER INTL INC                COM              07181310      3553     54138 SH  SHARED      02          36262             17876
D BAXTER INTL INC                COM              07181310         3        47 SH  SHARED      04                               47
D BAXTER INTL INC                COM              07181310     12814    195250 SH  SHARED      04         195250                  
D BAXTER INTL INC                COM              07181310        19       290 SH  SHARED      05            290                  
D BAXTER INTL INC                COM              07181310     37984    578770 SH  SHARED      06         315300            263470
D BAXTER INTL INC                COM              07181310    217258   3310347 SH  SHARED      10        3259723             50624
D BAXTER INTL INC                COM              07181310       618      9426 SH  SHARED      14                             9426
D BAXTER INTL INC                COM              07181310      1085     16545 SH  SHARED      20           3715             12830
D BAXTER INTL INC                COM              07181310        52       800 SH  SHR/OTHR    20                              800
D BAXTER INTL INC                COM              07181310       767     11699 SH  SHARED      21           6399              5300
D BAXTER INTL INC                COM              07181310       842     12837 SH  SHARED      22           5875              6962
D BAXTER INTL INC                COM              07181310       183      2800 SH  SHR/OTHR    22                             2800
D BAXTER INTL INC                COM              07181310      1154     17585 SH  SHARED      23          16825               760
D BAXTER INTL INC                COM              07181310      3571     54420 SH  SHR/OTHR    23                            54420
D BAY NATL CORP                  COM              07250010         0        55 SH  SHARED                     55                  
D BAYTEX ENERGY TR               TRUST UNIT       07317610      5065    205000 SH  SHARED                 205000                  
D BAYTEX ENERGY TR               TRUST UNIT       07317610         9       375 SH  SHARED      01                              375
D BAYTEX ENERGY TR               TRUST UNIT       07317610        52      2114 SH  SHARED      02            114              2000
D BBVA BANCO FRANCES S A         SPONSORED ADR    07329M10       108     22765 SH  SHARED                  22765                  
D BE AEROSPACE INC               COM              07330210       626     39594 SH  SHARED                  39594                  
D BE AEROSPACE INC               COM              07330210       726     45900 SH  SHARED      01          18500             27400
D BE AEROSPACE INC               COM              07330210       470     29750 SH  SHR/OTHR    01                            29750
D BE AEROSPACE INC               COM              07330210       162     10285 SH  SHARED      02           7720              2565
D BE AEROSPACE INC               COM              07330210       949     60000 SH  SHARED      04          60000                  
D BE AEROSPACE INC               COM              07330210       163     10342 SH  SHARED      06          10342                  
D BE AEROSPACE INC               COM              07330210     10019    632925 SH  SHARED      10         632925                  
D BE AEROSPACE INC               COM              07330210         2       136 SH  SHARED      20            136                  
D BE AEROSPACE INC               COM              07330210        33      2085 SH  SHARED      21           2085                  
D BEACH FIRST NATL BANCSHARES    COM              07333410         0       124 SH  SHARED                    124                  
D BEACON FED BANCORP INC         COM              07358210         1       193 SH  SHARED                    193                  
D BEACON POWER CORP              COM              07367710        59     41100 SH  SHARED                  41100                  
D BEACON POWER CORP              COM              07367710        26     18200 SH  SHARED      01          18200                  
D BEACON POWER CORP              COM              07367710         8      5800 SH  SHARED      10           5800                  
D BEACON ROOFING SUPPLY INC      COM              07368510        72      4673 SH  SHARED                   4673                  
D BEACON ROOFING SUPPLY INC      COM              07368510        59      3825 SH  SHARED      02           3825                  
D BEACON ROOFING SUPPLY INC      COM              07368510       121      7800 SH  SHARED      10           7800                  
D BEARINGPOINT INC               COM              07400210      1974   3797324 SH  SHARED                3797324                  
D BEARINGPOINT INC               COM              07400210        42     81500 SH  SHARED      10          81500                  
D BEASLEY BROADCAST GROUP INC    CL A             07401410         1      1051 SH  SHARED                   1051                  
D BEASLEY BROADCAST GROUP INC    CL A             07401410         0       100 SH  SHARED      02            100                  
D BEAZER HOMES USA INC           COM              07556Q10     15478   2588417 SH  SHARED                2588417                  
D BEAZER HOMES USA INC           COM              07556Q10      2646    442576 SH  SHARED      02         442576                  
D BEAZER HOMES USA INC           COM              07556Q10        68     11500 SH  SHARED      10          11500                  
D BEBE STORES INC                COM              07557110      1248    127804 SH  SHARED                 127804                  
D BEBE STORES INC                COM              07557110         0        22 SH  SHARED      02             22                  
D BEBE STORES INC                COM              07557110      5615    574754 SH  SHARED      10         574754                  
D BECKMAN COULTER INC            NOTE  2.500%12/1 075811AD      3116   2851000 PRN SHARED      02        2851000                  
D BECKMAN COULTER INC            NOTE  2.500%12/1 075811AD       491    450000 PRN SHARED      06         450000                  
D BECKMAN COULTER INC            COM              07581110       960     13527 SH  SHARED                  13527                  
D BECKMAN COULTER INC            COM              07581110      1355     19100 SH  SHARED      01                            19100
D BECKMAN COULTER INC            COM              07581110      3736     52636 SH  SHARED      02           1804             50832
D BECKMAN COULTER INC            COM              07581110      3968     55900 SH  SHARED      04          55900                  
D BECKMAN COULTER INC            COM              07581110        27       390 SH  SHARED      06            100               290
D BECKMAN COULTER INC            COM              07581110     11291    159060 SH  SHARED      10         159060                  
D BECKMAN COULTER INC            COM              07581110        21       300 SH  SHARED      14                              300
D BECTON DICKINSON & CO          COM              07588710        64       800 SH  SHARED                    800                  
D BECTON DICKINSON & CO          COM              07588710        56       700 SH  SHR/OTHR                                    700
D BECTON DICKINSON & CO          COM              07588710     24022    299303 SH  SHARED                 280703             18600
D BECTON DICKINSON & CO          COM              07588710      3376     42073 SH  SHARED      01          40393      300     1380
D BECTON DICKINSON & CO          COM              07588710       168      2100 SH  SHR/OTHR    01                             2100
D BECTON DICKINSON & CO          COM              07588710      1963     24464 SH  SHARED      02          23267              1197
D BECTON DICKINSON & CO          COM              07588710     10987    136900 SH  SHARED      04         136900                  
D BECTON DICKINSON & CO          COM              07588710         8       100 SH  SHARED      05            100                  
D BECTON DICKINSON & CO          COM              07588710     17151    213700 SH  SHARED      06         145100             68600
D BECTON DICKINSON & CO          COM              07588710     31368    390839 SH  SHARED      10         389139              1700
D BECTON DICKINSON & CO          COM              07588710      1835     22872 SH  SHARED      14                            22872
D BECTON DICKINSON & CO          COM              07588710      2128     26515 SH  SHARED      20          14740             11775
D BECTON DICKINSON & CO          COM              07588710      1087     13550 SH  SHR/OTHR    20                            13550
D BECTON DICKINSON & CO          COM              07588710        30       383 SH  SHARED      21            275               108
D BECTON DICKINSON & CO          COM              07588710        42       535 SH  SHR/OTHR    21                              535
D BECTON DICKINSON & CO          COM              07588710       748      9332 SH  SHARED      22           2400              6932
D BECTON DICKINSON & CO          COM              07588710       163      2040 SH  SHR/OTHR    22                             2040
D BECTON DICKINSON & CO          COM              07588710       780      9725 SH  SHARED      23           9725                  
D BECTON DICKINSON & CO          COM              07588710      1942     24200 SH  SHR/OTHR    23                            24200
D BED BATH & BEYOND INC          COM              07589610        28       910 SH  SHARED                                      910
D BED BATH & BEYOND INC          COM              07589610       694     22098 SH  SHARED                  22098                  
D BED BATH & BEYOND INC          COM              07589610       873     27825 SH  SHARED      01          27100      300      425
D BED BATH & BEYOND INC          COM              07589610         3       100 SH  SHR/OTHR    01                              100
D BED BATH & BEYOND INC          COM              07589610       561     17869 SH  SHARED      02          17469               400
D BED BATH & BEYOND INC          COM              07589610         6       200 SH  SHARED      05            200                  
D BED BATH & BEYOND INC          COM              07589610      1145     36460 SH  SHARED      06          29400              7060
D BED BATH & BEYOND INC          COM              07589610      5934    188950 SH  SHARED      10         188950                  
D BED BATH & BEYOND INC          COM              07589610       276      8800 SH  SHARED      14                             8800
D BED BATH & BEYOND INC          COM              07589610       194      6185 SH  SHARED      20           1785              4400
D BED BATH & BEYOND INC          COM              07589610        12       400 SH  SHARED      21            400                  
D BED BATH & BEYOND INC          COM              07589610         3       100 SH  SHARED      23            100                  
D BED BATH & BEYOND INC          COM              07589610         6       200 SH  SHR/OTHR    23                              200
D BEL FUSE INC                   CL B             07734730         0         2 SH  SHARED                      2                  
D BEL FUSE INC                   CL B             07734730         0         6 SH  SHARED      02              6                  
D BEL FUSE INC                   CL B             07734730       350     12300 SH  SHARED      10          10000              2300
D BELDEN INC                     COM              07745410       256      8078 SH  SHARED                   8078                  
D BELDEN INC                     COM              07745410        29       925 SH  SHARED      02             25               900
D BELDEN INC                     COM              07745410       419     13200 SH  SHARED      10          11900              1300
D BELLUS HEALTH INC              COM              07986A10        17     17775 SH  SHARED                  17775                  
D BELLUS HEALTH INC              COM              07986A10         1      1981 SH  SHARED      02           1981                  
D BELO CORP                      COM SER A        08055510       658    110548 SH  SHARED                 110548                  
D BELO CORP                      COM SER A        08055510       100     16800 SH  SHARED      01                            16800
D BELO CORP                      COM SER A        08055510       506     85000 SH  SHR/OTHR    01                            85000
D BELO CORP                      COM SER A        08055510        38      6394 SH  SHARED      02           6394                  
D BELO CORP                      COM SER A        08055510        80     13500 SH  SHARED      06          13500                  
D BELO CORP                      COM SER A        08055510       571     95892 SH  SHARED      10          87492              8400
D BEMIS INC                      COM              08143710      1188     45359 SH  SHARED                  45359                  
D BEMIS INC                      COM              08143710       693     26454 SH  SHARED      01          26454                  
D BEMIS INC                      COM              08143710       205      7822 SH  SHARED      02           7822                  
D BEMIS INC                      COM              08143710       313     11950 SH  SHARED      06           9950              2000
D BEMIS INC                      COM              08143710      1073     40967 SH  SHARED      10          40967                  
D BENCHMARK ELECTRS INC          COM              08160H10         0        38 SH  SHARED                     38                  
D BENCHMARK ELECTRS INC          COM              08160H10        21      1500 SH  SHARED      01           1500                  
D BENCHMARK ELECTRS INC          COM              08160H10        29      2085 SH  SHARED      02           1538               547
D BENCHMARK ELECTRS INC          COM              08160H10       351     24950 SH  SHARED      10          24950                  
D BENCHMARK ELECTRS INC          COM              08160H10       144     10260 SH  SHARED      21          10260                  
D BENEFICIAL MUTUAL BANCORP IN   COM              08173R10       117      9281 SH  SHARED                   9281                  
D BENEFICIAL MUTUAL BANCORP IN   COM              08173R10       106      8400 SH  SHARED      10           8400                  
D BENIHANA INC                   COM              08204710         1       241 SH  SHARED                    241                  
D BENIHANA INC                   CL A             08204720         8      1752 SH  SHARED                   1752                  
D BENJAMIN FRANKLIN BANCORP IN   COM              08207310         7       610 SH  SHARED                    610                  
D BERKLEY W R CORP               COM              08442310      3744    159018 SH  SHARED                 159018                  
D BERKLEY W R CORP               COM              08442310      1199     50950 SH  SHARED      01           1225             49725
D BERKLEY W R CORP               COM              08442310        18       800 SH  SHR/OTHR    01                              800
D BERKLEY W R CORP               COM              08442310       112      4762 SH  SHARED      02           4762                  
D BERKLEY W R CORP               COM              08442310        33      1405 SH  SHARED      06            150              1255
D BERKLEY W R CORP               COM              08442310       880     37400 SH  SHARED      10          37400                  
D BERKLEY W R CORP               COM              08442310       457     19444 SH  SHARED      14                            19444
D BERKLEY W R CORP               COM              08442310         7       300 SH  SHR/OTHR    23                              300
D BERKSHIRE BANCORP INC DEL      COM NEW          08459720         0        94 SH  SHARED                     94                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0         3 SH  SHARED                      3                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        75 SH  SHARED                     64                11
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        77 SH  SHARED      01              1        5       71
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        28 SH  SHR/OTHR    01                               28
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        46 SH  SHARED      02             34                12
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0         2 SH  SHARED      04                                2
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        51 SH  SHARED      06             51                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        17 SH  SHARED      20             17                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        21 SH  SHR/OTHR    20                               21
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0         4 SH  SHARED      21                                4
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0         1 SH  SHR/OTHR    22                                1
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        10 SH  SHARED      23             10                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0         5 SH  SHR/OTHR    23                                5
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       197        45 SH  SHARED                     45                  
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020     27284      6208 SH  SHARED                   6008               200
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       861       196 SH  SHARED      01            110                86
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       443       101 SH  SHR/OTHR    01                              101
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      1968       448 SH  SHARED      02                              448
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020     40477      9210 SH  SHARED      04           9210                  
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020        43        10 SH  SHARED      05             10                  
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       799       182 SH  SHARED      06             79               103
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020     28277      6434 SH  SHARED      10           6434                  
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       307        70 SH  SHARED      14                               70
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       408        93 SH  SHARED      19                               93
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      1758       400 SH  SHARED      20            239               161
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       799       182 SH  SHR/OTHR    20                              182
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      1195       272 SH  SHARED      21            162               110
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       303        69 SH  SHR/OTHR    21                               69
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       109        25 SH  SHARED      22                               25
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       417        95 SH  SHR/OTHR    22                               95
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      1648       375 SH  SHARED      23            345                30
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      2702       615 SH  SHR/OTHR    23                              615
D BERKSHIRE HILLS BANCORP INC    COM              08468010        26       825 SH  SHARED                    825                  
D BERKSHIRE HILLS BANCORP INC    COM              08468010        73      2300 SH  SHARED      10           2300                  
D BERRY PETE CO                  CL A             08578910       557     14403 SH  SHARED                  14403                  
D BERRY PETE CO                  CL A             08578910        89      2300 SH  SHARED      01           2300                  
D BERRY PETE CO                  CL A             08578910         2        63 SH  SHARED      02             27                36
D BERRY PETE CO                  CL A             08578910      1632     42140 SH  SHARED      10          42140                  
D BEST BUY INC                   COM              08651610       810     21614 SH  SHARED                  21614                  
D BEST BUY INC                   COM              08651610     63582   1695528 SH  SHARED                1685728              9800
D BEST BUY INC                   COM              08651610      1934     51575 SH  SHARED      01          50925               650
D BEST BUY INC                   COM              08651610     13636    363631 SH  SHARED      02         362816               815
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      1936     51653 SH  SHARED      06          39468             12185
D BEST BUY INC                   COM              08651610     72112   1923009 SH  SHARED      10        1877709             45300
D BEST BUY INC                   COM              08651610       326      8700 SH  SHARED      14                             8700
D BEST BUY INC                   COM              08651610         9       250 SH  SHARED      23            250                  
D BEVERLY HILLS BANCORP DEL      COM              08786610        13     10978 SH  SHARED                  10978                  
D BEVERLY NATL CORP              COM              08811510         1        61 SH  SHARED                     61                  
D BEVERLY NATL CORP              COM              08811510        31      1755 SH  SHR/OTHR    01                             1755
D BHP BILLITON LTD               SPONSORED ADR    08860610     84017   1616033 SH  SHARED                1616033                  
D BHP BILLITON LTD               SPONSORED ADR    08860610      2812     54098 SH  SHARED      01          20403      450    33245
D BHP BILLITON LTD               SPONSORED ADR    08860610      1691     32535 SH  SHR/OTHR    01                            32535
D BHP BILLITON LTD               SPONSORED ADR    08860610      1711     32918 SH  SHARED      02           3200             29718
D BHP BILLITON LTD               SPONSORED ADR    08860610      5484    105500 SH  SHARED      06         105500                  
D BHP BILLITON LTD               SPONSORED ADR    08860610     17219    331200 SH  SHARED      10         331200                  
D BHP BILLITON LTD               SPONSORED ADR    08860610      1158     22280 SH  SHARED      20          10380             11900
D BHP BILLITON LTD               SPONSORED ADR    08860610       471      9060 SH  SHR/OTHR    20                             9060
D BHP BILLITON LTD               SPONSORED ADR    08860610        32       629 SH  SHARED      21            629                  
D BHP BILLITON LTD               SPONSORED ADR    08860610        45       875 SH  SHR/OTHR    21                              875
D BHP BILLITON LTD               SPONSORED ADR    08860610       285      5487 SH  SHARED      22           3237              2250
D BHP BILLITON LTD               SPONSORED ADR    08860610       425      8189 SH  SHR/OTHR    22                             8189
D BHP BILLITON LTD               SPONSORED ADR    08860610       998     19200 SH  SHARED      23          19040               160
D BHP BILLITON LTD               SPONSORED ADR    08860610      2453     47200 SH  SHR/OTHR    23                            47200
D BIDZ COM INC                   COM              08883T20       118     13724 SH  SHARED                  13724                  
D BIDZ COM INC                   COM              08883T20        33      3900 SH  SHARED      01           3900                  
D BIG 5 SPORTING GOODS CORP      COM              08915P10        27      2712 SH  SHARED      02           2712                  
D BIG 5 SPORTING GOODS CORP      COM              08915P10        58      5700 SH  SHARED      10           5700                  
D BIG LOTS INC                   COM              08930210      3690    132624 SH  SHARED                 132624                  
D BIG LOTS INC                   COM              08930210       292     10500 SH  SHARED      01          10500                  
D BIG LOTS INC                   COM              08930210       391     14080 SH  SHARED      02          14080                  
D BIG LOTS INC                   COM              08930210      5566    200000 SH  SHARED      05         200000                  
D BIG LOTS INC                   COM              08930210      1074     38600 SH  SHARED      06          37100              1500
D BIG LOTS INC                   COM              08930210      8830    317288 SH  SHARED      10         317288                  
D BIGBAND NETWORKS INC           COM              08975050         0        18 SH  SHARED      02             18                  
D BIO IMAGING TECHNOLOGIES INC   COM              09056N10        15      2026 SH  SHARED                   2026                  
D BIO-REFERENCE LABS INC         COM $.01 NEW     09057G60        26       910 SH  SHARED                    910                  
D BIO-REFERENCE LABS INC         COM $.01 NEW     09057G60         0         6 SH  SHARED      02              6                  
D BIO RAD LABS INC               CL A             09057220        46       467 SH  SHARED                    467                  
D BIO RAD LABS INC               CL A             09057220       189      1910 SH  SHARED      02           1910                  
D BIO RAD LABS INC               CL A             09057220       300      3029 SH  SHARED      10           3029                  
D BIOANALYTICAL SYS INC          COM              09058M10         0        90 SH  SHARED                     90                  
D BIOCRYST PHARMACEUTICALS       COM              09058V10         2       699 SH  SHARED                    699                  
D BIOCRYST PHARMACEUTICALS       COM              09058V10         3      1253 SH  SHARED      02           1253                  
D BIODELIVERY SCIENCES INTL IN   COM              09060J10       665    265337 SH  SHARED                 265337                  
D BIOMARIN PHARMACEUTICAL INC    NOTE  1.875% 4/2 09061GAD     12803   9010000 PRN SHARED      02        9010000                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10        13       496 SH  SHARED                                      496
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10         5       196 SH  SHARED                    196                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       123      4675 SH  SHARED      01           4675                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       135      5112 SH  SHARED      02           4012              1100
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10      9735    367519 SH  SHARED      04         367519                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10      3613    136413 SH  SHARED      10         136413                  
D BIOGEN IDEC INC                COM              09062X10    107608   2139754 SH  SHARED                2139754                  
D BIOGEN IDEC INC                COM              09062X10      1801     35825 SH  SHARED      01          33725              2100
D BIOGEN IDEC INC                COM              09062X10         5       100 SH  SHR/OTHR    01                              100
D BIOGEN IDEC INC                COM              09062X10      4203     83586 SH  SHARED      02          83374               212
D BIOGEN IDEC INC                COM              09062X10     19525    388261 SH  SHARED      04         388261                  
D BIOGEN IDEC INC                COM              09062X10         8       170 SH  SHARED      05            170                  
D BIOGEN IDEC INC                COM              09062X10      3354     66711 SH  SHARED      06          57491              9220
D BIOGEN IDEC INC                COM              09062X10     16155    321245 SH  SHARED      10         316245              5000
D BIOGEN IDEC INC                COM              09062X10       653     12991 SH  SHARED      14                            12991
D BIOGEN IDEC INC                COM              09062X10        17       350 SH  SHARED      20            350                  
D BIOGEN IDEC INC                COM              09062X10       671     13350 SH  SHR/OTHR    23                            13350
D BIOMED REALTY TRUST INC        COM              09063H10     16099    608682 SH  SHARED                 525082             83600
D BIOMED REALTY TRUST INC        COM              09063H10       229      8675 SH  SHARED      01           8675                  
D BIOMED REALTY TRUST INC        COM              09063H10       171      6500 SH  SHARED      02                             6500
D BIOMED REALTY TRUST INC        COM              09063H10     13605    514400 SH  SHARED      10         514400                  
D BIOMED REALTY TRUST INC        COM              09063H10     74867   2830513 SH  SHARED      11        1103613           1726900
D BIOMED REALTY TRUST INC        COM              09063H10         2        76 SH  SHARED      20             76                  
D BIODEL INC                     COM              09064M10        21      6556 SH  SHARED                   6556                  
D BIODEL INC                     COM              09064M10       163     48900 SH  SHARED      05          48900                  
D BIOMIMETIC THERAPEUTICS INC    COM              09064X10         0        31 SH  SHARED                     31                  
D BIOMIMETIC THERAPEUTICS INC    COM              09064X10       874     79106 SH  SHARED      02          72133              6973
D BIOFUEL ENERGY CORP            COM              09064Y10         2      5167 SH  SHARED                   5167                  
D BIONOVO INC                    COM              09064310         1      1511 SH  SHARED                   1511                  
D BIOFORM MEDICAL INC            COM              09065G10         0        12 SH  SHARED      02             12                  
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         7     33346 SH  SHARED      10          33346                  
D BIOSANTE PHARMACEUTICALS INC   COM NEW          09065V20         3       639 SH  SHARED                    639                  
D BIOSPHERE MEDICAL INC          COM              09066V10         1       336 SH  SHARED                    336                  
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20       970      5310 SH  SHARED                   5310                  
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20        54       300 SH  SHARED      02                              300
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20       563      3080 SH  SHARED      15                             3080
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20       237      1300 SH  SHARED      19                             1300
D BIOVAIL CORP                   COM              09067J10      2861    292882 SH  SHARED                 292882                  
D BIOVAIL CORP                   COM              09067J10        24      2540 SH  SHARED      02           1200              1340
D BIOVAIL CORP                   COM              09067J10         0       100 SH  SHARED      05            100                  
D BIOVAIL CORP                   COM              09067J10         8       918 SH  SHARED      06            918                  
D BIOVAIL CORP                   COM              09067J10      2546    260650 SH  SHARED      10         260650                  
D BIOVAIL CORP                   COM              09067J10         5       573 SH  SHARED      14                              573
D BIOVAIL CORP                   COM              09067J10         4       420 SH  SHARED      21                              420
D BIOSCRIP INC                   COM              09069N10        20      6827 SH  SHARED                   6827                  
D BIRKS & MAYORS INC             CL A VTG         09088110         0        14 SH  SHARED                     14                  
D BIOLASE TECHNOLOGY INC         COM              09091110         1       750 SH  SHARED                    750                  
D BIOLASE TECHNOLOGY INC         COM              09091110         0       368 SH  SHARED                    368                  
D BIRNER DENTAL MGMT SERVICES    COM NEW          09128320         0        26 SH  SHARED                     26                  
D BITSTREAM INC                  CL A             09173610         7      1305 SH  SHARED                   1305                  
D BLACK & DECKER CORP            COM              09179710      4467     73531 SH  SHARED                  73531                  
D BLACK & DECKER CORP            COM              09179710       572      9425 SH  SHARED      01           9425                  
D BLACK & DECKER CORP            COM              09179710       282      4654 SH  SHARED      02           3129              1525
D BLACK & DECKER CORP            COM              09179710         3        60 SH  SHARED      05             60                  
D BLACK & DECKER CORP            COM              09179710      1046     17230 SH  SHARED      06          15350              1880
D BLACK & DECKER CORP            COM              09179710      1755     28901 SH  SHARED      10          28901                  
D BLACK & DECKER CORP            COM              09179710        12       200 SH  SHARED      21                              200
D BJS RESTAURANTS INC            COM              09180C10         0        66 SH  SHARED                     66                  
D BJS RESTAURANTS INC            COM              09180C10        18      1510 SH  SHARED      02           1510                  
D BLACK BOX CORP DEL             COM              09182610       303      8793 SH  SHARED                   8793                  
D BLACK BOX CORP DEL             COM              09182610        29       850 SH  SHARED      01            850                  
D BLACK BOX CORP DEL             COM              09182610        28       834 SH  SHARED      02            805                29
D BLACK BOX CORP DEL             COM              09182610     17182    497600 SH  SHARED      10         497600                  
D BLACKBOARD INC                 COM              09193550         0         3 SH  SHARED                      3                  
D BLACKBOARD INC                 COM              09193550         2        55 SH  SHARED      01             55                  
D BLACKBOARD INC                 COM              09193550        18       462 SH  SHARED      02            462                  
D BLACKBOARD INC                 COM              09193550     18481    458700 SH  SHARED      10         457600              1100
D BLACKBOARD INC                 COM              09193550         3        88 SH  SHARED      20             88                  
D BLACK HILLS CORP               COM              09211310       183      5908 SH  SHARED                   5908                  
D BLACK HILLS CORP               COM              09211310       422     13600 SH  SHARED      01                            13600
D BLACK HILLS CORP               COM              09211310       200      6446 SH  SHARED      02           6446                  
D BLACK HILLS CORP               COM              09211310       771     24839 SH  SHARED      10          24839                  
D BLACKBAUD INC                  COM              09227Q10        69      3786 SH  SHARED                   3786                  
D BLACKBAUD INC                  COM              09227Q10         2       120 SH  SHARED      01            120                  
D BLACKBAUD INC                  COM              09227Q10       237     12865 SH  SHARED      02          10741              2124
D BLACKBAUD INC                  COM              09227Q10       315     17126 SH  SHARED      10          17126                  
D BLACKBAUD INC                  COM              09227Q10         7       420 SH  SHARED      21                              420
D BLACKROCK INCOME TR INC        COM              09247F10         6      1245 SH  SHARED      02                             1245
D BLACKROCK NY INSD MUN 2008 T   COM              09247L10        23      1550 SH  SHARED      23                             1550
D BLACKROCK INC                  DBCV  2.625% 2/1 09247XAB      1349    700000 PRN SHARED                 700000                  
D BLACKROCK INC                  DBCV  2.625% 2/1 09247XAB     19877  10310000 PRN SHARED      02       10310000                  
D BLACKROCK INC                  COM              09247X10      4288     22051 SH  SHARED                  19551              2500
D BLACKROCK INC                  COM              09247X10        13        70 SH  SHARED      01             70                  
D BLACKROCK INC                  COM              09247X10       302      1555 SH  SHARED      02           1555                  
D BLACKROCK INC                  COM              09247X10      6564     33749 SH  SHARED      10          32049              1700
D BLACKROCK INCOME OPP TRUST I   COM              09247510         8      1000 SH  SHARED      01           1000                  
D BLACKROCK CA INS MUN INC TR    COM              09248410        35      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         7       500 SH  SHARED                    500                  
D BLACKROCK MD MUNICIPAL BOND    COM              09249L10        57      4000 SH  SHARED      02                             4000
D BLACKROCK MUNI INCOME TR II    COM              09249N10        13      1300 SH  SHARED      02                             1300
D BLACKROCK PFD OPPORTUNITY TR   COM SHS          09249V10        26      2750 SH  SHARED      02                             2750
D BLACKROCK LONG-TERM MUNI ADV   COM              09250B10       834     94419 SH  SHARED                  94419                  
D BLACKROCK FL INS MUN INC TR    COM              09250G10       104     10000 SH  SHARED      02                            10000
D BLACKROCK FLA MUN 2020 TERM    COM SHS          09250M10        54      5000 SH  SHARED      02                             5000
D BLACKROCK FLA MUN 2020 TERM    COM SHS          09250M10        25      2350 SH  SHARED      22           2350                  
D BLACKROCK DIVID ACHIEVRS TM    COM              09250N10      1888    194686 SH  SHARED      02                           194686
D BLACKROCK GLBL ENRGY & RES T   COM              09250U10         8       380 SH  SHARED      01                              380
D BLACKROCK GLBL ENRGY & RES T   COM              09250U10      1576     66980 SH  SHARED      02                            66980
D BLACKROCK HEALTH SCIENCES TR   COM              09250W10      2846    112559 SH  SHARED      02                           112559
D BLACKROCK GLOBAL OPP EQTY TR   COM              09250110         7       435 SH  SHARED      02                              435
D BLACKROCK PFD & EQ ADVANTAGE   COM              09250810        10      1000 SH  SHARED      02                             1000
D BLACKROCK ENHANCED DIV ACHV    COM              09251A10       499     57500 SH  SHARED      02                            57500
D BLACKROCK INTL GRWTH & INC T   COM BENE INTER   09252410        75      7025 SH  SHARED      02                             7025
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10       700     45679 SH  SHARED                  45679                  
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10       404     26362 SH  SHARED      02                            26362
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10        46      3000 SH  SHARED      06           3000                  
D BLACKROCK MUNIYIELD FD INC     COM              09253W10        29      2800 SH  SHARED      02                             2800
D BLACKROCK MUNI INTER DR FD I   COM              09253X10        55      5000 SH  SHARED      02                             5000
D BLACKROCK MUNIENHANCED FD IN   COM              09253Y10        72      9000 SH  SHARED      02                             9000
D BLACKROCK KELSO CAPITAL CORP   COM              09253310        28      2491 SH  SHARED                   2491                  
D BLACKROCK REAL ASSET EQUITY    COM              09254B10        47      4400 SH  SHARED      02                             4400
D BLACKROCK MUNIYIELD QUALITY    COM              09254F10        78      7000 SH  SHARED      02                             7000
D BLACKROCK MUNIYIELD QUALITY    COM              09254G10        43      4934 SH  SHARED      01           4934                  
D BLACKROCK MUNIYIELD QUALITY    COM              09254G10        87     10000 SH  SHARED      02                            10000
D BLACKROCK MUNIHOLDINGS FLA I   COM              09254P10      1837    189616 SH  SHARED                 189616                  
D BLACKROCK MUNIHOLDINGS N Y I   COM              09255C10       119     11700 SH  SHARED                  11700                  
D BLACKROCK MUNIHOLDINGS N Y I   COM              09255C10       353     34559 SH  SHARED      01          27482              7077
D BLACKROCK CORPOR HI YLD III    COM              09255M10      1229    252905 SH  SHARED                 252905                  
D BLACKROCK CORPOR HI YLD III    COM              09255M10       567    116757 SH  SHARED      21         116757                  
D BLACKROCK CORPOR HI YLD FD V   COM              09255N10       866    108360 SH  SHARED                 108360                  
D BLACKROCK CORPOR HI YLD FD V   COM              09255P10       500     62377 SH  SHARED                  62377                  
D BLACKROCK CORPOR HI YLD FD V   COM              09255P10         4       500 SH  SHARED      02                              500
D BLACKROCK ENH CAP & INC FD I   COM              09256A10        63      4750 SH  SHARED      02                             4750
D BLDRS INDEX FDS TR             DEV MK 100 ADR   09348R20         8       370 SH  SHARED      02                              370
D BLDRS INDEX FDS TR             EMER MK 50 ADR   09348R30        41      1100 SH  SHARED      02           1100                  
D BLOCK H & R INC                COM              09367110     11348    498846 SH  SHARED                 498846                  
D BLOCK H & R INC                COM              09367110      1080     47499 SH  SHARED      01          47499                  
D BLOCK H & R INC                COM              09367110       440     19364 SH  SHARED      02          19364                  
D BLOCK H & R INC                COM              09367110         4       200 SH  SHARED      05            200                  
D BLOCK H & R INC                COM              09367110      1214     53380 SH  SHARED      06          43300             10080
D BLOCK H & R INC                COM              09367110      7742    340351 SH  SHARED      10         340351                  
D BLOCK H & R INC                COM              09367110      1810     79600 SH  SHARED      14                            79600
D BLOCK H & R INC                COM              09367110         4       200 SH  SHR/OTHR    23                              200
D BLOCKBUSTER INC                CL A             09367910      4844   2363149 SH  SHARED                2363149                  
D BLOCKBUSTER INC                CL A             09367910        23     11682 SH  SHARED      02          11603                79
D BLOCKBUSTER INC                CL A             09367910       193     94500 SH  SHARED      10          94500                  
D BLOCKBUSTER INC                CL B             09367920       131    100000 SH  SHARED                 100000                  
D BLOCKBUSTER INC                CL B             09367920       326    249364 SH  SHARED                 249364                  
D BLOCKBUSTER INC                CL B             09367920         0        79 SH  SHARED      02                               79
D BLONDER TONGUE LABS INC        COM              09369810         0        99 SH  SHARED                     99                  
D BLOUNT INTL INC NEW            COM              09518010        15      1434 SH  SHARED                   1434                  
D BLOUNT INTL INC NEW            COM              09518010       177     15921 SH  SHARED      02          15921                  
D BLOUNT INTL INC NEW            COM              09518010      4159    373700 SH  SHARED      10         373700                  
D BLUE COAT SYSTEMS INC          COM NEW          09534T50       518     36519 SH  SHARED                  36519                  
D BLUE COAT SYSTEMS INC          COM NEW          09534T50        79      5600 SH  SHARED      01           5600                  
D BLUE COAT SYSTEMS INC          COM NEW          09534T50        81      5768 SH  SHARED      02           5768                  
D BLUE COAT SYSTEMS INC          COM NEW          09534T50        20      1413 SH  SHARED      10           1413                  
D BLUE DOLPHIN ENERGY CO         COM NEW          09539520         0       220 SH  SHARED                    220                  
D BLUE HLDGS INC                 COM              09560210         0       153 SH  SHARED                    153                  
D BLUE NILE INC                  COM              09578R10       138      3229 SH  SHARED                   3229                  
D BLUE NILE INC                  COM              09578R10       134      3131 SH  SHARED      02           3131                  
D BLUE NILE INC                  COM              09578R10        10       234 SH  SHARED      10            234                  
D BLUEFLY INC                    COM NEW          09622730         0        50 SH  SHARED                     50                  
D BLUEGREEN CORP                 COM              09623110         0         7 SH  SHARED      02              7                  
D BLUELINX HLDGS INC             COM              09624H10        10      2056 SH  SHARED                   2056                  
D BLUELINX HLDGS INC             COM              09624H10        46      8700 SH  SHARED      02           8700                  
D BLYTH INC                      COM              09643P10       614     54230 SH  SHARED                  54230                  
D BLYTH INC                      COM              09643P10       109      9700 SH  SHARED      01                             9700
D BLYTH INC                      COM              09643P10        75      6684 SH  SHARED      02           6684                  
D BLYTH INC                      COM              09643P10       138     12200 SH  SHARED      06          12200                  
D BLYTH INC                      COM              09643P10       121     10700 SH  SHARED      10          10700                  
D BMB MUNAI INC                  COM              09656A10       388     93729 SH  SHARED                  93729                  
D BMB MUNAI INC                  COM              09656A10       249     60000 SH  SHARED      04          60000                  
D BOARDWALK PIPELINE PARTNERS    UT LTD PARTNER   09662710     20597    999865 SH  SHARED                 999865                  
D BOARDWALK PIPELINE PARTNERS    UT LTD PARTNER   09662710       154      7510 SH  SHARED      02                             7510
D BOB EVANS FARMS INC            COM              09676110       251      9214 SH  SHARED                   9214                  
D BOB EVANS FARMS INC            COM              09676110       310     11375 SH  SHARED      01           2375              9000
D BOB EVANS FARMS INC            COM              09676110       293     10741 SH  SHARED      02          10741                  
D BOB EVANS FARMS INC            COM              09676110       791     29000 SH  SHARED      10          29000                  
D BOEING CO                      COM              09702310     69455   1211088 SH  SHARED                1210838               250
D BOEING CO                      COM              09702310      6909    120475 SH  SHARED      01         105147             15328
D BOEING CO                      COM              09702310       283      4950 SH  SHR/OTHR    01                             4950
D BOEING CO                      COM              09702310     19213    335027 SH  SHARED      02         289179             45848
D BOEING CO                      COM              09702310        54       950 SH  SHARED      04                              950
D BOEING CO                      COM              09702310      2271     39600 SH  SHARED      04          39600                  
D BOEING CO                      COM              09702310        20       360 SH  SHARED      05            360                  
D BOEING CO                      COM              09702310      9952    173535 SH  SHARED      06         123935             49600
D BOEING CO                      COM              09702310     23439    408713 SH  SHARED      10         394413             14300
D BOEING CO                      COM              09702310       570      9951 SH  SHARED      14                             9951
D BOEING CO                      COM              09702310        33       580 SH  SHARED      20            580                  
D BOEING CO                      COM              09702310        57      1000 SH  SHR/OTHR    20                             1000
D BOEING CO                      COM              09702310       269      4694 SH  SHARED      21           4479               215
D BOEING CO                      COM              09702310        23       404 SH  SHR/OTHR    21                              404
D BOEING CO                      COM              09702310       172      3000 SH  SHARED      22           3000                  
D BOEING CO                      COM              09702310       100      1750 SH  SHARED      23           1750                  
D BOEING CO                      COM              09702310      2007     35000 SH  SHR/OTHR    23                            35000
D BOISE INC                      COM              09746Y10        14      9151 SH  SHARED                   9151                  
D BOISE INC                      *W EXP 06/18/201 09746Y11         5     53686 SH  SHARED                  53686                  
D BOLT TECHNOLOGY CORP           COM              09769810         6       454 SH  SHARED                    454                  
D BOLT TECHNOLOGY CORP           COM              09769810        52      3600 SH  SHARED      01           3600                  
D BON-TON STORES INC             COM              09776J10        10      3822 SH  SHARED                   3822                  
D BON-TON STORES INC             COM              09776J10        35     12975 SH  SHARED      10          12975                  
D BOOKHAM INC                    COM              09856E10         0        67 SH  SHARED                     67                  
D BOOKHAM INC                    COM              09856E10         0        57 SH  SHARED      02             57                  
D BOOKS-A-MILLION INC            COM              09857010         7      1500 SH  SHARED                   1500                  
D BOOTS & COOTS/INTL WELL CTRL   COM NEW          09946950       259    134685 SH  SHARED                 134685                  
D BOOTS & COOTS/INTL WELL CTRL   COM NEW          09946950        40     21100 SH  SHARED      02          21100                  
D BORDERS GROUP INC              COM              09970910       560     85439 SH  SHARED                  85439                  
D BORDERS GROUP INC              COM              09970910       112     17100 SH  SHARED      01                            17100
D BORDERS GROUP INC              COM              09970910        34      5233 SH  SHARED      02           5233                  
D BORDERS GROUP INC              COM              09970910     24132   3678783 SH  SHARED      10        3678783                  
D BORGWARNER INC                 COM              09972410        20       636 SH  SHARED                                      636
D BORGWARNER INC                 COM              09972410      3956    120728 SH  SHARED                 108128             12600
D BORGWARNER INC                 COM              09972410      1450     44260 SH  SHARED      01           6000             38260
D BORGWARNER INC                 COM              09972410       157      4812 SH  SHARED      02           4790                22
D BORGWARNER INC                 COM              09972410      6572    200560 SH  SHARED      04         200560                  
D BORGWARNER INC                 COM              09972410      8468    258428 SH  SHARED      05         258428                  
D BORGWARNER INC                 COM              09972410      1018     31079 SH  SHARED      06            600             30479
D BORGWARNER INC                 COM              09972410      2277     69492 SH  SHARED      10          57792             11700
D BORGWARNER INC                 COM              09972410       137      4200 SH  SHARED      23           4200                  
D BORLAND SOFTWARE CORP          COM              09984910         2      1936 SH  SHARED                   1936                  
D BOSTON BEER INC                CL A             10055710        46       977 SH  SHARED                    977                  
D BOSTON BEER INC                CL A             10055710         0         4 SH  SHARED      02              4                  
D BOSTON PRIVATE FINL HLDGS IN   NOTE  3.000% 7/1 101119AB      3206   3500000 PRN SHARED                3500000                  
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910        10      1146 SH  SHARED                   1146                  
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910       106     12200 SH  SHARED      01          12200                  
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910       167     19159 SH  SHARED      02          19111                48
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910      2420    277000 SH  SHARED      10         277000                  
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  3.750% 5/1 10112RAG      5166   5100000 PRN SHARED      02        5100000                  
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  2.875% 2/1 10112RAK      8642   9980000 PRN SHARED      02        9980000                  
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  2.875% 2/1 10112RAK       519    600000 PRN SHARED      06         600000                  
D BOSTON PROPERTIES INC          COM              10112110     47974    512224 SH  SHARED                 480924             31300
D BOSTON PROPERTIES INC          COM              10112110      2177     23250 SH  SHARED      01          14550              8700
D BOSTON PROPERTIES INC          COM              10112110        60       650 SH  SHR/OTHR    01                              650
D BOSTON PROPERTIES INC          COM              10112110      1820     19435 SH  SHARED      02          16300              3135
D BOSTON PROPERTIES INC          COM              10112110         5        60 SH  SHARED      05             60                  
D BOSTON PROPERTIES INC          COM              10112110       215      2300 SH  SHARED      06                             2300
D BOSTON PROPERTIES INC          COM              10112110     49443    527907 SH  SHARED      10         523007              4900
D BOSTON PROPERTIES INC          COM              10112110    225268   2405168 SH  SHARED      11        1309462           1095706
D BOSTON PROPERTIES INC          COM              10112110      2110     22535 SH  SHARED      20           3835             18700
D BOSTON PROPERTIES INC          COM              10112110        14       150 SH  SHARED      22                              150
D BOSTON PROPERTIES INC          COM              10112110        28       300 SH  SHR/OTHR    22                              300
D BOSTON PROPERTIES INC          COM              10112110       355      3800 SH  SHARED      23           3800                  
D BOSTON PROPERTIES INC          COM              10112110       236      2525 SH  SHR/OTHR    23                             2525
D BOSTON SCIENTIFIC CORP         COM              10113710     23019   1876043 SH  SHARED                1876043                  
D BOSTON SCIENTIFIC CORP         COM              10113710      1749    142586 SH  SHARED      01         142586                  
D BOSTON SCIENTIFIC CORP         COM              10113710       877     71546 SH  SHARED      02          69296              2250
D BOSTON SCIENTIFIC CORP         COM              10113710       549     44800 SH  SHARED      04          44800                  
D BOSTON SCIENTIFIC CORP         COM              10113710         5       445 SH  SHARED      05            445                  
D BOSTON SCIENTIFIC CORP         COM              10113710      3372    274852 SH  SHARED      06         230989             43863
D BOSTON SCIENTIFIC CORP         COM              10113710      8929    727776 SH  SHARED      10         727776                  
D BOSTON SCIENTIFIC CORP         COM              10113710       253     20700 SH  SHARED      14                            20700
D BOSTON SCIENTIFIC CORP         COM              10113710      1227    100000 SH  SHARED      15                           100000
D BOSTON SCIENTIFIC CORP         COM              10113710       262     21400 SH  SHARED      20          21400                  
D BOSTON SCIENTIFIC CORP         COM              10113710        41      3400 SH  SHARED      23           3400                  
D BOTTOMLINE TECH DEL INC        COM              10138810         0        77 SH  SHARED                     77                  
D BOTTOMLINE TECH DEL INC        COM              10138810         2       241 SH  SHARED      02             12               229
D BOTTOMLINE TECH DEL INC        COM              10138810        43      4200 SH  SHARED      10           4200                  
D BOULDER TOTAL RETURN FD INC    COM              10154110       842     57811 SH  SHARED                  57811                  
D BOVIE MEDICAL CORP             COM              10211F10         2       429 SH  SHARED                    429                  
D BOWL AMER INC                  CL A             10256510         0        67 SH  SHARED                     67                  
D BOWNE & CO INC                 COM              10304310         6       547 SH  SHARED                    547                  
D BOWNE & CO INC                 COM              10304310        69      5975 SH  SHARED      01           3375              2600
D BOWNE & CO INC                 COM              10304310        10       950 SH  SHARED      02            950                  
D BOWNE & CO INC                 COM              10304310       347     30100 SH  SHARED      10          30100                  
D BOYD GAMING CORP               COM              10330410     11061   1181823 SH  SHARED                1181823                  
D BOYD GAMING CORP               COM              10330410       218     23300 SH  SHARED      01                            23300
D BOYD GAMING CORP               COM              10330410        42      4527 SH  SHARED      02           4027               500
D BOYD GAMING CORP               COM              10330410        70      7521 SH  SHARED      10           7521                  
D BOYD GAMING CORP               COM              10330410        18      2000 SH  SHARED      23                             2000
D BRADY CORP                     CL A             10467410       272      7731 SH  SHARED                   7731                  
D BRADY CORP                     CL A             10467410        95      2700 SH  SHARED      01           2700                  
D BRADY CORP                     CL A             10467410       238      6756 SH  SHARED      02           6756                  
D BRADY CORP                     CL A             10467410       998     28300 SH  SHARED      10          26500              1800
D BRANDYWINE OPER PARTNERSHIP    NOTE  3.875%10/1 105340AH      3526   4300000 PRN SHARED                4300000                  
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820     15646    976051 SH  SHARED                 976051                  
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820        11       733 SH  SHARED      02            618               115
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820       169     10564 SH  SHARED      10          10564                  
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820        45      2850 SH  SHARED      21                             2850
D BRASIL TELECOM SA              SPONS ADR PFD    10553M10       936     42797 SH  SHARED                  42797                  
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     10553010       517     10600 SH  SHARED                                    10600
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     10553010      6324    129442 SH  SHARED                 129442                  
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     10553010         0         1 SH  SHARED      02                                1
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     10553010      3815     78100 SH  SHARED      04          78100                  
D BRASKEM S A                    SP ADR PFD A     10553210       122     11222 SH  SHARED                  11222                  
D BRASKEM S A                    SP ADR PFD A     10553210        71      6498 SH  SHARED      02           6498                  
D BREEZE EASTERN CORP            COM              10676410         2       193 SH  SHARED                    193                  
D BREITBURN ENERGY PARTNERS LP   COM UT LTD PTN   10677610      8798    592102 SH  SHARED                 592102                  
D BREITBURN ENERGY PARTNERS LP   COM UT LTD PTN   10677610       661     44500 SH  SHARED      02                            44500
D BRIDGE CAP HLDGS               COM              10803010         5       499 SH  SHARED                    499                  
D BRIDGE BANCORP INC             COM              10803510       177      9000 SH  SHARED      01                             9000
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        75      4645 SH  SHARED                   4645                  
D BRIGGS & STRATTON CORP         COM              10904310        30      1899 SH  SHARED      01           1899                  
D BRIGGS & STRATTON CORP         COM              10904310       205     12695 SH  SHARED      02          12695                  
D BRIGGS & STRATTON CORP         COM              10904310       417     25792 SH  SHARED      10          25792                  
D BRIGHAM EXPLORATION CO         COM              10917810         2       256 SH  SHARED                    256                  
D BRIGHAM EXPLORATION CO         COM              10917810         0        26 SH  SHARED      02             26                  
D BRIGHAM EXPLORATION CO         COM              10917810       293     26700 SH  SHARED      10          26700                  
D BRIGHTPOINT INC                COM NEW          10947340       282     39218 SH  SHARED                  39218                  
D BRIGHTPOINT INC                COM NEW          10947340        49      6890 SH  SHARED      01           6890                  
D BRIGHTPOINT INC                COM NEW          10947340        99     13828 SH  SHARED      02          13828                  
D BRIGHTPOINT INC                COM NEW          10947340        84     11700 SH  SHARED      10          11700                  
D BRINKER INTL INC               COM              10964110        14       800 SH  SHARED                    800                  
D BRINKER INTL INC               COM              10964110       684     38275 SH  SHARED      01           5950             32325
D BRINKER INTL INC               COM              10964110        23      1297 SH  SHARED      02           1147               150
D BRINKER INTL INC               COM              10964110       135      7600 SH  SHARED      06           7600                  
D BRINKER INTL INC               COM              10964110       241     13500 SH  SHARED      10          13500                  
D BRINKER INTL INC               COM              10964110       173      9705 SH  SHARED      21           9705                  
D BRINKS CO                      COM              10969610       768     12598 SH  SHARED                   1198             11400
D BRINKS CO                      COM              10969610      1290     21150 SH  SHARED      01           6750             14400
D BRINKS CO                      COM              10969610        48       800 SH  SHR/OTHR    01                              800
D BRINKS CO                      COM              10969610      1092     17902 SH  SHARED      02          17702               200
D BRINKS CO                      COM              10969610     31071    509200 SH  SHARED      10         482693             26507
D BRISTOL MYERS SQUIBB CO        DBCV         9/1 110122AN     18000  18000000 PRN SHARED      04       18000000                  
D BRISTOL MYERS SQUIBB CO        COM              11012210        49      2390 SH  SHARED                    800              1590
D BRISTOL MYERS SQUIBB CO        COM              11012210    120395   5774364 SH  SHARED                5763164             11200
D BRISTOL MYERS SQUIBB CO        COM              11012210      9432    452386 SH  SHARED      01         252178            200208
D BRISTOL MYERS SQUIBB CO        COM              11012210       745     35749 SH  SHR/OTHR    01                            35749
D BRISTOL MYERS SQUIBB CO        COM              11012210     30617   1468459 SH  SHARED      02        1443395             25064
D BRISTOL MYERS SQUIBB CO        COM              11012210       156      7500 SH  SHARED      04                             7500
D BRISTOL MYERS SQUIBB CO        COM              11012210     10842    520000 SH  SHARED      04         520000                  
D BRISTOL MYERS SQUIBB CO        COM              11012210        20       960 SH  SHARED      05            960                  
D BRISTOL MYERS SQUIBB CO        COM              11012210      6798    326060 SH  SHARED      06         264991             61069
D BRISTOL MYERS SQUIBB CO        COM              11012210     37768   1811430 SH  SHARED      10        1757830             53600
D BRISTOL MYERS SQUIBB CO        COM              11012210       407     19527 SH  SHARED      14                            19527
D BRISTOL MYERS SQUIBB CO        COM              11012210      1762     84550 SH  SHARED      15                            84550
D BRISTOL MYERS SQUIBB CO        COM              11012210       213     10250 SH  SHARED      19                            10250
D BRISTOL MYERS SQUIBB CO        COM              11012210       124      5976 SH  SHARED      20           1000              4976
D BRISTOL MYERS SQUIBB CO        COM              11012210       183      8788 SH  SHR/OTHR    20                             8788
D BRISTOL MYERS SQUIBB CO        COM              11012210        86      4156 SH  SHARED      21           4156                  
D BRISTOL MYERS SQUIBB CO        COM              11012210       279     13400 SH  SHARED      22           6000              7400
D BRISTOL MYERS SQUIBB CO        COM              11012210      1581     75846 SH  SHARED      23          75846                  
D BRISTOL MYERS SQUIBB CO        COM              11012210     22839   1095436 SH  SHR/OTHR    23                          1095436
D BRISTOW GROUP INC              COM              11039410        22       660 SH  SHARED                    660                  
D BRISTOW GROUP INC              COM              11039410        27       800 SH  SHARED      01            800                  
D BRISTOW GROUP INC              COM              11039410         5       167 SH  SHARED      02            116                51
D BRISTOW GROUP INC              COM              11039410     15186    448763 SH  SHARED      10         448763                  
D BRISTOW GROUP INC              PFD CNV 5.50%    11039440     14669    339500 SH  SHARED                 339500                  
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810        11       180 SH  SHARED                    180                  
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810        33       541 SH  SHARED      02            300               241
D BRITISH SKY BROADCASTING GRO   SPONSORED ADR    11101310        14       500 SH  SHARED                    500                  
D BRITISH SKY BROADCASTING GRO   SPONSORED ADR    11101310         2       100 SH  SHARED      02            100                  
D BRITISH SKY BROADCASTING GRO   SPONSORED ADR    11101310         3       115 SH  SHARED      20            115                  
D BROADBAND HOLDRS TR            DEPOSITRY RCPT   11130P10         0        10 SH  SHARED      02             10                  
D BROADCOM CORP                  CL A             11132010       676     36327 SH  SHARED                  30442              5885
D BROADCOM CORP                  CL A             11132010     61449   3298432 SH  SHARED                3288432             10000
D BROADCOM CORP                  CL A             11132010      7956    427079 SH  SHARED      01         321077            106002
D BROADCOM CORP                  CL A             11132010      1862     99986 SH  SHR/OTHR    01                            99986
D BROADCOM CORP                  CL A             11132010      3888    208713 SH  SHARED      02         202583              6130
D BROADCOM CORP                  CL A             11132010      1476     79235 SH  SHARED      04          79235                  
D BROADCOM CORP                  CL A             11132010         4       225 SH  SHARED      05            225                  
D BROADCOM CORP                  CL A             11132010      1170     62830 SH  SHARED      06          49850             12980
D BROADCOM CORP                  CL A             11132010     39558   2123369 SH  SHARED      10        2033270             90099
D BROADCOM CORP                  CL A             11132010       268     14431 SH  SHARED      14                            14431
D BROADCOM CORP                  CL A             11132010      2193    117763 SH  SHARED      19                           117763
D BROADCOM CORP                  CL A             11132010       583     31320 SH  SHARED      20          24800              6520
D BROADCOM CORP                  CL A             11132010       255     13735 SH  SHR/OTHR    20                            13735
D BROADCOM CORP                  CL A             11132010        47      2525 SH  SHARED      21           2525                  
D BROADCOM CORP                  CL A             11132010       511     27435 SH  SHARED      22          20025              7410
D BROADCOM CORP                  CL A             11132010        62      3375 SH  SHR/OTHR    22                             3375
D BROADCOM CORP                  CL A             11132010      1487     79847 SH  SHARED      23          71697              8150
D BROADCOM CORP                  CL A             11132010       731     39250 SH  SHR/OTHR    23                            39250
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10       742     48232 SH  SHARED                  36632             11600
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10       811     52711 SH  SHARED      01           6449             46262
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10         3       250 SH  SHR/OTHR    01                              250
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        26      1740 SH  SHARED      02           1590               150
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        35      2300 SH  SHARED      06           2300                  
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10      4097    266266 SH  SHARED      10         244266             22000
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        63      4110 SH  SHARED      21            500              3610
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        67      4381 SH  SHR/OTHR    23                             4381
D BROADWAY FINL CORP DEL         COM              11144410         0        36 SH  SHARED                     36                  
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130      4499    773170 SH  SHARED                 773170                  
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130         4       839 SH  SHARED      01            839                  
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130       914    157145 SH  SHARED      02         157009               136
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130     24117   4143835 SH  SHARED      04        4143835                  
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130      5003    859721 SH  SHARED      10         818021             41700
D BRONCO DRILLING CO INC         COM              11221110        79      7820 SH  SHARED                   7820                  
D BRONCO DRILLING CO INC         COM              11221110         0        14 SH  SHARED      02             14                  
D BRONCO DRILLING CO INC         COM              11221110       137     13500 SH  SHARED      10          13500                  
D BROOKDALE SR LIVING INC        COM              11246310        19       900 SH  SHARED                    900                  
D BROOKDALE SR LIVING INC        COM              11246310     12145    552340 SH  SHARED                 552340                  
D BROOKDALE SR LIVING INC        COM              11246310         0        25 SH  SHARED      01             25                  
D BROOKDALE SR LIVING INC        COM              11246310       325     14792 SH  SHARED      02          14792                  
D BROOKDALE SR LIVING INC        COM              11246310        57      2600 SH  SHARED      10           2600                  
D BROOKE CAP CORP                COM              11249710         0        43 SH  SHARED                     43                  
D BROOKE CORP                    COM              11250210         0       188 SH  SHARED                    188                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510     23394    852580 SH  SHARED                 849580              3000
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510         6       238 SH  SHARED      01            238                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       104      3825 SH  SHARED      02            700              3125
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510         8       300 SH  SHARED      05            300                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       208      7612 SH  SHARED      06           4800              2812
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510      1776     64750 SH  SHARED      10          64750                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       770     28085 SH  SHARED      14                            28085
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        21       797 SH  SHARED      21            797                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       198      7250 SH  SHARED      23           2000              5250
D BROOKFIELD HOMES CORP          COM              11272310         7       503 SH  SHARED                    503                  
D BROOKFIELD HOMES CORP          COM              11272310       179     12507 SH  SHARED      02          12507                  
D BROOKFIELD PPTYS CORP          COM              11290010      6031    380763 SH  SHARED                 328088             52675
D BROOKFIELD PPTYS CORP          COM              11290010        30      1921 SH  SHARED      02           1921                  
D BROOKFIELD PPTYS CORP          COM              11290010        77      4875 SH  SHARED      06           1650              3225
D BROOKFIELD PPTYS CORP          COM              11290010      7654    483245 SH  SHARED      10         483245                  
D BROOKFIELD PPTYS CORP          COM              11290010     11278    712038 SH  SHARED      11         558963            153075
D BROOKFIELD PPTYS CORP          COM              11290010        23      1500 SH  SHARED      14                             1500
D BROOKLINE BANCORP INC DEL      COM              11373M10         7       625 SH  SHARED                    625                  
D BROOKLINE BANCORP INC DEL      COM              11373M10        55      4343 SH  SHARED      02           4343                  
D BROOKLINE BANCORP INC DEL      COM              11373M10       425     33275 SH  SHARED      10          33275                  
D BROOKLYN FEDERAL BANCORP INC   COM              11403910         0        12 SH  SHARED                     12                  
D BROOKS AUTOMATION INC          COM              11434010         3       365 SH  SHARED                    365                  
D BROOKS AUTOMATION INC          COM              11434010       137     16389 SH  SHARED      02          16389                  
D BROOKS AUTOMATION INC          COM              11434010       286     34284 SH  SHARED      10          34284                  
D BROWN & BROWN INC              COM              11523610      1515     70082 SH  SHARED                  70082                  
D BROWN & BROWN INC              COM              11523610       799     36975 SH  SHARED      01           2075             34900
D BROWN & BROWN INC              COM              11523610       317     14664 SH  SHARED      02          14664                  
D BROWN & BROWN INC              COM              11523610       127      5900 SH  SHARED      10           5900                  
D BROWN & BROWN INC              COM              11523610         4       195 SH  SHARED      20            195                  
D BROWN FORMAN CORP              CL B             11563720      6282     87490 SH  SHARED                  87490                  
D BROWN FORMAN CORP              CL B             11563720       844     11762 SH  SHARED      01          11762                  
D BROWN FORMAN CORP              CL B             11563720      1474     20533 SH  SHARED      02          19358              1175
D BROWN FORMAN CORP              CL B             11563720        50       700 SH  SHARED      04            700                  
D BROWN FORMAN CORP              CL B             11563720       721     10050 SH  SHARED      06           8350              1700
D BROWN FORMAN CORP              CL B             11563720      4414     61472 SH  SHARED      10          61472                  
D BROWN SHOE INC NEW             COM              11573610        29      1777 SH  SHARED                   1777                  
D BROWN SHOE INC NEW             COM              11573610        29      1800 SH  SHARED      01                             1800
D BROWN SHOE INC NEW             COM              11573610       118      7212 SH  SHARED      02           7212                  
D BROWN SHOE INC NEW             COM              11573610       204     12500 SH  SHARED      10          12500                  
D BROWN SHOE INC NEW             COM              11573610      2211    135000 SH  SHR/OTHR    23                           135000
D BRUKER CORP                    COM              11679410       241     18105 SH  SHARED                  18105                  
D BRUKER CORP                    COM              11679410       122      9200 SH  SHARED      01           9200                  
D BRUKER CORP                    COM              11679410        20      1528 SH  SHARED      02           1528                  
D BRUKER CORP                    COM              11679410       595     44674 SH  SHARED      04          44674                  
D BRUKER CORP                    COM              11679410      1411    105860 SH  SHARED      10         105860                  
D BRUNSWICK CORP                 COM              11704310      1372    107285 SH  SHARED                 107285                  
D BRUNSWICK CORP                 COM              11704310        72      5649 SH  SHARED      01           5649                  
D BRUNSWICK CORP                 COM              11704310       192     15050 SH  SHARED      02          14900               150
D BRUNSWICK CORP                 COM              11704310       686     53700 SH  SHARED      10          49900              3800
D BRUNSWICK CORP                 COM              11704310        66      5165 SH  SHARED      21           5165                  
D BRUSH ENGINEERED MATLS INC     COM              11742110        36      1975 SH  SHARED                   1975                  
D BRUSH ENGINEERED MATLS INC     COM              11742110       158      8545 SH  SHARED      02           4145              4400
D BRUSH ENGINEERED MATLS INC     COM              11742110       119      6448 SH  SHARED      10           6448                  
D BSQUARE CORP                   COM NEW          11776U30         0       255 SH  SHARED                    255                  
D BSQUARE CORP                   COM NEW          11776U30         4      1200 SH  SHARED      02           1200                  
D BUCA INC                       COM              11776910         0      1409 SH  SHARED                   1409                  
D BUCKEYE GP HOLDINGS LP         COM UNITS LP     11816710     20306   1315191 SH  SHARED                1315191                  
D BUCKEYE GP HOLDINGS LP         COM UNITS LP     11816710       169     11000 SH  SHARED      02                            11000
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010        47      1291 SH  SHARED                   1291                  
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010       860     23190 SH  SHARED      02                            23190
D BUCKEYE TECHNOLOGIES INC       COM              11825510       233     28526 SH  SHARED                  28526                  
D BUCKEYE TECHNOLOGIES INC       COM              11825510        21      2600 SH  SHARED      01           2600                  
D BUCKEYE TECHNOLOGIES INC       COM              11825510        25      3122 SH  SHARED      02           3122                  
D BUCKEYE TECHNOLOGIES INC       COM              11825510       988    120703 SH  SHARED      10         120703                  
D BUCKLE INC                     COM              11844010       287      5168 SH  SHARED                   5168                  
D BUCKLE INC                     COM              11844010       116      2100 SH  SHARED      01           2100                  
D BUCKLE INC                     COM              11844010        34       616 SH  SHARED      02            616                  
D BUCKLE INC                     COM              11844010      3293     59300 SH  SHARED      10          56100              3200
D BUCYRUS INTL INC NEW           COM              11875910        36       818 SH  SHARED                    818                  
D BUCYRUS INTL INC NEW           COM              11875910       198      4440 SH  SHARED      02           4132               308
D BUCYRUS INTL INC NEW           COM              11875910      7815    174932 SH  SHARED      10         174932                  
D BUCYRUS INTL INC NEW           COM              11875910        28       645 SH  SHARED      21            645                  
D BUFFALO WILD WINGS INC         COM              11984810       346      8603 SH  SHARED                   8603                  
D BUFFALO WILD WINGS INC         COM              11984810        80      2000 SH  SHARED      01           2000                  
D BUFFALO WILD WINGS INC         COM              11984810       300      7473 SH  SHARED      02           7445                28
D BUFFALO WILD WINGS INC         COM              11984810     18751    465980 SH  SHARED      10         465980                  
D BUILD A BEAR WORKSHOP          COM              12007610        16      2277 SH  SHARED                   2277                  
D BUILD A BEAR WORKSHOP          COM              12007610        12      1709 SH  SHARED      02           1709                  
D BUILD A BEAR WORKSHOP          COM              12007610        42      5900 SH  SHARED      10           5900                  
D BUILDERS FIRSTSOURCE INC       COM              12008R10         1       332 SH  SHARED                    332                  
D BUILDERS FIRSTSOURCE INC       COM              12008R10        35      6009 SH  SHARED      02           4209              1800
D BUILDERS FIRSTSOURCE INC       COM              12008R10        26      4400 SH  SHARED      10           4400                  
D BUILDING MATLS HLDG CORP       COM              12011310         3      6385 SH  SHARED                   6385                  
D BUILDING MATLS HLDG CORP       COM              12011310         0        12 SH  SHARED      02             12                  
D BURGER KING HLDGS INC          COM              12120820      8172    332738 SH  SHARED                 332738                  
D BURGER KING HLDGS INC          COM              12120820         0         5 SH  SHARED      02              5                  
D BURGER KING HLDGS INC          COM              12120820        18       754 SH  SHARED      04            754                  
D BURGER KING HLDGS INC          COM              12120820        88      3600 SH  SHARED      10           3600                  
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       650      7040 SH  SHARED                   6267               773
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     53778    581825 SH  SHARED                 575375              6450
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     16232    175619 SH  SHARED      01         139491             36128
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      1775     19204 SH  SHR/OTHR    01                            19204
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      8817     95392 SH  SHARED      02          87848              7544
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       236      2557 SH  SHARED      04                             2557
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     28006    303000 SH  SHARED      04         303000                  
D BURLINGTON NORTHN SANTA FE C   COM              12189T10        13       150 SH  SHARED      05            150                  
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      4125     44630 SH  SHARED      06          34800              9830
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     79314    858103 SH  SHARED      10         857048              1055
D BURLINGTON NORTHN SANTA FE C   COM              12189T10        72       785 SH  SHARED      14                              785
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      1425     15420 SH  SHARED      19                            15420
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      1984     21467 SH  SHARED      20          17777       45     3645
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       333      3605 SH  SHR/OTHR    20                             3605
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       584      6319 SH  SHARED      21           6319                  
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       881      9533 SH  SHR/OTHR    21                             9533
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       307      3330 SH  SHARED      22           3090               240
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       138      1500 SH  SHR/OTHR    22                             1500
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      7954     86065 SH  SHARED      23          13740             72325
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     10069    108947 SH  SHR/OTHR    23                           108947
D BWAY HOLDING COMPANY           COM              12429T10         1       113 SH  SHARED                    113                  
D BWAY HOLDING COMPANY           COM              12429T10         0         4 SH  SHARED      02              4                  
D C&D TECHNOLOGIES INC           COM              12466110         1       317 SH  SHARED                    317                  
D C&D TECHNOLOGIES INC           COM              12466110        65     11485 SH  SHARED      02          11485                  
D CAE INC                        COM              12476510       542     67518 SH  SHARED                  67518                  
D CAE INC                        COM              12476510         8      1000 SH  SHARED      01           1000                  
D CAE INC                        COM              12476510       174     21700 SH  SHARED      02          21700                  
D CAE INC                        COM              12476510         2       300 SH  SHARED      06            300                  
D CAE INC                        COM              12476510     17012   2115950 SH  SHARED      10        2115950                  
D CAS MED SYS INC                COM PAR $0.004   12476920         0       238 SH  SHARED                    238                  
D CAI INTERNATIONAL INC          COM              12477X10         4       400 SH  SHARED      01            400                  
D CAI INTERNATIONAL INC          COM              12477X10         0         4 SH  SHARED      02              4                  
D CAI INTERNATIONAL INC          COM              12477X10        13      1200 SH  SHARED      10           1200                  
D CBIZ INC                       NOTE  3.125% 6/0 124805AB      1692   1750000 PRN SHARED                1750000                  
D CBIZ INC                       COM              12480510         4       574 SH  SHARED                    574                  
D CBIZ INC                       COM              12480510       170     20125 SH  SHARED      02          20125                  
D CBIZ INC                       COM              12480510         2       298 SH  SHARED      10            298                  
D CBL & ASSOC PPTYS INC          COM              12483010       945     47090 SH  SHARED                  47090                  
D CBL & ASSOC PPTYS INC          COM              12483010        50      2500 SH  SHARED      01           2500                  
D CBL & ASSOC PPTYS INC          COM              12483010       234     11679 SH  SHARED      02           9984              1695
D CBL & ASSOC PPTYS INC          COM              12483010       751     37450 SH  SHARED      10          37450                  
D CBL & ASSOC PPTYS INC          COM              12483010     58088   2892850 SH  SHARED      11                          2892850
D CBL & ASSOC PPTYS INC          COM              12483010         3       175 SH  SHARED      21                              175
D CBS CORP NEW                   CL A             12485710         5       347 SH  SHARED      01            347                  
D CBS CORP NEW                   CL A             12485710         0        50 SH  SHARED      02                               50
D CBS CORP NEW                   CL B             12485720     38980   2673579 SH  SHARED                2673579                  
D CBS CORP NEW                   CL B             12485720      1658    113757 SH  SHARED      01         112358              1399
D CBS CORP NEW                   CL B             12485720         0        50 SH  SHR/OTHR    01                               50
D CBS CORP NEW                   CL B             12485720       778     53375 SH  SHARED      02          45522              7853
D CBS CORP NEW                   CL B             12485720        65      4500 SH  SHARED      04           4500                  
D CBS CORP NEW                   CL B             12485720         3       235 SH  SHARED      05            235                  
D CBS CORP NEW                   CL B             12485720      3427    235115 SH  SHARED      06         215325             19790
D CBS CORP NEW                   CL B             12485720     21376   1466162 SH  SHARED      10        1378162             88000
D CBS CORP NEW                   CL B             12485720       320     21979 SH  SHARED      14                            21979
D CBS CORP NEW                   CL B             12485720         4       300 SH  SHARED      20                              300
D CBS CORP NEW                   CL B             12485720         8       550 SH  SHARED      21                              550
D CBS CORP NEW                   CL B             12485720         2       175 SH  SHR/OTHR    22                              175
D CBS CORP NEW                   CL B             12485720        13       900 SH  SHARED      23            400               500
D CBS CORP NEW                   CL B             12485720       133      9178 SH  SHR/OTHR    23                             9178
D CCA INDS INC                   COM              12486710        10      1874 SH  SHARED                   1874                  
D CCF HLDG CO                    COM              12487X10         0        74 SH  SHARED                     74                  
D CBRL GROUP INC                 COM              12489V10      1432     54471 SH  SHARED                  54471                  
D CBRL GROUP INC                 COM              12489V10        11       450 SH  SHARED      01            450                  
D CBRL GROUP INC                 COM              12489V10       174      6637 SH  SHARED      02           6637                  
D CBRL GROUP INC                 COM              12489V10       223      8500 SH  SHARED      06           8500                  
D CBRL GROUP INC                 COM              12489V10       289     11000 SH  SHARED      10          11000                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10         6       450 SH  SHARED                    450                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10        94      7044 SH  SHARED                   7044                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10       357     26775 SH  SHARED      01          16300             10475
D CB RICHARD ELLIS GROUP INC     CL A             12497T10        14      1100 SH  SHR/OTHR    01                             1100
D CB RICHARD ELLIS GROUP INC     CL A             12497T10       186     13933 SH  SHARED      02          13933                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10         2       150 SH  SHARED      05            150                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10       373     27900 SH  SHARED      06          20350              7550
D CB RICHARD ELLIS GROUP INC     CL A             12497T10      1049     78528 SH  SHARED      10          78528                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10        80      6000 SH  SHARED      14                             6000
D CB RICHARD ELLIS GROUP INC     CL A             12497T10        15      1150 SH  SHARED      20           1150                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10        26      1989 SH  SHARED      22           1989                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10         7       550 SH  SHARED      23            550                  
D CBRE REALTY FINANCE INC        COM              12498B30       598    443617 SH  SHARED                 443617                  
D CBRE REALTY FINANCE INC        COM              12498B30        13     10000 SH  SHARED      02                            10000
D C D I CORP                     COM              12507110        44      2001 SH  SHARED                   2001                  
D C D I CORP                     COM              12507110        13       600 SH  SHARED      01            600                  
D C D I CORP                     COM              12507110        73      3307 SH  SHARED      02           3307                  
D C D I CORP                     COM              12507110        62      2800 SH  SHARED      10           2800                  
D CEC ENTMT INC                  COM              12513710       484     14581 SH  SHARED                  14581                  
D CEC ENTMT INC                  COM              12513710        76      2300 SH  SHARED      01           2300                  
D CEC ENTMT INC                  COM              12513710        33      1011 SH  SHARED      02           1011                  
D CEC ENTMT INC                  COM              12513710      4510    135848 SH  SHARED      10         132548              3300
D CECO ENVIRONMENTAL CORP        COM              12514110         1       261 SH  SHARED                    261                  
D CE FRANKLIN LTD                COM              12515110         7      1137 SH  SHARED                   1137                  
D CFS BANCORP INC                COM              12525D10         9      1024 SH  SHARED                   1024                  
D CF INDS HLDGS INC              COM              12526910      6075     66423 SH  SHARED                  54323             12100
D CF INDS HLDGS INC              COM              12526910      1261     13790 SH  SHARED      01          13340               450
D CF INDS HLDGS INC              COM              12526910       896      9800 SH  SHR/OTHR    01                             9800
D CF INDS HLDGS INC              COM              12526910       280      3065 SH  SHARED      02           2856               209
D CF INDS HLDGS INC              COM              12526910        27       300 SH  SHARED      04            300                  
D CF INDS HLDGS INC              COM              12526910      1856     20300 SH  SHARED      06          18850              1450
D CF INDS HLDGS INC              COM              12526910     78830    861915 SH  SHARED      10         822934             38981
D CF INDS HLDGS INC              COM              12526910       387      4239 SH  SHARED      14                             4239
D CH ENERGY GROUP INC            COM              12541M10         4        95 SH  SHARED                     95                  
D CH ENERGY GROUP INC            COM              12541M10        24       561 SH  SHARED      02            561                  
D CH ENERGY GROUP INC            COM              12541M10       370      8500 SH  SHARED      10           8500                  
D CH ENERGY GROUP INC            COM              12541M10        65      1500 SH  SHARED      23                             1500
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      1396     27406 SH  SHARED                  27406                  
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      1835     36020 SH  SHARED      01          36020                  
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20       254      5000 SH  SHR/OTHR    01                             5000
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20       855     16793 SH  SHARED      02          15305              1488
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20         1        20 SH  SHARED      05             20                  
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      1116     21900 SH  SHARED      06          17000              4900
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      3795     74478 SH  SHARED      10          74478                  
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20        16       333 SH  SHARED      21                              333
D CIGNA CORP                     COM              12550910     16031    471781 SH  SHARED                 471781                  
D CIGNA CORP                     COM              12550910      1767     52017 SH  SHARED      01          51597               420
D CIGNA CORP                     COM              12550910      2061     60661 SH  SHARED      02          57046              3615
D CIGNA CORP                     COM              12550910       142      4180 SH  SHARED      04           4180                  
D CIGNA CORP                     COM              12550910         6       180 SH  SHARED      05            180                  
D CIGNA CORP                     COM              12550910      1835     54013 SH  SHARED      06          44783              9230
D CIGNA CORP                     COM              12550910      8872    261121 SH  SHARED      10         261121                  
D CIGNA CORP                     COM              12550910       261      7700 SH  SHARED      14                             7700
D CIGNA CORP                     COM              12550910       601     17694 SH  SHARED      23          17694                  
D CIGNA CORP                     COM              12550910       305      9000 SH  SHR/OTHR    23                             9000
D CIT GROUP INC                  COM              12558110      3535    507938 SH  SHARED                 507938                  
D CIT GROUP INC                  COM              12558110       194     28000 SH  SHARED      01          28000                  
D CIT GROUP INC                  COM              12558110       273     39227 SH  SHARED      02          39227                  
D CIT GROUP INC                  COM              12558110       223     32100 SH  SHARED      06          26100              6000
D CIT GROUP INC                  COM              12558110     47781   6865143 SH  SHARED      10        6834643             30500
D CIT GROUP INC                  COM              12558110        10      1546 SH  SHARED      14                             1546
D CIT GROUP INC                  UNIT 99/99/9999  12558140     14268   1630700 SH  SHARED                1630700                  
D CIT GROUP INC                  8.75%PFD SER C   12558160        98    300000 PRN SHARED                 300000                  
D CIT GROUP INC                  8.75%PFD SER C   12558160        13     42300 PRN SHARED      02          42300                  
D CIT GROUP INC                  8.75%PFD SER C   12558160        74    225000 PRN SHARED      10         225000                  
D CKE RESTAURANTS INC            COM              12561E10      1052     99273 SH  SHARED                  99273                  
D CKE RESTAURANTS INC            COM              12561E10        22      2100 SH  SHARED      01           2100                  
D CKE RESTAURANTS INC            COM              12561E10        10      1029 SH  SHARED      02           1029                  
D CKE RESTAURANTS INC            COM              12561E10       306     28949 SH  SHARED      10          28949                  
D CLECO CORP NEW                 COM              12561W10        53      2101 SH  SHARED                   2101                  
D CLECO CORP NEW                 COM              12561W10        68      2700 SH  SHARED      01           2700                  
D CLECO CORP NEW                 COM              12561W10         2       101 SH  SHARED      02             34                67
D CLECO CORP NEW                 COM              12561W10      1030     40800 SH  SHARED      10          40800                  
D CLECO CORP NEW                 COM              12561W10       101      4000 SH  SHR/OTHR    23                             4000
D CKX INC                        COM              12562M10      3539    574670 SH  SHARED                 574670                  
D CKX INC                        COM              12562M10        70     11400 SH  SHARED      01                            11400
D CKX INC                        COM              12562M10        29      4730 SH  SHARED      02           4730                  
D CKX LANDS INC                  COM              12562N10         0        51 SH  SHARED                     51                  
D CME GROUP INC                  COM              12572Q10     52855    142273 SH  SHARED                 139673              2600
D CME GROUP INC                  COM              12572Q10      2145      5775 SH  SHARED      01           5760                15
D CME GROUP INC                  COM              12572Q10      2152      5794 SH  SHARED      02           5471               323
D CME GROUP INC                  COM              12572Q10     28479     76660 SH  SHARED      04          76660                  
D CME GROUP INC                  COM              12572Q10        11        30 SH  SHARED      05             30                  
D CME GROUP INC                  COM              12572Q10      3472      9347 SH  SHARED      06           7372              1975
D CME GROUP INC                  COM              12572Q10     52211    140539 SH  SHARED      10         140539                  
D CME GROUP INC                  COM              12572Q10        75       202 SH  SHARED      14                              202
D CME GROUP INC                  COM              12572Q10      7433     20008 SH  SHARED      23                            20008
D CME GROUP INC                  COM              12572Q10       416      1120 SH  SHR/OTHR    23                             1120
D CMGI INC                       COM NEW          12575030         7       820 SH  SHARED                    820                  
D CMGI INC                       COM NEW          12575030        20      2100 SH  SHARED      01           2100                  
D CMGI INC                       COM NEW          12575030        43      4522 SH  SHARED      02           4522                  
D CMGI INC                       COM NEW          12575030       625     65080 SH  SHARED      10          65080                  
D CMS ENERGY CORP                NOTE  2.875%12/0 125896AW     10160   9807000 PRN SHARED      02        9807000                  
D CMS ENERGY CORP                COM              12589610      2522    202260 SH  SHARED                 202260                  
D CMS ENERGY CORP                COM              12589610       425     34150 SH  SHARED      01          34150                  
D CMS ENERGY CORP                COM              12589610       447     35894 SH  SHARED      02          26816              9078
D CMS ENERGY CORP                COM              12589610       291     23400 SH  SHARED      06          19700              3700
D CMS ENERGY CORP                COM              12589610      2022    162213 SH  SHARED      10         162213                  
D CMS ENERGY CORP                COM              12589610        62      5000 SH  SHR/OTHR    23                             5000
D CPI CORP                       COM              12590210       215     20000 SH  SHARED                  20000                  
D CPI CORP                       COM              12590210      1602    149024 SH  SHARED                 149024                  
D CPI CORP                       COM              12590210        51      4796 SH  SHARED      02           4796                  
D CSS INDS INC                   COM              12590610         4       174 SH  SHARED                    174                  
D CSS INDS INC                   COM              12590610       358     13911 SH  SHARED      01          13911                  
D CSS INDS INC                   COM              12590610         0         4 SH  SHARED      02              4                  
D CSS INDS INC                   COM              12590610       427     16600 SH  SHARED      10          16600                  
D CPI AEROSTRUCTURES INC         COM NEW          12591930         0       123 SH  SHARED                    123                  
D CTI INDUSTRIES CORP            COM NEW          12596130         0        40 SH  SHARED                     40                  
D CNA FINL CORP                  COM              12611710      5396    205662 SH  SHARED                 205662                  
D CNA FINL CORP                  COM              12611710        66      2549 SH  SHARED      01           2549                  
D CNA FINL CORP                  COM              12611710       337     12848 SH  SHARED      02          12848                  
D CNA FINL CORP                  COM              12611710         7       300 SH  SHARED      06            300                  
D CNA FINL CORP                  COM              12611710      2576     98190 SH  SHARED      10          98190                  
D CNA FINL CORP                  COM              12611710        20       775 SH  SHARED      14                              775
D CNA SURETY CORP                COM              12612L10         0        33 SH  SHARED                     33                  
D CNA SURETY CORP                COM              12612L10        45      2709 SH  SHARED      02           2709                  
D CNA SURETY CORP                COM              12612L10        28      1700 SH  SHARED      10           1700                  
D CNB FINL CORP PA               COM              12612810         2       223 SH  SHARED                    223                  
D CNOOC LTD                      SPONSORED ADR    12613210     14403    125786 SH  SHARED                  81786             44000
D CNOOC LTD                      SPONSORED ADR    12613210      1557     13600 SH  SHARED      01          13600                  
D CNOOC LTD                      SPONSORED ADR    12613210       660      5769 SH  SHARED      02           4269              1500
D CNOOC LTD                      SPONSORED ADR    12613210       881      7700 SH  SHARED      04           7700                  
D CNOOC LTD                      SPONSORED ADR    12613210       538      4700 SH  SHARED      06           4700                  
D CNOOC LTD                      SPONSORED ADR    12613210    102008    890822 SH  SHARED      10         567922            322900
D CNOOC LTD                      SPONSORED ADR    12613210       387      3380 SH  SHARED      15                             3380
D CNOOC LTD                      SPONSORED ADR    12613210        20       181 SH  SHARED      21            181                  
D CNOOC LTD                      SPONSORED ADR    12613210       687      6000 SH  SHARED      24           6000                  
D CPFL ENERGIA S A               SPONSORED ADR    12615310        41       734 SH  SHARED                    734                  
D CP HOLDRS                      DEP RCPTS  CP    12616K10        31       200 SH  SHR/OTHR    23                              200
D CNX GAS CORP                   COM              12618H30        64      2896 SH  SHARED                   2896                  
D CNX GAS CORP                   COM              12618H30        23      1070 SH  SHARED      01           1070                  
D CNX GAS CORP                   COM              12618H30       118      5287 SH  SHARED      02           5287                  
D CNX GAS CORP                   COM              12618H30        67      3013 SH  SHARED      10           3013                  
D CPI INTERNATIONAL INC          COM              12618M10         9       667 SH  SHARED                    667                  
D CPI INTERNATIONAL INC          COM              12618M10         0         5 SH  SHARED      02              5                  
D CRA INTL INC                   COM              12618T10       278     10127 SH  SHARED                  10127                  
D CRA INTL INC                   COM              12618T10         0         6 SH  SHARED      02              6                  
D CPEX PHARMACEUTICALS INC       COM              12620N10        93      5000 SH  SHARED                   5000                  
D CRH PLC                        ADR              12626K20        66      3109 SH  SHARED                   3109                  
D CRH PLC                        ADR              12626K20         1        62 SH  SHARED      02                               62
D CSG SYS INTL INC               COM              12634910       273     15613 SH  SHARED                  15613                  
D CSG SYS INTL INC               COM              12634910        17      1000 SH  SHARED      01           1000                  
D CSG SYS INTL INC               COM              12634910       736     42010 SH  SHARED      02          41510               500
D CSG SYS INTL INC               COM              12634910      2499    142600 SH  SHARED      10         140100              2500
D CSP INC                        COM              12638910         0        75 SH  SHARED                     75                  
D CSX CORP                       COM              12640810   1598431  29291376 SH  SHARED               29267280             24100
D CSX CORP                       COM              12640810      4040     74050 SH  SHARED      01          62050             12000
D CSX CORP                       COM              12640810     19914    364944 SH  SHARED      02         359434              5510
D CSX CORP                       COM              12640810    111818   2049080 SH  SHARED      04        2049080                  
D CSX CORP                       COM              12640810         9       180 SH  SHARED      05            180                  
D CSX CORP                       COM              12640810      3012     55200 SH  SHARED      06          42200             13000
D CSX CORP                       COM              12640810     23342    427757 SH  SHARED      10         425157              2600
D CSX CORP                       COM              12640810      1200     22002 SH  SHARED      14          13400              8602
D CSX CORP                       COM              12640810      5457    100000 SH  SHARED      19                           100000
D CSX CORP                       COM              12640810        38       706 SH  SHARED      21                              706
D CSX CORP                       COM              12640810       547     10032 SH  SHARED      23          10032                  
D CSX CORP                       COM              12640810      1091     20000 SH  SHR/OTHR    23                            20000
D CTC MEDIA INC                  COM              12642X10        98      6581 SH  SHARED                   6581                  
D CTC MEDIA INC                  COM              12642X10        28      1903 SH  SHARED      02           1903                  
D CTC MEDIA INC                  COM              12642X10       169     11300 SH  SHARED      10          11300                  
D CTS CORP                       COM              12650110         0        13 SH  SHARED                     13                  
D CTS CORP                       COM              12650110        87      6819 SH  SHARED      02           6819                  
D CTS CORP                       COM              12650110       318     24910 SH  SHARED      10          24910                  
D CVB FINL CORP                  COM              12660010         1        75 SH  SHARED                     75                  
D CVB FINL CORP                  COM              12660010        91      6604 SH  SHARED      01           6604                  
D CVB FINL CORP                  COM              12660010       161     11632 SH  SHARED      02          11632                  
D CVB FINL CORP                  COM              12660010       994     71549 SH  SHARED      10          71549                  
D CVD EQUIPMENT CORP             COM              12660110         0        88 SH  SHARED                     88                  
D CVR ENERGY INC                 COM              12662P10       154     18185 SH  SHARED                  18185                  
D CVR ENERGY INC                 COM              12662P10         0        12 SH  SHARED      02             12                  
D CVS CAREMARK CORPORATION       COM              12665010       601     17869 SH  SHARED                  17869                  
D CVS CAREMARK CORPORATION       COM              12665010    103961   3088567 SH  SHARED                2959867            128700
D CVS CAREMARK CORPORATION       COM              12665010     11146    331155 SH  SHARED      01         305075             26080
D CVS CAREMARK CORPORATION       COM              12665010     15396    457408 SH  SHR/OTHR    01                           457408
D CVS CAREMARK CORPORATION       COM              12665010     21431    636708 SH  SHARED      02         604516             32192
D CVS CAREMARK CORPORATION       COM              12665010       184      5490 SH  SHARED      04                             5490
D CVS CAREMARK CORPORATION       COM              12665010     79882   2373222 SH  SHARED      04        2373222                  
D CVS CAREMARK CORPORATION       COM              12665010      1764     52430 SH  SHARED      05          52430                  
D CVS CAREMARK CORPORATION       COM              12665010     28259    839550 SH  SHARED      06         595174            244376
D CVS CAREMARK CORPORATION       COM              12665010    143135   4252382 SH  SHARED      10        3234682           1017700
D CVS CAREMARK CORPORATION       COM              12665010       218      6501 SH  SHARED      14                             6501
D CVS CAREMARK CORPORATION       COM              12665010      1164     34600 SH  SHARED      15                            34600
D CVS CAREMARK CORPORATION       COM              12665010       336     10000 SH  SHARED      19                            10000
D CVS CAREMARK CORPORATION       COM              12665010       104      3099 SH  SHARED      20           1163              1936
D CVS CAREMARK CORPORATION       COM              12665010        94      2793 SH  SHARED      21           1002              1791
D CVS CAREMARK CORPORATION       COM              12665010       321      9555 SH  SHARED      22           4884              4671
D CVS CAREMARK CORPORATION       COM              12665010        16       500 SH  SHR/OTHR    22                              500
D CVS CAREMARK CORPORATION       COM              12665010      1286     38226 SH  SHARED      23          27998             10228
D CVS CAREMARK CORPORATION       COM              12665010      3919    116432 SH  SHR/OTHR    23                           116432
D CVS CAREMARK CORPORATION       COM              12665010       592     17600 SH  SHARED      24          17600                  
D CV THERAPEUTICS INC            NOTE  2.000% 5/1 126667AD      2705   2894000 PRN SHARED                2894000                  
D CV THERAPEUTICS INC            NOTE  2.000% 5/1 126667AD       467    500000 PRN SHARED      02         500000                  
D CV THERAPEUTICS INC            NOTE  2.750% 5/1 126667AF      1040   1296000 PRN SHARED      02        1296000                  
D CV THERAPEUTICS INC            COM              12666710       347     32180 SH  SHARED                  32180                  
D CV THERAPEUTICS INC            COM              12666710       125     11600 SH  SHARED      01           6100              5500
D CV THERAPEUTICS INC            COM              12666710        74      6901 SH  SHARED      02           6901                  
D CV THERAPEUTICS INC            COM              12666710       864     80000 SH  SHARED      04          80000                  
D CV THERAPEUTICS INC            COM              12666710      1953    180881 SH  SHARED      10         180881                  
D CA INC                         COM              12673P10      2068    103628 SH  SHARED                 103628                  
D CA INC                         COM              12673P10      1363     68332 SH  SHARED      01          68332                  
D CA INC                         COM              12673P10       876     43916 SH  SHARED      02          43916                  
D CA INC                         COM              12673P10      2243    112400 SH  SHARED      04         112400                  
D CA INC                         COM              12673P10         5       300 SH  SHARED      05            300                  
D CA INC                         COM              12673P10      1234     61840 SH  SHARED      06          50050             11790
D CA INC                         COM              12673P10      3728    186815 SH  SHARED      10         186815                  
D CA INC                         COM              12673P10        24      1238 SH  SHARED      14                             1238
D CABELAS INC                    COM              12680430        68      5702 SH  SHARED                   5702                  
D CABELAS INC                    COM              12680430        61      5123 SH  SHARED      02           4423               700
D CABELAS INC                    COM              12680430      3714    307522 SH  SHARED      10         307522                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10      5803    230664 SH  SHARED                 230664                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       190      7579 SH  SHARED      02           2314              5265
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        50      2000 SH  SHARED      04           2000                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       112      4470 SH  SHARED      06           2650              1820
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       965     38380 SH  SHARED      10          38380                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        27      1100 SH  SHARED      14                             1100
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       113      4520 SH  SHARED      21                             4520
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       251     10000 SH  SHARED      23                            10000
D CABOT CORP                     COM              12705510        92      2917 SH  SHARED                   2917                  
D CABOT CORP                     COM              12705510       670     21100 SH  SHARED      01                            21100
D CABOT CORP                     COM              12705510      1263     39764 SH  SHARED      02          15334             24430
D CABOT CORP                     COM              12705510         9       300 SH  SHARED      06            300                  
D CABOT CORP                     COM              12705510        88      2800 SH  SHARED      10           2800                  
D CABOT MICROELECTRONICS CORP    COM              12709P10       277      8658 SH  SHARED                   8658                  
D CABOT MICROELECTRONICS CORP    COM              12709P10        19       612 SH  SHARED      02            612                  
D CABOT MICROELECTRONICS CORP    COM              12709P10       243      7600 SH  SHARED      10           7600                  
D CABOT OIL & GAS CORP           COM              12709710      2607     72158 SH  SHARED                  72158                  
D CABOT OIL & GAS CORP           COM              12709710       475     13150 SH  SHARED      01          13150                  
D CABOT OIL & GAS CORP           COM              12709710       505     14000 SH  SHARED      02          13860               140
D CABOT OIL & GAS CORP           COM              12709710     28351    784500 SH  SHARED      04         784500                  
D CABOT OIL & GAS CORP           COM              12709710       426     11800 SH  SHARED      06           8900              2900
D CABOT OIL & GAS CORP           COM              12709710      1673     46300 SH  SHARED      10          46300                  
D CACHE INC                      COM NEW          12715030         0        14 SH  SHARED                     14                  
D CACHE INC                      COM NEW          12715030        16      2407 SH  SHARED      02           2407                  
D CACI INTL INC                  NOTE  2.125% 5/0 127190AD     11275  11000000 PRN SHARED               11000000                  
D CACI INTL INC                  CL A             12719030         5       118 SH  SHARED                    118                  
D CACI INTL INC                  CL A             12719030       241      4821 SH  SHARED      02           4821                  
D CACI INTL INC                  CL A             12719030      8213    163950 SH  SHARED      10         162550              1400
D CACI INTL INC                  CL A             12719030      1102     22000 SH  SHARED      14                            22000
D CACI INTL INC                  CL A             12719030        47       950 SH  SHR/OTHR    23                              950
D CADBURY PLC                    SPONS ADR        12721E10      1503     36724 SH  SHARED                  36724                  
D CADBURY PLC                    SPONS ADR        12721E10         6       150 SH  SHARED      02            150                  
D CADBURY PLC                    SPONS ADR        12721E10         3        88 SH  SHARED      20             88                  
D CADBURY PLC                    SPONS ADR        12721E10        13       320 SH  SHARED      21            320                  
D CADBURY PLC                    SPONS ADR        12721E10        65      1600 SH  SHARED      23                             1600
D CADENCE FINL CORP              COM              12738A10         9      1045 SH  SHARED                   1045                  
D CADENCE PHARMACEUTICALS INC    COM              12738T10        17      1991 SH  SHARED                   1991                  
D CADENCE PHARMACEUTICALS INC    COM              12738T10       266     29979 SH  SHARED      02           1179             28800
D CADENCE DESIGN SYSTEM INC      COM              12738710       883    130686 SH  SHARED                 130686                  
D CADENCE DESIGN SYSTEM INC      COM              12738710       550     81500 SH  SHARED      01                            81500
D CADENCE DESIGN SYSTEM INC      COM              12738710       111     16467 SH  SHARED      02          16312               155
D CADENCE DESIGN SYSTEM INC      COM              12738710        19      2880 SH  SHARED      06           1500              1380
D CADENCE DESIGN SYSTEM INC      COM              12738710       126     18711 SH  SHARED      10          18711                  
D CADENCE DESIGN SYSTEM INC      COM              12738710        20      3000 SH  SHARED      14                             3000
D CADIZ INC                      COM NEW          12753720         2       140 SH  SHARED                    140                  
D CADIZ INC                      COM NEW          12753720        20      1100 SH  SHARED      01           1100                  
D CADIZ INC                      COM NEW          12753720       590     30985 SH  SHARED      10          30985                  
D CAGLES INC                     CL A             12770310         0        45 SH  SHARED                     45                  
D CAL DIVE INTL INC              NOTE  3.250%12/1 127914AB     22752  24000000 PRN SHARED               24000000                  
D CAL DIVE INTL INC              NOTE  3.250%12/1 127914AB       758    800000 PRN SHARED      02         800000                  
D CAL DIVE INTL INC DEL          COM              12802T10         1        98 SH  SHARED                     98                  
D CAL DIVE INTL INC DEL          COM              12802T10       129     12190 SH  SHARED      01          12190                  
D CAL DIVE INTL INC DEL          COM              12802T10        50      4776 SH  SHARED      02             25              4751
D CAL DIVE INTL INC DEL          COM              12802T10       113     10661 SH  SHARED      10          10661                  
D CAL DIVE INTL INC DEL          COM              12802T10        25      2380 SH  SHARED      21           2380                  
D CAL MAINE FOODS INC            COM NEW          12803020       254      9288 SH  SHARED                   9288                  
D CAL MAINE FOODS INC            COM NEW          12803020       282     10300 SH  SHARED      01          10300                  
D CAL MAINE FOODS INC            COM NEW          12803020       362     13200 SH  SHR/OTHR    01                            13200
D CAL MAINE FOODS INC            COM NEW          12803020         5       200 SH  SHARED      02            200                  
D CAL MAINE FOODS INC            COM NEW          12803020        76      2780 SH  SHARED      04                             2780
D CAL MAINE FOODS INC            COM NEW          12803020      1277     46552 SH  SHARED      10          46552                  
D CALAMOS GBL DYN INCOME FUND    COM              12811L10         7      1000 SH  SHARED      02                             1000
D CALAMOS CONV & HIGH INCOME F   COM SHS          12811P10        18      1853 SH  SHARED      02                             1853
D CALAMOS ASSET MGMT INC         CL A             12811R10        22      1242 SH  SHARED                   1242                  
D CALAMOS ASSET MGMT INC         CL A             12811R10         3       200 SH  SHARED      02            200                  
D CALAMOS ASSET MGMT INC         CL A             12811R10       216     12100 SH  SHARED      10          12100                  
D CALAMOS CONV OPP AND INC FD    SH BEN INT       12811710        67      6315 SH  SHARED      02                             6315
D CALAMP CORP                    COM              12812610         1       934 SH  SHARED                    934                  
D CALAVO GROWERS INC             COM              12824610         1        90 SH  SHARED                     90                  
D CALAVO GROWERS INC             COM              12824610         0         5 SH  SHARED      02              5                  
D CALGON CARBON CORP             COM              12960310        20      1000 SH  SHARED                                     1000
D CALGON CARBON CORP             COM              12960310       399     19618 SH  SHARED                  19618                  
D CALGON CARBON CORP             COM              12960310        91      4500 SH  SHARED      01           4500                  
D CALGON CARBON CORP             COM              12960310        84      4155 SH  SHARED      02           4155                  
D CALGON CARBON CORP             COM              12960310      8298    407600 SH  SHARED      04         407600                  
D CALGON CARBON CORP             COM              12960310     10597    520500 SH  SHARED      05         520500                  
D CALGON CARBON CORP             COM              12960310      1249     61380 SH  SHARED      06                            61380
D CALGON CARBON CORP             COM              12960310       946     46500 SH  SHARED      10          46500                  
D CALIFORNIA COASTAL CMNTYS IN   COM NEW          12991520         0       225 SH  SHARED                    225                  
D CALIFORNIA FIRST NTNL BANCOR   COM              13022210         0        59 SH  SHARED                     59                  
D CALIFORNIA MICRO DEVICES COR   COM              13043910         1       599 SH  SHARED                    599                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10        12       984 SH  SHARED                    984                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10        64      5050 SH  SHARED      01           5050                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10       186     14462 SH  SHARED      02          14462                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10       324     25250 SH  SHARED      10          25250                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10         0        50 SH  SHARED      20             50                  
D CALIFORNIA WTR SVC GROUP       COM              13078810        88      2292 SH  SHARED                   2292                  
D CALIFORNIA WTR SVC GROUP       COM              13078810         0        11 SH  SHARED      02             11                  
D CALIFORNIA WTR SVC GROUP       COM              13078810       212      5528 SH  SHARED      10           5528                  
D CALIPER LIFE SCIENCES INC      COM              13087210         1       519 SH  SHARED                    519                  
D CALIPER LIFE SCIENCES INC      COM              13087210         4      1546 SH  SHARED      02           1546                  
D CALLAWAY GOLF CO               COM              13119310       118      8390 SH  SHARED                   8390                  
D CALLAWAY GOLF CO               COM              13119310       271     19300 SH  SHARED      01                            19300
D CALLAWAY GOLF CO               COM              13119310        14      1000 SH  SHR/OTHR    01                             1000
D CALLAWAY GOLF CO               COM              13119310        89      6366 SH  SHARED      02           6366                  
D CALLAWAY GOLF CO               COM              13119310      5077    360900 SH  SHARED      10         360900                  
D CALLIDUS SOFTWARE INC          COM              13123E50        12      3211 SH  SHARED                   3211                  
D CALLIDUS SOFTWARE INC          COM              13123E50         0        17 SH  SHARED      02             17                  
D CALLON PETE CO DEL             COM              13123X10       261     14489 SH  SHARED                  14489                  
D CALLON PETE CO DEL             COM              13123X10        70      3900 SH  SHARED      01           3900                  
D CALLON PETE CO DEL             COM              13123X10         0        11 SH  SHARED      02             11                  
D CALLON PETE CO DEL             COM              13123X10       962     53400 SH  SHARED      10          51100              2300
D CALLWAVE INC DEL               COM              13126N10         0       250 SH  SHARED                    250                  
D CALLWAVE INC DEL               COM              13126N10         3      2000 SH  SHARED      02                             2000
D CALPINE CORP                   COM NEW          13134730       809     62265 SH  SHARED                  62265                  
D CALPINE CORP                   COM NEW          13134730       149     11523 SH  SHARED      02           4523              7000
D CALPINE CORP                   COM NEW          13134730       110      8500 SH  SHARED      10           8500                  
D CALPINE CORP                   COM NEW          13134730         4       375 SH  SHARED      20            375                  
D CALPINE CORP                   COM NEW          13134730         4       370 SH  SHARED      21                              370
D CALPINE CORP                   COM NEW          13134730        73      5670 SH  SHARED      23                             5670
D CALUMET SPECIALTY PRODS PTNR   UT LTD PARTNER   13147610        22      1793 SH  SHARED                   1793                  
D CALUMET SPECIALTY PRODS PTNR   UT LTD PARTNER   13147610       330     26800 SH  SHARED      02                            26800
D CAMBREX CORP                   COM              13201110         0        53 SH  SHARED                     53                  
D CAMBREX CORP                   COM              13201110         0        16 SH  SHARED      02             16                  
D CAMBREX CORP                   COM              13201110       108     17700 SH  SHARED      10          17700                  
D CAMCO FINL CORP                COM              13261810         1       188 SH  SHARED                    188                  
D CAMDEN NATL CORP               COM              13303410         4       127 SH  SHARED                    127                  
D CAMDEN NATL CORP               COM              13303410         6       200 SH  SHARED      02            200                  
D CAMDEN NATL CORP               COM              13303410       143      4100 SH  SHARED      10           4100                  
D CAMDEN PPTY TR                 SH BEN INT       13313110     11727    255727 SH  SHARED                 225977             29750
D CAMDEN PPTY TR                 SH BEN INT       13313110       830     18100 SH  SHARED      01                            18100
D CAMDEN PPTY TR                 SH BEN INT       13313110       523     11406 SH  SHARED      02          10403              1003
D CAMDEN PPTY TR                 SH BEN INT       13313110     13338    290850 SH  SHARED      10         290550               300
D CAMDEN PPTY TR                 SH BEN INT       13313110    131583   2869250 SH  SHARED      11         810400           2058850
D CAMECO CORP                    COM              13321L10        82      3700 SH  SHARED                   3700                  
D CAMECO CORP                    COM              13321L10     15833    709705 SH  SHARED                 692805             16900
D CAMECO CORP                    COM              13321L10        58      2600 SH  SHARED      01            200              2400
D CAMECO CORP                    COM              13321L10      2200     98624 SH  SHARED      02          30444             68180
D CAMECO CORP                    COM              13321L10     46453   2082200 SH  SHARED      04        2082200                  
D CAMECO CORP                    COM              13321L10         4       200 SH  SHARED      05            200                  
D CAMECO CORP                    COM              13321L10       907     40664 SH  SHARED      06          39064              1600
D CAMECO CORP                    COM              13321L10      6858    307397 SH  SHARED      10         307397                  
D CAMECO CORP                    COM              13321L10       591     26500 SH  SHARED      14          25800               700
D CAMECO CORP                    COM              13321L10        55      2500 SH  SHARED      23           2500                  
D CAMECO CORP                    COM              13321L10        66      3000 SH  SHR/OTHR    23                             3000
D CAMERON INTERNATIONAL CORP     NOTE  2.500% 6/1 13342BAB       204    162000 PRN SHARED      02         159000              3000
D CAMERON INTERNATIONAL CORP     COM              13342B10      2108     54706 SH  SHARED                  51101              3605
D CAMERON INTERNATIONAL CORP     COM              13342B10     11330    294006 SH  SHARED                 273006             21000
D CAMERON INTERNATIONAL CORP     COM              13342B10     15335    397918 SH  SHARED      01         220958            176960
D CAMERON INTERNATIONAL CORP     COM              13342B10      5620    145836 SH  SHR/OTHR    01                           145836
D CAMERON INTERNATIONAL CORP     COM              13342B10      1319     34227 SH  SHARED      02          33657               570
D CAMERON INTERNATIONAL CORP     COM              13342B10        16       440 SH  SHARED      04                              440
D CAMERON INTERNATIONAL CORP     COM              13342B10        69      1800 SH  SHARED      04           1800                  
D CAMERON INTERNATIONAL CORP     COM              13342B10         6       180 SH  SHARED      05            180                  
D CAMERON INTERNATIONAL CORP     COM              13342B10      1206     31300 SH  SHARED      06          25100              6200
D CAMERON INTERNATIONAL CORP     COM              13342B10     24682    640449 SH  SHARED      10         554562             85887
D CAMERON INTERNATIONAL CORP     COM              13342B10       246      6400 SH  SHARED      14                             6400
D CAMERON INTERNATIONAL CORP     COM              13342B10      2683     69621 SH  SHARED      19                            69621
D CAMERON INTERNATIONAL CORP     COM              13342B10      3496     90722 SH  SHARED      20          64297      175    26250
D CAMERON INTERNATIONAL CORP     COM              13342B10      1137     29525 SH  SHR/OTHR    20                            29525
D CAMERON INTERNATIONAL CORP     COM              13342B10       204      5311 SH  SHARED      21           4728               583
D CAMERON INTERNATIONAL CORP     COM              13342B10        92      2400 SH  SHR/OTHR    21                             2400
D CAMERON INTERNATIONAL CORP     COM              13342B10      1368     35503 SH  SHARED      22          29075              6428
D CAMERON INTERNATIONAL CORP     COM              13342B10       154      4000 SH  SHR/OTHR    22                             4000
D CAMERON INTERNATIONAL CORP     COM              13342B10      2320     60217 SH  SHARED      23          51497              8720
D CAMERON INTERNATIONAL CORP     COM              13342B10      3976    103175 SH  SHR/OTHR    23                           103175
D CAMPBELL SOUP CO               COM              13442910     19730    511154 SH  SHARED                 511154                  
D CAMPBELL SOUP CO               COM              13442910      2667     69119 SH  SHARED      01          66719              2400
D CAMPBELL SOUP CO               COM              13442910      1273     32991 SH  SHARED      02          31991              1000
D CAMPBELL SOUP CO               COM              13442910        88      2300 SH  SHARED      04           2300                  
D CAMPBELL SOUP CO               COM              13442910         7       200 SH  SHARED      05            200                  
D CAMPBELL SOUP CO               COM              13442910      1263     32730 SH  SHARED      06          25950              6780
D CAMPBELL SOUP CO               COM              13442910      6848    177417 SH  SHARED      10         177417                  
D CAMPBELL SOUP CO               COM              13442910       285      7400 SH  SHARED      14                             7400
D CAMPBELL SOUP CO               COM              13442910       154      4000 SH  SHARED      20                             4000
D CAMPBELL SOUP CO               COM              13442910       154      4000 SH  SHR/OTHR    22                             4000
D CAMPBELL SOUP CO               COM              13442910       123      3200 SH  SHR/OTHR    23                             3200
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       607     10294 SH  SHARED                   3614              6680
D CDN IMPERIAL BK OF COMMERCE    COM              13606910     62929   1066607 SH  SHARED                1066607                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910        11       200 SH  SHARED      01            200                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910     73207   1240800 SH  SHARED      04        1240800                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910        11       203 SH  SHARED      05            203                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       824     13971 SH  SHARED      06          12251              1720
D CDN IMPERIAL BK OF COMMERCE    COM              13606910      4640     78649 SH  SHARED      10          78649                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       141      2398 SH  SHARED      14                             2398
D CANADIAN NATL RY CO            COM              13637510       119      2495 SH  SHARED                   2000               495
D CANADIAN NATL RY CO            COM              13637510     43859    916989 SH  SHARED                 914989              2000
D CANADIAN NATL RY CO            COM              13637510       220      4610 SH  SHARED      01           1410              3200
D CANADIAN NATL RY CO            COM              13637510       110      2300 SH  SHR/OTHR    01                             2300
D CANADIAN NATL RY CO            COM              13637510       485     10150 SH  SHARED      02           9450               700
D CANADIAN NATL RY CO            COM              13637510     18156    379611 SH  SHARED      04         379611                  
D CANADIAN NATL RY CO            COM              13637510     11038    230788 SH  SHARED      05         230788                  
D CANADIAN NATL RY CO            COM              13637510     13023    272291 SH  SHARED      06         133016            139275
D CANADIAN NATL RY CO            COM              13637510     52689   1101600 SH  SHARED      10        1101600                  
D CANADIAN NATL RY CO            COM              13637510       435      9099 SH  SHARED      14                             9099
D CANADIAN NAT RES LTD           COM              13638510     58299    851583 SH  SHARED                 850883               700
D CANADIAN NAT RES LTD           COM              13638510        16       246 SH  SHARED      01            246                  
D CANADIAN NAT RES LTD           COM              13638510      1320     19295 SH  SHARED      02          19100               195
D CANADIAN NAT RES LTD           COM              13638510      1478     21600 SH  SHARED      04          21600                  
D CANADIAN NAT RES LTD           COM              13638510        20       300 SH  SHARED      05            300                  
D CANADIAN NAT RES LTD           COM              13638510      1805     26373 SH  SHARED      06          23373              3000
D CANADIAN NAT RES LTD           COM              13638510      4084     59660 SH  SHARED      10          59660                  
D CANADIAN NAT RES LTD           COM              13638510      1780     26001 SH  SHARED      14                            26001
D CANADIAN NAT RES LTD           COM              13638510        34       500 SH  SHARED      21            500                  
D CANADIAN NAT RES LTD           COM              13638510        29       435 SH  SHR/OTHR    23                              435
D CANADIAN PAC RY LTD            COM              13645T10        27       505 SH  SHARED                    505                  
D CANADIAN PAC RY LTD            COM              13645T10     17156    318547 SH  SHARED                 318547                  
D CANADIAN PAC RY LTD            COM              13645T10        87      1625 SH  SHARED      01            500              1125
D CANADIAN PAC RY LTD            COM              13645T10       288      5357 SH  SHARED      02           4927               430
D CANADIAN PAC RY LTD            COM              13645T10     95650   1775900 SH  SHARED      04        1775900                  
D CANADIAN PAC RY LTD            COM              13645T10         8       155 SH  SHARED      05            155                  
D CANADIAN PAC RY LTD            COM              13645T10       126      2354 SH  SHARED      06           1554               800
D CANADIAN PAC RY LTD            COM              13645T10       253      4700 SH  SHARED      10           4700                  
D CANADIAN PAC RY LTD            COM              13645T10       635     11800 SH  SHARED      14          11800                  
D CANADIAN PAC RY LTD            COM              13645T10      1346     25000 SH  SHARED      15                            25000
D CANADIAN PAC RY LTD            COM              13645T10        10       195 SH  SHARED      21                              195
D CANADIAN SOLAR INC             COM              13663510        89      4600 SH  SHARED                   4600                  
D CANADIAN SOLAR INC             COM              13663510      2188    112048 SH  SHARED                 112048                  
D CANADIAN SOLAR INC             COM              13663510        89      4598 SH  SHARED      02            513              4085
D CANADIAN SOLAR INC             COM              13663510        86      4440 SH  SHARED      04           4440                  
D CANADIAN SOLAR INC             COM              13663510        15       800 SH  SHR/OTHR    23                              800
D CANDELA CORP                   COM              13690710         2      1221 SH  SHARED                   1221                  
D CANDELA CORP                   COM              13690710         0        57 SH  SHARED      02                               57
D CANO PETE INC                  COM              13780110         1       574 SH  SHARED                    574                  
D CANO PETE INC                  COM              13780110        50     21800 SH  SHARED      01          21800                  
D CANO PETE INC                  COM              13780110         0        27 SH  SHARED      02             27                  
D CANO PETE INC                  COM              13780110         3      1400 SH  SHARED      10           1400                  
D CANON INC                      ADR              13800630      2074     54944 SH  SHARED                  54944                  
D CANON INC                      ADR              13800630        16       450 SH  SHARED      01                              450
D CANON INC                      ADR              13800630        30       796 SH  SHARED      02                              796
D CANON INC                      ADR              13800630         3       100 SH  SHR/OTHR    23                              100
D CANTEL MEDICAL CORP            COM              13809810        15      1638 SH  SHARED                   1638                  
D CANTEL MEDICAL CORP            COM              13809810         0         7 SH  SHARED      02              7                  
D CANTERBURY PARK HOLDING CORP   COM              13811E10         0        72 SH  SHARED                     72                  
D CAPE FEAR BK CORP              COM              13938010         0        92 SH  SHARED                     92                  
D CAPELLA EDUCATION COMPANY      COM              13959410       125      2933 SH  SHARED                   2933                  
D CAPELLA EDUCATION COMPANY      COM              13959410         2        56 SH  SHARED      02              8                48
D CAPELLA EDUCATION COMPANY      COM              13959410      2050     47832 SH  SHARED      10          47832                  
D CAPELLA EDUCATION COMPANY      COM              13959410        21       500 SH  SHARED      21            500                  
D CAPITAL CITY BK GROUP INC      COM              13967410       210      6719 SH  SHARED                   6719                  
D CAPITAL CITY BK GROUP INC      COM              13967410       316     10100 SH  SHARED      10           7500              2600
D CAPITAL BK CORP                COM              13979310         2       285 SH  SHARED                    285                  
D CAPITAL CORP OF THE WEST       COM NEW          14006520         1       493 SH  SHARED                    493                  
D CAPITAL CORP OF THE WEST       COM NEW          14006520         0        66 SH  SHARED      02             66                  
D CAPLEASE INC                   COM              14028810       112     14190 SH  SHARED                  14190                  
D CAPLEASE INC                   COM              14028810         0        25 SH  SHARED      02             25                  
D CAPLEASE INC                   COM              14028810      9523   1200900 SH  SHARED      10        1192200              8700
D CAPITAL ONE FINL CORP          COM              14040H10       981     19238 SH  SHARED                  19238                  
D CAPITAL ONE FINL CORP          COM              14040H10     29160    571768 SH  SHARED                 571768                  
D CAPITAL ONE FINL CORP          COM              14040H10      4027     78978 SH  SHARED      01          78974                 4
D CAPITAL ONE FINL CORP          COM              14040H10       880     17255 SH  SHARED      02          17255                  
D CAPITAL ONE FINL CORP          COM              14040H10        76      1500 SH  SHARED      04           1500                  
D CAPITAL ONE FINL CORP          COM              14040H10        10       200 SH  SHARED      05            200                  
D CAPITAL ONE FINL CORP          COM              14040H10      2588     50760 SH  SHARED      06          39050             11710
D CAPITAL ONE FINL CORP          COM              14040H10     10191    199839 SH  SHARED      10         199839                  
D CAPITAL ONE FINL CORP          COM              14040H10        15       300 SH  SHARED      14                              300
D CAPITAL ONE FINL CORP          COM              14040H10        99      1952 SH  SHR/OTHR    23                             1952
D CAPITAL PPTYS INC R I          COM              14043010         0        36 SH  SHARED                     36                  
D CAPITAL SR LIVING CORP         COM              14047510         0        40 SH  SHARED                     40                  
D CAPITAL SR LIVING CORP         COM              14047510         0        12 SH  SHARED      02             12                  
D CAPITAL SOUTHWEST CORP         COM              14050110         2        17 SH  SHARED                     17                  
D CAPITAL SOUTHWEST CORP         COM              14050110         1         8 SH  SHARED      02              8                  
D CAPITAL TRUST INC MD           CL A NEW         14052H50        15      1001 SH  SHARED                   1001                  
D CAPITAL TRUST INC MD           CL A NEW         14052H50        55      3600 SH  SHARED      02           1600              2000
D CAPITAL TRUST INC MD           CL A NEW         14052H50       116      7500 SH  SHARED      10           7500                  
D CAPITOL ACQUISITION CORP DEL   COM              14055E10      1568    174330 SH  SHARED                 174330                  
D CAPITOL ACQUISITION CORP DEL   COM              14055E10       829     92200 SH  SHARED      02          92200                  
D CAPITOL ACQUISITION CORP DEL   *W EXP 11/08/201 14055E11        34    110245 SH  SHARED                 110245                  
D CAPITALSOURCE INC              COM              14055X10     37420   3042331 SH  SHARED                3042331                  
D CAPITALSOURCE INC              COM              14055X10       164     13400 SH  SHARED      01          13400                  
D CAPITALSOURCE INC              COM              14055X10      1038     84413 SH  SHARED      02          83663               750
D CAPITALSOURCE INC              COM              14055X10        77      6300 SH  SHARED      10           6300                  
D CAPITALSOURCE INC              COM              14055X10         5       480 SH  SHARED      20            480                  
D CAPITALSOURCE INC              COM              14055X10         7       600 SH  SHARED      23            600                  
D CAPITALSOURCE INC              COM              14055X10         6       550 SH  SHR/OTHR    23                              550
D CAPITALSOUTH BANCORP           COM              14056A10         0       106 SH  SHARED                    106                  
D CAPITOL BANCORP LTD            COM              14056D10       131      6766 SH  SHARED                   6766                  
D CAPITOL FED FINL               COM              14057C10       266      6008 SH  SHARED                    308              5700
D CAPITOL FED FINL               COM              14057C10         4       100 SH  SHARED      01            100                  
D CAPITOL FED FINL               COM              14057C10         8       201 SH  SHARED      02            201                  
D CAPITOL FED FINL               COM              14057C10       443     10000 SH  SHARED      04          10000                  
D CAPITOL FED FINL               COM              14057C10      2052     46309 SH  SHARED      10          46309                  
D CAPSTONE TURBINE CORP          COM              14067D10        20     16000 SH  SHARED                  16000                  
D CAPSTONE TURBINE CORP          COM              14067D10        50     39006 SH  SHARED                  39006                  
D CAPSTONE TURBINE CORP          COM              14067D10         8      6437 SH  SHARED      02           6087               350
D CAPSTONE TURBINE CORP          COM              14067D10         4      3400 SH  SHARED      10           3400                  
D CAPSTEAD MTG CORP              PFD B CV $1.26   14067E30        52      4200 SH  SHARED      23                             4200
D CAPSTEAD MTG CORP              COM NO PAR       14067E50       307     28115 SH  SHARED                  28115                  
D CAPSTEAD MTG CORP              COM NO PAR       14067E50       216     19732 SH  SHARED      02          19732                  
D CAPSTEAD MTG CORP              COM NO PAR       14067E50       337     30800 SH  SHARED      10          30800                  
D CAPSTEAD MTG CORP              COM NO PAR       14067E50      9855    900000 SH  SHARED      11                           900000
D CAPTARIS INC                   COM              14071N10         2       529 SH  SHARED                    529                  
D CARACO PHARMACEUTICAL LABS L   COM              14075T10         0        14 SH  SHARED                     14                  
D CARACO PHARMACEUTICAL LABS L   COM              14075T10        25      2000 SH  SHARED      01           2000                  
D CARACO PHARMACEUTICAL LABS L   COM              14075T10         0         6 SH  SHARED      02              6                  
D CARACO PHARMACEUTICAL LABS L   COM              14075T10       296     23700 SH  SHARED      10          23700                  
D CARBO CERAMICS INC             COM              14078110         1        26 SH  SHARED                     26                  
D CARBO CERAMICS INC             COM              14078110       103      2000 SH  SHARED      01           2000                  
D CARBO CERAMICS INC             COM              14078110         0        11 SH  SHARED      02             11                  
D CARBO CERAMICS INC             COM              14078110      7359    142600 SH  SHARED      10         142600                  
D CARBO CERAMICS INC             COM              14078110         8       163 SH  SHARED      21                              163
D CARAUSTAR INDS INC             COM              14090910         1       758 SH  SHARED                    758                  
D CARDERO RES CORP               COM              14140U10       487    343220 SH  SHARED                 343220                  
D CARDIAC SCIENCE CORP           COM              14141A10        10      1037 SH  SHARED                   1037                  
D CARDIAC SCIENCE CORP           COM              14141A10         0        11 SH  SHARED      02             11                  
D CARDIAC SCIENCE CORP           COM              14141A10       172     16670 SH  SHARED      10          16670                  
D CARDICA INC                    COM              14141R10         3       467 SH  SHARED                    467                  
D CARDICA INC                    COM              14141R10        30      3800 SH  SHARED      02           3800                  
D CARDINAL FINL CORP             COM              14149F10         1       163 SH  SHARED                    163                  
D CARDINAL FINL CORP             COM              14149F10       122     15200 SH  SHARED      01                            15200
D CARDINAL FINL CORP             COM              14149F10         0         1 SH  SHARED      02              1                  
D CARDINAL HEALTH INC            COM              14149Y10     44186    896644 SH  SHARED                 896644                  
D CARDINAL HEALTH INC            COM              14149Y10      2159     43827 SH  SHARED      01          43827                  
D CARDINAL HEALTH INC            COM              14149Y10      1455     29542 SH  SHARED      02          28670               872
D CARDINAL HEALTH INC            COM              14149Y10       192      3900 SH  SHARED      04           3900                  
D CARDINAL HEALTH INC            COM              14149Y10         9       190 SH  SHARED      05            190                  
D CARDINAL HEALTH INC            COM              14149Y10      2849     57820 SH  SHARED      06          46800             11020
D CARDINAL HEALTH INC            COM              14149Y10     10459    212243 SH  SHARED      10         212243                  
D CARDINAL HEALTH INC            COM              14149Y10        34       702 SH  SHARED      14                              702
D CARDINAL HEALTH INC            COM              14149Y10       227      4621 SH  SHARED      20            650              3971
D CARDINAL HEALTH INC            COM              14149Y10        32       650 SH  SHR/OTHR    20                              650
D CARDINAL HEALTH INC            COM              14149Y10        34       700 SH  SHARED      23            700                  
D CARDINAL HEALTH INC            COM              14149Y10        64      1309 SH  SHR/OTHR    23                             1309
D CARDIONET INC                  COM              14159L10         0         2 SH  SHARED      02              2                  
D CARDIOME PHARMA CORP           COM NEW          14159U20       254     33508 SH  SHARED                  33508                  
D CARDIOME PHARMA CORP           COM NEW          14159U20        47      6246 SH  SHARED      02           5246              1000
D CARDIOME PHARMA CORP           COM NEW          14159U20       363     47850 SH  SHARED      04          47850                  
D CARDIOME PHARMA CORP           COM NEW          14159U20       656     86400 SH  SHARED      10          86400                  
D CARDIODYNAMICS INTL CORP       COM NEW          14159730         0       156 SH  SHARED                    156                  
D CARDIOTECH INTL INC            COM              14160C10         0       522 SH  SHARED                    522                  
D CARDTRONICS INC                COM              14161H10         0        66 SH  SHARED                     66                  
D CARDTRONICS INC                COM              14161H10         0         6 SH  SHARED      02              6                  
D CARE INVESTMENT TRUST INC      COM              14165710         0        39 SH  SHARED                     39                  
D CARE INVESTMENT TRUST INC      COM              14165710        11      1007 SH  SHARED      02              7              1000
D CAREER EDUCATION CORP          COM              14166510       218     13336 SH  SHARED                  13336                  
D CAREER EDUCATION CORP          COM              14166510       606     37125 SH  SHARED      01           4125             33000
D CAREER EDUCATION CORP          COM              14166510       522     31980 SH  SHARED      02          31980                  
D CAREER EDUCATION CORP          COM              14166510       102      6250 SH  SHARED      10           6250                  
D CAREER EDUCATION CORP          COM              14166510       923     56500 SH  SHARED      14                            56500
D CARDIUM THERAPEUTICS INC       COM              14191610         1       923 SH  SHARED                    923                  
D CARDIUM THERAPEUTICS INC       COM              14191610         1      1000 SH  SHARED      02                             1000
D CARIBOU COFFEE INC             COM              14204220         0       398 SH  SHARED                    398                  
D CARLISLE COS INC               COM              14233910      1155     38559 SH  SHARED                  38559                  
D CARLISLE COS INC               COM              14233910       533     17800 SH  SHARED      01                            17800
D CARLISLE COS INC               COM              14233910       201      6715 SH  SHARED      02           6715                  
D CARLISLE COS INC               COM              14233910       101      3400 SH  SHARED      10           3400                  
D CARMAX INC                     COM              14313010     12285    877530 SH  SHARED                 877530                  
D CARMAX INC                     COM              14313010      1178     84167 SH  SHARED      01          15267             68900
D CARMAX INC                     COM              14313010       344     24628 SH  SHARED      02          24628                  
D CARMAX INC                     COM              14313010        89      6400 SH  SHARED      04                             6400
D CARMAX INC                     COM              14313010        18      1340 SH  SHARED      06            300              1040
D CARMAX INC                     COM              14313010      1852    132320 SH  SHARED      10         132320                  
D CARMIKE CINEMAS INC            COM              14343640         7      1928 SH  SHARED                   1928                  
D CARMIKE CINEMAS INC            COM              14343640         2       700 SH  SHARED      02            700                  
D CARMIKE CINEMAS INC            COM              14343640        15      4300 SH  SHARED      10           4300                  
D CARNIVAL PLC                   ADR              14365C10        58      1876 SH  SHARED                   1876                  
D CARNIVAL PLC                   ADR              14365C10         1        50 SH  SHARED      02             50                  
D CARNIVAL CORP                  DBCV  2.000% 4/1 143658AN       512    500000 PRN SHARED                 500000                  
D CARNIVAL CORP                  DBCV  2.000% 4/1 143658AN      6314   6160000 PRN SHARED      02        6160000                  
D CARNIVAL CORP                  DBCV  2.000% 4/1 143658AN      2460   2400000 PRN SHARED      06        2400000                  
D CARNIVAL CORP                  NOTE        10/2 143658AS      9126  14150000 PRN SHARED      02       14150000                  
D CARNIVAL CORP                  DBCV         4/2 143658AV      1756   2797000 PRN SHARED      02        2797000                  
D CARNIVAL CORP                  PAIRED CTF       14365830         8       242 SH  SHARED                    242                  
D CARNIVAL CORP                  PAIRED CTF       14365830     40180   1136648 SH  SHARED                1136648                  
D CARNIVAL CORP                  PAIRED CTF       14365830      1672     47300 SH  SHARED      01          47300                  
D CARNIVAL CORP                  PAIRED CTF       14365830     18260    516577 SH  SHARED      02         490848             25729
D CARNIVAL CORP                  PAIRED CTF       14365830       947     26800 SH  SHARED      04          26800                  
D CARNIVAL CORP                  PAIRED CTF       14365830         8       240 SH  SHARED      05            240                  
D CARNIVAL CORP                  PAIRED CTF       14365830      3225     91241 SH  SHARED      06          77961             13280
D CARNIVAL CORP                  PAIRED CTF       14365830     93584   2647355 SH  SHARED      10        2598055             49300
D CARNIVAL CORP                  PAIRED CTF       14365830       579     16400 SH  SHARED      14                            16400
D CARNIVAL CORP                  PAIRED CTF       14365830        11       330 SH  SHARED      20            330                  
D CARNIVAL CORP                  PAIRED CTF       14365830        30       860 SH  SHR/OTHR    20                              860
D CARNIVAL CORP                  PAIRED CTF       14365830        15       440 SH  SHARED      21            325               115
D CARNIVAL CORP                  PAIRED CTF       14365830       141      4000 SH  SHR/OTHR    23                             4000
D CARRIAGE SVCS INC              COM              14390510         6      1881 SH  SHARED                   1881                  
D CAROLINA TR BK LINCOLNTON NC   COM              14420010         0        44 SH  SHARED                     44                  
D CARPENTER TECHNOLOGY CORP      COM              14428510      2474     96465 SH  SHARED                  96465                  
D CARPENTER TECHNOLOGY CORP      COM              14428510       415     16200 SH  SHARED      01           3000             13200
D CARPENTER TECHNOLOGY CORP      COM              14428510        53      2105 SH  SHARED      02           2105                  
D CARPENTER TECHNOLOGY CORP      COM              14428510       174      6804 SH  SHARED      04                             6804
D CARPENTER TECHNOLOGY CORP      COM              14428510        74      2901 SH  SHARED      10           2901                  
D CARRIZO OIL & CO INC           NOTE  4.375% 6/0 144577AA      7033   9962000 PRN SHARED      02        9962000                  
D CARRIZO OIL & CO INC           NOTE  4.375% 6/0 144577AA       141    200000 PRN SHARED      23                           200000
D CARRIZO OIL & CO INC           COM              14457710        65      1800 SH  SHARED      01           1800                  
D CARRIZO OIL & CO INC           COM              14457710        18       500 SH  SHR/OTHR    01                              500
D CARRIZO OIL & CO INC           COM              14457710        51      1413 SH  SHARED      02           1413                  
D CARRIZO OIL & CO INC           COM              14457710      6671    183927 SH  SHARED      10         183927                  
D CARRIZO OIL & CO INC           COM              14457710        25       715 SH  SHARED      21            715                  
D CARROLLTON BANCORP             COM              14528210         0        67 SH  SHARED                     67                  
D CARROLS RESTAURANT GROUP INC   COM              14574X10         6      2134 SH  SHARED                   2134                  
D CARTER INC                     COM              14622910         0        18 SH  SHARED                     18                  
D CARTER INC                     COM              14622910        84      4277 SH  SHARED      02             32              4245
D CARTER INC                     COM              14622910      6856    347500 SH  SHARED      10         347500                  
D CARTER INC                     COM              14622910       149      7595 SH  SHARED      21           7595                  
D CARVER BANCORP INC             COM              14687510         0        66 SH  SHARED                     66                  
D CASCADE BANCORP                COM              14715410       280     31513 SH  SHARED                  31513                  
D CASCADE BANCORP                COM              14715410        15      1758 SH  SHARED      02           1758                  
D CASCADE BANCORP                COM              14715410       106     12000 SH  SHARED      10          12000                  
D CASCADE CORP                   COM              14719510         1        33 SH  SHARED                     33                  
D CASCADE CORP                   COM              14719510         0         5 SH  SHARED      02              5                  
D CASCADE CORP                   COM              14719510       263      6018 SH  SHARED      10           6018                  
D CASCADE FINL CORP              COM              14727210         2       350 SH  SHARED                    350                  
D CASCADE MICROTECH INC          COM              14732210         0       220 SH  SHARED                    220                  
D CASELLA WASTE SYS INC          CL A             14744810         0        72 SH  SHARED                     72                  
D CASELLA WASTE SYS INC          CL A             14744810        11       991 SH  SHARED      02            991                  
D CASEYS GEN STORES INC          COM              14752810       574     19032 SH  SHARED                  19032                  
D CASEYS GEN STORES INC          COM              14752810       106      3529 SH  SHARED      02           3529                  
D CASEYS GEN STORES INC          COM              14752810      2995     99300 SH  SHARED      10          99300                  
D CASH AMER INTL INC             COM              14754D10       188      5218 SH  SHARED                   5218                  
D CASH AMER INTL INC             COM              14754D10        75      2100 SH  SHARED      01           2100                  
D CASH AMER INTL INC             COM              14754D10       378     10511 SH  SHARED      02          10511                  
D CASH AMER INTL INC             COM              14754D10      1838     51000 SH  SHARED      04          51000                  
D CASH AMER INTL INC             COM              14754D10      2710     75217 SH  SHARED      10          74117              1100
D CASH TECHNOLOGIES INC          COM              14791010         0       566 SH  SHARED                    566                  
D CASS INFORMATION SYS INC       COM              14808P10         1        36 SH  SHARED                     36                  
D CASS INFORMATION SYS INC       COM              14808P10         0         3 SH  SHARED      02              3                  
D CASTLE A M & CO                COM              14841110       581     33648 SH  SHARED                  33648                  
D CASTLE A M & CO                COM              14841110         1        71 SH  SHARED      02             71                  
D CASTLE A M & CO                COM              14841110       139      8100 SH  SHARED      10           8100                  
D CASTLE BRANDS INC              COM              14843510         0       324 SH  SHARED                    324                  
D CASUAL MALE RETAIL GRP INC     COM              14871110         0        21 SH  SHARED      02             21                  
D CATALYST PHARM PARTNERS INC    COM              14888U10         0       213 SH  SHARED                    213                  
D CATALYST SEMICONDUCTOR INC     COM              14888110         1       426 SH  SHARED                    426                  
D CATAPULT COMMUNICATIONS CORP   COM              14901610         0       161 SH  SHARED                    161                  
D CATAPULT COMMUNICATIONS CORP   COM              14901610         3       700 SH  SHARED      02            700                  
D CATERPILLAR INC DEL            COM              14912310        11       200 SH  SHARED                    200                  
D CATERPILLAR INC DEL            COM              14912310     32348    542761 SH  SHARED                 523011             19750
D CATERPILLAR INC DEL            COM              14912310      6011    100867 SH  SHARED      01          92383              8484
D CATERPILLAR INC DEL            COM              14912310       159      2675 SH  SHR/OTHR    01                             2675
D CATERPILLAR INC DEL            COM              14912310      4133     69357 SH  SHARED      02          53391             15966
D CATERPILLAR INC DEL            COM              14912310       150      2520 SH  SHARED      04                             2520
D CATERPILLAR INC DEL            COM              14912310      1847     31000 SH  SHARED      04          31000                  
D CATERPILLAR INC DEL            COM              14912310        17       300 SH  SHARED      05            300                  
D CATERPILLAR INC DEL            COM              14912310      7911    132740 SH  SHARED      06         112900             19840
D CATERPILLAR INC DEL            COM              14912310     84694   1421044 SH  SHARED      10        1418044              3000
D CATERPILLAR INC DEL            COM              14912310       515      8656 SH  SHARED      14                             8656
D CATERPILLAR INC DEL            COM              14912310        98      1650 SH  SHARED      19                             1650
D CATERPILLAR INC DEL            COM              14912310      3447     57836 SH  SHARED      20          48676              9160
D CATERPILLAR INC DEL            COM              14912310      2869     48150 SH  SHR/OTHR    20                            48150
D CATERPILLAR INC DEL            COM              14912310        12       215 SH  SHARED      21                              215
D CATERPILLAR INC DEL            COM              14912310        12       205 SH  SHR/OTHR    21                              205
D CATERPILLAR INC DEL            COM              14912310       171      2880 SH  SHARED      23            800              2080
D CATERPILLAR INC DEL            COM              14912310       598     10050 SH  SHR/OTHR    23                            10050
D CATHAY GENERAL BANCORP         COM              14915010       536     22539 SH  SHARED                  22539                  
D CATHAY GENERAL BANCORP         COM              14915010       603     25375 SH  SHARED      01           6375             19000
D CATHAY GENERAL BANCORP         COM              14915010       144      6083 SH  SHARED      02           6083                  
D CATHAY GENERAL BANCORP         COM              14915010       572     24070 SH  SHARED      10          24070                  
D CATO CORP NEW                  CL A             14920510         0        16 SH  SHARED                     16                  
D CATO CORP NEW                  CL A             14920510       198     11315 SH  SHARED      02          11315                  
D CATO CORP NEW                  CL A             14920510       215     12300 SH  SHARED      10          12300                  
D CAVALIER HOMES INC             COM              14950710         0       477 SH  SHARED                    477                  
D CAVALIER HOMES INC             COM              14950710         2      1777 SH  SHARED      02           1777                  
D CAVCO INDS INC DEL             COM              14956810         8       238 SH  SHARED      01            238                  
D CAVCO INDS INC DEL             COM              14956810         0         3 SH  SHARED      02              3                  
D CAVIUM NETWORKS INC            COM              14965A10        20      1481 SH  SHARED                   1481                  
D CAVIUM NETWORKS INC            COM              14965A10        29      2100 SH  SHARED      01           2100                  
D CAVIUM NETWORKS INC            COM              14965A10       122      8667 SH  SHARED      02             17              8650
D CAVIUM NETWORKS INC            COM              14965A10      2548    181000 SH  SHARED      04         181000                  
D CAVIUM NETWORKS INC            COM              14965A10      4068    288950 SH  SHARED      10         288950                  
D CBEYOND INC                    COM              14984710         2       200 SH  SHARED                    200                  
D CBEYOND INC                    COM              14984710         0        13 SH  SHARED      02             13                  
D CBEYOND INC                    COM              14984710        71      5000 SH  SHARED      04           5000                  
D CBEYOND INC                    COM              14984710      4075    283200 SH  SHARED      10         283200                  
D CEDAR FAIR L P                 DEPOSITRY UNIT   15018510        39      1919 SH  SHARED                   1919                  
D CEDAR FAIR L P                 DEPOSITRY UNIT   15018510         7       375 SH  SHARED      02                              375
D CEDAR SHOPPING CTRS INC        COM NEW          15060220       150     11354 SH  SHARED                  11354                  
D CEDAR SHOPPING CTRS INC        COM NEW          15060220       120      9121 SH  SHARED      02           9121                  
D CEDAR SHOPPING CTRS INC        COM NEW          15060220       345     26100 SH  SHARED      10          26100                  
D CEL-SCI CORP                   COM NEW          15083740         1      2896 SH  SHARED                   2896                  
D CELADON GROUP INC              COM              15083810         0         6 SH  SHARED                      6                  
D CELADON GROUP INC              COM              15083810         0        12 SH  SHARED      02             12                  
D CELANESE CORP DEL              COM SER A        15087010       544     19513 SH  SHARED                  16063              3450
D CELANESE CORP DEL              COM SER A        15087010      1652     59224 SH  SHARED                  45224             14000
D CELANESE CORP DEL              COM SER A        15087010      8887    318442 SH  SHARED      01         234939      400    83103
D CELANESE CORP DEL              COM SER A        15087010      1331     47702 SH  SHR/OTHR    01                            47702
D CELANESE CORP DEL              COM SER A        15087010       770     27620 SH  SHARED      02            152             27468
D CELANESE CORP DEL              COM SER A        15087010       252      9050 SH  SHARED      04                             9050
D CELANESE CORP DEL              COM SER A        15087010        50      1825 SH  SHARED      04           1825                  
D CELANESE CORP DEL              COM SER A        15087010       100      3600 SH  SHARED      06           2300              1300
D CELANESE CORP DEL              COM SER A        15087010      1194     42809 SH  SHARED      10          41066              1743
D CELANESE CORP DEL              COM SER A        15087010       393     14091 SH  SHARED      14                            14091
D CELANESE CORP DEL              COM SER A        15087010      1626     58286 SH  SHARED      19                            58286
D CELANESE CORP DEL              COM SER A        15087010      1344     48175 SH  SHARED      20          39795      130     8250
D CELANESE CORP DEL              COM SER A        15087010       169      6070 SH  SHR/OTHR    20                             6070
D CELANESE CORP DEL              COM SER A        15087010        30      1080 SH  SHARED      21           1080                  
D CELANESE CORP DEL              COM SER A        15087010       208      7480 SH  SHARED      22           7010               470
D CELANESE CORP DEL              COM SER A        15087010        91      3275 SH  SHR/OTHR    22                             3275
D CELANESE CORP DEL              COM SER A        15087010      1054     37765 SH  SHARED      23          34020              3745
D CELANESE CORP DEL              COM SER A        15087010       729     26140 SH  SHR/OTHR    23                            26140
D CELANESE CORP DEL              PFD 4.25% CONV   15087020     15631    422012 SH  SHARED                 422012                  
D CELANESE CORP DEL              PFD 4.25% CONV   15087020      1483     40055 SH  SHARED      02          40000                55
D CELL GENESYS INC               NOTE  3.125%11/0 150921AB       625   1560000 PRN SHARED                1560000                  
D CELL GENESYS INC               NOTE  3.125%11/0 150921AB        20     50000 PRN SHARED      02          50000                  
D CELL GENESYS INC               COM              15092110        24     41076 SH  SHARED                  41076                  
D CELL GENESYS INC               COM              15092110         2      3486 SH  SHARED      02           3486                  
D CELL THERAPEUTICS INC          COM NO PAR       15093450         0       130 SH  SHARED                    130                  
D CELL THERAPEUTICS INC          COM NO PAR       15093450         0       315 SH  SHARED      02            190               125
D CELERA CORP                    COM              15100E10         1        80 SH  SHARED                     80                  
D CELERA CORP                    COM              15100E10       211     13704 SH  SHARED      01           4550              9154
D CELERA CORP                    COM              15100E10       109      7079 SH  SHARED      02           7079                  
D CELERA CORP                    COM              15100E10       922     59700 SH  SHARED      04          59700                  
D CELERA CORP                    COM              15100E10      2524    163400 SH  SHARED      10         163400                  
D CELESTICA INC                  SUB VTG SHS      15101Q10       424     65866 SH  SHARED                  65866                  
D CELESTICA INC                  SUB VTG SHS      15101Q10       734    114000 SH  SHARED      02         114000                  
D CELGENE CORP                   COM              15102010      1379     21802 SH  SHARED                  18502              3300
D CELGENE CORP                   COM              15102010     11168    176489 SH  SHARED                 146539             29950
D CELGENE CORP                   COM              15102010     37589    594015 SH  SHARED      01         342580            251435
D CELGENE CORP                   COM              15102010     15743    248793 SH  SHR/OTHR    01                           248793
D CELGENE CORP                   COM              15102010      2446     38665 SH  SHARED      02          27550             11115
D CELGENE CORP                   COM              15102010       746     11795 SH  SHARED      04                            11795
D CELGENE CORP                   COM              15102010     41646    658125 SH  SHARED      04         658125                  
D CELGENE CORP                   COM              15102010        12       200 SH  SHARED      05            200                  
D CELGENE CORP                   COM              15102010      4051     64020 SH  SHARED      06          50150             13870
D CELGENE CORP                   COM              15102010     66028   1043435 SH  SHARED      10        1033007             10428
D CELGENE CORP                   COM              15102010       306      4838 SH  SHARED      14                             4838
D CELGENE CORP                   COM              15102010      4538     71728 SH  SHARED      19                            71728
D CELGENE CORP                   COM              15102010      4705     74357 SH  SHARED      20          51547      175    22635
D CELGENE CORP                   COM              15102010      1812     28645 SH  SHR/OTHR    20                            28645
D CELGENE CORP                   COM              15102010       783     12375 SH  SHARED      21          12375                  
D CELGENE CORP                   COM              15102010        80      1270 SH  SHR/OTHR    21                             1270
D CELGENE CORP                   COM              15102010      2425     38331 SH  SHARED      22          31481              6850
D CELGENE CORP                   COM              15102010       251      3975 SH  SHR/OTHR    22                             3975
D CELGENE CORP                   COM              15102010      6740    106523 SH  SHARED      23          99963              6560
D CELGENE CORP                   COM              15102010      8167    129076 SH  SHR/OTHR    23                           129076
D CELSION CORPORATION            COM NEW          15117N30         0       312 SH  SHARED                    312                  
D CEMEX SAB DE CV                SPON ADR NEW     15129088       447     26000 SH  SHARED                   1000             25000
D CEMEX SAB DE CV                SPON ADR NEW     15129088     56459   3278721 SH  SHARED                3235921             42800
D CEMEX SAB DE CV                SPON ADR NEW     15129088      3500    203305 SH  SHARED      01         201305              2000
D CEMEX SAB DE CV                SPON ADR NEW     15129088         7       414 SH  SHR/OTHR    01                              414
D CEMEX SAB DE CV                SPON ADR NEW     15129088     10397    603815 SH  SHARED      02         547900             55915
D CEMEX SAB DE CV                SPON ADR NEW     15129088      1787    103810 SH  SHARED      04         103810                  
D CEMEX SAB DE CV                SPON ADR NEW     15129088       149      8700 SH  SHARED      06           8700                  
D CEMEX SAB DE CV                SPON ADR NEW     15129088     25864   1502000 SH  SHARED      10         903800            598200
D CEMEX SAB DE CV                SPON ADR NEW     15129088       125      7300 SH  SHARED      15                             7300
D CEMEX SAB DE CV                SPON ADR NEW     15129088        67      3921 SH  SHR/OTHR    23                             3921
D CEMEX SAB DE CV                SPON ADR NEW     15129088       192     11200 SH  SHARED      24          11200                  
D CENTENNIAL COMMUNCTNS CORP N   CL A NEW         15133V20       103     16600 SH  SHARED      01           9600              7000
D CENTENNIAL COMMUNCTNS CORP N   CL A NEW         15133V20        92     14838 SH  SHARED      02          14838                  
D CENTENNIAL COMMUNCTNS CORP N   CL A NEW         15133V20       466     74790 SH  SHARED      10          74790                  
D CENTENE CORP DEL               COM              15135B10       407     19861 SH  SHARED                  19861                  
D CENTENE CORP DEL               COM              15135B10      1417     69125 SH  SHARED      01          69125                  
D CENTENE CORP DEL               COM              15135B10      2104    102600 SH  SHR/OTHR    01                           102600
D CENTENE CORP DEL               COM              15135B10       202      9865 SH  SHARED      02           9865                  
D CENTENE CORP DEL               COM              15135B10     20475    998300 SH  SHARED      10         996800              1500
D CENTER BANCORP INC             COM              15140810         9       893 SH  SHARED                    893                  
D CENTER BANCORP INC             COM              15140810        12      1200 SH  SHARED      02           1200                  
D CENTER FINL CORP CALIF         COM              15146E10         9       733 SH  SHARED                    733                  
D CENTER FINL CORP CALIF         COM              15146E10        48      3800 SH  SHARED      02           3800                  
D CENTERLINE HOLDINGS CO         SH BEN INT       15188T10       370    186009 SH  SHARED                 186009                  
D CENTERLINE HOLDINGS CO         SH BEN INT       15188T10         0        25 SH  SHARED      01             25                  
D CENTERPOINT ENERGY INC         COM              15189T10      6076    417082 SH  SHARED                 417082                  
D CENTERPOINT ENERGY INC         COM              15189T10       529     36308 SH  SHARED      01          34501              1807
D CENTERPOINT ENERGY INC         COM              15189T10       600     41243 SH  SHARED      02          40743               500
D CENTERPOINT ENERGY INC         COM              15189T10        36      2500 SH  SHARED      04           2500                  
D CENTERPOINT ENERGY INC         COM              15189T10         4       300 SH  SHARED      05            300                  
D CENTERPOINT ENERGY INC         COM              15189T10       576     39600 SH  SHARED      06          30000              9600
D CENTERPOINT ENERGY INC         COM              15189T10      3896    267447 SH  SHARED      10         257747              9700
D CENTERPOINT ENERGY INC         COM              15189T10       169     11609 SH  SHARED      14                            11609
D CENTERPOINT ENERGY INC         COM              15189T10       209     14400 SH  SHR/OTHR    23                            14400
D CENTERPLATE INC                UNIT 99/99/9999  15200E20         0       250 SH  SHARED      02                              250
D CENTERPLATE INC                UNIT 99/99/9999  15200E20       406    133800 SH  SHARED      10         133800                  
D CENTERSTATE BKS FLA INC        COM              15201P10         2       152 SH  SHARED                    152                  
D CENTEX CORP                    COM              15231210      5564    343512 SH  SHARED                 343512                  
D CENTEX CORP                    COM              15231210       279     17224 SH  SHARED      01          17224                  
D CENTEX CORP                    COM              15231210      2013    124263 SH  SHARED      02         124263                  
D CENTEX CORP                    COM              15231210         1       100 SH  SHARED      05            100                  
D CENTEX CORP                    COM              15231210       193     11930 SH  SHARED      06           8800              3130
D CENTEX CORP                    COM              15231210       861     53153 SH  SHARED      10          53153                  
D CENTEX CORP                    COM              15231210        77      4772 SH  SHARED      14                             4772
D CENTEX CORP                    COM              15231210        48      3000 SH  SHARED      23                             3000
D CENTILLIUM COMMUNICATIONS IN   COM              15231910         0      1012 SH  SHARED                   1012                  
D CENTRAL BANCORP INC MASS       COM              15241810         0        28 SH  SHARED                     28                  
D CENTRAL EUROPEAN DIST CORP     NOTE  3.000% 3/1 153435AA      6414   7573000 PRN SHARED                7573000                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510        14       311 SH  SHARED                    311                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510         2        65 SH  SHARED      01             65                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510       100      2205 SH  SHARED      02           2205                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510       848     18691 SH  SHARED      10          18691                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510        27       615 SH  SHARED      21            615                  
D CENTRAL EUROPE AND RUSSIA FD   COM              15343610      1099     35820 SH  SHARED      02                            35820
D CENTRAL FED CORP               COM              15346Q10         0       119 SH  SHARED                    119                  
D CENTRAL FD CDA LTD             CL A             15350110       108     10000 SH  SHARED      01                            10000
D CENTRAL GARDEN & PET CO        COM              15352710         2       400 SH  SHARED                    400                  
D CENTRAL GARDEN & PET CO        COM              15352710       118     20200 SH  SHARED      02          20200                  
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720         6      1147 SH  SHARED                   1147                  
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720        52      8800 SH  SHARED      01                             8800
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720         0        36 SH  SHARED      02             36                  
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720       180     30300 SH  SHARED      10          30300                  
D CENTRAL JERSEY BANCORP NJ      COM              15377010         1       237 SH  SHARED                    237                  
D CENTRAL PAC FINL CORP          COM              15476010        66      3950 SH  SHARED                   3950                  
D CENTRAL PAC FINL CORP          COM              15476010        43      2600 SH  SHARED      01           2600                  
D CENTRAL PAC FINL CORP          COM              15476010        66      3971 SH  SHARED      02           3971                  
D CENTRAL PAC FINL CORP          COM              15476010       163      9700 SH  SHARED      10           9700                  
D CENTRAL SUN MINING INC         COM              15543210        65    108865 SH  SHARED                 108865                  
D CENTRAL VALLEY CMNTY BANCORP   COM              15568510         0       126 SH  SHARED                    126                  
D CENTRAL VT PUB SVC CORP        COM              15577110         0         4 SH  SHARED                      4                  
D CENTRAL VT PUB SVC CORP        COM              15577110         0         5 SH  SHARED      02              5                  
D CENTRAL VT PUB SVC CORP        COM              15577110       131      5600 SH  SHARED      10           2800              2800
D CENTRAL VT PUB SVC CORP        COM              15577110        35      1500 SH  SHARED      23           1500                  
D CENTRAL VT PUB SVC CORP        COM              15577110        35      1500 SH  SHR/OTHR    23                             1500
D CENTRAL VA BANKSHARES INC      COM              15579210         0        66 SH  SHARED                     66                  
D CENTRUE FINL CORP NEW          COM              15643B10         1       132 SH  SHARED                    132                  
D CENTURY ALUM CO                COM              15643110       344     12438 SH  SHARED                  12438                  
D CENTURY ALUM CO                COM              15643110      1000     36137 SH  SHARED                  36137                  
D CENTURY ALUM CO                COM              15643110       233      8435 SH  SHARED      02           8435                  
D CENTURY ALUM CO                COM              15643110     19965    721037 SH  SHARED      10         670865             50172
D CENTURY BANCORP INC            CL A NON VTG     15643210         1        82 SH  SHARED                     82                  
D CENTURY CASINOS INC            COM              15649210         1       542 SH  SHARED                    542                  
D CEPHEID                        COM              15670R10         1        81 SH  SHARED                     81                  
D CEPHEID                        COM              15670R10        60      4400 SH  SHARED      01                             4400
D CEPHEID                        COM              15670R10       142     10291 SH  SHARED      02             32             10259
D CEPHEID                        COM              15670R10      1370     99100 SH  SHARED      04          99100                  
D CEPHEID                        COM              15670R10       906     65543 SH  SHARED      10          65543                  
D CENVEO INC                     COM              15670S10        55      7211 SH  SHARED                   7211                  
D CENVEO INC                     COM              15670S10        36      4800 SH  SHARED      01           4800                  
D CENVEO INC                     COM              15670S10       183     23827 SH  SHARED      02          23827                  
D CENVEO INC                     COM              15670S10       508     66142 SH  SHARED      10          66142                  
D CENTURYTEL INC                 COM              15670010      9633    262862 SH  SHARED                 262862                  
D CENTURYTEL INC                 COM              15670010       849     23187 SH  SHARED      01          19202              3985
D CENTURYTEL INC                 COM              15670010        42      1150 SH  SHR/OTHR    01                             1150
D CENTURYTEL INC                 COM              15670010       198      5406 SH  SHARED      02           5406                  
D CENTURYTEL INC                 COM              15670010      3665    100000 SH  SHARED      05         100000                  
D CENTURYTEL INC                 COM              15670010       782     21350 SH  SHARED      06          19550              1800
D CENTURYTEL INC                 COM              15670010      7490    204378 SH  SHARED      10         204378                  
D CENTURYTEL INC                 COM              15670010        43      1185 SH  SHARED      20            525               660
D CENTURYTEL INC                 COM              15670010       259      7069 SH  SHR/OTHR    20                             7069
D CENTURYTEL INC                 COM              15670010         4       110 SH  SHARED      21                              110
D CENTURYTEL INC                 COM              15670010         7       205 SH  SHR/OTHR    21                              205
D CENTURYTEL INC                 COM              15670010        18       500 SH  SHARED      22            500                  
D CENTURYTEL INC                 COM              15670010        91      2500 SH  SHARED      23                             2500
D CENTURYTEL INC                 COM              15670010         8       225 SH  SHR/OTHR    23                              225
D CEPHALON INC                   NOTE         6/1 156708AL      1477   1063000 PRN SHARED      02        1063000                  
D CEPHALON INC                   NOTE  2.000% 6/0 156708AP      6999   4115000 PRN SHARED      02        4115000                  
D CEPHALON INC                   COM              15670810    112417   1450735 SH  SHARED                1450735                  
D CEPHALON INC                   COM              15670810      1689     21800 SH  SHARED      01                            21800
D CEPHALON INC                   COM              15670810       419      5410 SH  SHARED      02           5381                29
D CEPHALON INC                   COM              15670810      5847     75466 SH  SHARED      04          75466                  
D CEPHALON INC                   COM              15670810     10073    130000 SH  SHARED      05         130000                  
D CEPHALON INC                   COM              15670810       340      4400 SH  SHARED      06           3900               500
D CEPHALON INC                   COM              15670810       162      2100 SH  SHARED      10           2100                  
D CEPHALON INC                   COM              15670810       131      1700 SH  SHARED      14                             1700
D CEPHALON INC                   COM              15670810         7        96 SH  SHARED      21                               96
D CEPHALON INC                   COM              15670810         5        75 SH  SHR/OTHR    23                               75
D CERADYNE INC                   COM              15671010         7       218 SH  SHARED                    218                  
D CERADYNE INC                   COM              15671010        36      1000 SH  SHARED      01           1000                  
D CERADYNE INC                   COM              15671010       102      2792 SH  SHARED      02           2792                  
D CERADYNE INC                   COM              15671010       641     17500 SH  SHARED      10          16600               900
D CERNER CORP                    COM              15678210       378      8481 SH  SHARED                   8481                  
D CERNER CORP                    COM              15678210      1100     24660 SH  SHARED      01           2000             22660
D CERNER CORP                    COM              15678210       305      6842 SH  SHARED      02           6842                  
D CERNER CORP                    COM              15678210      1736     38900 SH  SHARED      04          38900                  
D CERNER CORP                    COM              15678210       159      3562 SH  SHARED      10           3562                  
D CERUS CORP                     COM              15708510         3       769 SH  SHARED                    769                  
D CERUS CORP                     COM              15708510       975    236230 SH  SHARED      02           1099            235131
D CEVA INC                       COM              15721010         0        37 SH  SHARED                     37                  
D CEVA INC                       COM              15721010         0        11 SH  SHARED      02             11                  
D CHAMPION ENTERPRISES INC       COM              15849610       476     85818 SH  SHARED                  85818                  
D CHAMPION ENTERPRISES INC       COM              15849610        10      1944 SH  SHARED      02           1944                  
D CHAMPION ENTERPRISES INC       COM              15849610        69     12500 SH  SHARED      10          12500                  
D CHAMPION INDS INC W VA         COM              15852010         0       148 SH  SHARED                    148                  
D CHANNELL COML CORP             COM              15918610         0       164 SH  SHARED                    164                  
D CHARLES & COLVARD LTD          COM              15976510         0       399 SH  SHARED                    399                  
D CHARLES RIVER ASSOCIATES       DBCV  2.875% 6/1 159852AB       905   1000000 PRN SHARED                1000000                  
D CHARLES RIV LABS INTL INC      NOTE  2.250% 6/1 159864AB      1358   1107000 PRN SHARED      02        1107000                  
D CHARLES RIV LABS INTL INC      COM              15986410      1126     20289 SH  SHARED                  20289                  
D CHARLES RIV LABS INTL INC      COM              15986410      1155     20800 SH  SHARED      01                            20800
D CHARLES RIV LABS INTL INC      COM              15986410       614     11067 SH  SHARED      02          11067                  
D CHARLES RIV LABS INTL INC      COM              15986410      1926     34700 SH  SHARED      04          34700                  
D CHARLES RIV LABS INTL INC      COM              15986410        27       500 SH  SHARED      06            100               400
D CHARLES RIV LABS INTL INC      COM              15986410      4876     87820 SH  SHARED      10          85320              2500
D CHARLOTTE RUSSE HLDG INC       COM              16104810       901     87991 SH  SHARED                  87991                  
D CHARLOTTE RUSSE HLDG INC       COM              16104810       218     21363 SH  SHARED      02          21363                  
D CHARLOTTE RUSSE HLDG INC       COM              16104810        47      4600 SH  SHARED      10           4600                  
D CHARMING SHOPPES INC           NOTE  1.125% 5/0 161133AE      5980  10000000 PRN SHARED               10000000                  
D CHARMING SHOPPES INC           COM              16113310         3       780 SH  SHARED                    780                  
D CHARMING SHOPPES INC           COM              16113310       208     42600 SH  SHARED      01                            42600
D CHARMING SHOPPES INC           COM              16113310        50     10402 SH  SHARED      02           9981               421
D CHARMING SHOPPES INC           COM              16113310       262     53760 SH  SHARED      10          53760                  
D CHART INDS INC                 COM PAR $0.01    16115Q30      4732    165694 SH  SHARED                 165694                  
D CHART INDS INC                 COM PAR $0.01    16115Q30        88      3100 SH  SHARED      01           2200               900
D CHART INDS INC                 COM PAR $0.01    16115Q30       106      3716 SH  SHARED      02             16              3700
D CHART INDS INC                 COM PAR $0.01    16115Q30       171      6000 SH  SHARED      04           6000                  
D CHART INDS INC                 COM PAR $0.01    16115Q30      1232     43158 SH  SHARED      10          43158                  
D CHARTER COMMUNICATIONS INC D   NOTE  6.500%10/0 16117MAF      1144   4000000 PRN SHARED      02        4000000                  
D CHARTER COMMUNICATIONS INC D   CL A             16117M10       147    201912 SH  SHARED                 201912                  
D CHARTER COMMUNICATIONS INC D   CL A             16117M10         1      2000 SH  SHARED      01                             2000
D CHARTER COMMUNICATIONS INC D   CL A             16117M10         1      2222 SH  SHARED      02            122              2100
D CHARTER COMMUNICATIONS INC D   CL A             16117M10        52     71500 SH  SHARED      10          71500                  
D CHARTERED SEMICONDUCTOR MFG    ADR              16133R10        68     25557 SH  SHARED                  25557                  
D CHASE CORP                     COM              16150R10        30      2460 SH  SHARED                   2460                  
D CHATTEM INC                    NOTE  2.000%11/1 162456AP      5146   3700000 PRN SHARED                3700000                  
D CHATTEM INC                    NOTE  1.625% 5/0 162456AR      2602   2200000 PRN SHARED                2200000                  
D CHATTEM INC                    COM              16245610       352      4505 SH  SHARED                   4505                  
D CHATTEM INC                    COM              16245610       484      6200 SH  SHARED      01           6200                  
D CHATTEM INC                    COM              16245610       781     10000 SH  SHR/OTHR    01                            10000
D CHATTEM INC                    COM              16245610       602      7705 SH  SHARED      02           5309              2396
D CHATTEM INC                    COM              16245610       476      6100 SH  SHARED      10           6100                  
D CHATTEM INC                    COM              16245610       728      9320 SH  SHARED      21                             9320
D CHECKPOINT SYS INC             COM              16282510       273     14516 SH  SHARED                  14516                  
D CHECKPOINT SYS INC             COM              16282510        16       880 SH  SHARED      01            880                  
D CHECKPOINT SYS INC             COM              16282510      1786     94912 SH  SHARED      02          15412             79500
D CHECKPOINT SYS INC             COM              16282510       312     16600 SH  SHARED      10          16600                  
D CHEESECAKE FACTORY INC         COM              16307210     41409   2832386 SH  SHARED                2832386                  
D CHEESECAKE FACTORY INC         COM              16307210       336     22993 SH  SHARED      01                            22993
D CHEESECAKE FACTORY INC         COM              16307210       256     17512 SH  SHARED      02          10249              7263
D CHEESECAKE FACTORY INC         COM              16307210        79      5428 SH  SHARED      10           5428                  
D CHELSEA THERAPEUTICS INTL LT   COM              16342810         2       681 SH  SHARED                    681                  
D CHELSEA THERAPEUTICS INTL LT   COM              16342810         5      1648 SH  SHARED      02           1648                  
D CHEMED CORP NEW                NOTE  1.875% 5/1 16359RAC      5722   7500000 PRN SHARED                7500000                  
D CHEMED CORP NEW                COM              16359R10       351      8568 SH  SHARED                   8568                  
D CHEMED CORP NEW                COM              16359R10        46      1125 SH  SHARED      01           1125                  
D CHEMED CORP NEW                COM              16359R10        34       848 SH  SHARED      02            713               135
D CHEMED CORP NEW                COM              16359R10        61      1500 SH  SHARED      10           1500                  
D CHEMED CORP NEW                COM              16359R10        34       850 SH  SHARED      21            850                  
D CHEMED CORP NEW                COM              16359R10        61      1500 SH  SHARED      23                             1500
D CHEMICAL FINL CORP             COM              16373110       344     11057 SH  SHARED                  11057                  
D CHEMICAL FINL CORP             COM              16373110        56      1813 SH  SHARED      02           1813                  
D CHEMICAL FINL CORP             COM              16373110       149      4800 SH  SHARED      10           4800                  
D CHEMTURA CORP                  COM              16389310      3277    718829 SH  SHARED                 718829                  
D CHEMTURA CORP                  COM              16389310       334     73401 SH  SHARED      01              1             73400
D CHEMTURA CORP                  COM              16389310        35      7771 SH  SHARED      02           7771                  
D CHEMTURA CORP                  COM              16389310         3       700 SH  SHARED      06            700                  
D CHEMTURA CORP                  COM              16389310       149     32815 SH  SHARED      10          32815                  
D CHENIERE ENERGY PARTNERS LP    COM UNIT         16411Q10      3672    528442 SH  SHARED                 528442                  
D CHENIERE ENERGY PARTNERS LP    COM UNIT         16411Q10        42      6150 SH  SHARED      02           2900              3250
D CHENIERE ENERGY INC            NOTE  2.250% 8/0 16411RAE       790   5000000 PRN SHARED                5000000                  
D CHENIERE ENERGY INC            COM NEW          16411R20       260    115954 SH  SHARED                 115954                  
D CHENIERE ENERGY INC            COM NEW          16411R20        76     34125 SH  SHARED      01          34125                  
D CHENIERE ENERGY INC            COM NEW          16411R20       641    285097 SH  SHARED      02         285097                  
D CHENIERE ENERGY INC            COM NEW          16411R20         1       500 SH  SHARED      10            500                  
D CHEROKEE INC DEL NEW           COM              16444H10        21       973 SH  SHARED                    973                  
D CHEROKEE INC DEL NEW           COM              16444H10         0         4 SH  SHARED      02              4                  
D CHEROKEE INC DEL NEW           COM              16444H10        48      2200 SH  SHARED      10           2200                  
D CHEROKEE INTL CORP             COM              16445010         0       246 SH  SHARED                    246                  
D CHESAPEAKE CORP                COM              16515910         0       528 SH  SHARED                    528                  
D CHESAPEAKE CORP                COM              16515910         0       300 SH  SHARED      02            300                  
D CHESAPEAKE ENERGY CORP         NOTE  2.750%11/1 165167BW      8240   8000000 PRN SHARED                8000000                  
D CHESAPEAKE ENERGY CORP         NOTE  2.750%11/1 165167BW      5379   5223000 PRN SHARED      02        5221000              2000
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167BZ     33176  30833008 PRN SHARED               30833008                  
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167CA         0   1071000 PRN SHARED                1071000                  
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167CA         0   5325000 PRN SHARED      02        5325000                  
D CHESAPEAKE ENERGY CORP         NOTE  2.250%12/1 165167CB         0   2500000 PRN SHARED                2500000                  
D CHESAPEAKE ENERGY CORP         NOTE  2.250%12/1 165167CB         0  13472000 PRN SHARED      02       13162000            310000
D CHESAPEAKE ENERGY CORP         COM              16516710     39761   1108789 SH  SHARED                1108789                  
D CHESAPEAKE ENERGY CORP         COM              16516710      1866     52045 SH  SHARED      01          51045              1000
D CHESAPEAKE ENERGY CORP         COM              16516710        17       500 SH  SHR/OTHR    01                              500
D CHESAPEAKE ENERGY CORP         COM              16516710      4952    138101 SH  SHARED      02          48703             89398
D CHESAPEAKE ENERGY CORP         COM              16516710        43      1200 SH  SHARED      04           1200                  
D CHESAPEAKE ENERGY CORP         COM              16516710         8       230 SH  SHARED      05            230                  
D CHESAPEAKE ENERGY CORP         COM              16516710      3537     98635 SH  SHARED      06          82755             15880
D CHESAPEAKE ENERGY CORP         COM              16516710      9907    276288 SH  SHARED      10         276288                  
D CHESAPEAKE ENERGY CORP         COM              16516710       598     16700 SH  SHARED      14                            16700
D CHESAPEAKE ENERGY CORP         COM              16516710        10       300 SH  SHARED      23            300                  
D CHESAPEAKE ENERGY CORP         COM              16516710       451     12595 SH  SHR/OTHR    23                            12595
D CHESAPEAKE ENERGY CORP         PFD CONV         16516784     23253    233700 SH  SHARED                 233700                  
D CHESAPEAKE ENERGY CORP         PFD CONV         16516784      1640     16488 SH  SHARED      02          16488                  
D CHESAPEAKE UTILS CORP          COM              16530310         0         3 SH  SHARED      02              3                  
D CHEVRON CORP NEW               COM              16676410      6019     72980 SH  SHARED                  51695             21285
D CHEVRON CORP NEW               COM              16676410    221951   2690969 SH  SHARED                2647069             43900
D CHEVRON CORP NEW               COM              16676410     44045    534020 SH  SHARED      01         446132      400    87488
D CHEVRON CORP NEW               COM              16676410      5355     64931 SH  SHR/OTHR    01                            64931
D CHEVRON CORP NEW               COM              16676410    213319   2586318 SH  SHARED      02        2562463             23855
D CHEVRON CORP NEW               COM              16676410      4596     55730 SH  SHARED      04          55730                  
D CHEVRON CORP NEW               COM              16676410        76       927 SH  SHARED      05            927                  
D CHEVRON CORP NEW               COM              16676410     31390    380579 SH  SHARED      06         316837             63742
D CHEVRON CORP NEW               COM              16676410    490946   5952304 SH  SHARED      10        5716573            235731
D CHEVRON CORP NEW               COM              16676410      1979     23995 SH  SHARED      14                            23995
D CHEVRON CORP NEW               COM              16676410        39       479 SH  SHARED      19                              479
D CHEVRON CORP NEW               COM              16676410      7030     85239 SH  SHARED      20          47281       75    37883
D CHEVRON CORP NEW               COM              16676410      6034     73169 SH  SHR/OTHR    20                            73169
D CHEVRON CORP NEW               COM              16676410       151      1833 SH  SHARED      21           1598               235
D CHEVRON CORP NEW               COM              16676410        47       570 SH  SHR/OTHR    21                              570
D CHEVRON CORP NEW               COM              16676410       754      9150 SH  SHARED      22           5110              4040
D CHEVRON CORP NEW               COM              16676410       328      3978 SH  SHR/OTHR    22                             3978
D CHEVRON CORP NEW               COM              16676410      8631    104645 SH  SHARED      23          99970              4675
D CHEVRON CORP NEW               COM              16676410     14035    170171 SH  SHR/OTHR    23                           170171
D CHEVIOT FINL CORP              COM              16677410         2       362 SH  SHARED                    362                  
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010      2747    142788 SH  SHARED                  86888             55900
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       248     12900 SH  SHARED      01          12900                  
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       339     17663 SH  SHARED      02           6763             10900
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       186      9700 SH  SHARED      04           9700                  
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       113      5900 SH  SHARED      06           5900                  
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010     25505   1325650 SH  SHARED      10         892950            432700
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010        92      4800 SH  SHARED      15                             4800
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010         2       150 SH  SHARED      21                              150
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010        96      5000 SH  SHARED      23                             5000
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       148      7700 SH  SHARED      24           7700                  
D CHICAGO RIVET & MACH CO        COM              16808810         0        19 SH  SHARED                     19                  
D CHICOPEE BANCORP INC           COM              16856510         1       151 SH  SHARED                    151                  
D CHICOS FAS INC                 COM              16861510     40425   7390334 SH  SHARED                7390334                  
D CHICOS FAS INC                 COM              16861510       286     52300 SH  SHARED      01                            52300
D CHICOS FAS INC                 COM              16861510       127     23278 SH  SHARED      02          17798              5480
D CHICOS FAS INC                 COM              16861510       250     45705 SH  SHARED      10          45705                  
D CHICOS FAS INC                 COM              16861510       102     18735 SH  SHARED      21          18735                  
D CHILDRENS PL RETAIL STORES I   COM              16890510       190      5727 SH  SHARED                   5727                  
D CHILDRENS PL RETAIL STORES I   COM              16890510        40      1200 SH  SHARED      01           1200                  
D CHILDRENS PL RETAIL STORES I   COM              16890510       389     11684 SH  SHARED      02          11384               300
D CHILDRENS PL RETAIL STORES I   COM              16890510     25529    765488 SH  SHARED      10         765488                  
D CHIMERA INVT CORP              COM              16934Q10        94     15225 SH  SHARED                  15225                  
D CHIMERA INVT CORP              COM              16934Q10       124     20000 SH  SHR/OTHR    01                            20000
D CHIMERA INVT CORP              COM              16934Q10       102     16500 SH  SHARED      10          16500                  
D CHINA AUTOMOTIVE SYS INC       COM              16936R10         2       517 SH  SHARED                    517                  
D CHINA BAK BATTERY INC          COM              16936Y10       241     66980 SH  SHARED                  66980                  
D CHINA EASTN AIRLS LTD          SPON ADR CL H    16937R10         0        57 SH  SHARED      02             57                  
D CHINA ARCHITECTURAL ENGR INC   COM              16937S10        41      5902 SH  SHARED                   5902                  
D CHINA FD INC                   COM              16937310       251      9454 SH  SHARED      02                             9454
D CHINA FD INC                   COM              16937310        95      3602 SH  SHR/OTHR    23                             3602
D CHINA FIN ONLINE CO LTD        SPONSORED ADR    16937910       346     30000 SH  SHARED                                    30000
D CHINA FIN ONLINE CO LTD        SPONSORED ADR    16937910         0        16 SH  SHARED                     16                  
D CHINA FIN ONLINE CO LTD        SPONSORED ADR    16937910         0        24 SH  SHARED      02             24                  
D CHINA FIN ONLINE CO LTD        SPONSORED ADR    16937910      2310    200000 SH  SHARED      05         200000                  
D CHINA FIN ONLINE CO LTD        SPONSORED ADR    16937910         0        25 SH  SHARED      20             25                  
D CHINA DIGITAL TV HLDG CO LTD   SPONSORED ADR    16938G10        19      2400 SH  SHARED                   2400                  
D CHINA DIGITAL TV HLDG CO LTD   SPONSORED ADR    16938G10         0        65 SH  SHARED      02             65                  
D CHINA GRENTECH CORP LTD        ADR              16938P10         6      3769 SH  SHARED                   3769                  
D CHINA FIRE & SEC GROUP INC     COM              16938R10        17      1672 SH  SHARED                   1672                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10        27       500 SH  SHARED                    500                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10        81      1468 SH  SHARED                    268              1200
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10      1963     35300 SH  SHARED      01          35300                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10      8453    151978 SH  SHARED      02         151978                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10      9978    179400 SH  SHARED      10         179400                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10        55      1000 SH  SHARED      24           1000                  
D CHINA HEALTHCARE ACQ CORP      COM              16939Q10      3314    613885 SH  SHARED                 613885                  
D CHINA HEALTHCARE ACQ CORP      COM              16939Q10       790    146300 SH  SHARED      02         146300                  
D CHINA HEALTHCARE ACQ CORP      *W EXP 04/18/201 16939Q11        14    129577 SH  SHARED                 129577                  
D CHINA HEALTHCARE ACQ CORP      *W EXP 04/18/201 16939Q11        11    108400 SH  SHARED      02         108400                  
D CHINA HEALTHCARE ACQ CORP      UNIT 07/11/2011  16939Q20        61     10900 SH  SHARED                  10900                  
D CHINA HOUSING & LAND DEV INC   COM              16939V10       233    106271 SH  SHARED      23                           106271
D CHINA NETCOM GROUP CORP HK L   SPONSORED ADR    16940Q10      1802     39634 SH  SHARED                  39634                  
D CHINA NETCOM GROUP CORP HK L   SPONSORED ADR    16940Q10       224      4940 SH  SHARED      02           4917                23
D CHINA NETCOM GROUP CORP HK L   SPONSORED ADR    16940Q10       172      3800 SH  SHARED      23                             3800
D CHINA SOUTHN AIRLS LTD         SPON ADR CL H    16940910        14      1459 SH  SHARED                   1459                  
D CHINA SOUTHN AIRLS LTD         SPON ADR CL H    16940910         2       280 SH  SHARED      02            280                  
D CHINA PRECISION STEEL INC      COM              16941J10       107     32156 SH  SHARED                  32156                  
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10     29760    594262 SH  SHARED                 589262              5000
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      1822     36400 SH  SHARED      01          36400                  
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      1930     38548 SH  SHARED      02          38275               273
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10     17343    346320 SH  SHARED      10         346320                  
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10        82      1650 SH  SHARED      21                             1650
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10        91      1833 SH  SHARED      24           1833                  
D CHINA SKY ONE MED INC          COM              16941P10        83      6846 SH  SHARED                   6846                  
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10      6748     86151 SH  SHARED                  86151                  
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10       132      1688 SH  SHARED      02           1423               265
D CHINA SEC & SURVE TECH INC     COM              16942J10       416     30000 SH  SHARED                                    30000
D CHINA SEC & SURVE TECH INC     COM              16942J10       447     32229 SH  SHARED                  32229                  
D CHINA SEC & SURVE TECH INC     COM              16942J10      3470    250000 SH  SHARED      05         250000                  
D CHINA HLDGS ACQUISITION CORP   COM              16942N10      5589    618958 SH  SHARED                 618958                  
D CHINA HLDGS ACQUISITION CORP   COM              16942N10      2388    264500 SH  SHARED      02         264500                  
D CHINA HLDGS ACQUISITION CORP   *W EXP 11/16/201 16942N11        12     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      1120    158098 SH  SHARED                 158098                  
D CHINA SUNERGY CO LTD           SPON ADR         16942X10         0        61 SH  SHARED      02             61                  
D CHINA SUNERGY CO LTD           SPON ADR         16942X10        71     10036 SH  SHARED      04          10036                  
D CHINA TECHFAITH WIRLS COMM T   SPONSORED ADR    16942410         0       660 SH  SHARED                    660                  
D CHINA TECHFAITH WIRLS COMM T   SPONSORED ADR    16942410         0        51 SH  SHARED      02             51                  
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610       625     15300 SH  SHARED                  15300                  
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610      2662     65100 SH  SHARED      02          65100                  
D CHINA NEPSTAR CHAIN DRUGSTOR   SPONSORED ADR    16943C10         0       144 SH  SHARED                    144                  
D CHINA NEPSTAR CHAIN DRUGSTOR   SPONSORED ADR    16943C10         0       162 SH  SHARED      02            162                  
D CHINA INFORMATION SEC TECH I   COM              16944F10         0        82 SH  SHARED                     82                  
D CHINA INFORMATION SEC TECH I   COM              16944F10         0        12 SH  SHARED      02             12                  
D CHINAEDU CORP                  SPONS ADR        16945L10         0        23 SH  SHARED      02             23                  
D CHINA UNICOM LTD               SPONSORED ADR    16945R10       361     23890 SH  SHARED                  23890                  
D CHINA UNICOM LTD               SPONSORED ADR    16945R10       756     50000 SH  SHARED      02          50000                  
D CHINACAST EDU CORP             COM              16946T10        13      5183 SH  SHARED                   5183                  
D CHINACAST EDU CORP             COM              16946T10         0        32 SH  SHARED      02             32                  
D CHINDEX INTERNATIONAL INC      COM              16946710        15      1416 SH  SHARED                   1416                  
D CHINDEX INTERNATIONAL INC      COM              16946710         0        19 SH  SHARED      02             19                  
D CHINA MED TECHNOLOGIES INC     NOTE  3.500%11/1 169483AB      5440   5000000 PRN SHARED                5000000                  
D CHINA MED TECHNOLOGIES INC     NOTE  4.000% 8/1 169483AC      4615   6500000 PRN SHARED                6500000                  
D CHINA MED TECHNOLOGIES INC     SPONSORED ADR    16948310      5250    161154 SH  SHARED                 161154                  
D CHINA MED TECHNOLOGIES INC     SPONSORED ADR    16948310         1        32 SH  SHARED      02             32                  
D CHINA MED TECHNOLOGIES INC     SPONSORED ADR    16948310      1596     49000 SH  SHARED      15                            49000
D CHIPOTLE MEXICAN GRILL INC     CL A             16965610      1045     18839 SH  SHARED                  18839                  
D CHIPOTLE MEXICAN GRILL INC     CL A             16965610       554     10000 SH  SHARED      01                            10000
D CHIPOTLE MEXICAN GRILL INC     CL A             16965610        25       453 SH  SHARED      02            453                  
D CHIPOTLE MEXICAN GRILL INC     CL A             16965610         1        30 SH  SHARED      10             30                  
D CHIPOTLE MEXICAN GRILL INC     CL B             16965620        88      1899 SH  SHARED                   1899                  
D CHOICE HOTELS INTL INC         COM              16990510       956     35305 SH  SHARED                  35305                  
D CHOICE HOTELS INTL INC         COM              16990510       132      4901 SH  SHARED      01           4901                  
D CHOICE HOTELS INTL INC         COM              16990510        34      1273 SH  SHARED      02           1273                  
D CHOICE HOTELS INTL INC         COM              16990510        22       839 SH  SHARED      10            839                  
D CHIQUITA BRANDS INTL INC       NOTE  4.250% 8/1 170032AT     18240  19100000 PRN SHARED               19100000                  
D CHIQUITA BRANDS INTL INC       NOTE  4.250% 8/1 170032AT      3399   3560000 PRN SHARED      02        3560000                  
D CHIQUITA BRANDS INTL INC       *W EXP 03/19/200 17003211        23     25991 SH  SHARED                  25991                  
D CHIQUITA BRANDS INTL INC       COM              17003280        73      4624 SH  SHARED                   4624                  
D CHIQUITA BRANDS INTL INC       COM              17003280       479     30306 SH  SHARED      02          30226                80
D CHIQUITA BRANDS INTL INC       COM              17003280     10728    678600 SH  SHARED      04         678600                  
D CHIQUITA BRANDS INTL INC       COM              17003280      1106     70000 SH  SHARED      06                            70000
D CHIQUITA BRANDS INTL INC       COM              17003280     11244    711255 SH  SHARED      10         711255                  
D CHORDIANT SOFTWARE INC         COM NEW          17040430      1026    200000 SH  SHARED                 200000                  
D CHORDIANT SOFTWARE INC         COM NEW          17040430        19      3868 SH  SHARED      02           1868              2000
D CHRISTOPHER & BANKS CORP       COM              17104610       307     40115 SH  SHARED                  40115                  
D CHRISTOPHER & BANKS CORP       COM              17104610       211     27620 SH  SHARED      02          27620                  
D CHRISTOPHER & BANKS CORP       COM              17104610        43      5711 SH  SHARED      10           5711                  
D CHROMCRAFT REVINGTON INC       COM              17111710         0        99 SH  SHARED                     99                  
D CHUBB CORP                     COM              17123210     49564    902823 SH  SHARED                 902823                  
D CHUBB CORP                     COM              17123210      3626     66048 SH  SHARED      01          46248             19800
D CHUBB CORP                     COM              17123210       287      5230 SH  SHR/OTHR    01                             5230
D CHUBB CORP                     COM              17123210     11321    206218 SH  SHARED      02         205476               742
D CHUBB CORP                     COM              17123210        54      1000 SH  SHARED      04           1000                  
D CHUBB CORP                     COM              17123210        10       200 SH  SHARED      05            200                  
D CHUBB CORP                     COM              17123210      3508     63906 SH  SHARED      06          51896             12010
D CHUBB CORP                     COM              17123210    129351   2356120 SH  SHARED      10        2356120                  
D CHUBB CORP                     COM              17123210       439      8000 SH  SHARED      14                             8000
D CHUBB CORP                     COM              17123210       408      7440 SH  SHARED      20            600              6840
D CHUBB CORP                     COM              17123210        39       718 SH  SHR/OTHR    20                              718
D CHUBB CORP                     COM              17123210        87      1600 SH  SHR/OTHR    22                             1600
D CHUBB CORP                     COM              17123210       823     15000 SH  SHARED      23          15000                  
D CHUBB CORP                     COM              17123210       506      9220 SH  SHR/OTHR    23                             9220
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW     17133Q30       105      4460 SH  SHARED                   4460                  
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW     17133Q30      1964     83000 SH  SHARED      01          83000                  
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW     17133Q30         0        26 SH  SHARED      02                               26
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW     17133Q30     84499   3569879 SH  SHARED      04        3569879                  
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW     17133Q30     10369    438100 SH  SHARED      10         438100                  
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW     17133Q30        11       500 SH  SHARED      20            500                  
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW     17133Q30        54      2300 SH  SHARED      24           2300                  
D CHURCH & DWIGHT INC            COM              17134010       435      7009 SH  SHARED                   7009                  
D CHURCH & DWIGHT INC            COM              17134010      1437     23150 SH  SHARED      01                            23150
D CHURCH & DWIGHT INC            COM              17134010       589      9500 SH  SHR/OTHR    01                             9500
D CHURCH & DWIGHT INC            COM              17134010       408      6578 SH  SHARED      02           6455               123
D CHURCH & DWIGHT INC            COM              17134010       117      1900 SH  SHARED      10           1900                  
D CHURCH & DWIGHT INC            COM              17134010        10       169 SH  SHARED      21                              169
D CHURCHILL DOWNS INC            COM              17148410         8       173 SH  SHARED                    173                  
D CHURCHILL DOWNS INC            COM              17148410        26       550 SH  SHARED      01            550                  
D CHURCHILL DOWNS INC            COM              17148410       156      3205 SH  SHARED      02           2905               300
D CHURCHILL VENTURES LTD         COM              17157P10      5916    758513 SH  SHARED                 758513                  
D CHURCHILL VENTURES LTD         *W EXP 03/01/201 17157P11        22    200000 SH  SHARED                 200000                  
D CHYRON CORP                    COM PAR $.01     17160530         1       333 SH  SHARED                    333                  
D CIBER INC                      SDCV  2.875%12/1 17163BAB      1091   1100000 PRN SHARED                1100000                  
D CIBER INC                      COM              17163B10        14      2129 SH  SHARED                   2129                  
D CIBER INC                      COM              17163B10        10      1500 SH  SHARED      01           1500                  
D CIBER INC                      COM              17163B10       131     18830 SH  SHARED      02          18830                  
D CIBER INC                      COM              17163B10       455     65100 SH  SHARED      10          65100                  
D CIENA CORP                     NOTE  0.875% 6/1 171779AE      3712   7500000 PRN SHARED                7500000                  
D CIENA CORP                     NOTE  0.875% 6/1 171779AE      1526   3083000 PRN SHARED      02        3083000                  
D CIENA CORP                     COM NEW          17177930      1680    166730 SH  SHARED                 166730                  
D CIENA CORP                     COM NEW          17177930        77      7657 SH  SHARED      01           7657                  
D CIENA CORP                     COM NEW          17177930       363     36047 SH  SHARED      02          29047              7000
D CIENA CORP                     COM NEW          17177930        96      9599 SH  SHARED      06           7599              2000
D CIENA CORP                     COM NEW          17177930     15315   1519422 SH  SHARED      10        1519422                  
D CIMAREX ENERGY CO              COM              17179810       538     11017 SH  SHARED                  11017                  
D CIMAREX ENERGY CO              COM              17179810      2686     54936 SH  SHARED                  11836             43100
D CIMAREX ENERGY CO              COM              17179810      1712     35020 SH  SHARED      01           9020             26000
D CIMAREX ENERGY CO              COM              17179810      2799     57234 SH  SHARED      02           9399             47835
D CIMAREX ENERGY CO              COM              17179810       264      5400 SH  SHARED      06           4900               500
D CIMAREX ENERGY CO              COM              17179810     69797   1427050 SH  SHARED      10        1338600             88450
D CIMAREX ENERGY CO              COM              17179810       321      6583 SH  SHARED      14                             6583
D CIMAREX ENERGY CO              COM              17179810         3        80 SH  SHARED      21                               80
D CINCINNATI BELL INC NEW        COM              17187110         0        95 SH  SHARED                     95                  
D CINCINNATI BELL INC NEW        COM              17187110       297     96200 SH  SHARED      01          13400             82800
D CINCINNATI BELL INC NEW        COM              17187110       103     33489 SH  SHARED      02          33489                  
D CINCINNATI BELL INC NEW        COM              17187110       635    205700 SH  SHARED      10         192600             13100
D CINCINNATI BELL INC NEW        COM              17187110        22      7375 SH  SHARED      21           7375                  
D CINCINNATI FINL CORP           COM              17206210      7883    277210 SH  SHARED                 277210                  
D CINCINNATI FINL CORP           COM              17206210       461     16220 SH  SHARED      01          16220                  
D CINCINNATI FINL CORP           COM              17206210       698     24564 SH  SHARED      02          24564                  
D CINCINNATI FINL CORP           COM              17206210         2        80 SH  SHARED      05             80                  
D CINCINNATI FINL CORP           COM              17206210       628     22085 SH  SHARED      06          17323              4762
D CINCINNATI FINL CORP           COM              17206210     10761    378404 SH  SHARED      10         378404                  
D CINCINNATI FINL CORP           COM              17206210        48      1700 SH  SHARED      14                             1700
D CINCINNATI FINL CORP           COM              17206210        69      2451 SH  SHARED      20            265              2186
D CINCINNATI FINL CORP           COM              17206210       119      4190 SH  SHR/OTHR    20                             4190
D CINEMARK HOLDINGS INC          COM              17243V10         2       169 SH  SHARED                    169                  
D CINEMARK HOLDINGS INC          COM              17243V10         0        16 SH  SHARED      02             16                  
D CIRCOR INTL INC                COM              17273K10       305      7041 SH  SHARED                   7041                  
D CIRCOR INTL INC                COM              17273K10         0         9 SH  SHARED      02              9                  
D CIRCOR INTL INC                COM              17273K10       691     15919 SH  SHARED      10          14719              1200
D CIRCUIT CITY STORE INC         COM              17273710      2943   3873022 SH  SHARED                3873022                  
D CIRCUIT CITY STORE INC         COM              17273710        26     34611 SH  SHARED      02          34611                  
D CIRCUIT CITY STORE INC         COM              17273710        33     43500 SH  SHARED      10          43500                  
D CISCO SYS INC                  COM              17275R10      2768    122723 SH  SHARED                  53242             69481
D CISCO SYS INC                  COM              17275R10    173347   7683850 SH  SHARED                7416100            267750
D CISCO SYS INC                  COM              17275R10     40715   1804774 SH  SHARED      01        1256194     1500   547080
D CISCO SYS INC                  COM              17275R10     11250    498671 SH  SHR/OTHR    01                           498671
D CISCO SYS INC                  COM              17275R10     14707    651950 SH  SHARED      02         462166            189784
D CISCO SYS INC                  COM              17275R10       913     40471 SH  SHARED      04                            40471
D CISCO SYS INC                  COM              17275R10    192010   8511123 SH  SHARED      04        8511123                  
D CISCO SYS INC                  COM              17275R10      1938     85909 SH  SHARED      05          85909                  
D CISCO SYS INC                  COM              17275R10     45762   2028501 SH  SHARED      06        1453693            574808
D CISCO SYS INC                  COM              17275R10    227988  10105878 SH  SHARED      10        9069060           1036818
D CISCO SYS INC                  COM              17275R10      6205    275078 SH  SHARED      14          65200            209878
D CISCO SYS INC                  COM              17275R10      2041     90500 SH  SHARED      15                            90500
D CISCO SYS INC                  COM              17275R10      3111    137899 SH  SHARED      19                           137899
D CISCO SYS INC                  COM              17275R10      7602    336980 SH  SHARED      20         186764      275   149941
D CISCO SYS INC                  COM              17275R10      3490    154735 SH  SHR/OTHR    20                           154735
D CISCO SYS INC                  COM              17275R10      1612     71490 SH  SHARED      21          40490             31000
D CISCO SYS INC                  COM              17275R10       500     22179 SH  SHR/OTHR    21                            22179
D CISCO SYS INC                  COM              17275R10      2289    101505 SH  SHARED      22          70970             30535
D CISCO SYS INC                  COM              17275R10       728     32300 SH  SHR/OTHR    22                            32300
D CISCO SYS INC                  COM              17275R10      9171    406520 SH  SHARED      23         363820             42700
D CISCO SYS INC                  COM              17275R10     18053    800249 SH  SHR/OTHR    23                           800249
D CISCO SYS INC                  COM              17275R10       364     16150 SH  SHARED      24          16150                  
D CIRRUS LOGIC INC               COM              17275510       286     52655 SH  SHARED                  52655                  
D CIRRUS LOGIC INC               COM              17275510        11      2137 SH  SHARED      02           2137                  
D CITADEL BROADCASTING CORP      NOTE  4.000% 2/1 17285TAC      1546   2000000 PRN SHARED                2000000                  
D CITADEL BROADCASTING CORP      COM              17285T10         0       520 SH  SHARED                    520                  
D CITADEL BROADCASTING CORP      COM              17285T10        73     93604 SH  SHARED                  93572                32
D CITADEL BROADCASTING CORP      COM              17285T10         1      2023 SH  SHARED      01                             2023
D CITADEL BROADCASTING CORP      COM              17285T10         0        15 SH  SHR/OTHR    01                               15
D CITADEL BROADCASTING CORP      COM              17285T10        16     21084 SH  SHARED      02           9322             11762
D CITADEL BROADCASTING CORP      COM              17285T10        28     36057 SH  SHARED      10          36057                  
D CITADEL BROADCASTING CORP      COM              17285T10         0       202 SH  SHARED      20            170                32
D CITADEL BROADCASTING CORP      COM              17285T10         0       191 SH  SHARED      21            191                  
D CITADEL BROADCASTING CORP      COM              17285T10         0       289 SH  SHARED      23            289                  
D CITADEL BROADCASTING CORP      COM              17285T10         1      1287 SH  SHR/OTHR    23                             1287
D CINTAS CORP                    COM              17290810      3470    120883 SH  SHARED                 120883                  
D CINTAS CORP                    COM              17290810       399     13900 SH  SHARED      01          13900                  
D CINTAS CORP                    COM              17290810      7240    252184 SH  SHARED      02         251831               353
D CINTAS CORP                    COM              17290810         2       100 SH  SHARED      05            100                  
D CINTAS CORP                    COM              17290810       474     16540 SH  SHARED      06          13250              3290
D CINTAS CORP                    COM              17290810      1662     57904 SH  SHARED      10          57904                  
D CINTAS CORP                    COM              17290810       137      4800 SH  SHARED      21           2850              1950
D CITIZENS & NORTHN CORP         COM              17292210         1        64 SH  SHARED                     64                  
D CITIGROUP INC                  COM              17296710       740     36111 SH  SHARED                   2392             33719
D CITIGROUP INC                  COM              17296710    405236  19758000 SH  SHARED               19736784             21210
D CITIGROUP INC                  COM              17296710     15262    744152 SH  SHARED      01         664793             79359
D CITIGROUP INC                  COM              17296710        92      4507 SH  SHR/OTHR    01                             4507
D CITIGROUP INC                  COM              17296710     27357   1333844 SH  SHARED      02        1272876             60968
D CITIGROUP INC                  COM              17296710       784     38234 SH  SHARED      04                            38234
D CITIGROUP INC                  COM              17296710     29641   1445200 SH  SHARED      04        1445200                  
D CITIGROUP INC                  COM              17296710     21092   1028410 SH  SHARED      05        1028410                  
D CITIGROUP INC                  COM              17296710     16339    796644 SH  SHARED      06         632284            164360
D CITIGROUP INC                  COM              17296710    188939   9212043 SH  SHARED      10        9088843            123200
D CITIGROUP INC                  COM              17296710      1701     82938 SH  SHARED      14                            82938
D CITIGROUP INC                  COM              17296710       663     32338 SH  SHARED      20           8789             23549
D CITIGROUP INC                  COM              17296710       204      9950 SH  SHR/OTHR    20                             9950
D CITIGROUP INC                  COM              17296710       784     38272 SH  SHARED      21          38272                  
D CITIGROUP INC                  COM              17296710         9       466 SH  SHR/OTHR    21                              466
D CITIGROUP INC                  COM              17296710       246     11999 SH  SHARED      22          11999                  
D CITIGROUP INC                  COM              17296710        44      2155 SH  SHR/OTHR    22                             2155
D CITIGROUP INC                  COM              17296710       646     31503 SH  SHARED      23          30587               916
D CITIGROUP INC                  COM              17296710      2547    124228 SH  SHR/OTHR    23                           124228
D CITI TRENDS INC                COM              17306X10         1        80 SH  SHARED                     80                  
D CITI TRENDS INC                COM              17306X10        75      4635 SH  SHARED      02           4635                  
D CITI TRENDS INC                COM              17306X10      5931    364100 SH  SHARED      10         364100                  
D CITI TRENDS INC                COM              17306X10        12       790 SH  SHARED      21            790                  
D CITIZENS REPUBLIC BANCORP IN   COM              17442010       137     44633 SH  SHARED                  44633                  
D CITIZENS REPUBLIC BANCORP IN   COM              17442010       183     59568 SH  SHARED      02          14568             45000
D CITIZENS REPUBLIC BANCORP IN   COM              17442010       158     51400 SH  SHARED      10          51400                  
D CITIZENS FIRST BANCORP INC D   COM              17461R10         7      1393 SH  SHARED                   1393                  
D CITIZENS FIRST BANCORP INC D   COM              17461R10       429     79000 SH  SHARED      02                            79000
D CITIZENS FIRST CORP            COM              17462Q10         0        52 SH  SHARED                     52                  
D CITIZENS INC                   CL A             17474010       144     17566 SH  SHARED                  17566                  
D CITIZENS INC                   CL A             17474010         2       255 SH  SHARED      01            255                  
D CITIZENS CMNTY BANCORP INC M   COM              17490310         1       186 SH  SHARED                    186                  
D CITIZENS SOUTH BKG CP DEL      COM              17668210         1       197 SH  SHARED                    197                  
D CITRIX SYS INC                 COM              17737610      4845    191815 SH  SHARED                 191815                  
D CITRIX SYS INC                 COM              17737610       494     19575 SH  SHARED      01          19575                  
D CITRIX SYS INC                 COM              17737610       650     25758 SH  SHARED      02          18939              6819
D CITRIX SYS INC                 COM              17737610       280     11100 SH  SHARED      04          11100                  
D CITRIX SYS INC                 COM              17737610       579     22950 SH  SHARED      06          17700              5250
D CITRIX SYS INC                 COM              17737610     16193    641067 SH  SHARED      10         641067                  
D CITRIX SYS INC                 COM              17737610        26      1050 SH  SHR/OTHR    22                             1050
D CITRIX SYS INC                 COM              17737610         5       200 SH  SHR/OTHR    23                              200
D CITY BK LYNNWOOD WASH          COM              17770A10         0        39 SH  SHARED                     39                  
D CITY BK LYNNWOOD WASH          COM              17770A10       146      9400 SH  SHARED      10           9400                  
D CITY HLDG CO                   COM              17783510       308      7310 SH  SHARED                   7310                  
D CITY HLDG CO                   COM              17783510        38       900 SH  SHARED      01            900                  
D CITY HLDG CO                   COM              17783510        46      1109 SH  SHARED      02           1109                  
D CITY HLDG CO                   COM              17783510      9028    213700 SH  SHARED      10         213700                  
D CITY NATL CORP                 COM              17856610       922     16996 SH  SHARED                  16996                  
D CITY NATL CORP                 COM              17856610       695     12800 SH  SHARED      01                            12800
D CITY NATL CORP                 COM              17856610       192      3546 SH  SHARED      02           3497                49
D CITY NATL CORP                 COM              17856610       240      4438 SH  SHARED      10           4438                  
D CLARCOR INC                    COM              17989510        22       602 SH  SHARED                                      602
D CLARCOR INC                    COM              17989510         1        35 SH  SHARED                     35                  
D CLARCOR INC                    COM              17989510        65      1721 SH  SHARED      02           1702                19
D CLARCOR INC                    COM              17989510      5311    139967 SH  SHARED      04         139967                  
D CLARCOR INC                    COM              17989510      5902    155524 SH  SHARED      05         155524                  
D CLARCOR INC                    COM              17989510       819     21589 SH  SHARED      06                            21589
D CLARCOR INC                    COM              17989510       653     17227 SH  SHARED      10          15327              1900
D CLARIENT INC                   COM              18048910         1      1071 SH  SHARED                   1071                  
D CLARIENT INC                   COM              18048910        36     20900 SH  SHARED      02          20900                  
D CLARK HLDGS INC                COM              18145M10        14     10287 SH  SHARED      02          10287                  
D CLAYMORE EXCHANGE TRADED FD    BNY BRI&C PTF    18383M10        55      1600 SH  SHARED      02                             1600
D CLAYMORE EXCHANGE TRADED FD    MAC GLOB SOLAR   18383M62         9       527 SH  SHARED      21            527                  
D CLAYMORE ETF TRUST 2           S&P GBL WATER    18383Q50         9       468 SH  SHARED      02                              468
D CLAYMORE ETF TRUST 2           DELTA GLOB ETF   18383Q82        13       750 SH  SHARED      02                              750
D CLEAN DIESEL TECHNOLOGIES IN   COM NEW          18449C30         0       154 SH  SHARED                    154                  
D CLEAN HARBORS INC              COM              18449610        54       800 SH  SHARED                    800                  
D CLEAN HARBORS INC              COM              18449610       251      3720 SH  SHARED                   3720                  
D CLEAN HARBORS INC              COM              18449610       210      3109 SH  SHARED      02           3109                  
D CLEAN HARBORS INC              COM              18449610       861     12754 SH  SHARED      10          12754                  
D CLEAN HARBORS INC              COM              18449610         0         9 SH  SHARED      20              9                  
D CLEAN HARBORS INC              COM              18449610         3        45 SH  SHARED      21                               45
D CLEAN ENERGY FUELS CORP        COM              18449910        87      6200 SH  SHARED                   6200                  
D CLEAN ENERGY FUELS CORP        COM              18449910       144     10179 SH  SHARED                  10179                  
D CLEAN ENERGY FUELS CORP        COM              18449910        22      1621 SH  SHARED      02           1621                  
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10        21      1546 SH  SHARED                   1546                  
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10       190     13902 SH  SHARED      02          13902                  
D CLEARFIELD INC                 COM              18482P10         0       246 SH  SHARED                    246                  
D CLEARONE COMMUNICATIONS INC    COM              18506010         1       240 SH  SHARED                    240                  
D CLEARWIRE CORP                 CL A             18538530        13      1163 SH  SHARED                   1163                  
D CLEARWIRE CORP                 CL A             18538530         0         4 SH  SHARED      02              4                  
D CLEARWIRE CORP                 CL A             18538530      4180    351900 SH  SHARED      10         351900                  
D CLEVELAND BIOLABS INC          COM              18586010         0       125 SH  SHARED                    125                  
D CLEVELAND CLIFFS INC           COM              18589610       512      9683 SH  SHARED                   9683                  
D CLEVELAND CLIFFS INC           COM              18589610     69614   1314962 SH  SHARED                1314962                  
D CLEVELAND CLIFFS INC           COM              18589610      2395     45250 SH  SHARED      01          11650             33600
D CLEVELAND CLIFFS INC           COM              18589610       767     14500 SH  SHR/OTHR    01                            14500
D CLEVELAND CLIFFS INC           COM              18589610      1325     25034 SH  SHARED      02          10975             14059
D CLEVELAND CLIFFS INC           COM              18589610        26       500 SH  SHARED      04            500                  
D CLEVELAND CLIFFS INC           COM              18589610        74      1400 SH  SHARED      06            700               700
D CLEVELAND CLIFFS INC           COM              18589610      7362    139068 SH  SHARED      10         106968             32100
D CLEVELAND CLIFFS INC           COM              18589610        10       200 SH  SHARED      14                              200
D CLIFTON SVGS BANCORP INC       COM              18712Q10         1       123 SH  SHARED                    123                  
D CLINICAL DATA INC NEW          COM              18725U10         0        12 SH  SHARED                     12                  
D CLINICAL DATA INC NEW          COM              18725U10         0         5 SH  SHARED      02              5                  
D CLOROX CO DEL                  COM              18905410     13267    211634 SH  SHARED                 211634                  
D CLOROX CO DEL                  COM              18905410      1712     27322 SH  SHARED      01          25527              1795
D CLOROX CO DEL                  COM              18905410        65      1050 SH  SHR/OTHR    01                             1050
D CLOROX CO DEL                  COM              18905410       582      9295 SH  SHARED      02           8107              1188
D CLOROX CO DEL                  COM              18905410        68      1100 SH  SHARED      04           1100                  
D CLOROX CO DEL                  COM              18905410         6       100 SH  SHARED      05            100                  
D CLOROX CO DEL                  COM              18905410      1292     20610 SH  SHARED      06          15550              5060
D CLOROX CO DEL                  COM              18905410      4706     75081 SH  SHARED      10          75081                  
D CLOROX CO DEL                  COM              18905410       324      5172 SH  SHARED      20           2530              2642
D CLOROX CO DEL                  COM              18905410        62      1000 SH  SHR/OTHR    20                             1000
D CLOROX CO DEL                  COM              18905410        14       227 SH  SHR/OTHR    21                              227
D CLOROX CO DEL                  COM              18905410       210      3350 SH  SHR/OTHR    23                             3350
D CLOUGH GLOBAL ALLOCATION FUN   COM SHS BEN IN   18913Y10        13      1016 SH  SHARED      02                             1016
D COACH INC                      COM              18975410     13482    538456 SH  SHARED                 538456                  
D COACH INC                      COM              18975410      3053    121942 SH  SHARED      01         113992              7950
D COACH INC                      COM              18975410       196      7850 SH  SHR/OTHR    01                             7850
D COACH INC                      COM              18975410      4935    197119 SH  SHARED      02         196322               797
D COACH INC                      COM              18975410        62      2500 SH  SHARED      04           2500                  
D COACH INC                      COM              18975410         4       190 SH  SHARED      05            190                  
D COACH INC                      COM              18975410      1232     49220 SH  SHARED      06          37950             11270
D COACH INC                      COM              18975410      5476    218709 SH  SHARED      10         207609             11100
D COACH INC                      COM              18975410       255     10200 SH  SHARED      14                            10200
D COACH INC                      COM              18975410      3756    150000 SH  SHARED      19                           150000
D COACH INC                      COM              18975410        41      1650 SH  SHARED      23           1650                  
D COACH INC                      COM              18975410       475     19000 SH  SHR/OTHR    23                            19000
D CNINSURE INC                   SPONSORED ADR    18976M10        15      1738 SH  SHARED                   1738                  
D COACHMEN INDS INC              COM              18987310         0       409 SH  SHARED                    409                  
D COAST DISTR SYS                COM              19034510         0        84 SH  SHARED                     84                  
D COBIZ FINANCIAL INC            COM              19089710         0        49 SH  SHARED                     49                  
D COBIZ FINANCIAL INC            COM              19089710        87      7275 SH  SHARED      01                             7275
D COBIZ FINANCIAL INC            COM              19089710       132     11000 SH  SHARED      10          11000                  
D COBIZ FINANCIAL INC            COM              19089710     18853   1569838 SH  SHARED      23                          1569838
D COBIZ FINANCIAL INC            COM              19089710       646     53814 SH  SHR/OTHR    23                            53814
D COBRA ELECTRS CORP             COM              19104210         0       168 SH  SHARED                    168                  
D COCA COLA BOTTLING CO CONS     COM              19109810        35       821 SH  SHARED                    821                  
D COCA COLA BOTTLING CO CONS     COM              19109810        13       302 SH  SHARED      02            302                  
D COCA COLA HELLENIC BTTLG CO    SPONSORED ADR    1912EP10         6       300 SH  SHARED                    300                  
D COCA COLA HELLENIC BTTLG CO    SPONSORED ADR    1912EP10         8       400 SH  SHARED      02                              400
D COCA COLA CO                   COM              19121610      1951     36900 SH  SHARED                                    36900
D COCA COLA CO                   COM              19121610    208245   3938080 SH  SHARED                3890600             47480
D COCA COLA CO                   COM              19121610     15072    285039 SH  SHARED      01         266075             18964
D COCA COLA CO                   COM              19121610      1630     30832 SH  SHR/OTHR    01                            30832
D COCA COLA CO                   COM              19121610    106326   2010719 SH  SHARED      02        1969428             41291
D COCA COLA CO                   COM              19121610        47       900 SH  SHARED      04                              900
D COCA COLA CO                   COM              19121610     23178    438325 SH  SHARED      04         438325                  
D COCA COLA CO                   COM              19121610        50       950 SH  SHARED      05            950                  
D COCA COLA CO                   COM              19121610     18343    346882 SH  SHARED      06         280457             66425
D COCA COLA CO                   COM              19121610     60647   1146896 SH  SHARED      10        1106196             40700
D COCA COLA CO                   COM              19121610      1427     26991 SH  SHARED      14                            26991
D COCA COLA CO                   COM              19121610        84      1600 SH  SHARED      19                             1600
D COCA COLA CO                   COM              19121610      9022    170627 SH  SHARED      20         128451             42176
D COCA COLA CO                   COM              19121610      8291    156807 SH  SHR/OTHR    20                           156807
D COCA COLA CO                   COM              19121610       221      4180 SH  SHARED      21           2500              1680
D COCA COLA CO                   COM              19121610       528     10000 SH  SHR/OTHR    21                            10000
D COCA COLA CO                   COM              19121610       474      8980 SH  SHARED      22           5080              3900
D COCA COLA CO                   COM              19121610       711     13450 SH  SHR/OTHR    22                            13450
D COCA COLA CO                   COM              19121610      4226     79926 SH  SHARED      23          78491              1435
D COCA COLA CO                   COM              19121610      5169     97760 SH  SHR/OTHR    23                            97760
D COCA COLA ENTERPRISES INC      COM              19121910      6269    373879 SH  SHARED                 373879                  
D COCA COLA ENTERPRISES INC      COM              19121910       518     30900 SH  SHARED      01          27100              3800
D COCA COLA ENTERPRISES INC      COM              19121910        38      2300 SH  SHR/OTHR    01                             2300
D COCA COLA ENTERPRISES INC      COM              19121910      1317     78581 SH  SHARED      02          78581                  
D COCA COLA ENTERPRISES INC      COM              19121910      1172     69900 SH  SHARED      06          61600              8300
D COCA COLA ENTERPRISES INC      COM              19121910      2050    122247 SH  SHARED      10         122247                  
D COCA COLA ENTERPRISES INC      COM              19121910       264     15800 SH  SHARED      14                            15800
D COCA COLA ENTERPRISES INC      COM              19121910       838     50000 SH  SHARED      15                            50000
D COCA COLA FEMSA S A B DE C V   SPON ADR REP L   19124110      1367     27109 SH  SHARED                  27109                  
D COCA COLA FEMSA S A B DE C V   SPON ADR REP L   19124110        42       850 SH  SHARED      04            850                  
D CODORUS VY BANCORP INC         COM              19202510         1        91 SH  SHARED                     91                  
D COEUR D ALENE MINES CORP IDA   NOTE  1.250% 1/1 192108AQ       772   1064000 PRN SHARED                1064000                  
D COEUR D ALENE MINES CORP IDA   NOTE  1.250% 1/1 192108AQ      1508   2078000 PRN SHARED      02        2016000             62000
D COEUR D ALENE MINES CORP IDA   NOTE  3.250% 3/1 192108AR       741   1212000 PRN SHARED                1212000                  
D COEUR D ALENE MINES CORP IDA   NOTE  3.250% 3/1 192108AR      6249  10211000 PRN SHARED      02       10211000                  
D COEUR D ALENE MINES CORP IDA   COM              19210810       560    366610 SH  SHARED                 366610                  
D COEUR D ALENE MINES CORP IDA   COM              19210810        36     24000 SH  SHARED      01                            24000
D COEUR D ALENE MINES CORP IDA   COM              19210810       687    449136 SH  SHARED      02          32936            416200
D COEUR D ALENE MINES CORP IDA   COM              19210810      4361   2850600 SH  SHARED      10        2836900             13700
D COEUR D ALENE MINES CORP IDA   COM              19210810         1       689 SH  SHARED      20            689                  
D COEUR D ALENE MINES CORP IDA   COM              19210810        78     51000 SH  SHARED      23          51000                  
D COEUR D ALENE MINES CORP IDA   COM              19210810        91     60000 SH  SHR/OTHR    23                            60000
D COFFEE HLDGS INC               COM              19217610         0        62 SH  SHARED                     62                  
D COGDELL SPENCER INC            COM              19238U10      7674    478447 SH  SHARED                 478447                  
D COGDELL SPENCER INC            COM              19238U10       678     42300 SH  SHARED      10          42300                  
D COGDELL SPENCER INC            COM              19238U10     39570   2466994 SH  SHARED      11         403700           2063294
D COGENT COMM GROUP INC          NOTE  1.000% 6/1 19239VAB      2375   5000000 PRN SHARED                5000000                  
D COGENT COMM GROUP INC          COM NEW          19239V30         0         5 SH  SHARED                      5                  
D COGENT COMM GROUP INC          COM NEW          19239V30        26      3404 SH  SHARED      01           3400                 4
D COGENT COMM GROUP INC          COM NEW          19239V30        88     11527 SH  SHARED      02          11527                  
D COGENT COMM GROUP INC          COM NEW          19239V30        12      1627 SH  SHARED      10           1627                  
D COGENT INC                     COM              19239Y10       131     12836 SH  SHARED                  12836                  
D COGENT INC                     COM              19239Y10         0        44 SH  SHARED      02             44                  
D COGENT INC                     COM              19239Y10      3558    348218 SH  SHARED      10         348218                  
D COGNEX CORP                    COM              19242210       296     14696 SH  SHARED                  14696                  
D COGNEX CORP                    COM              19242210       246     12223 SH  SHARED      02          12223                  
D COGNEX CORP                    COM              19242210        48      2400 SH  SHARED      10           2400                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      3436    150531 SH  SHARED                 150531                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610       664     29100 SH  SHARED      01          29100                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      6800    297885 SH  SHARED      02         297588               297
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610        34      1500 SH  SHARED      04           1500                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610         4       180 SH  SHARED      05            180                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610       854     37440 SH  SHARED      06          29300              8140
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610     12430    544489 SH  SHARED      10         544489                  
D COGO GROUP INC                 COM              19244810        29      5537 SH  SHARED                   5537                  
D COGO GROUP INC                 COM              19244810         0        73 SH  SHARED      02             73                  
D COHEN & STEERS INC             COM              19247A10        64      2287 SH  SHARED                   2287                  
D COHEN & STEERS INC             COM              19247A10        24       872 SH  SHARED      02            872                  
D COHEN & STEERS INC             COM              19247A10         9       325 SH  SHARED      21                              325
D COHEN & STEERS QUALITY RLTY    COM              19247L10       152     12125 SH  SHARED      02                            12125
D COHEN & STEERS PREM INC RLTY   COM              19247V10        60      5250 SH  SHARED      02                             5250
D COHEN & STEERS REIT & PFD IN   COM              19247X10         0         3 SH  SHR/OTHR    01                                3
D COHEN & STEERS REIT & PFD IN   COM              19247X10        17      1350 SH  SHARED      02                             1350
D COHEN & STEERS REIT & UTIL I   COM              19247Y10       877     70008 SH  SHARED      02                            70008
D COHERENT INC                   COM              19247910       301      8484 SH  SHARED                   8484                  
D COHERENT INC                   COM              19247910        81      2300 SH  SHARED      01                             2300
D COHERENT INC                   COM              19247910        72      2036 SH  SHARED      02           1913               123
D COHEN & STEERS SELECT UTIL F   COM              19248A10       119      7500 SH  SHARED      02                             7500
D COHEN & STEERS SELECT UTIL F   COM              19248A10        84      5312 SH  SHARED      20           5312                  
D COHEN & STEERS DIV MJRS FDIN   COM              19248G10        10       750 SH  SHARED      02                              750
D COHEN & STEERS WRLDWD RLT IN   COM              19248J10       164     18310 SH  SHARED      02                            18310
D COHEN & STEERS GLOBAL INC BL   COM              19248M10        48      4400 SH  SHARED      02                             4400
D COHEN & STEERS CLOSED END OP   COM              19248P10       511     45836 SH  SHARED      02                            45836
D COHU INC                       COM              19257610        28      1789 SH  SHARED                   1789                  
D COHU INC                       COM              19257610         2       140 SH  SHARED      01            140                  
D COHU INC                       COM              19257610         0        13 SH  SHARED      02             13                  
D COHU INC                       COM              19257610       235     14900 SH  SHARED      10          11500              3400
D COINSTAR INC                   COM              19259P30         1        54 SH  SHARED                     54                  
D COINSTAR INC                   COM              19259P30        19       620 SH  SHARED      01            620                  
D COINSTAR INC                   COM              19259P30       111      3474 SH  SHARED      02           3390                84
D COINSTAR INC                   COM              19259P30       243      7600 SH  SHARED      10           7600                  
D COLDWATER CREEK INC            COM              19306810        18      3148 SH  SHARED                   3148                  
D COLDWATER CREEK INC            COM              19306810       150     26000 SH  SHARED      01                            26000
D COLDWATER CREEK INC            COM              19306810        82     14268 SH  SHARED      02          14068               200
D COLDWATER CREEK INC            COM              19306810        58     10088 SH  SHARED      10          10088                  
D COLE KENNETH PRODTNS INC       CL A             19329410        28      1916 SH  SHARED                   1916                  
D COLE KENNETH PRODTNS INC       CL A             19329410        89      6105 SH  SHARED      02           6105                  
D COLEMAN CABLE INC              COM              19345930         8       842 SH  SHARED                    842                  
D COLFAX CORP                    COM              19401410       144      8662 SH  SHARED      02             12              8650
D COLFAX CORP                    COM              19401410      1036     62000 SH  SHARED      04          62000                  
D COLFAX CORP                    COM              19401410       240     14400 SH  SHARED      10          14400                  
D COLGATE PALMOLIVE CO           COM              19416210       672      8922 SH  SHARED                    262              8660
D COLGATE PALMOLIVE CO           COM              19416210     71629    950628 SH  SHARED                 910128             40500
D COLGATE PALMOLIVE CO           COM              19416210     24001    318540 SH  SHARED      01         221468             97072
D COLGATE PALMOLIVE CO           COM              19416210      5122     67986 SH  SHR/OTHR    01                            67986
D COLGATE PALMOLIVE CO           COM              19416210      2232     29632 SH  SHARED      02          23821              5811
D COLGATE PALMOLIVE CO           COM              19416210    116274   1543125 SH  SHARED      04        1543125                  
D COLGATE PALMOLIVE CO           COM              19416210        16       220 SH  SHARED      05            220                  
D COLGATE PALMOLIVE CO           COM              19416210      8913    118300 SH  SHARED      06          67800             50500
D COLGATE PALMOLIVE CO           COM              19416210    157509   2090367 SH  SHARED      10        2085862              4505
D COLGATE PALMOLIVE CO           COM              19416210      1777     23584 SH  SHARED      14          10400             13184
D COLGATE PALMOLIVE CO           COM              19416210        75      1000 SH  SHARED      19                             1000
D COLGATE PALMOLIVE CO           COM              19416210      8297    110117 SH  SHARED      20         105407       95     4615
D COLGATE PALMOLIVE CO           COM              19416210      5684     75437 SH  SHR/OTHR    20                            75437
D COLGATE PALMOLIVE CO           COM              19416210       691      9180 SH  SHARED      21           8648               532
D COLGATE PALMOLIVE CO           COM              19416210        52       700 SH  SHR/OTHR    21                              700
D COLGATE PALMOLIVE CO           COM              19416210      2340     31067 SH  SHARED      22          23386              7681
D COLGATE PALMOLIVE CO           COM              19416210       490      6512 SH  SHR/OTHR    22                             6512
D COLGATE PALMOLIVE CO           COM              19416210      9270    123036 SH  SHARED      23         108571             14465
D COLGATE PALMOLIVE CO           COM              19416210      9329    123814 SH  SHR/OTHR    23                           123814
D COLLECTORS UNIVERSE INC        COM NEW          19421R20         1       178 SH  SHARED                    178                  
D COLLECTIVE BRANDS INC          COM              19421W10       114      6278 SH  SHARED                   6278                  
D COLLECTIVE BRANDS INC          COM              19421W10       441     24126 SH  SHARED      01           3248             20878
D COLLECTIVE BRANDS INC          COM              19421W10       185     10109 SH  SHARED      02          10109                  
D COLLECTIVE BRANDS INC          COM              19421W10       369     20200 SH  SHARED      10          20200                  
D COLLECTIVE BRANDS INC          COM              19421W10         0        15 SH  SHARED      23             15                  
D COLLEGIATE PACIFIC INC         NOTE  5.750%12/0 194589AB      5940   6750000 PRN SHARED                6750000                  
D COLONIAL BANCGROUP INC         COM              19549330       824    104853 SH  SHARED                 104853                  
D COLONIAL BANCGROUP INC         COM              19549330       503     64100 SH  SHARED      01                            64100
D COLONIAL BANCGROUP INC         COM              19549330       243     30987 SH  SHARED      02          30526               461
D COLONIAL BANCGROUP INC         COM              19549330       527     67100 SH  SHARED      10          60900              6200
D COLONIAL BANCGROUP INC         COM              19549330        31      4000 SH  SHR/OTHR    23                             4000
D COLONIAL BANKSHARES INC        COM              19557210         0        54 SH  SHARED                     54                  
D COLONIAL PPTYS TR              COM SH BEN INT   19587210      1727     92453 SH  SHARED                  92453                  
D COLONIAL PPTYS TR              COM SH BEN INT   19587210        31      1700 SH  SHARED      01           1700                  
D COLONIAL PPTYS TR              COM SH BEN INT   19587210       286     15317 SH  SHARED      02          14778               539
D COLONIAL PPTYS TR              COM SH BEN INT   19587210       656     35150 SH  SHARED      10          35150                  
D COLONIAL PPTYS TR              COM SH BEN INT   19587210     35965   1924323 SH  SHARED      11                          1924323
D COLONIAL PPTYS TR              COM SH BEN INT   19587210        31      1700 SH  SHARED      21                             1700
D COLONY BANKCORP INC            COM              19623P10         1       163 SH  SHARED                    163                  
D COLUMBIA BANCORP ORE           COM              19723110         8      1374 SH  SHARED                   1374                  
D COLUMBIA BKG SYS INC           COM              19723610       184     10385 SH  SHARED                  10385                  
D COLUMBIA BKG SYS INC           COM              19723610      9044    510100 SH  SHARED      10         510100                  
D COLUMBIA LABS INC              COM              19777910        13      5094 SH  SHARED      02           1694              3400
D COLUMBIA SPORTSWEAR CO         COM              19851610       314      7492 SH  SHARED                   7492                  
D COLUMBIA SPORTSWEAR CO         COM              19851610       448     10694 SH  SHARED      02          10694                  
D COLUMBIA SPORTSWEAR CO         COM              19851610       419     10000 SH  SHARED      04          10000                  
D COLUMBIA SPORTSWEAR CO         COM              19851610       224      5359 SH  SHARED      10           5359                  
D COLUMBUS ACQUISITION CORP      COM              19885110      8622   1134526 SH  SHARED                1134526                  
D COLUMBUS ACQUISITION CORP      *W EXP 05/18/201 19885111        12    127593 SH  SHARED                 127593                  
D COLUMBUS MCKINNON CORP N Y     COM              19933310       277     11777 SH  SHARED                  11777                  
D COLUMBUS MCKINNON CORP N Y     COM              19933310        73      3110 SH  SHARED      01           3110                  
D COLUMBUS MCKINNON CORP N Y     COM              19933310       121      5138 SH  SHARED      02           5138                  
D COLUMBUS MCKINNON CORP N Y     COM              19933310      1025     43500 SH  SHARED      10          43500                  
D COMFORT SYS USA INC            COM              19990810       305     22856 SH  SHARED                  22856                  
D COMFORT SYS USA INC            COM              19990810        94      7100 SH  SHARED      01           7100                  
D COMFORT SYS USA INC            COM              19990810       340     25522 SH  SHARED      02          25522                  
D COMFORT SYS USA INC            COM              19990810      1592    119200 SH  SHARED      10         119200                  
D COMARCO INC                    COM              20008010         0       157 SH  SHARED                    157                  
D COMBIMATRIX CORPORATION        COM              20009T10         2       155 SH  SHARED                    155                  
D COMBINATORX INC                COM              20010A10       321     99464 SH  SHARED                  99464                  
D COMBINATORX INC                COM              20010A10         3      1169 SH  SHARED      02           1169                  
D COMCAST CORP NEW               CL A             20030N10     93764   4776576 SH  SHARED                4679876             96700
D COMCAST CORP NEW               CL A             20030N10      7333    373609 SH  SHARED      01         369586              4023
D COMCAST CORP NEW               CL A             20030N10       692     35300 SH  SHR/OTHR    01                            35300
D COMCAST CORP NEW               CL A             20030N10     21939   1117643 SH  SHARED      02        1093190             24453
D COMCAST CORP NEW               CL A             20030N10      4232    215600 SH  SHARED      04         215600                  
D COMCAST CORP NEW               CL A             20030N10        19       970 SH  SHARED      05            970                  
D COMCAST CORP NEW               CL A             20030N10     23536   1199020 SH  SHARED      06         681319            517701
D COMCAST CORP NEW               CL A             20030N10    118920   6058110 SH  SHARED      10        5667060            391050
D COMCAST CORP NEW               CL A             20030N10       358     18250 SH  SHARED      14                            18250
D COMCAST CORP NEW               CL A             20030N10         6       324 SH  SHARED      20            324                  
D COMCAST CORP NEW               CL A             20030N10        63      3231 SH  SHR/OTHR    20                             3231
D COMCAST CORP NEW               CL A             20030N10        35      1800 SH  SHARED      22            854               946
D COMCAST CORP NEW               CL A             20030N10       180      9191 SH  SHARED      23           1241              7950
D COMCAST CORP NEW               CL A             20030N10       220     11232 SH  SHR/OTHR    23                            11232
D COMCAST CORP NEW               CL A SPL         20030N20     47557   2411635 SH  SHARED                2411635                  
D COMCAST CORP NEW               CL A SPL         20030N20       968     49100 SH  SHARED      01          41850              7250
D COMCAST CORP NEW               CL A SPL         20030N20        35      1800 SH  SHR/OTHR    01                             1800
D COMCAST CORP NEW               CL A SPL         20030N20      1565     79379 SH  SHARED      02            700             78679
D COMCAST CORP NEW               CL A SPL         20030N20       134      6800 SH  SHARED      04           6800                  
D COMCAST CORP NEW               CL A SPL         20030N20         8       420 SH  SHARED      05            420                  
D COMCAST CORP NEW               CL A SPL         20030N20       414     20995 SH  SHARED      06          10075             10920
D COMCAST CORP NEW               CL A SPL         20030N20      6406    324860 SH  SHARED      10         324860                  
D COMCAST CORP NEW               CL A SPL         20030N20        75      3818 SH  SHARED      14                             3818
D COMCAST CORP NEW               CL A SPL         20030N20        22      1162 SH  SHARED      20                             1162
D COMCAST CORP NEW               CL A SPL         20030N20       201     10243 SH  SHR/OTHR    20                            10243
D COMCAST CORP NEW               CL A SPL         20030N20       162      8250 SH  SHARED      22           6427              1823
D COMCAST CORP NEW               CL A SPL         20030N20       209     10620 SH  SHARED      23           9720               900
D COMCAST CORP NEW               CL A SPL         20030N20       250     12705 SH  SHR/OTHR    23                            12705
D COMERICA INC                   COM              20034010     12615    384749 SH  SHARED                 384749                  
D COMERICA INC                   COM              20034010       438     13375 SH  SHARED      01          13375                  
D COMERICA INC                   COM              20034010      3449    105195 SH  SHARED      02         104670               525
D COMERICA INC                   COM              20034010         3       100 SH  SHARED      05            100                  
D COMERICA INC                   COM              20034010      1549     47270 SH  SHARED      06          43100              4170
D COMERICA INC                   COM              20034010      7827    238713 SH  SHARED      10         238713                  
D COMERICA INC                   COM              20034010       131      4014 SH  SHARED      20           3225               789
D COMERICA INC                   COM              20034010        11       347 SH  SHR/OTHR    20                              347
D COMERICA INC                   COM              20034010       524     16000 SH  SHARED      23          16000                  
D COMERICA INC                   COM              20034010       147      4500 SH  SHR/OTHR    23                             4500
D COMFORCE CORP                  COM              20038K10         0       291 SH  SHARED                    291                  
D COMM BANCORP INC               COM              20046810         1        38 SH  SHARED                     38                  
D COMMAND SEC CORP               COM              20050L10         0       151 SH  SHARED                    151                  
D COMMAND SEC CORP               COM              20050L10         1       396 SH  SHARED      02            396                  
D COMMERCE BANCSHARES INC        COM              20052510       626     13512 SH  SHARED                  13512                  
D COMMERCE BANCSHARES INC        COM              20052510       960     20698 SH  SHARED      01            898             19800
D COMMERCE BANCSHARES INC        COM              20052510       205      4421 SH  SHARED      02           4421                  
D COMMERCE BANCSHARES INC        COM              20052510       180      3885 SH  SHARED      10           3885                  
D COMMERCE ENERGY GROUP INC      COM              20061Q10         0       685 SH  SHARED                    685                  
D COMMERCIAL METALS CO           COM              20172310       345     20452 SH  SHARED                  20452                  
D COMMERCIAL METALS CO           COM              20172310     68464   4053545 SH  SHARED                4053545                  
D COMMERCIAL METALS CO           COM              20172310       619     36700 SH  SHARED      01                            36700
D COMMERCIAL METALS CO           COM              20172310       295     17480 SH  SHARED      02          17480                  
D COMMERCIAL METALS CO           COM              20172310      4372    258873 SH  SHARED      10         187273             71600
D COMMERCIAL METALS CO           COM              20172310         2       160 SH  SHARED      21                              160
D COMMERCIAL VEH GROUP INC       COM              20260810         0        56 SH  SHARED                     56                  
D COMMERCIAL VEH GROUP INC       COM              20260810         0        12 SH  SHARED      02             12                  
D COMMERCIAL VEH GROUP INC       COM              20260810        66      9400 SH  SHARED      10           9400                  
D COMMONWEALTH BANKSHARES INC    COM              20273610         2       179 SH  SHARED                    179                  
D COMMONWEALTH BIOTECHNOLOGIES   COM              20273910         0        86 SH  SHARED                     86                  
D COMMSCOPE INC                  SDCV  1.000% 3/1 203372AD       399    250000 PRN SHARED                 250000                  
D COMMSCOPE INC                  COM              20337210       258      7449 SH  SHARED                   7449                  
D COMMSCOPE INC                  COM              20337210       776     22418 SH  SHARED      01             35             22383
D COMMSCOPE INC                  COM              20337210        17       500 SH  SHR/OTHR    01                              500
D COMMSCOPE INC                  COM              20337210        85      2467 SH  SHARED      02           2467                  
D COMMSCOPE INC                  COM              20337210     27993    808137 SH  SHARED      10         808137                  
D COMMSCOPE INC                  COM              20337210        43      1254 SH  SHARED      21                             1254
D COMMUNITY BANCSHARES INC S C   COM              20343F10         2       117 SH  SHARED                    117                  
D COMMUNITY BANCORP NEV          COM              20343T10         5       886 SH  SHARED                    886                  
D COMMUNITY BK SHS IND INC       COM              20359910         1        89 SH  SHARED                     89                  
D COMMUNITY BK SYS INC           COM              20360710       150      5978 SH  SHARED                   5978                  
D COMMUNITY BK SYS INC           COM              20360710        35      1400 SH  SHARED      01           1400                  
D COMMUNITY BK SYS INC           COM              20360710        32      1279 SH  SHARED      02           1279                  
D COMMUNITY BK SYS INC           COM              20360710       362     14400 SH  SHARED      10          14400                  
D COMMUNITY CAP CORP S C         COM              20363C10         1       115 SH  SHARED                    115                  
D COMMUNITY FINL CORP VA         COM              20365L10         0       106 SH  SHARED                    106                  
D COMMUNITY HEALTH SYS INC NEW   COM              20366810     32577   1111466 SH  SHARED                1111466                  
D COMMUNITY HEALTH SYS INC NEW   COM              20366810      1022     34900 SH  SHARED      01           4400             30500
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       307     10480 SH  SHARED      02          10385                95
D COMMUNITY HEALTH SYS INC NEW   COM              20366810         8       276 SH  SHARED      06            276                  
D COMMUNITY HEALTH SYS INC NEW   COM              20366810     44325   1512310 SH  SHARED      10        1475710             36600
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       226      7715 SH  SHARED      21           7715                  
D COMMUNICATIONS SYS INC         COM              20390010        13      1267 SH  SHARED                   1267                  
D COMMUNITY PARTNERS BANCORP     COM              20401810         1       174 SH  SHARED                    174                  
D COMMUNITY SHORES BANK CORP     COM              20404610         0        33 SH  SHARED                     33                  
D COMMUNITY TR BANCORP INC       COM              20414910        12       353 SH  SHARED                    353                  
D COMMUNITY TR BANCORP INC       COM              20414910       268      7800 SH  SHARED      10           5500              2300
D COMMUNITY VALLEY BANCORP CA    COM              20415P10         1       175 SH  SHARED                    175                  
D COMMUNITY WEST BANCSHARES      COM              20415710         0       136 SH  SHARED                    136                  
D COMMVAULT SYSTEMS INC          COM              20416610       237     19724 SH  SHARED                  19724                  
D COMMVAULT SYSTEMS INC          COM              20416610         0        72 SH  SHARED      02             24                48
D COMMVAULT SYSTEMS INC          COM              20416610       602     50000 SH  SHARED      04          50000                  
D COMMVAULT SYSTEMS INC          COM              20416610        36      3046 SH  SHARED      10           3046                  
D CGG VERITAS                    SPONSORED ADR    20438610       694     21862 SH  SHARED                  21662               200
D CGG VERITAS                    SPONSORED ADR    20438610        48      1511 SH  SHARED      01           1511                  
D CGG VERITAS                    SPONSORED ADR    20438610       179      5662 SH  SHARED      02                             5662
D CGG VERITAS                    SPONSORED ADR    20438610       476     15000 SH  SHARED      04          15000                  
D COMPANHIA BRASILEIRA DE DIST   SPON ADR PFD     20440T20        14       414 SH  SHARED                    414                  
D COMPANHIA BRASILEIRA DE DIST   SPON ADR PFD     20440T20      3496    100000 SH  SHARED      04         100000                  
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10     11617    546465 SH  SHARED                 546465                  
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10      4520    212650 SH  SHARED      01         212650                  
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10      3677    172971 SH  SHARED      02         172971                  
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10      1596     75100 SH  SHARED      04          75100                  
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960       664     33645 SH  SHARED                  33645                  
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960       291     14769 SH  SHARED      02          14769                  
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10        45      1600 SH  SHARED                   1600                  
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10      3171    111872 SH  SHARED                 111872                  
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10        42      1500 SH  SHARED      02                             1500
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40       676     49278 SH  SHARED                  49278                  
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40        15      1129 SH  SHARED      02           1129                  
D COMPANHIA DE BEBIDAS DAS AME   SPONSORED ADR    20441W10        96      2131 SH  SHARED                   2131                  
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      2702     49486 SH  SHARED                  49486                  
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      1922     35200 SH  SHARED      01          35200                  
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20     41805    765525 SH  SHARED      10         765525                  
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20        54      1000 SH  SHARED      24           1000                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210     28115   1588462 SH  SHARED                1585462              3000
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210      4541    256600 SH  SHARED      01         256600                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210         6       380 SH  SHARED      02                              380
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210      3630    205100 SH  SHARED      04         205100                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210      3278    185200 SH  SHARED      06         185200                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210    101396   5728600 SH  SHARED      10        5728600                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210      3672    207500 SH  SHARED      14                           207500
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210       123      6981 SH  SHARED      24           6981                  
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220      1245     65050 SH  SHARED                  65050                  
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220     88972   4646108 SH  SHARED                4545708            100400
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220     11116    580498 SH  SHARED      01         577098              3400
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220        12       650 SH  SHR/OTHR    01                              650
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220      6092    318140 SH  SHARED      02         237969             80171
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220       811     42350 SH  SHARED      04          42350                  
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220      8213    428900 SH  SHARED      06         192900            236000
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220    130438   6811400 SH  SHARED      10        5317700           1493700
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220       291     15200 SH  SHARED      15                            15200
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220        68      3560 SH  SHR/OTHR    23                             3560
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220       917     47900 SH  SHARED      24          47900                  
D COMPANIA CERVECERIAS UNIDAS    SPONSORED ADR    20442910         1        32 SH  SHARED                     32                  
D COMPANIA CERVECERIAS UNIDAS    SPONSORED ADR    20442910         0        28 SH  SHARED      02             28                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      2847    121254 SH  SHARED                 121254                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      1192     50800 SH  SHARED      01          50800                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      2165     92220 SH  SHARED      04          92220                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810     19016    809900 SH  SHARED      10         809900                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810        32      1400 SH  SHARED      24           1400                  
D COMPANIA DE TELECOMUNICS CHI   SPON ADR NEW     20444930        50      7418 SH  SHARED                   7418                  
D COMPANIA DE TELECOMUNICS CHI   SPON ADR NEW     20444930        74     10900 SH  SHARED      02          10400               500
D COMPASS MINERALS INTL INC      COM              20451N10       586     11199 SH  SHARED                  11199                  
D COMPASS MINERALS INTL INC      COM              20451N10        83      1600 SH  SHARED      01           1600                  
D COMPASS MINERALS INTL INC      COM              20451N10       217      4155 SH  SHARED      02           3505               650
D COMPASS MINERALS INTL INC      COM              20451N10      2115     40384 SH  SHARED      10          40384                  
D COMPASS MINERALS INTL INC      COM              20451N10         2        39 SH  SHARED      20             39                  
D COMPASS MINERALS INTL INC      COM              20451N10       110      2100 SH  SHR/OTHR    23                             2100
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10        34      2454 SH  SHARED                   2454                  
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10         2       194 SH  SHARED      02            194                  
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10        47      3400 SH  SHARED      10           3400                  
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10       232     16706 SH  SHARED      20          16706                  
D COMPETITIVE TECHNOLOGIES INC   COM              20451210         0       209 SH  SHARED                    209                  
D COMPELLENT TECHNOLOGIES INC    COM              20452A10         0         7 SH  SHARED      02              7                  
D COMPLETE PRODUCTION SERVICES   COM              20453E10       207     10315 SH  SHARED                  10315                  
D COMPLETE PRODUCTION SERVICES   COM              20453E10       102      5075 SH  SHARED      01           5075                  
D COMPLETE PRODUCTION SERVICES   COM              20453E10         9       457 SH  SHARED      02             31               426
D COMPLETE PRODUCTION SERVICES   COM              20453E10       543     27015 SH  SHARED      10          27015                  
D COMPLETE PRODUCTION SERVICES   COM              20453E10        15       748 SH  SHARED      21                              748
D COMPUCREDIT CORP               NOTE  3.625% 5/3 20478NAB      2853   9000000 PRN SHARED      02        9000000                  
D COMPUCREDIT CORP               COM              20478N10       412    105232 SH  SHARED                 105232                  
D COMPUCREDIT CORP               COM              20478N10         0       150 SH  SHARED      01            150                  
D COMPUCREDIT CORP               COM              20478N10        19      5100 SH  SHARED      02           5100                  
D COMPUCREDIT CORP               COM              20478N10         0       149 SH  SHARED      10            149                  
D COMPUTER ASSOC INTL INC        NOTE  1.625%12/1 204912AQ      9925   9480000 PRN SHARED                9480000                  
D COMPTON PETE CORP              COM              20494010        53      9786 SH  SHARED                   9786                  
D COMPTON PETE CORP              COM              20494010         2       500 SH  SHARED      02            500                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610        29      1024 SH  SHARED                   1024                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610         0         5 SH  SHARED      02              5                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610        23       800 SH  SHARED      10            800                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610         7       265 SH  SHARED      21                              265
D COMPUTER SCIENCES CORP         COM              20536310      9948    247538 SH  SHARED                 230338             17200
D COMPUTER SCIENCES CORP         COM              20536310      1104     27476 SH  SHARED      01          26276              1200
D COMPUTER SCIENCES CORP         COM              20536310       763     18988 SH  SHARED      02          17188              1800
D COMPUTER SCIENCES CORP         COM              20536310       301      7500 SH  SHARED      04           7500                  
D COMPUTER SCIENCES CORP         COM              20536310         5       130 SH  SHARED      05            130                  
D COMPUTER SCIENCES CORP         COM              20536310      1318     32810 SH  SHARED      06          28050              4760
D COMPUTER SCIENCES CORP         COM              20536310     39406    980505 SH  SHARED      10         949905             30600
D COMPUTER SCIENCES CORP         COM              20536310       423     10541 SH  SHARED      14                            10541
D COMPUTER SCIENCES CORP         COM              20536310         4       110 SH  SHARED      20            110                  
D COMPUTER TASK GROUP INC        COM              20547710         2       415 SH  SHARED                    415                  
D COMPUTER TASK GROUP INC        COM              20547710        32      5000 SH  SHARED      02           5000                  
D COMPX INTERNATIONAL INC        CL A             20563P10         5       946 SH  SHARED                    946                  
D COMPX INTERNATIONAL INC        CL A             20563P10         6      1200 SH  SHARED      02           1200                  
D COMPUWARE CORP                 COM              20563810      2663    274889 SH  SHARED                 274889                  
D COMPUWARE CORP                 COM              20563810       366     37800 SH  SHARED      01          37800                  
D COMPUWARE CORP                 COM              20563810       591     60992 SH  SHARED      02          60992                  
D COMPUWARE CORP                 COM              20563810       518     53550 SH  SHARED      06          48550              5000
D COMPUWARE CORP                 COM              20563810      3999    412736 SH  SHARED      10         386636             26100
D COMSCORE INC                   COM              20564W10        54      3100 SH  SHARED      01           3100                  
D COMSCORE INC                   COM              20564W10         0        10 SH  SHARED      02             10                  
D COMSTOCK HOMEBUILDING COS IN   CL A             20568410         0       300 SH  SHARED                    300                  
D COMSTOCK RES INC               COM NEW          20576820       249      4977 SH  SHARED                   4977                  
D COMSTOCK RES INC               COM NEW          20576820        75      1500 SH  SHARED      01           1500                  
D COMSTOCK RES INC               COM NEW          20576820       230      4607 SH  SHARED      02           4607                  
D COMSTOCK RES INC               COM NEW          20576820      1432     28629 SH  SHARED      10          27629              1000
D COMSTOCK RES INC               COM NEW          20576820        15       310 SH  SHARED      21            310                  
D COMSYS IT PARTNERS INC         COM              20581E10      9484    975800 SH  SHARED                 975800                  
D COMSYS IT PARTNERS INC         COM              20581E10        55      5700 SH  SHARED      01           5700                  
D COMSYS IT PARTNERS INC         COM              20581E10         0         8 SH  SHARED      02              8                  
D COMSYS IT PARTNERS INC         COM              20581E10       519     53400 SH  SHARED      10          53400                  
D COMTECH TELECOMMUNICATIONS C   NOTE  2.000% 2/0 205826AD      1174    750000 PRN SHARED                 750000                  
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620       300      6099 SH  SHARED                   6099                  
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620        21       434 SH  SHARED      02            434                  
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620       388      7900 SH  SHARED      10           7900                  
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620         2        42 SH  SHARED      20             42                  
D COMVERGE INC                   COM              20585910         1       306 SH  SHARED                    306                  
D COMVERGE INC                   COM              20585910        20      4500 SH  SHR/OTHR    01                             4500
D COMVERGE INC                   COM              20585910       144     31491 SH  SHARED      02          31491                  
D CONAGRA FOODS INC              COM              20588710     30031   1543229 SH  SHARED                1543229                  
D CONAGRA FOODS INC              COM              20588710      1228     63149 SH  SHARED      01          61149              2000
D CONAGRA FOODS INC              COM              20588710       674     34669 SH  SHARED      02          32142              2527
D CONAGRA FOODS INC              COM              20588710      9436    484900 SH  SHARED      04         484900                  
D CONAGRA FOODS INC              COM              20588710         6       350 SH  SHARED      05            350                  
D CONAGRA FOODS INC              COM              20588710      7778    399710 SH  SHARED      06         385250             14460
D CONAGRA FOODS INC              COM              20588710     10858    557976 SH  SHARED      10         557976                  
D CONAGRA FOODS INC              COM              20588710      2191    112600 SH  SHARED      14                           112600
D CONAGRA FOODS INC              COM              20588710        11       600 SH  SHARED      20                              600
D CONAGRA FOODS INC              COM              20588710       154      7950 SH  SHR/OTHR    20                             7950
D CONAGRA FOODS INC              COM              20588710        42      2164 SH  SHR/OTHR    23                             2164
D CON-WAY INC                    COM              20594410      1543     34992 SH  SHARED                  34992                  
D CON-WAY INC                    COM              20594410       637     14445 SH  SHARED      01           1345             13100
D CON-WAY INC                    COM              20594410        62      1413 SH  SHARED      02           1413                  
D CON-WAY INC                    COM              20594410       220      5000 SH  SHARED      06           5000                  
D CON-WAY INC                    COM              20594410       245      5570 SH  SHARED      10           5570                  
D CONCEPTUS INC                  COM              20601610         0        16 SH  SHARED                     16                  
D CONCEPTUS INC                  COM              20601610       209     12617 SH  SHARED      02           5117              7500
D CONCHO RES INC                 COM              20605P10      1613     58440 SH  SHARED                  58440                  
D CONCHO RES INC                 COM              20605P10        66      2400 SH  SHARED      01           2400                  
D CONCHO RES INC                 COM              20605P10         0        36 SH  SHARED      02             36                  
D CONCHO RES INC                 COM              20605P10       323     11700 SH  SHARED      10          11700                  
D CONCHO RES INC                 COM              20605P10        50      1825 SH  SHARED      21           1020               805
D CONCORD CAMERA CORP            COM NEW          20615620         0       115 SH  SHARED                    115                  
D CONCORD CAMERA CORP            COM NEW          20615620         0        20 SH  SHARED      02             20                  
D CONCUR TECHNOLOGIES INC        COM              20670810         2        61 SH  SHARED                     61                  
D CONCUR TECHNOLOGIES INC        COM              20670810       446     11680 SH  SHARED      02           8680              3000
D CONCUR TECHNOLOGIES INC        COM              20670810      5309    138767 SH  SHARED      10         137467              1300
D CONCUR TECHNOLOGIES INC        COM              20670810        29       765 SH  SHARED      21            695                70
D CONCURRENT COMPUTER CORP NEW   COM PAR $.01     20671040         1       217 SH  SHARED                    217                  
D CONEXANT SYSTEMS INC           NOTE  4.000% 3/0 207142AH     12480  19200000 PRN SHARED               19200000                  
D CONEXANT SYSTEMS INC           COM NEW          20714230        69     17227 SH  SHARED                  17227                  
D CONEXANT SYSTEMS INC           COM NEW          20714230        33      8310 SH  SHARED      10           8310                  
D CONMED CORP                    COM              20741010       312      9761 SH  SHARED                   9761                  
D CONMED CORP                    COM              20741010        76      2400 SH  SHARED      01                             2400
D CONMED CORP                    COM              20741010       252      7896 SH  SHARED      02           7896                  
D CONMED CORP                    COM              20741010       828     25900 SH  SHARED      10          25900                  
D CONNECTICUT BK&TR CO HART NE   COM              20754610         0        93 SH  SHARED                     93                  
D CONNECTICUT WTR SVC INC        COM              20779710         2        74 SH  SHARED                     74                  
D CONNECTICUT WTR SVC INC        COM              20779710         0         4 SH  SHARED      02              4                  
D CONNECTICUT WTR SVC INC        COM              20779710       220      7600 SH  SHARED      10           3800              3800
D CONNS INC                      COM              20824210         2       149 SH  SHARED                    149                  
D CONNS INC                      COM              20824210       197     10546 SH  SHARED      02          10546                  
D CONNS INC                      COM              20824210      3734    199597 SH  SHARED      10         199597                  
D CONOCOPHILLIPS                 COM              20825C10      2500     34140 SH  SHARED                   8950             25190
D CONOCOPHILLIPS                 COM              20825C10    193526   2642003 SH  SHARED                2620083             21920
D CONOCOPHILLIPS                 COM              20825C10     26280    358772 SH  SHARED      01         304864             53908
D CONOCOPHILLIPS                 COM              20825C10       540      7380 SH  SHR/OTHR    01                             7380
D CONOCOPHILLIPS                 COM              20825C10      6669     91054 SH  SHARED      02          69600             21454
D CONOCOPHILLIPS                 COM              20825C10      4255     58100 SH  SHARED      04          58100                  
D CONOCOPHILLIPS                 COM              20825C10      1401     19130 SH  SHARED      05          19130                  
D CONOCOPHILLIPS                 COM              20825C10     28910    394689 SH  SHARED      06         302689             92000
D CONOCOPHILLIPS                 COM              20825C10    529378   7227010 SH  SHARED      10        7150110             76900
D CONOCOPHILLIPS                 COM              20825C10      1794     24499 SH  SHARED      14                            24499
D CONOCOPHILLIPS                 COM              20825C10       959     13100 SH  SHARED      15                            13100
D CONOCOPHILLIPS                 COM              20825C10       388      5300 SH  SHARED      19                             5300
D CONOCOPHILLIPS                 COM              20825C10      1647     22493 SH  SHARED      20          17365              5128
D CONOCOPHILLIPS                 COM              20825C10        43       600 SH  SHR/OTHR    20                              600
D CONOCOPHILLIPS                 COM              20825C10       326      4461 SH  SHARED      21           4221               240
D CONOCOPHILLIPS                 COM              20825C10       576      7868 SH  SHR/OTHR    21                             7868
D CONOCOPHILLIPS                 COM              20825C10       357      4880 SH  SHARED      22            700              4180
D CONOCOPHILLIPS                 COM              20825C10       312      4266 SH  SHR/OTHR    22                             4266
D CONOCOPHILLIPS                 COM              20825C10      1201     16398 SH  SHARED      23          14332              2066
D CONOCOPHILLIPS                 COM              20825C10      5150     70314 SH  SHR/OTHR    23                            70314
D CONOLOG CORP                   COM PAR$0.01NEW  20825487         0        27 SH  SHARED                     27                  
D CONSECO INC                    COM NEW          20846488       287     81784 SH  SHARED                  81784                  
D CONSECO INC                    COM NEW          20846488       133     37854 SH  SHARED      02           4354             33500
D CONSECO INC                    COM NEW          20846488        45     12810 SH  SHARED      10          12810                  
D CONSOL ENERGY INC              COM              20854P10     22148    482636 SH  SHARED                 474236              8400
D CONSOL ENERGY INC              COM              20854P10       956     20850 SH  SHARED      01          20850                  
D CONSOL ENERGY INC              COM              20854P10       621     13543 SH  SHARED      02          13498                45
D CONSOL ENERGY INC              COM              20854P10        22       500 SH  SHARED      04            500                  
D CONSOL ENERGY INC              COM              20854P10         0        20 SH  SHARED      05             20                  
D CONSOL ENERGY INC              COM              20854P10      1164     25380 SH  SHARED      06          19900              5480
D CONSOL ENERGY INC              COM              20854P10      4944    107747 SH  SHARED      10         107747                  
D CONSOL ENERGY INC              COM              20854P10         5       120 SH  SHARED      21                              120
D CONSOLIDATED COMM HLDGS INC    COM              20903410        22      1509 SH  SHARED                   1509                  
D CONSOLIDATED COMM HLDGS INC    COM              20903410        11       772 SH  SHARED      02            219               553
D CONSOLIDATED COMM HLDGS INC    COM              20903410         6       400 SH  SHARED      10            400                  
D CONSOLIDATED EDISON INC        COM              20911510     25851    601757 SH  SHARED                 601757                  
D CONSOLIDATED EDISON INC        COM              20911510      7744    180282 SH  SHARED      01         168162             12120
D CONSOLIDATED EDISON INC        COM              20911510      2272     52896 SH  SHARED      02          51377              1519
D CONSOLIDATED EDISON INC        COM              20911510        90      2100 SH  SHARED      04           2100                  
D CONSOLIDATED EDISON INC        COM              20911510         6       140 SH  SHARED      05            140                  
D CONSOLIDATED EDISON INC        COM              20911510      1686     39250 SH  SHARED      06          30650              8600
D CONSOLIDATED EDISON INC        COM              20911510      6289    146407 SH  SHARED      10         146407                  
D CONSOLIDATED EDISON INC        COM              20911510        74      1740 SH  SHARED      21                             1740
D CONSOLIDATED EDISON INC        COM              20911510        13       304 SH  SHR/OTHR    22                              304
D CONSOLIDATED EDISON INC        COM              20911510       171      4000 SH  SHARED      23           4000                  
D CONSOLIDATED EDISON INC        COM              20911510       214      5000 SH  SHR/OTHR    23                             5000
D CONSOLIDATED GRAPHICS INC      COM              20934110        74      2447 SH  SHARED                   2447                  
D CONSOLIDATED GRAPHICS INC      COM              20934110       294      9702 SH  SHARED      02           9702                  
D CONSOLIDATED GRAPHICS INC      COM              20934110        59      1973 SH  SHARED      10           1973                  
D CONSOLIDATED TOMOKA LD CO      COM              21022610        17       411 SH  SHARED                    411                  
D CONSOLIDATED TOMOKA LD CO      COM              21022610         0         3 SH  SHARED      02              3                  
D CONSTANT CONTACT INC           COM              21031310        20      1228 SH  SHARED                   1228                  
D CONSTANT CONTACT INC           COM              21031310       860     50398 SH  SHARED      01          50398                  
D CONSTELLATION BRANDS INC       CL A             21036P10      5540    258156 SH  SHARED                 258156                  
D CONSTELLATION BRANDS INC       CL A             21036P10       418     19500 SH  SHARED      01          19100               400
D CONSTELLATION BRANDS INC       CL A             21036P10        30      1400 SH  SHR/OTHR    01                             1400
D CONSTELLATION BRANDS INC       CL A             21036P10      5329    248340 SH  SHARED      02         245440              2900
D CONSTELLATION BRANDS INC       CL A             21036P10       362     16900 SH  SHARED      04          16900                  
D CONSTELLATION BRANDS INC       CL A             21036P10       568     26500 SH  SHARED      06          20750              5750
D CONSTELLATION BRANDS INC       CL A             21036P10      2032     94728 SH  SHARED      10          94728                  
D CONSTELLATION BRANDS INC       CL A             21036P10       128      6000 SH  SHR/OTHR    23                             6000
D CONSTAR INTL INC NEW           COM              21036U10         0      1063 SH  SHARED                   1063                  
D CONSTAR INTL INC NEW           COM              21036U10         0      1000 SH  SHARED      02                             1000
D CONSTELLATION ENERGY GROUP I   COM              21037110     12258    504477 SH  SHARED                 503027              1450
D CONSTELLATION ENERGY GROUP I   COM              21037110       575     23675 SH  SHARED      01          23475               200
D CONSTELLATION ENERGY GROUP I   COM              21037110      1306     53755 SH  SHARED      02          53555               200
D CONSTELLATION ENERGY GROUP I   COM              21037110        34      1400 SH  SHARED      04           1400                  
D CONSTELLATION ENERGY GROUP I   COM              21037110         1        80 SH  SHARED      05             80                  
D CONSTELLATION ENERGY GROUP I   COM              21037110       567     23348 SH  SHARED      06          17538              5810
D CONSTELLATION ENERGY GROUP I   COM              21037110      6670    274490 SH  SHARED      10         274490                  
D CONSTELLATION ENERGY GROUP I   COM              21037110       443     18260 SH  SHARED      14                            18260
D CONSTELLATION ENERGY GROUP I   COM              21037110        48      2000 SH  SHARED      23           2000                  
D CONSTELLATION ENERGY PRTNR L   COM UNIT LLC B   21038E10      3201    278900 SH  SHARED                 278900                  
D CONSULIER ENGR INC             COM PAR $0.01    21044630         0        18 SH  SHARED                     18                  
D CONSUMER PORTFOLIO SVCS INC    COM              21050210         0       350 SH  SHARED                    350                  
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20         0         7 SH  SHARED                      7                  
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20        82      1535 SH  SHARED      01           1535                  
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20         0         7 SH  SHARED      02              7                  
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20         5       100 SH  SHARED      10            100                  
D CONTINENTAL AIRLS INC          NOTE  5.000% 6/1 210795PJ      8212   7950000 PRN SHARED                7950000                  
D CONTINENTAL AIRLS INC          NOTE  5.000% 6/1 210795PJ      1037   1004000 PRN SHARED      02        1004000                  
D CONTINENTAL AIRLS INC          CL B             21079530       935     56093 SH  SHARED                  56093                  
D CONTINENTAL AIRLS INC          CL B             21079530       131      7900 SH  SHARED      01           7900                  
D CONTINENTAL AIRLS INC          CL B             21079530        10       607 SH  SHARED      02            607                  
D CONVERA CORP                   CL A             21191910         0       769 SH  SHARED                    769                  
D CONVERA CORP                   CL A             21191910         0        15 SH  SHARED      02             15                  
D CONTINENTAL RESOURCES INC      COM              21201510        11       293 SH  SHARED                    293                  
D CONTINENTAL RESOURCES INC      COM              21201510       176      4500 SH  SHARED      01           4500                  
D CONTINENTAL RESOURCES INC      COM              21201510       183      4684 SH  SHARED      02           1734              2950
D CONTINENTAL RESOURCES INC      COM              21201510       860     21940 SH  SHARED      10          21940                  
D CONTINUCARE CORP               COM              21217210         2      1090 SH  SHARED                   1090                  
D CONTINUCARE CORP               COM              21217210        28     11500 SH  SHARED      02          11500                  
D CONVERGYS CORP                 COM              21248510      2519    170476 SH  SHARED                 170476                  
D CONVERGYS CORP                 COM              21248510       189     12800 SH  SHARED      01          12800                  
D CONVERGYS CORP                 COM              21248510      1631    110360 SH  SHARED      02         109437               923
D CONVERGYS CORP                 COM              21248510       191     12950 SH  SHARED      06           9950              3000
D CONVERGYS CORP                 COM              21248510      2110    142813 SH  SHARED      10         142813                  
D COOPER CAMERON CORP            DBCV  1.500% 5/1 216640AE      5669   2540000 PRN SHARED      02        2540000                  
D COOPER COS INC                 COM NEW          21664840         3        89 SH  SHARED                     89                  
D COOPER COS INC                 COM NEW          21664840        94      2719 SH  SHARED      02           2702                17
D COOPER COS INC                 COM NEW          21664840       173      5000 SH  SHARED      04           5000                  
D COOPER COS INC                 COM NEW          21664840        24       700 SH  SHARED      06            700                  
D COOPER COS INC                 COM NEW          21664840     20747    596875 SH  SHARED      10         596875                  
D COOPER TIRE & RUBR CO          COM              21683110         0        89 SH  SHARED                     89                  
D COOPER TIRE & RUBR CO          COM              21683110        15      1761 SH  SHARED      01           1761                  
D COOPER TIRE & RUBR CO          COM              21683110         0        33 SH  SHARED      02             33                  
D COOPER TIRE & RUBR CO          COM              21683110       614     71500 SH  SHARED      10          71500                  
D COOPERATIVE BANKSHARES INC     COM              21684410         0       142 SH  SHARED                    142                  
D COPANO ENERGY L L C            COM UNITS        21720210      2805    114713 SH  SHARED                 114713                  
D COPANO ENERGY L L C            COM UNITS        21720210       151      6200 SH  SHARED      02           3200              3000
D COPART INC                     COM              21720410        19       501 SH  SHARED                    501                  
D COPART INC                     COM              21720410       828     21800 SH  SHARED      01                            21800
D COPART INC                     COM              21720410       865     22776 SH  SHARED      02          22776                  
D COPART INC                     COM              21720410       148      3908 SH  SHARED      10           3708               200
D CORCEPT THERAPEUTICS INC       COM              21835210         0       586 SH  SHARED                    586                  
D CORCEPT THERAPEUTICS INC       COM              21835210         9      7200 SH  SHARED      02           5200              2000
D CORE LABORATORIES LP           NOTE  0.250%10/3 21868FAB      4880   4300000 PRN SHARED                4300000                  
D CORE MARK HOLDING CO INC       COM              21868110         0         5 SH  SHARED      02              5                  
D CORE MARK HOLDING CO INC       COM              21868110       102      4100 SH  SHARED      10           4100                  
D CORE MOLDING TECHNOLOGIES IN   COM              21868310         4       773 SH  SHARED                    773                  
D COREL CORP NEW                 COM              21869X10         0        40 SH  SHARED                     40                  
D CORINTHIAN COLLEGES INC        COM              21886810      1845    123032 SH  SHARED                 123032                  
D CORINTHIAN COLLEGES INC        COM              21886810       456     30450 SH  SHARED      01           3750             26700
D CORINTHIAN COLLEGES INC        COM              21886810       388     25870 SH  SHARED      02          20737              5133
D CORINTHIAN COLLEGES INC        COM              21886810       750     50000 SH  SHARED      04          50000                  
D CORINTHIAN COLLEGES INC        COM              21886810        75      5047 SH  SHARED      10           2747              2300
D CORN PRODS INTL INC            COM              21902310     14191    439642 SH  SHARED                 439642                  
D CORN PRODS INTL INC            COM              21902310       835     25879 SH  SHARED      01           2875             23004
D CORN PRODS INTL INC            COM              21902310       633     19621 SH  SHARED      02           7051             12570
D CORN PRODS INTL INC            COM              21902310     14716    455900 SH  SHARED      04         455900                  
D CORN PRODS INTL INC            COM              21902310     11107    344096 SH  SHARED      10         344096                  
D CORN PRODS INTL INC            COM              21902310         3        95 SH  SHARED      21                               95
D CORN PRODS INTL INC            COM              21902310       374     11600 SH  SHR/OTHR    23                            11600
D CORNELL COMPANIES INC          COM              21914110         0        16 SH  SHARED                     16                  
D CORNELL COMPANIES INC          COM              21914110         0         6 SH  SHARED      02              6                  
D CORNERSTONE STRATEGIC VALUE    COM              21924B10        11      4223 SH  SHARED      01                             4223
D CORNING INC                    COM              21935010     67611   4322985 SH  SHARED                4322985                  
D CORNING INC                    COM              21935010      4822    308374 SH  SHARED      01         292678             15696
D CORNING INC                    COM              21935010        12       800 SH  SHR/OTHR    01                              800
D CORNING INC                    COM              21935010      5815    371835 SH  SHARED      02         255971            115864
D CORNING INC                    COM              21935010      7056    451170 SH  SHARED      04         451170                  
D CORNING INC                    COM              21935010        12       800 SH  SHARED      05            800                  
D CORNING INC                    COM              21935010     24459   1563909 SH  SHARED      06         824759            739150
D CORNING INC                    COM              21935010     25175   1609660 SH  SHARED      10        1602960              6700
D CORNING INC                    COM              21935010       263     16852 SH  SHARED      14                            16852
D CORNING INC                    COM              21935010       425     27200 SH  SHARED      15                            27200
D CORNING INC                    COM              21935010       178     11400 SH  SHARED      19                            11400
D CORNING INC                    COM              21935010        28      1800 SH  SHR/OTHR    20                             1800
D CORNING INC                    COM              21935010       311     19900 SH  SHARED      23                            19900
D CORNING INC                    COM              21935010       668     42750 SH  SHR/OTHR    23                            42750
D CORPORATE EXECUTIVE BRD CO     COM              21988R10      2538     81238 SH  SHARED                  81238                  
D CORPORATE EXECUTIVE BRD CO     COM              21988R10       332     10650 SH  SHARED      01            450             10200
D CORPORATE EXECUTIVE BRD CO     COM              21988R10       238      7626 SH  SHARED      02           7551                75
D CORPORATE EXECUTIVE BRD CO     COM              21988R10       480     15374 SH  SHARED      10          15374                  
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10        98      2431 SH  SHARED                   2431                  
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10       201      5000 SH  SHARED      01           5000                  
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10        33       818 SH  SHARED      02            818                  
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10      1452     36000 SH  SHARED      10          36000                  
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40        25      1023 SH  SHARED                   1023                  
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40       956     38500 SH  SHARED      01                            38500
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40        88      3552 SH  SHARED      02           1923              1629
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40       109      4400 SH  SHARED      10           4400                  
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40       700     28200 SH  SHARED      14                            28200
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40         7       304 SH  SHARED      21                              304
D CORRIENTE RES INC              COM NEW          22027E40         8      2000 SH  SHARED      02           2000                  
D CORTEX PHARMACEUTICALS INC     COM NEW          22052430         0      1226 SH  SHARED                   1226                  
D CORUS BANKSHARES INC           COM              22087310        97     24081 SH  SHARED                  24081                  
D CORUS BANKSHARES INC           COM              22087310        48     11904 SH  SHARED      02          11904                  
D CORUS BANKSHARES INC           COM              22087310       338     83500 SH  SHARED      10          83500                  
D CORVEL CORP                    COM              22100610        11       396 SH  SHARED                    396                  
D CORVEL CORP                    COM              22100610        64      2250 SH  SHARED      01           2250                  
D CORVEL CORP                    COM              22100610       806     28200 SH  SHARED      10          28200                  
D COSI INC                       COM              22122P10         2      1347 SH  SHARED                   1347                  
D COST PLUS INC CALIF            COM              22148510         5      2727 SH  SHARED                   2727                  
D COSTCO WHSL CORP NEW           COM              22160K10     25925    399288 SH  SHARED                 391288              8000
D COSTCO WHSL CORP NEW           COM              22160K10      4050     62376 SH  SHARED      01          52026             10350
D COSTCO WHSL CORP NEW           COM              22160K10       345      5325 SH  SHR/OTHR    01                             5325
D COSTCO WHSL CORP NEW           COM              22160K10     12094    186270 SH  SHARED      02         174129             12141
D COSTCO WHSL CORP NEW           COM              22160K10       110      1700 SH  SHARED      04           1700                  
D COSTCO WHSL CORP NEW           COM              22160K10        12       200 SH  SHARED      05            200                  
D COSTCO WHSL CORP NEW           COM              22160K10      3780     58230 SH  SHARED      06          45050             13180
D COSTCO WHSL CORP NEW           COM              22160K10     25982    400155 SH  SHARED      10         399355               800
D COSTCO WHSL CORP NEW           COM              22160K10       433      6670 SH  SHARED      20           3765              2905
D COSTCO WHSL CORP NEW           COM              22160K10        71      1100 SH  SHR/OTHR    20                             1100
D COSTCO WHSL CORP NEW           COM              22160K10       505      7782 SH  SHARED      21           6392              1390
D COSTCO WHSL CORP NEW           COM              22160K10        16       250 SH  SHR/OTHR    21                              250
D COSTCO WHSL CORP NEW           COM              22160K10        51       800 SH  SHARED      22            400               400
D COSTCO WHSL CORP NEW           COM              22160K10        36       559 SH  SHR/OTHR    22                              559
D COSTCO WHSL CORP NEW           COM              22160K10        89      1375 SH  SHARED      23           1000               375
D COSTCO WHSL CORP NEW           COM              22160K10       598      9225 SH  SHR/OTHR    23                             9225
D COSTAR GROUP INC               COM              22160N10        31       700 SH  SHARED      01            700                  
D COSTAR GROUP INC               COM              22160N10       143      3167 SH  SHARED      02           3167                  
D COSTAR GROUP INC               COM              22160N10       120      2653 SH  SHARED      10           1453              1200
D COTT CORP QUE                  COM              22163N10         1      1110 SH  SHARED                   1110                  
D COTT CORP QUE                  COM              22163N10         0       500 SH  SHARED      02            500                  
D COUGAR BIOTECHNOLOGY INC       COM              22208310       551     16526 SH  SHARED                  16526                  
D COUGAR BIOTECHNOLOGY INC       COM              22208310         0         8 SH  SHARED      02              8                  
D COURIER CORP                   COM              22266010         0        19 SH  SHARED                     19                  
D COURIER CORP                   COM              22266010         0         5 SH  SHARED      02              5                  
D COURIER CORP                   COM              22266010        91      4500 SH  SHARED      10           4500                  
D COUSINS PPTYS INC              COM              22279510      1837     72819 SH  SHARED                  72819                  
D COUSINS PPTYS INC              COM              22279510      1228     48682 SH  SHARED      01          31900             16782
D COUSINS PPTYS INC              COM              22279510      1135     45000 SH  SHR/OTHR    01                            45000
D COUSINS PPTYS INC              COM              22279510       270     10714 SH  SHARED      02          10393               321
D COUSINS PPTYS INC              COM              22279510       582     23100 SH  SHARED      10          23100                  
D COVANCE INC                    COM              22281610      1130     12790 SH  SHARED                  12790                  
D COVANCE INC                    COM              22281610      1834     20752 SH  SHARED      01           1152             19600
D COVANCE INC                    COM              22281610       448      5076 SH  SHARED      02           5076                  
D COVANCE INC                    COM              22281610      1502     17000 SH  SHARED      04          17000                  
D COVANCE INC                    COM              22281610     10609    120000 SH  SHARED      05         120000                  
D COVANCE INC                    COM              22281610        70       800 SH  SHARED      06                              800
D COVANCE INC                    COM              22281610     22332    252601 SH  SHARED      10         252601                  
D COVANCE INC                    COM              22281610        29       330 SH  SHARED      21            290                40
D COVANCE INC                    COM              22281610        70       800 SH  SHR/OTHR    23                              800
D COVANTA HLDG CORP              DBCV  1.000% 2/0 22282EAA      1442   1507000 PRN SHARED      02        1503000              4000
D COVANTA HLDG CORP              COM              22282E10       135      5653 SH  SHARED                   5200               453
D COVANTA HLDG CORP              COM              22282E10       237      9935 SH  SHARED                   9935                  
D COVANTA HLDG CORP              COM              22282E10       471     19685 SH  SHARED      01          19485               200
D COVANTA HLDG CORP              COM              22282E10       113      4726 SH  SHARED      02           4628                98
D COVANTA HLDG CORP              COM              22282E10     16007    668668 SH  SHARED      04         668668                  
D COVANTA HLDG CORP              COM              22282E10     20012    835953 SH  SHARED      05         835953                  
D COVANTA HLDG CORP              COM              22282E10      1120     46796 SH  SHARED      06                            46796
D COVANTA HLDG CORP              COM              22282E10      2265     94620 SH  SHARED      10          82420             12200
D COVANTA HLDG CORP              COM              22282E10         4       200 SH  SHR/OTHR    23                              200
D COVENANT TRANSN GROUP INC      CL A             22284P10       401    139267 SH  SHARED                 139267                  
D COVENANT TRANSN GROUP INC      CL A             22284P10         0       300 SH  SHARED      02            300                  
D COVENTRY HEALTH CARE INC       COM              22286210      7933    243747 SH  SHARED                 243747                  
D COVENTRY HEALTH CARE INC       COM              22286210       507     15600 SH  SHARED      01          15200               400
D COVENTRY HEALTH CARE INC       COM              22286210       460     14138 SH  SHARED      02          14083                55
D COVENTRY HEALTH CARE INC       COM              22286210      1165     35800 SH  SHARED      04          35800                  
D COVENTRY HEALTH CARE INC       COM              22286210         4       130 SH  SHARED      05            130                  
D COVENTRY HEALTH CARE INC       COM              22286210      1224     37615 SH  SHARED      06          33550              4065
D COVENTRY HEALTH CARE INC       COM              22286210      5163    158648 SH  SHARED      10         158648                  
D COVENTRY HEALTH CARE INC       COM              22286210       149      4605 SH  SHARED      21           4605                  
D COWEN GROUP INC                COM              22362110        24      2972 SH  SHARED                   2972                  
D COWLITZ BANCORP LONGVIEW WAS   COM              22376710         0       110 SH  SHARED                    110                  
D COX RADIO INC                  CL A             22405110       384     36456 SH  SHARED                  36456                  
D COX RADIO INC                  CL A             22405110        76      7214 SH  SHARED      02           7214                  
D CRAFT BREWERS ALLIANCE INC     COM              22412210         0       144 SH  SHARED                    144                  
D CRAFTMADE INTL INC             COM              22413E10         2       569 SH  SHARED                    569                  
D CRANE CO                       COM              22439910       786     26475 SH  SHARED                  26475                  
D CRANE CO                       COM              22439910       539     18150 SH  SHARED      01           2550             15600
D CRANE CO                       COM              22439910       183      6172 SH  SHARED      02           6172                  
D CRANE CO                       COM              22439910         8       300 SH  SHARED      06            300                  
D CRANE CO                       COM              22439910       748     25200 SH  SHARED      10          25200                  
D CRANE CO                       COM              22439910         3       120 SH  SHARED      21                              120
D CRAWFORD & CO                  CL B             22463310       184     12120 SH  SHARED                  12120                  
D CRAWFORD & CO                  CL B             22463310        81      5330 SH  SHARED      01           5330                  
D CRAWFORD & CO                  CL B             22463310        36      2400 SH  SHARED      02           2400                  
D CRAWFORD & CO                  CL B             22463310       589     38800 SH  SHARED      10          38800                  
D CRAY INC                       NOTE  3.000%12/0 225223AB       877   1025000 PRN SHARED                1025000                  
D CRAY INC                       COM NEW          22522330         5      1018 SH  SHARED      02           1018                  
D CREDIT ACCEP CORP MICH         COM              22531010        50      2986 SH  SHARED                   2986                  
D CREDIT ACCEP CORP MICH         COM              22531010         7       430 SH  SHARED      01            430                  
D CREDIT ACCEP CORP MICH         COM              22531010        34      2003 SH  SHARED      02           2003                  
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110      2243     46467 SH  SHARED                  46467                  
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110        16       350 SH  SHARED      01                              350
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110        59      1242 SH  SHARED      02                             1242
D CREDO PETE CORP                COM PAR $0.10    22543920        11      1525 SH  SHARED                   1525                  
D CREDIT SUISSE HIGH YLD BND F   SH BEN INT       22544F10         3      1500 SH  SHARED                   1500                  
D CREE INC                       COM              22544710         9       410 SH  SHARED                                      410
D CREE INC                       COM              22544710      2579    113223 SH  SHARED                 113223                  
D CREE INC                       COM              22544710       605     26600 SH  SHARED      01                            26600
D CREE INC                       COM              22544710      1058     46460 SH  SHARED      02          46272               188
D CREE INC                       COM              22544710      2910    127778 SH  SHARED      04         127778                  
D CREE INC                       COM              22544710      3313    145462 SH  SHARED      05         145462                  
D CREE INC                       COM              22544710       460     20201 SH  SHARED      06                            20201
D CREE INC                       COM              22544710       117      5165 SH  SHARED      10           5165                  
D CRESCENT FINL CORP             COM              22574410         1       239 SH  SHARED                    239                  
D CRESUD S A C I F Y A           SPONSORED ADR    22640610       420     40000 SH  SHARED                                    40000
D CRESUD S A C I F Y A           SPONSORED ADR    22640610         0        56 SH  SHARED                     56                  
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      5691    542044 SH  SHARED      04         542044                  
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      2100    200000 SH  SHARED      05         200000                  
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      2653    252718 SH  SHARED      10         252718                  
D CRITICAL THERAPEUTICS INC      COM              22674T10         0       700 SH  SHARED                    700                  
D CROCS INC                      COM              22704610       526    146939 SH  SHARED                 146939                  
D CROCS INC                      COM              22704610       733    204932 SH  SHARED      02          69547            135385
D CROCS INC                      COM              22704610         3       900 SH  SHARED      10            900                  
D CROSS A T CO                   CL A             22747810         3       469 SH  SHARED                    469                  
D CROSS CTRY HEALTHCARE INC      COM              22748310       314     19318 SH  SHARED                  19318                  
D CROSS CTRY HEALTHCARE INC      COM              22748310         3       230 SH  SHARED      01            230                  
D CROSS CTRY HEALTHCARE INC      COM              22748310       262     16126 SH  SHARED      02          15917               209
D CROSS CTRY HEALTHCARE INC      COM              22748310       330     20300 SH  SHARED      10          20300                  
D CROSS TIMBERS RTY TR           TR UNIT          22757R10         7       156 SH  SHARED                    156                  
D CROSSTEX ENERGY L P            COM              22765U10        19      1061 SH  SHARED                   1061                  
D CROSSTEX ENERGY INC            COM              22765Y10       115      4617 SH  SHARED                   4617                  
D CROSSTEX ENERGY INC            COM              22765Y10         0         4 SH  SHARED      02              4                  
D CROSSTEX ENERGY INC            COM              22765Y10       360     14422 SH  SHARED      10          14422                  
D CROWN CASTLE INTL CORP         COM              22822710     75329   2600256 SH  SHARED                2600256                  
D CROWN CASTLE INTL CORP         COM              22822710       222      7675 SH  SHARED      01           7675                  
D CROWN CASTLE INTL CORP         COM              22822710     20915    721967 SH  SHARED      02         705369             16598
D CROWN CASTLE INTL CORP         COM              22822710      3528    121800 SH  SHARED      04         121800                  
D CROWN CASTLE INTL CORP         COM              22822710         3       130 SH  SHARED      05            130                  
D CROWN CASTLE INTL CORP         COM              22822710       119      4110 SH  SHARED      06           1900              2210
D CROWN CASTLE INTL CORP         COM              22822710     19744    681544 SH  SHARED      10         681544                  
D CROWN CASTLE INTL CORP         COM              22822710      6401    220975 SH  SHARED      11         220975                  
D CROWN CASTLE INTL CORP         COM              22822710         4       157 SH  SHARED      20            157                  
D CROWN CRAFTS INC               COM              22830910         0       222 SH  SHARED                    222                  
D CROWN CRAFTS INC               COM              22830910       444    145805 SH  SHR/OTHR    01                           145805
D CROWN HOLDINGS INC             COM              22836810       595     26820 SH  SHARED                  26820                  
D CROWN HOLDINGS INC             COM              22836810      9423    424287 SH  SHARED                 424287                  
D CROWN HOLDINGS INC             COM              22836810       442     19923 SH  SHARED      02          15873              4050
D CROWN HOLDINGS INC             COM              22836810      7373    331984 SH  SHARED      10         240288             91696
D CROWN MEDIA HLDGS INC          CL A             22841110         4       925 SH  SHARED      02            925                  
D CRUCELL N V                    SPONSORED ADR    22876910         1        93 SH  SHARED                     93                  
D CRUCELL N V                    SPONSORED ADR    22876910         6       420 SH  SHARED      02            420                  
D CRUSADER ENERGY GROUP INC      COM              22883410         1       483 SH  SHARED                    483                  
D CRUSADER ENERGY GROUP INC      COM              22883410        38     12300 SH  SHARED      02          12300                  
D CRYOLIFE INC                   COM              22890310         3       229 SH  SHARED                    229                  
D CRYOLIFE INC                   COM              22890310       155     11815 SH  SHARED      02          11815                  
D CRYSTAL RIV CAP INC            COM              22939330         6      3164 SH  SHARED                   3164                  
D CRYSTAL RIV CAP INC            COM              22939330        27     13800 SH  SHARED      02                            13800
D CRYSTAL RIV CAP INC            COM              22939330        11      5800 SH  SHARED      10           5800                  
D CRYSTALLEX INTL CORP           COM              22942F10         1      1500 SH  SHARED      02           1500                  
D CTRIP COM INTL LTD             ADR              22943F10      6586    170600 SH  SHARED                 170600                  
D CTRIP COM INTL LTD             ADR              22943F10     54993   1424335 SH  SHARED                1424335                  
D CTRIP COM INTL LTD             ADR              22943F10       922     23885 SH  SHARED      02          13742             10143
D CTRIP COM INTL LTD             ADR              22943F10       579     15000 SH  SHARED      06                            15000
D CUBIC CORP                     COM              22966910        10       445 SH  SHARED                    445                  
D CUBIC CORP                     COM              22966910        14       575 SH  SHARED      01            575                  
D CUBIC CORP                     COM              22966910       167      6814 SH  SHARED      02           6814                  
D CUBIC CORP                     COM              22966910         0        25 SH  SHARED      10             25                  
D CUBIC CORP                     COM              22966910        98      4000 SH  SHR/OTHR    23                             4000
D CUBIST PHARMACEUTICALS INC     NOTE  2.250% 6/1 229678AC       978   1011000 PRN SHARED                1011000                  
D CUBIST PHARMACEUTICALS INC     COM              22967810       452     20335 SH  SHARED                  20335                  
D CUBIST PHARMACEUTICALS INC     COM              22967810       222     10025 SH  SHARED      01          10025                  
D CUBIST PHARMACEUTICALS INC     COM              22967810        47      2128 SH  SHARED      02           2128                  
D CUBIST PHARMACEUTICALS INC     COM              22967810      7883    354612 SH  SHARED      04         354612                  
D CUBIST PHARMACEUTICALS INC     COM              22967810      3983    179199 SH  SHARED      10         177599              1600
D CUBIST PHARMACEUTICALS INC     COM              22967810        23      1070 SH  SHARED      21           1070                  
D CUBIST PHARMACEUTICALS INC     COM              22967810        66      3000 SH  SHR/OTHR    23                             3000
D CULLEN FROST BANKERS INC       COM              22989910       796     13268 SH  SHARED                  13268                  
D CULLEN FROST BANKERS INC       COM              22989910      1080     18000 SH  SHARED      01            100             17900
D CULLEN FROST BANKERS INC       COM              22989910       313      5230 SH  SHARED      02           5212                18
D CULLEN FROST BANKERS INC       COM              22989910       204      3400 SH  SHARED      10           3400                  
D CULLEN FROST BANKERS INC       COM              22989910        58       971 SH  SHARED      21                              971
D CUISINE SOLUTIONS INC          COM              22990410         0       173 SH  SHARED                    173                  
D CULP INC                       COM              23021510         5       856 SH  SHARED                    856                  
D CUMMINS INC                    COM              23102110     10503    240243 SH  SHARED                 240243                  
D CUMMINS INC                    COM              23102110      1259     28800 SH  SHARED      01          28800                  
D CUMMINS INC                    COM              23102110      1028     23535 SH  SHARED      02          23075               460
D CUMMINS INC                    COM              23102110         5       120 SH  SHARED      05            120                  
D CUMMINS INC                    COM              23102110      1263     28900 SH  SHARED      06          22900              6000
D CUMMINS INC                    COM              23102110     48627   1112258 SH  SHARED      10        1034658             77600
D CUMMINS INC                    COM              23102110       314      7188 SH  SHARED      14                             7188
D CUMMINS INC                    COM              23102110         4        95 SH  SHARED      20             95                  
D CUMMINS INC                    COM              23102110        69      1600 SH  SHR/OTHR    23                             1600
D CUMULUS MEDIA INC              CL A             23108210        52     12304 SH  SHARED                  12304                  
D CUMULUS MEDIA INC              CL A             23108210        14      3414 SH  SHARED      02           3414                  
D CURAGEN CORP                   COM              23126R10        11     14899 SH  SHARED                  14899                  
D CURIS INC                      COM              23126910         1      1647 SH  SHARED                   1647                  
D CURRENCYSHS BRIT POUND STER    BRIT POUND STE   23129S10        17       100 SH  SHARED                    100                  
D CURRENCYSHARES AUSTRALIAN DL   AUSTRALIAN DOL   23129U10         7       100 SH  SHARED      02                              100
D CURRENCYSHARES CDN DLR TR      CDN DOLLAR SHS   23129X10        18       200 SH  SHARED      02                              200
D CURRENCYSHS JAPANESE YEN TR    JAPANESE YEN     23130A10       471      5017 SH  SHARED      01             17              5000
D CURRENCYSHS JAPANESE YEN TR    JAPANESE YEN     23130A10        29       316 SH  SHARED      02                              316
D CURRENCYSHARES EURO TR         EURO SHS         23130C10         4        30 SH  SHARED      01             30                  
D CURRENCYSHARES EURO TR         EURO SHS         23130C10       720      5110 SH  SHARED      02           5000               110
D CURTISS WRIGHT CORP            COM              23156110        51      1133 SH  SHARED                   1133                  
D CURTISS WRIGHT CORP            COM              23156110        34       750 SH  SHARED      01            750                  
D CURTISS WRIGHT CORP            COM              23156110       754     16602 SH  SHARED      02          16602                  
D CURTISS WRIGHT CORP            COM              23156110     31228    687100 SH  SHARED      10         685700              1400
D CUSHING MLP TOTAL RETURN FD    COM SHS          23163110      1582    111023 SH  SHARED      02                           111023
D CUTERA INC                     COM              23210910        21      2061 SH  SHARED                   2061                  
D CUTERA INC                     COM              23210910        38      3600 SH  SHARED      02           3600                  
D CYANOTECH CORP                 COM PAR $0.02    23243730         0       117 SH  SHARED                    117                  
D CYBERSOURCE CORP               COM              23251J10         0        43 SH  SHARED                     43                  
D CYBERSOURCE CORP               COM              23251J10        78      4900 SH  SHARED      01           4900                  
D CYBERSOURCE CORP               COM              23251J10       415     25772 SH  SHARED      02          25712                60
D CYBERSOURCE CORP               COM              23251J10       467     29000 SH  SHARED      04          29000                  
D CYBERSOURCE CORP               COM              23251J10     15729    976360 SH  SHARED      10         976360                  
D CYBERONICS INC                 COM              23251P10       278     16411 SH  SHARED                  16411                  
D CYBERONICS INC                 COM              23251P10       144      8513 SH  SHARED      02           7513              1000
D CYBERONICS INC                 COM              23251P10       153      9000 SH  SHARED      10           9000                  
D CYBEROPTICS CORP               COM              23251710         2       217 SH  SHARED                    217                  
D CYBEX INTL INC                 COM              23252E10         0       288 SH  SHARED                    288                  
D CYCLACEL PHARMACEUTICALS INC   COM              23254L10         2      1668 SH  SHARED                   1668                  
D CYCLACEL PHARMACEUTICALS INC   PFD CONV EX 6%   23254L20       272    133162 SH  SHARED                 133162                  
D CYMER INC                      COM              23257210         1        68 SH  SHARED                     68                  
D CYMER INC                      COM              23257210      2309     91184 SH  SHARED      02          91157                27
D CYMER INC                      COM              23257210      3586    141600 SH  SHARED      10         141600                  
D CYNOSURE INC                   CL A             23257720       258     14411 SH  SHARED                  14411                  
D CYNOSURE INC                   CL A             23257720         0         5 SH  SHARED      02              5                  
D CYNOSURE INC                   CL A             23257720        84      4700 SH  SHARED      10           4700                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450         1       140 SH  SHARED                    140                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450        89     12225 SH  SHARED      01          12225                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450        12      1759 SH  SHARED      02           1759                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450      2132    290111 SH  SHARED      04         290111                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450      1970    268100 SH  SHARED      10         261200              6900
D CYPRESS SEMICONDUCTOR CORP     NOTE  1.000% 9/1 232806AK      1261   1274000 PRN SHARED                1274000                  
D CYPRESS SEMICONDUCTOR CORP     NOTE  1.000% 9/1 232806AK       479    484000 PRN SHARED      02         483000              1000
D CYPRESS SEMICONDUCTOR CORP     COM              23280610     16114   3087085 SH  SHARED                3087085                  
D CYPRESS SEMICONDUCTOR CORP     COM              23280610        16      3175 SH  SHARED      01           3175                  
D CYPRESS SEMICONDUCTOR CORP     COM              23280610       193     36974 SH  SHARED      02          34524              2450
D CYPRESS SEMICONDUCTOR CORP     COM              23280610       156     30000 SH  SHARED      04          30000                  
D CYPRESS SEMICONDUCTOR CORP     COM              23280610        20      3900 SH  SHARED      10           3900                  
D CYPRESS SEMICONDUCTOR CORP     COM              23280610         6      1185 SH  SHARED      21           1185                  
D CYTOKINETICS INC               COM              23282W10         0        93 SH  SHARED                     93                  
D CYTOKINETICS INC               COM              23282W10         7      1658 SH  SHARED      02           1658                  
D CYTEC INDS INC                 COM              23282010      2996     77008 SH  SHARED                  77008                  
D CYTEC INDS INC                 COM              23282010       881     22643 SH  SHARED      01            743             21900
D CYTEC INDS INC                 COM              23282010       359      9238 SH  SHARED      02           9182                56
D CYTEC INDS INC                 COM              23282010      1225     31500 SH  SHARED      06                            31500
D CYTEC INDS INC                 COM              23282010        62      1600 SH  SHARED      10           1600                  
D CYTEC INDS INC                 COM              23282010       525     13500 SH  SHARED      14                            13500
D CYTEC INDS INC                 COM              23282010         1        42 SH  SHARED      20             42                  
D CYTRX CORP                     COM NEW          23282830         1      2312 SH  SHARED                   2312                  
D CYTOMEDIX INC                  COM NEW          23283B20         0       689 SH  SHARED                    689                  
D CYTORI THERAPEUTICS INC        COM              23283K10        50      9576 SH  SHARED                   9576                  
D D & E COMMUNICATIONS INC       COM              23286010         3       517 SH  SHARED                    517                  
D D & E COMMUNICATIONS INC       COM              23286010        29      3900 SH  SHARED      02           3900                  
D D & E COMMUNICATIONS INC       COM              23286010        85     11270 SH  SHARED      10          11270                  
D CYCLE CTRY ACCESSORIES CORP    COM              23298410         0       110 SH  SHARED                    110                  
D DCP MIDSTREAM PARTNERS LP      COM UT LTD PTN   23311P10      1997    118058 SH  SHARED                 118058                  
D DCP MIDSTREAM PARTNERS LP      COM UT LTD PTN   23311P10       101      6000 SH  SHARED      02                             6000
D DCT INDUSTRIAL TRUST INC       COM              23315310      2270    303074 SH  SHARED                 284824             18250
D DCT INDUSTRIAL TRUST INC       COM              23315310       119     16000 SH  SHARED      01                            16000
D DCT INDUSTRIAL TRUST INC       COM              23315310       258     34513 SH  SHARED      02          34513                  
D DCT INDUSTRIAL TRUST INC       COM              23315310      4485    598850 SH  SHARED      10         588950              9900
D DCT INDUSTRIAL TRUST INC       COM              23315310     47639   6360443 SH  SHARED      11        1562300           4798143
D DDI CORP                       COM 0.0001 NEW   23316250      1924    370080 SH  SHARED                 370080                  
D DEI HLDGS INC NEW              COM              23319E10         0       367 SH  SHARED                    367                  
D DGSE COMPANIES INC             COM              23323G10         0        94 SH  SHARED                     94                  
D DNP SELECT INCOME FD           COM              23325P10        60      6500 SH  SHARED      23           6500                  
D DG FASTCHANNEL INC             COM              23326R10        13       600 SH  SHARED                    600                  
D DG FASTCHANNEL INC             COM              23326R10        67      3100 SH  SHARED      01           3100                  
D DG FASTCHANNEL INC             COM              23326R10         0        21 SH  SHARED      02                               21
D DG FASTCHANNEL INC             COM              23326R10      1056     48200 SH  SHARED      10          48200                  
D DPL INC                        COM              23329310      5101    205716 SH  SHARED                 205716                  
D DPL INC                        COM              23329310       916     36962 SH  SHARED      01                            36962
D DPL INC                        COM              23329310       196      7928 SH  SHARED      02           7928                  
D DPL INC                        COM              23329310       310     12500 SH  SHARED      10          12500                  
D DPL INC                        COM              23329310       151      6100 SH  SHARED      23           1100              5000
D DRI CORPORATION                COM              23330F10         0       290 SH  SHARED                    290                  
D DRS TECHNOLOGIES INC           COM              23330X10     41843    545189 SH  SHARED                 545189                  
D DRS TECHNOLOGIES INC           COM              23330X10      1082     14100 SH  SHARED      01                            14100
D DRS TECHNOLOGIES INC           COM              23330X10      1333     17375 SH  SHARED      02          17227               148
D DRS TECHNOLOGIES INC           COM              23330X10     24268    316200 SH  SHARED      10         316200                  
D DRS TECHNOLOGIES INC           COM              23330X10        76      1000 SH  SHARED      23                             1000
D D R HORTON INC                 COM              23331A10     12194    936564 SH  SHARED                 936564                  
D D R HORTON INC                 COM              23331A10       343     26400 SH  SHARED      01          26400                  
D D R HORTON INC                 COM              23331A10       851     65424 SH  SHARED      02          64824               600
D D R HORTON INC                 COM              23331A10         2       200 SH  SHARED      05            200                  
D D R HORTON INC                 COM              23331A10      1277     98123 SH  SHARED      06          90700              7423
D D R HORTON INC                 COM              23331A10      3205    246186 SH  SHARED      10         223486             22700
D D R HORTON INC                 COM              23331A10       113      8711 SH  SHARED      14                             8711
D DSP GROUP INC                  COM              23332B10         0        80 SH  SHARED                     80                  
D DSP GROUP INC                  COM              23332B10        27      3613 SH  SHARED      02           3613                  
D DSP GROUP INC                  COM              23332B10       118     15500 SH  SHARED      10          15500                  
D DST SYS INC DEL                DBCV  4.125% 8/1 233326AB      6655   5500000 PRN SHARED                5500000                  
D DST SYS INC DEL                DBCV  3.625% 8/1 233326AD      2596   2272000 PRN SHARED                2272000                  
D DST SYS INC DEL                DBCV  3.625% 8/1 233326AD       896    784000 PRN SHARED      02         784000                  
D DST SYS INC DEL                COM              23332610       658     11759 SH  SHARED                  11759                  
D DST SYS INC DEL                COM              23332610       879     15700 SH  SHARED      01                            15700
D DST SYS INC DEL                COM              23332610       267      4775 SH  SHARED      02           4775                  
D DST SYS INC DEL                COM              23332610        17       320 SH  SHARED      06                              320
D DST SYS INC DEL                COM              23332610        80      1446 SH  SHARED      10           1446                  
D DTE ENERGY CO                  COM              23333110     11303    281733 SH  SHARED                 281733                  
D DTE ENERGY CO                  COM              23333110       981     24465 SH  SHARED      01          24465                  
D DTE ENERGY CO                  COM              23333110       296      7388 SH  SHARED      02           7063               325
D DTE ENERGY CO                  COM              23333110        60      1500 SH  SHARED      04           1500                  
D DTE ENERGY CO                  COM              23333110         5       130 SH  SHARED      05            130                  
D DTE ENERGY CO                  COM              23333110      1199     29900 SH  SHARED      06          25400              4500
D DTE ENERGY CO                  COM              23333110      9405    234445 SH  SHARED      10         234445                  
D DTE ENERGY CO                  COM              23333110       176      4400 SH  SHARED      14                             4400
D DTE ENERGY CO                  COM              23333110         5       130 SH  SHARED      20            130                  
D DTE ENERGY CO                  COM              23333110        20       500 SH  SHARED      23            500                  
D DTE ENERGY CO                  COM              23333110        60      1500 SH  SHR/OTHR    23                             1500
D DSW INC                        CL A             23334L10         7       534 SH  SHARED                    534                  
D DSW INC                        CL A             23334L10       230     16807 SH  SHARED      02          14807              2000
D DSW INC                        CL A             23334L10       414     30263 SH  SHARED      10          30263                  
D DTS INC                        COM              23335C10        55      2000 SH  SHARED      01           2000                  
D DTS INC                        COM              23335C10        82      2960 SH  SHARED      02           2235               725
D DTS INC                        COM              23335C10       155      5600 SH  SHARED      10           5600                  
D DWS HIGH INCOME TR             SHS              23337C10         3      1000 SH  SHARED      01           1000                  
D DXP ENTERPRISES INC NEW        COM NEW          23337740       151      2840 SH  SHARED                   2840                  
D DXP ENTERPRISES INC NEW        COM NEW          23337740        47       900 SH  SHARED      01            600               300
D DXP ENTERPRISES INC NEW        COM NEW          23337740         0         1 SH  SHARED      02              1                  
D DXP ENTERPRISES INC NEW        COM NEW          23337740       463      8700 SH  SHARED      10           8700                  
D DWS MULTI MKT INCOME TR        SHS              23338L10         6      1000 SH  SHARED      01           1000                  
D DWS STRATEGIC INCOME TR        SHS              23338N10        14      1566 SH  SHARED                   1566                  
D DWS GLOBAL HIGH INCOME FD      COM              23338W10       139     22600 SH  SHARED      02                            22600
D DWS RREEF REAL ESTATE FD II    COM              23338X10        86     10579 SH  SHARED      02                            10579
D DWS GLOBAL COMMODITIES STK F   COM              23338Y10       113      8891 SH  SHARED      02                             8891
D DWS RREEF REAL ESTATE FD INC   COM              23338410        88      6666 SH  SHARED                   6666                  
D DWS RREEF REAL ESTATE FD INC   COM              23338410       132      9927 SH  SHARED      02                             9927
D DWS RREEF REAL ESTATE FD INC   COM              23338410        50      3800 SH  SHARED      20           3800                  
D DWS DREMAN VAL INCOME EDGE F   COM              23339M10       588     70880 SH  SHARED      02                            70880
D DWS RREEF WORLD REAL EST & T   COM              23339T10        58      6720 SH  SHARED                   6720                  
D DWS RREEF WORLD REAL EST & T   COM              23339T10        83      9525 SH  SHARED      02                             9525
D DAKTRONICS INC                 COM              23426410        26      1592 SH  SHARED                   1592                  
D DAKTRONICS INC                 COM              23426410       130      7850 SH  SHARED      01           4350              3500
D DAKTRONICS INC                 COM              23426410         1       118 SH  SHARED      02            118                  
D DAKTRONICS INC                 COM              23426410       684     41100 SH  SHARED      10          41100                  
D DANA HOLDING CORP              COM              23582520       102     21113 SH  SHARED                  21113                  
D DANA HOLDING CORP              COM              23582520       218     45056 SH  SHARED      02             56             45000
D DANA HOLDING CORP              COM              23582520       112     23300 SH  SHARED      10          23300                  
D DANAHER CORP DEL               NOTE         1/2 235851AF      2195   2167000 PRN SHARED      02        2167000                  
D DANAHER CORP DEL               COM              23585110     34162    492256 SH  SHARED                 492256                  
D DANAHER CORP DEL               COM              23585110      2057     29650 SH  SHARED      01          28850               800
D DANAHER CORP DEL               COM              23585110      1913     27578 SH  SHARED      02          27096               482
D DANAHER CORP DEL               COM              23585110     22846    329200 SH  SHARED      04         329200                  
D DANAHER CORP DEL               COM              23585110     16228    233840 SH  SHARED      05         233840                  
D DANAHER CORP DEL               COM              23585110      2618     37730 SH  SHARED      06          26800             10930
D DANAHER CORP DEL               COM              23585110     14150    203891 SH  SHARED      10         203891                  
D DANAHER CORP DEL               COM              23585110      1082     15600 SH  SHARED      14                            15600
D DANAHER CORP DEL               COM              23585110       522      7531 SH  SHARED      21           3100              4431
D DANAHER CORP DEL               COM              23585110       180      2600 SH  SHR/OTHR    21                             2600
D DANAHER CORP DEL               COM              23585110        55       800 SH  SHARED      22                              800
D DANAHER CORP DEL               COM              23585110       492      7100 SH  SHARED      23                             7100
D DANAHER CORP DEL               COM              23585110       117      1700 SH  SHR/OTHR    23                             1700
D DANVERS BANCORP INC            COM              23644210         0         1 SH  SHARED                      1                  
D DARA BIOSCIENCES INC           COM              23703P10         0        25 SH  SHARED                     25                  
D DARDEN RESTAURANTS INC         COM              23719410      6773    236582 SH  SHARED                 223582             13000
D DARDEN RESTAURANTS INC         COM              23719410      3422    119539 SH  SHARED      01          95309             24230
D DARDEN RESTAURANTS INC         COM              23719410       577     20163 SH  SHR/OTHR    01                            20163
D DARDEN RESTAURANTS INC         COM              23719410       259      9077 SH  SHARED      02           9077                  
D DARDEN RESTAURANTS INC         COM              23719410        20       700 SH  SHARED      04            700                  
D DARDEN RESTAURANTS INC         COM              23719410       541     18910 SH  SHARED      06          14600              4310
D DARDEN RESTAURANTS INC         COM              23719410     32597   1138561 SH  SHARED      10        1129961              8600
D DARDEN RESTAURANTS INC         COM              23719410        58      2060 SH  SHARED      20           1175               885
D DARDEN RESTAURANTS INC         COM              23719410         1        45 SH  SHR/OTHR    20                               45
D DARDEN RESTAURANTS INC         COM              23719410        50      1780 SH  SHARED      21           1695                85
D DARDEN RESTAURANTS INC         COM              23719410        52      1825 SH  SHARED      22           1600               225
D DARDEN RESTAURANTS INC         COM              23719410        27       975 SH  SHR/OTHR    22                              975
D DARDEN RESTAURANTS INC         COM              23719410       351     12260 SH  SHARED      23           9860              2400
D DARDEN RESTAURANTS INC         COM              23719410       180      6300 SH  SHR/OTHR    23                             6300
D DARLING INTL INC               COM              23726610        63      5713 SH  SHARED                   5713                  
D DARLING INTL INC               COM              23726610       125     11300 SH  SHARED      01           7000              4300
D DARLING INTL INC               COM              23726610         0        46 SH  SHARED      02             46                  
D DARLING INTL INC               COM              23726610      4019    361829 SH  SHARED      10         361829                  
D DARWIN PROFESSIONAL UNDERWRI   COM              23750210        18       602 SH  SHARED                    602                  
D DASSAULT SYS S A               SPONSORED ADR    23754510         1        20 SH  SHARED                     20                  
D DATA DOMAIN INC                COM              23767P10      3346    150263 SH  SHARED                 150263                  
D DATA DOMAIN INC                COM              23767P10       160      7200 SH  SHARED      02                             7200
D DATA DOMAIN INC                COM              23767P10       868     39000 SH  SHARED      04          39000                  
D DATA I O CORP                  COM              23769010         2       673 SH  SHARED                    673                  
D DATAWATCH CORP                 COM NEW          23791720         0       105 SH  SHARED                    105                  
D DATALINK CORP                  COM              23793410         6      1497 SH  SHARED                   1497                  
D DATARAM CORP                   COM PAR $1       23810820         0       208 SH  SHARED                    208                  
D DATASCOPE CORP                 COM              23811310       358      6934 SH  SHARED                   6934                  
D DATASCOPE CORP                 COM              23811310        47       924 SH  SHARED      02            924                  
D DATASCOPE CORP                 COM              23811310        46       900 SH  SHARED      10            900                  
D DATATRAK INTL INC              COM              23813410         0       354 SH  SHARED                    354                  
D DAVITA INC                     COM              23918K10      6494    113910 SH  SHARED                 113910                  
D DAVITA INC                     COM              23918K10       267      4700 SH  SHARED      01           4600               100
D DAVITA INC                     COM              23918K10      1679     29458 SH  SHARED      02          29258               200
D DAVITA INC                     COM              23918K10      4589     80500 SH  SHARED      04          80500                  
D DAVITA INC                     COM              23918K10      3391     59490 SH  SHARED      06          10300             49190
D DAVITA INC                     COM              23918K10      2884     50600 SH  SHARED      10          50600                  
D DAVITA INC                     COM              23918K10      1031     18100 SH  SHARED      14                            18100
D DAWSON GEOPHYSICAL CO          COM              23935910        21       459 SH  SHARED                    459                  
D DAWSON GEOPHYSICAL CO          COM              23935910        34       745 SH  SHARED      01            745                  
D DAWSON GEOPHYSICAL CO          COM              23935910         0         4 SH  SHARED      02              4                  
D DAXOR CORP                     COM              23946710         0        39 SH  SHARED                     39                  
D DAYSTAR TECHNOLOGIES INC       COM              23962Q10         1       544 SH  SHARED                    544                  
D DAYTON SUPERIOR CORP           COM              24002830         0       231 SH  SHARED                    231                  
D DEALERTRACK HLDGS INC          COM              24230910        14       857 SH  SHARED                    857                  
D DEALERTRACK HLDGS INC          COM              24230910       172     10249 SH  SHARED      02          10249                  
D DEALERTRACK HLDGS INC          COM              24230910       454     27000 SH  SHARED      04          27000                  
D DEALERTRACK HLDGS INC          COM              24230910      5163    306600 SH  SHARED      10         306600                  
D DEAN FOODS CO NEW              COM              24237010       373     16000 SH  SHARED                  16000                  
D DEAN FOODS CO NEW              COM              24237010     10096    432224 SH  SHARED                 432224                  
D DEAN FOODS CO NEW              COM              24237010      1227     52566 SH  SHARED      01          52566                  
D DEAN FOODS CO NEW              COM              24237010        25      1100 SH  SHR/OTHR    01                             1100
D DEAN FOODS CO NEW              COM              24237010      1182     50616 SH  SHARED      02          47750              2866
D DEAN FOODS CO NEW              COM              24237010     52382   2242400 SH  SHARED      04        2242400                  
D DEAN FOODS CO NEW              COM              24237010     14548    622800 SH  SHARED      06         268100            354700
D DEAN FOODS CO NEW              COM              24237010     45058   1928864 SH  SHARED      10        1915464             13400
D DEAN FOODS CO NEW              COM              24237010        95      4098 SH  SHARED      14                             4098
D DEARBORN BANCORP INC           COM              24242R10         1       227 SH  SHARED                    227                  
D DEBT RESOLVE INC               COM NEW          24276R20         0       172 SH  SHARED                    172                  
D DECKERS OUTDOOR CORP           COM              24353710        22       214 SH  SHARED                    214                  
D DECKERS OUTDOOR CORP           COM              24353710       849      8160 SH  SHARED      01           7560               600
D DECKERS OUTDOOR CORP           COM              24353710      1129     10850 SH  SHR/OTHR    01                            10850
D DECKERS OUTDOOR CORP           COM              24353710       165      1591 SH  SHARED      02           1340               251
D DECKERS OUTDOOR CORP           COM              24353710      8697     83570 SH  SHARED      10          83170               400
D DECODE GENETICS INC            COM              24358610         1      3394 SH  SHARED      02           3394                  
D DECORATOR INDS INC             COM PAR $0.20    24363120         0        70 SH  SHARED                     70                  
D DEERE & CO                     COM              24419910     45483    918868 SH  SHARED                 916618              2250
D DEERE & CO                     COM              24419910      4331     87498 SH  SHARED      01          80498              7000
D DEERE & CO                     COM              24419910        74      1500 SH  SHR/OTHR    01                             1500
D DEERE & CO                     COM              24419910     17097    345407 SH  SHARED      02         334258             11149
D DEERE & CO                     COM              24419910      2040     41220 SH  SHARED      04          41220                  
D DEERE & CO                     COM              24419910         9       200 SH  SHARED      05            200                  
D DEERE & CO                     COM              24419910      5031    101646 SH  SHARED      06          87986             13660
D DEERE & CO                     COM              24419910     10343    208958 SH  SHARED      10         208958                  
D DEERE & CO                     COM              24419910        39       800 SH  SHARED      14                              800
D DEERE & CO                     COM              24419910       919     18580 SH  SHARED      20           2280             16300
D DEERE & CO                     COM              24419910         7       148 SH  SHARED      21            148                  
D DEERE & CO                     COM              24419910       104      2120 SH  SHARED      23           1490               630
D DEERE & CO                     COM              24419910       217      4400 SH  SHR/OTHR    23                             4400
D DEERFIELD CAPITAL CORP         COM              24433110         2      3209 SH  SHARED                   3209                  
D DEERFIELD CAPITAL CORP         COM              24433110         0         1 SH  SHARED      01              1                  
D DEERFIELD CAPITAL CORP         COM              24433110         3      5689 SH  SHARED      02            689              5000
D DEERFIELD CAPITAL CORP         COM              24433110         8     12600 SH  SHARED      10          12600                  
D DEKANIA CORP                   COM              24488U10      5750    602106 SH  SHARED                 602106                  
D DEL MONTE FOODS CO             COM              24522P10      -220    -28269 SH  SHARED                 -28269                  
D DEL MONTE FOODS CO             COM              24522P10       507     65006 SH  SHARED                  65006                  
D DEL MONTE FOODS CO             COM              24522P10       458     58748 SH  SHARED      01          57946               802
D DEL MONTE FOODS CO             COM              24522P10       525     67412 SH  SHARED      02          67412                  
D DEL MONTE FOODS CO             COM              24522P10      8297   1063800 SH  SHARED      04        1063800                  
D DEL MONTE FOODS CO             COM              24522P10     27141   3479624 SH  SHARED      10        3479624                  
D DEL MONTE FOODS CO             COM              24522P10        18      2344 SH  SHR/OTHR    21                             2344
D DEL MONTE FOODS CO             COM              24522P10        66      8572 SH  SHARED      23           3572              5000
D DEL MONTE FOODS CO             COM              24522P10        20      2678 SH  SHR/OTHR    23                             2678
D DELAWARE ENHANCED GBL DIV &    COM              24606010        18      2000 SH  SHARED      01           2000                  
D DELCATH SYS INC                COM              24661P10         0       538 SH  SHARED                    538                  
D DELEK US HLDGS INC             COM              24664710         5       557 SH  SHARED                    557                  
D DELEK US HLDGS INC             COM              24664710         0         7 SH  SHARED      02              7                  
D DELIA'S INC NEW                COM              24691110         4      1534 SH  SHARED                   1534                  
D DELIA'S INC NEW                COM              24691110         5      2000 SH  SHARED      02                             2000
D DELL INC                       COM              24702R10       277     16843 SH  SHARED                    703             16140
D DELL INC                       COM              24702R10     96362   5847227 SH  SHARED                5802474             44753
D DELL INC                       COM              24702R10      5396    327430 SH  SHARED      01         316595             10835
D DELL INC                       COM              24702R10       163      9925 SH  SHR/OTHR    01                             9925
D DELL INC                       COM              24702R10     15502    940697 SH  SHARED      02         924723             15974
D DELL INC                       COM              24702R10      3589    217800 SH  SHARED      04         217800                  
D DELL INC                       COM              24702R10        15       970 SH  SHARED      05            970                  
D DELL INC                       COM              24702R10     20806   1262530 SH  SHARED      06         726278            536252
D DELL INC                       COM              24702R10     22168   1345185 SH  SHARED      10        1345185                  
D DELL INC                       COM              24702R10       442     26863 SH  SHARED      14                            26863
D DELL INC                       COM              24702R10        71      4340 SH  SHARED      20           1340              3000
D DELL INC                       COM              24702R10        28      1700 SH  SHARED      21           1700                  
D DELL INC                       COM              24702R10        15       912 SH  SHR/OTHR    21                              912
D DELL INC                       COM              24702R10         4       300 SH  SHARED      23            300                  
D DELL INC                       COM              24702R10       187     11400 SH  SHR/OTHR    23                            11400
D DELPHI FINL GROUP INC          CL A             24713110       471     16831 SH  SHARED                  16831                  
D DELPHI FINL GROUP INC          CL A             24713110        50      1788 SH  SHARED      02           1788                  
D DELPHI FINL GROUP INC          CL A             24713110       559     19950 SH  SHARED      10          19950                  
D DELPHI FINL GROUP INC          CL A             24713110        34      1215 SH  SHARED      21                             1215
D DELTA AIR LINES INC DEL        COM NEW          24736170      2481    333077 SH  SHARED                 333077                  
D DELTA AIR LINES INC DEL        COM NEW          24736170      1548    207892 SH  SHARED      02         197892             10000
D DELTA AIR LINES INC DEL        COM NEW          24736170      1587    213090 SH  SHARED      10         174390             38700
D DELTA APPAREL INC              COM              24736810         1       166 SH  SHARED                    166                  
D DELTA NAT GAS INC              COM              24774810         2        86 SH  SHARED                     86                  
D DELTEK INC                     COM              24784L10         0         4 SH  SHARED                      4                  
D DELTEK INC                     COM              24784L10         0         7 SH  SHARED      02              7                  
D DELTIC TIMBER CORP             COM              24785010        19       311 SH  SHARED                    311                  
D DELTIC TIMBER CORP             COM              24785010      3341     52499 SH  SHARED      01                            52499
D DELTIC TIMBER CORP             COM              24785010      1181     18571 SH  SHR/OTHR    01                            18571
D DELTIC TIMBER CORP             COM              24785010        57       905 SH  SHARED      02            905                  
D DELTIC TIMBER CORP             COM              24785010        36       570 SH  SHARED      21            570                  
D DELTIC TIMBER CORP             COM              24785010       528      8312 SH  SHARED      22           8312                  
D DELTA PETE CORP                COM NEW          24790720        14      1068 SH  SHARED                   1068                  
D DELTA PETE CORP                COM NEW          24790720       117      8625 SH  SHARED      01           8625                  
D DELTA PETE CORP                COM NEW          24790720       898     66163 SH  SHARED      02          43653             22510
D DELTA PETE CORP                COM NEW          24790720       570     42000 SH  SHARED      06          42000                  
D DELTA PETE CORP                COM NEW          24790720       109      8043 SH  SHARED      10           8043                  
D DENBURY RES INC                COM NEW          24791620       638     33524 SH  SHARED                  33524                  
D DENBURY RES INC                COM NEW          24791620      1512     79420 SH  SHARED      01           2520             76900
D DENBURY RES INC                COM NEW          24791620       373     19592 SH  SHARED      02          19592                  
D DENBURY RES INC                COM NEW          24791620        15       800 SH  SHARED      04            800                  
D DENBURY RES INC                COM NEW          24791620        95      5000 SH  SHARED      06           2200              2800
D DENBURY RES INC                COM NEW          24791620       266     14011 SH  SHARED      10          14011                  
D DENBURY RES INC                COM NEW          24791620       361     19000 SH  SHARED      21                            19000
D DELUXE CORP                    COM              24801910       215     15003 SH  SHARED                  15003                  
D DELUXE CORP                    COM              24801910       325     22626 SH  SHARED      01           5326             17300
D DELUXE CORP                    COM              24801910        60      4219 SH  SHARED      02           4219                  
D DELUXE CORP                    COM              24801910      4433    308100 SH  SHARED      10         304600              3500
D DELUXE CORP                    COM              24801910        25      1753 SH  SHR/OTHR    20                             1753
D DEMANDTEC INC                  COM NEW          24802R50        52      5861 SH  SHARED      02             11              5850
D DENDREON CORP                  NOTE  4.750% 6/1 24823QAB      3460   5000000 PRN SHARED                5000000                  
D DENDREON CORP                  COM              24823Q10       260     45685 SH  SHARED                  45685                  
D DENDREON CORP                  COM              24823Q10        56      9900 SH  SHARED      01           9900                  
D DENDREON CORP                  COM              24823Q10        19      3331 SH  SHARED      02           3331                  
D DENISON MINES CORP             COM              24835610       159     53698 SH  SHARED                  47698              6000
D DENNYS CORP                    COM              24869P10        30     11997 SH  SHARED                  11997                  
D DENNYS CORP                    COM              24869P10         0        54 SH  SHARED      02             54                  
D DENTSPLY INTL INC NEW          COM              24903010      2846     75822 SH  SHARED                  75822                  
D DENTSPLY INTL INC NEW          COM              24903010      1820     48500 SH  SHARED      01                            48500
D DENTSPLY INTL INC NEW          COM              24903010        60      1600 SH  SHR/OTHR    01                             1600
D DENTSPLY INTL INC NEW          COM              24903010       241      6441 SH  SHARED      02           5841               600
D DENTSPLY INTL INC NEW          COM              24903010        82      2200 SH  SHARED      04           2200                  
D DENTSPLY INTL INC NEW          COM              24903010         4       130 SH  SHARED      05            130                  
D DENTSPLY INTL INC NEW          COM              24903010        68      1820 SH  SHARED      06            300              1520
D DENTSPLY INTL INC NEW          COM              24903010      1658     44167 SH  SHARED      10          44167                  
D DENTSPLY INTL INC NEW          COM              24903010        75      2000 SH  SHARED      23                             2000
D DESCARTES SYS GROUP INC        COM              24990610         4      1250 SH  SHARED                   1250                  
D DESCARTES SYS GROUP INC        COM              24990610         4      1100 SH  SHARED      02           1100                  
D DEPOMED INC                    COM              24990810         0       159 SH  SHARED                    159                  
D DEPOMED INC                    COM              24990810         5      1497 SH  SHARED      02           1497                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10        44      1000 SH  SHARED                   1000                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10      2638     59657 SH  SHARED                  59657                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10       720     16300 SH  SHARED      01          16300                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10        26       604 SH  SHARED      02            604                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10      8684    196400 SH  SHARED      10         196400                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10       420      9500 SH  SHR/OTHR    23                             9500
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10        17       400 SH  SHARED      24            400                  
D DESIGN WITHIN REACH INC        COM              25055710         0       261 SH  SHARED                    261                  
D DESWELL INDS INC               COM              25063910         0        18 SH  SHARED      02             18                  
D DEUTSCHE BK AG LDN BRH         BG SML ETN       25154H59         9      1000 SH  SHARED      10           1000                  
D DEUTSCHE BK AG LDN BRH         PS GOLD DL ETN   25154H74       950     49153 SH  SHARED      02            100             49053
D DEUTSCHE BK AG LDN BRH         PS GOLD DS ETN   25154H75         3       100 SH  SHARED      02            100                  
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610      7048    462814 SH  SHARED                 462814                  
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610       268     17651 SH  SHARED      01          17651                  
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610        19      1250 SH  SHARED      02                             1250
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610        86      5701 SH  SHARED      21           5701                  
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610        68      4500 SH  SHR/OTHR    23                             4500
D DEVELOPERS DIVERSIFIED RLTY    NOTE  3.500% 8/1 251591AQ      6390   7500000 PRN SHARED      02        7500000                  
D DEVELOPERS DIVERSIFIED RLTY    NOTE  3.000% 3/1 251591AS      7880  10000000 PRN SHARED               10000000                  
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110      1450     45768 SH  SHARED                  45768                  
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110       232      7350 SH  SHARED      01           7350                  
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110       476     15048 SH  SHARED      02          12368              2680
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110         1        50 SH  SHARED      05             50                  
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110        63      2000 SH  SHARED      06                             2000
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110      2340     73856 SH  SHARED      10          73856                  
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110     48897   1543000 SH  SHARED      11                          1543000
D DEVON ENERGY CORP NEW          COM              25179M10       837      9188 SH  SHARED                   9188                  
D DEVON ENERGY CORP NEW          COM              25179M10    106314   1165734 SH  SHARED                1163134              2600
D DEVON ENERGY CORP NEW          COM              25179M10     23260    255047 SH  SHARED      01         254382               665
D DEVON ENERGY CORP NEW          COM              25179M10      4272     46848 SH  SHARED      02          20387             26461
D DEVON ENERGY CORP NEW          COM              25179M10     52111    571400 SH  SHARED      04         571400                  
D DEVON ENERGY CORP NEW          COM              25179M10        17       190 SH  SHARED      05            190                  
D DEVON ENERGY CORP NEW          COM              25179M10     12708    139345 SH  SHARED      06         125465             13880
D DEVON ENERGY CORP NEW          COM              25179M10    420650   4612397 SH  SHARED      10        4612397                  
D DEVON ENERGY CORP NEW          COM              25179M10       721      7915 SH  SHARED      14                             7915
D DEVON ENERGY CORP NEW          COM              25179M10        45       500 SH  SHARED      20            500                  
D DEVON ENERGY CORP NEW          COM              25179M10       390      4284 SH  SHARED      23           4284                  
D DEVON ENERGY CORP NEW          COM              25179M10       684      7500 SH  SHR/OTHR    23                             7500
D DEVRY INC DEL                  COM              25189310        97      1960 SH  SHARED                   1960                  
D DEVRY INC DEL                  COM              25189310       990     20000 SH  SHARED      01           1100             18900
D DEVRY INC DEL                  COM              25189310       362      7324 SH  SHARED      02           7266                58
D DEVRY INC DEL                  COM              25189310       299      6043 SH  SHARED      10           6043                  
D DEXCOM INC                     NOTE  4.750% 3/1 252131AD      3626   3700000 PRN SHARED                3700000                  
D DEXCOM INC                     COM              25213110         1       232 SH  SHARED                    232                  
D DEXCOM INC                     COM              25213110        66     10700 SH  SHARED      01          10700                  
D DEXCOM INC                     COM              25213110        27      4449 SH  SHARED      02             14              4435
D DEXCOM INC                     COM              25213110       928    150000 SH  SHARED      04         150000                  
D DIAGEO P L C                   SPON ADR NEW     25243Q20       159      2317 SH  SHARED                   2317                  
D DIAGEO P L C                   SPON ADR NEW     25243Q20        68      1000 SH  SHARED      01                             1000
D DIAGEO P L C                   SPON ADR NEW     25243Q20      4060     58968 SH  SHARED      02            250             58718
D DIAGEO P L C                   SPON ADR NEW     25243Q20      6338     92050 SH  SHARED      10          92050                  
D DIAGEO P L C                   SPON ADR NEW     25243Q20        15       231 SH  SHARED      20            231                  
D DIAGEO P L C                   SPON ADR NEW     25243Q20       148      2150 SH  SHARED      23           2150                  
D DIALYSIS CORP AMER             COM              25252910         9      1247 SH  SHARED                   1247                  
D DIAMOND FOODS INC              COM              25260310       177      6329 SH  SHARED                   6329                  
D DIAMOND FOODS INC              COM              25260310         0         9 SH  SHARED      02              9                  
D DIAMOND FOODS INC              COM              25260310      6592    235200 SH  SHARED      10         235200                  
D DIAMOND HILL INVESTMENT GROU   COM NEW          25264R20        24       277 SH  SHARED                    277                  
D DIAMOND MGMT & TECHNOLOGY CO   COM              25269L10         5      1152 SH  SHARED                   1152                  
D DIAMOND MGMT & TECHNOLOGY CO   COM              25269L10        30      6400 SH  SHARED      02           6400                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      1145     11115 SH  SHARED                   4925              6190
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10     10818    104971 SH  SHARED                 104971                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10     10153     98522 SH  SHARED      01          98522                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10     19718    191331 SH  SHARED      02         191331                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10    104699   1015909 SH  SHARED      04        1015909                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      7044     68350 SH  SHARED      06          56300             12050
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      1383     13420 SH  SHARED      10          13420                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      1185     11500 SH  SHARED      14                            11500
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10        10       100 SH  SHARED      20            100                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10        11       114 SH  SHARED      21                              114
D DIAMONDROCK HOSPITALITY CO     COM              25278430       536     58967 SH  SHARED                  58967                  
D DIAMONDROCK HOSPITALITY CO     COM              25278430        14      1592 SH  SHARED      02            692               900
D DIAMONDROCK HOSPITALITY CO     COM              25278430       436     48000 SH  SHARED      10          48000                  
D DIAMONDROCK HOSPITALITY CO     COM              25278430     15443   1697100 SH  SHARED      11                          1697100
D DIAMONDS TR                    UNIT SER 1       25278710    483156   4458805 SH  SHARED                4458805                  
D DIAMONDS TR                    UNIT SER 1       25278710        21       203 SH  SHARED      01                              203
D DIAMONDS TR                    UNIT SER 1       25278710       420      3881 SH  SHARED      02                             3881
D DIAMONDS TR                    UNIT SER 1       25278710     12244    113000 SH  SHARED      10         113000                  
D DIAMONDS TR                    UNIT SER 1       25278710        86       800 SH  SHARED      23            800                  
D DICE HLDGS INC                 COM              25301710         5       840 SH  SHARED                    840                  
D DICE HLDGS INC                 COM              25301710         0         9 SH  SHARED      02              9                  
D DICKS SPORTING GOODS INC       NOTE  1.606% 2/1 253393AB       992   1321000 PRN SHARED      02        1321000                  
D DICKS SPORTING GOODS INC       COM              25339310         5       303 SH  SHARED                    303                  
D DICKS SPORTING GOODS INC       COM              25339310       481     24600 SH  SHARED      01                            24600
D DICKS SPORTING GOODS INC       COM              25339310       253     12956 SH  SHARED      02          12806               150
D DICKS SPORTING GOODS INC       COM              25339310       116      5927 SH  SHARED      10           5927                  
D DIEBOLD INC                    COM              25365110      1371     41431 SH  SHARED                  41431                  
D DIEBOLD INC                    COM              25365110       733     22150 SH  SHARED      01             50             22100
D DIEBOLD INC                    COM              25365110       326      9864 SH  SHARED      02           9614               250
D DIEBOLD INC                    COM              25365110       115      3500 SH  SHARED      10           3500                  
D DIEBOLD INC                    COM              25365110      1542     46600 SH  SHARED      14                            46600
D DIEBOLD INC                    COM              25365110        66      2000 SH  SHARED      23                             2000
D DIEDRICH COFFEE INC            COM NEW          25367520         0        77 SH  SHARED                     77                  
D DIGI INTL INC                  COM              25379810        20      2037 SH  SHARED                   2037                  
D DIGI INTL INC                  COM              25379810         4       419 SH  SHARED      02             14               405
D DIGIRAD CORP                   COM              25382710         0       402 SH  SHARED                    402                  
D DIGITAL ANGEL CORP NEW         COM              25383A10         0      2569 SH  SHARED                   2569                  
D DIGITAL ANGEL CORP NEW         COM              25383A10         1      4200 SH  SHARED      02                             4200
D DIGITAL PWR CORP               COM              25386210         0        82 SH  SHARED                     82                  
D DIGITAL RLTY TR INC            COM              25386810     24753    523884 SH  SHARED                 469184             54700
D DIGITAL RLTY TR INC            COM              25386810       259      5500 SH  SHARED      01           5500                  
D DIGITAL RLTY TR INC            COM              25386810        69      1463 SH  SHARED      02           1463                  
D DIGITAL RLTY TR INC            COM              25386810     22258    471070 SH  SHARED      10         471070                  
D DIGITAL RLTY TR INC            COM              25386810    177688   3760607 SH  SHARED      11        2013597           1747010
D DIGITAL RLTY TR INC            COM              25386810        70      1485 SH  SHARED      21           1485                  
D DIGITAL RIV INC                COM              25388B10        26       814 SH  SHARED                    814                  
D DIGITAL RIV INC                COM              25388B10       858     26500 SH  SHARED      01          15100             11400
D DIGITAL RIV INC                COM              25388B10       416     12867 SH  SHARED      02           7989              4878
D DIGITAL RIV INC                COM              25388B10       810     25000 SH  SHARED      04          25000                  
D DIGITAL RIV INC                COM              25388B10       246      7617 SH  SHARED      10           6617              1000
D DIGITALFX INTL INC             COM              25389E10         0       170 SH  SHARED                    170                  
D DIME CMNTY BANCSHARES          COM              25392210       204     13461 SH  SHARED                  13461                  
D DIME CMNTY BANCSHARES          COM              25392210        36      2400 SH  SHARED      01           2400                  
D DIME CMNTY BANCSHARES          COM              25392210        22      1489 SH  SHARED      02           1489                  
D DIME CMNTY BANCSHARES          COM              25392210       858     56400 SH  SHARED      10          56400                  
D DIME CMNTY BANCSHARES          COM              25392210        10       675 SH  SHR/OTHR    23                              675
D DILLARDS INC                   CL A             25406710     22315   1891182 SH  SHARED                1891182                  
D DILLARDS INC                   CL A             25406710        75      6400 SH  SHARED      01           6400                  
D DILLARDS INC                   CL A             25406710       465     39432 SH  SHARED      02          39432                  
D DILLARDS INC                   CL A             25406710        76      6500 SH  SHARED      06           6500                  
D DILLARDS INC                   CL A             25406710       788     66836 SH  SHARED      10          66836                  
D DILLARDS INC                   CL A             25406710         4       355 SH  SHARED      21                              355
D DIME BANCORP INC NEW           *W EXP 99/99/999 25429Q11        75    842808 SH  SHARED                 842808                  
D DIME BANCORP INC NEW           *W EXP 99/99/999 25429Q11         1     19500 SH  SHARED      01                            19500
D DINEEQUITY INC                 COM              25442310       204     12102 SH  SHARED                  12102                  
D DINEEQUITY INC                 COM              25442310         1       100 SH  SHARED      01            100                  
D DINEEQUITY INC                 COM              25442310         9       540 SH  SHARED      02                              540
D DINEEQUITY INC                 COM              25442310        91      5421 SH  SHARED      10           5421                  
D DIODES INC                     NOTE  2.250%10/0 254543AA      1764   2322000 PRN SHARED      02        2322000                  
D DIODES INC                     COM              25454310         1        95 SH  SHARED                     95                  
D DIODES INC                     COM              25454310        13       713 SH  SHARED      02            616                97
D DIODES INC                     COM              25454310       293     15900 SH  SHARED      10          15900                  
D DIODES INC                     COM              25454310        23      1295 SH  SHARED      21           1295                  
D DIONEX CORP                    COM              25454610        76      1200 SH  SHARED                   1200                  
D DIONEX CORP                    COM              25454610         0        14 SH  SHARED                     14                  
D DIONEX CORP                    COM              25454610        54       850 SH  SHARED      01            850                  
D DIONEX CORP                    COM              25454610       183      2887 SH  SHARED      02           2882                 5
D DIONEX CORP                    COM              25454610       381      6000 SH  SHARED      10           6000                  
D DIRECTV GROUP INC              COM              25459L10      9279    354461 SH  SHARED                 262961             91500
D DIRECTV GROUP INC              COM              25459L10      2391     91334 SH  SHARED      01          91334                  
D DIRECTV GROUP INC              COM              25459L10      3340    127612 SH  SHARED      02         125211              2401
D DIRECTV GROUP INC              COM              25459L10      7979    304800 SH  SHARED      04         304800                  
D DIRECTV GROUP INC              COM              25459L10         9       365 SH  SHARED      05            365                  
D DIRECTV GROUP INC              COM              25459L10      3136    119804 SH  SHARED      06         101024             18780
D DIRECTV GROUP INC              COM              25459L10     93837   3584306 SH  SHARED      10        3509698             74608
D DIRECTV GROUP INC              COM              25459L10       513     19597 SH  SHARED      14                            19597
D DIRECTV GROUP INC              COM              25459L10         6       246 SH  SHARED      20            246                  
D DIRECTV GROUP INC              COM              25459L10        73      2790 SH  SHARED      23             29              2761
D DIRECTV GROUP INC              COM              25459L10        12       478 SH  SHR/OTHR    23                              478
D DISCOVERY LABORATORIES INC N   COM              25466810        37     20000 SH  SHARED      01          20000                  
D DISCOVERY LABORATORIES INC N   COM              25466810        17      9283 SH  SHARED      02           3283              6000
D DISCOVERY HOLDING CO           CL A COM         25468Y10       908     49624 SH  SHARED                  49624                  
D DISNEY WALT CO                 COM DISNEY       25468710      4380    142750 SH  SHARED                 142750                  
D DISNEY WALT CO                 COM DISNEY       25468710     74238   2418963 SH  SHARED                2299194            119769
D DISNEY WALT CO                 COM DISNEY       25468710     12127    395173 SH  SHARED      01         291768            103405
D DISNEY WALT CO                 COM DISNEY       25468710       879     28650 SH  SHR/OTHR    01                            28650
D DISNEY WALT CO                 COM DISNEY       25468710      8874    289151 SH  SHARED      02          67930            221221
D DISNEY WALT CO                 COM DISNEY       25468710        26       850 SH  SHARED      04                              850
D DISNEY WALT CO                 COM DISNEY       25468710      8780    286100 SH  SHARED      04         286100                  
D DISNEY WALT CO                 COM DISNEY       25468710        24       810 SH  SHARED      05            810                  
D DISNEY WALT CO                 COM DISNEY       25468710      9018    293844 SH  SHARED      06         235804             58040
D DISNEY WALT CO                 COM DISNEY       25468710    126982   4137591 SH  SHARED      10        3336891            800700
D DISNEY WALT CO                 COM DISNEY       25468710       387     12620 SH  SHARED      14                            12620
D DISNEY WALT CO                 COM DISNEY       25468710       267      8700 SH  SHARED      15                             8700
D DISNEY WALT CO                 COM DISNEY       25468710       219      7165 SH  SHARED      20           2215              4950
D DISNEY WALT CO                 COM DISNEY       25468710       306     10000 SH  SHR/OTHR    20                            10000
D DISNEY WALT CO                 COM DISNEY       25468710       713     23261 SH  SHARED      21          22136              1125
D DISNEY WALT CO                 COM DISNEY       25468710        26       850 SH  SHARED      22            850                  
D DISNEY WALT CO                 COM DISNEY       25468710        46      1500 SH  SHR/OTHR    22                             1500
D DISNEY WALT CO                 COM DISNEY       25468710      2000     65183 SH  SHARED      23          40683             24500
D DISNEY WALT CO                 COM DISNEY       25468710      4632    150953 SH  SHR/OTHR    23                           150953
D DISNEY WALT CO                 COM DISNEY       25468710       426     13900 SH  SHARED      24          13900                  
D DISH NETWORK CORP              CL A             25470M10      2087     99405 SH  SHARED                  75005             24400
D DISH NETWORK CORP              CL A             25470M10       308     14675 SH  SHARED      01          12075              2600
D DISH NETWORK CORP              CL A             25470M10        14       700 SH  SHR/OTHR    01                              700
D DISH NETWORK CORP              CL A             25470M10       213     10166 SH  SHARED      02          10166                  
D DISH NETWORK CORP              CL A             25470M10        99      4740 SH  SHARED      06           2950              1790
D DISH NETWORK CORP              CL A             25470M10     24342   1159179 SH  SHARED      10        1130732             28447
D DISH NETWORK CORP              CL A             25470M10       493     23505 SH  SHARED      14                            23505
D DISH NETWORK CORP              CL A             25470M10        63      3000 SH  SHARED      23                             3000
D DISH NETWORK CORP              CL A             25470M10         1        75 SH  SHR/OTHR    23                               75
D DISCOVER FINL SVCS             COM              25470910     12451    900979 SH  SHARED                 900979                  
D DISCOVER FINL SVCS             COM              25470910       885     64043 SH  SHARED      01          63003              1040
D DISCOVER FINL SVCS             COM              25470910         1        75 SH  SHR/OTHR    01                               75
D DISCOVER FINL SVCS             COM              25470910      1390    100647 SH  SHARED      02          99925               722
D DISCOVER FINL SVCS             COM              25470910         2       195 SH  SHARED      05            195                  
D DISCOVER FINL SVCS             COM              25470910      1163     84221 SH  SHARED      06          69625             14596
D DISCOVER FINL SVCS             COM              25470910      6564    475012 SH  SHARED      10         475012                  
D DISCOVER FINL SVCS             COM              25470910        46      3370 SH  SHARED      14                             3370
D DISCOVER FINL SVCS             COM              25470910        85      6170 SH  SHARED      15                             6170
D DISCOVER FINL SVCS             COM              25470910        37      2700 SH  SHARED      19                             2700
D DISCOVER FINL SVCS             COM              25470910         3       225 SH  SHARED      20                              225
D DISCOVER FINL SVCS             COM              25470910         6       480 SH  SHR/OTHR    20                              480
D DISCOVER FINL SVCS             COM              25470910        43      3125 SH  SHARED      23                             3125
D DISCOVER FINL SVCS             COM              25470910        49      3600 SH  SHR/OTHR    23                             3600
D DISTRIBUCION Y SERVICIO D&S    SPONSORED ADR    25475310         2       108 SH  SHARED                    108                  
D DITECH NETWORKS INC            COM              25500T10         0       690 SH  SHARED                    690                  
D DIVIDEND CAP RLTY INCM ALLC    COM              25537T10         3      1000 SH  SHARED      02                             1000
D DIVX INC                       COM              25541310        26      4162 SH  SHARED                   4162                  
D DIVX INC                       COM              25541310        13      2015 SH  SHARED      02             15              2000
D DIVX INC                       COM              25541310        54      8392 SH  SHARED      10           8392                  
D DIXIE GROUP INC                CL A             25551910         2       296 SH  SHARED                    296                  
D DR REDDYS LABS LTD             ADR              25613520       706     63386 SH  SHARED                  63386                  
D DOCUMENT SEC SYS INC           COM              25614T10         0       217 SH  SHARED                    217                  
D DOLAN MEDIA CO                 COM              25659P40        40      3968 SH  SHARED                   3968                  
D DOLAN MEDIA CO                 COM              25659P40         0        14 SH  SHARED      02             14                  
D DOLBY LABORATORIES INC         COM              25659T10        13       397 SH  SHARED                    397                  
D DOLBY LABORATORIES INC         COM              25659T10        10       300 SH  SHARED      01            300                  
D DOLBY LABORATORIES INC         COM              25659T10        51      1465 SH  SHARED      02           1403                62
D DOLBY LABORATORIES INC         COM              25659T10      8252    234500 SH  SHARED      10         234500                  
D DOLBY LABORATORIES INC         COM              25659T10        23       665 SH  SHARED      21            600                65
D DOLLAR FINL CORP               NOTE  2.875% 6/3 256664AB      7722  11340000 PRN SHARED               11340000                  
D DOLLAR FINL CORP               COM              25666410        10       703 SH  SHARED                    703                  
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310         9      4800 SH  SHARED                   4800                  
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310         2      1100 SH  SHARED      01           1100                  
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310        19     10212 SH  SHARED      02          10212                  
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310        35     18430 SH  SHARED      10          18430                  
D DOLLAR TREE INC                COM              25674610      2771     76234 SH  SHARED                  76234                  
D DOLLAR TREE INC                COM              25674610      2181     59987 SH  SHARED      01          30137             29850
D DOLLAR TREE INC                COM              25674610       695     19131 SH  SHARED      02          18731               400
D DOLLAR TREE INC                COM              25674610     14827    407800 SH  SHARED      05         407800                  
D DOLLAR TREE INC                COM              25674610       101      2800 SH  SHARED      10           2800                  
D DOLLAR TREE INC                COM              25674610       248      6829 SH  SHARED      14                             6829
D DOMINION RES INC VA NEW        COM              25746U10     46750   1092810 SH  SHARED                1048910             43900
D DOMINION RES INC VA NEW        COM              25746U10      3970     92808 SH  SHARED      01          77296             15512
D DOMINION RES INC VA NEW        COM              25746U10      3353     78383 SH  SHARED      02          66580             11803
D DOMINION RES INC VA NEW        COM              25746U10       179      4200 SH  SHARED      04           4200                  
D DOMINION RES INC VA NEW        COM              25746U10        11       262 SH  SHARED      05            262                  
D DOMINION RES INC VA NEW        COM              25746U10      3538     82720 SH  SHARED      06          64800             17920
D DOMINION RES INC VA NEW        COM              25746U10     18039    421678 SH  SHARED      10         411878              9800
D DOMINION RES INC VA NEW        COM              25746U10       250      5844 SH  SHARED      14                             5844
D DOMINION RES INC VA NEW        COM              25746U10       123      2890 SH  SHARED      20           2490               400
D DOMINION RES INC VA NEW        COM              25746U10       136      3200 SH  SHR/OTHR    20                             3200
D DOMINION RES INC VA NEW        COM              25746U10        94      2200 SH  SHR/OTHR    21                             2200
D DOMINION RES INC VA NEW        COM              25746U10        85      2000 SH  SHARED      22                             2000
D DOMINION RES INC VA NEW        COM              25746U10      1238     28956 SH  SHARED      23          24056              4900
D DOMINION RES INC VA NEW        COM              25746U10      1305     30526 SH  SHR/OTHR    23                            30526
D DOMINOS PIZZA INC              COM              25754A20       314     25891 SH  SHARED                  25891                  
D DOMINOS PIZZA INC              COM              25754A20        19      1622 SH  SHARED      02           1622                  
D DOMINOS PIZZA INC              COM              25754A20       239     19700 SH  SHARED      10          19700                  
D DOMTAR CORP                    COM              25755910      1871    406949 SH  SHARED                 406949                  
D DOMTAR CORP                    COM              25755910         4       965 SH  SHARED      01            965                  
D DOMTAR CORP                    COM              25755910        12      2797 SH  SHARED      02           2797                  
D DOMTAR CORP                    COM              25755910         1       245 SH  SHARED      05            245                  
D DOMTAR CORP                    COM              25755910        18      4000 SH  SHARED      06           1000              3000
D DOMTAR CORP                    COM              25755910       170     37023 SH  SHARED      10          37023                  
D DOMTAR CORP                    COM              25755910      1210    263100 SH  SHARED      14                           263100
D DONALDSON INC                  COM              25765110        19       472 SH  SHARED                                      472
D DONALDSON INC                  COM              25765110        23       564 SH  SHARED                    564                  
D DONALDSON INC                  COM              25765110      1022     24400 SH  SHARED      01                            24400
D DONALDSON INC                  COM              25765110        99      2381 SH  SHARED      02            930              1451
D DONALDSON INC                  COM              25765110      6632    158267 SH  SHARED      04         158267                  
D DONALDSON INC                  COM              25765110      7494    178833 SH  SHARED      05         178833                  
D DONALDSON INC                  COM              25765110       971     23173 SH  SHARED      06                            23173
D DONALDSON INC                  COM              25765110        92      2200 SH  SHARED      10           2200                  
D DONEGAL GROUP INC              CL A             25770120        10       562 SH  SHARED                    562                  
D DONEGAL GROUP INC              CL A             25770120         4       275 SH  SHARED      01            275                  
D DONNELLEY R R & SONS CO        COM              25786710      9446    385092 SH  SHARED                 385092                  
D DONNELLEY R R & SONS CO        COM              25786710       669     27274 SH  SHARED      01          27274                  
D DONNELLEY R R & SONS CO        COM              25786710       818     33358 SH  SHARED      02          31418              1940
D DONNELLEY R R & SONS CO        COM              25786710         3       130 SH  SHARED      05            130                  
D DONNELLEY R R & SONS CO        COM              25786710       713     29070 SH  SHARED      06          23350              5720
D DONNELLEY R R & SONS CO        COM              25786710      6906    281569 SH  SHARED      10         281569                  
D DONNELLEY R R & SONS CO        COM              25786710       179      7300 SH  SHARED      14                             7300
D DONNELLEY R R & SONS CO        COM              25786710        15       625 SH  SHARED      20            625                  
D DONNELLEY R R & SONS CO        COM              25786710        14       600 SH  SHR/OTHR    20                              600
D DONNELLEY R R & SONS CO        COM              25786710        15       630 SH  SHARED      21                              630
D DONNELLEY R R & SONS CO        COM              25786710       343     13986 SH  SHARED      23                            13986
D DONNELLEY R R & SONS CO        COM              25786710        33      1366 SH  SHR/OTHR    23                             1366
D DORAL FINL CORP                COM NEW          25811P88       271     24825 SH  SHARED                  24825                  
D DORAL FINL CORP                COM NEW          25811P88        32      3000 SH  SHARED      01           3000                  
D DORAL FINL CORP                COM NEW          25811P88       726     66500 SH  SHARED      10          66500                  
D DORCHESTER MINERALS LP         COM UNIT         25820R10        27      1188 SH  SHARED                   1188                  
D DORCHESTER MINERALS LP         COM UNIT         25820R10       176      7656 SH  SHARED      02                             7656
D DORMAN PRODUCTS INC            COM              25827810         0         2 SH  SHARED                      2                  
D DORMAN PRODUCTS INC            COM              25827810         0         6 SH  SHARED      02              6                  
D DOT HILL SYS CORP              COM              25848T10         5      2488 SH  SHARED                   2488                  
D DOT HILL SYS CORP              COM              25848T10         2      1001 SH  SHARED      02                             1001
D DOUBLE EAGLE PETE CO           COM PAR $0.10    25857020         0         3 SH  SHARED                      3                  
D DOUBLE EAGLE PETE CO           COM PAR $0.10    25857020         0         4 SH  SHARED      02              4                  
D DOUBLE-TAKE SOFTWARE INC       COM              25859810         5       577 SH  SHARED                    577                  
D DOUBLE-TAKE SOFTWARE INC       COM              25859810         0         9 SH  SHARED      02              9                  
D DOUGLAS EMMETT INC             COM              25960P10     15582    675465 SH  SHARED                 593015             82450
D DOUGLAS EMMETT INC             COM              25960P10       130      5667 SH  SHARED      02           5667                  
D DOUGLAS EMMETT INC             COM              25960P10     16393    710600 SH  SHARED      10         710600                  
D DOUGLAS EMMETT INC             COM              25960P10    105615   4578050 SH  SHARED      11        2476600           2101450
D DOVER CORP                     COM              26000310     12656    312109 SH  SHARED                 312109                  
D DOVER CORP                     COM              26000310      1205     29719 SH  SHARED      01          28974               745
D DOVER CORP                     COM              26000310       769     18979 SH  SHARED      02          17514              1465
D DOVER CORP                     COM              26000310         6       170 SH  SHARED      05            170                  
D DOVER CORP                     COM              26000310      1092     26940 SH  SHARED      06          21550              5390
D DOVER CORP                     COM              26000310     11815    291375 SH  SHARED      10         291375                  
D DOVER CORP                     COM              26000310      1872     46185 SH  SHARED      14                            46185
D DOVER CORP                     COM              26000310        40      1000 SH  SHARED      20           1000                  
D DOVER CORP                     COM              26000310        77      1900 SH  SHR/OTHR    20                             1900
D DOVER CORP                     COM              26000310        18       453 SH  SHARED      21                              453
D DOVER CORP                     COM              26000310       665     16400 SH  SHARED      23          16400                  
D DOVER CORP                     COM              26000310        43      1070 SH  SHR/OTHR    23                             1070
D DOVER DOWNS GAMING & ENTMT I   COM              26009510         0        41 SH  SHARED                     41                  
D DOVER DOWNS GAMING & ENTMT I   COM              26009510         0         7 SH  SHARED      02              7                  
D DOVER MOTORSPORTS INC          COM              26017410         0         8 SH  SHARED      02              8                  
D DOVER SADDLERY INC             COM              26041210         0        57 SH  SHARED                     57                  
D DOW CHEM CO                    COM              26054310       509     16030 SH  SHARED                                    16030
D DOW CHEM CO                    COM              26054310     34175   1075387 SH  SHARED                1075387                  
D DOW CHEM CO                    COM              26054310      4084    128509 SH  SHARED      01         114737             13772
D DOW CHEM CO                    COM              26054310      4176    131405 SH  SHARED      02          78816             52589
D DOW CHEM CO                    COM              26054310       146      4600 SH  SHARED      04           4600                  
D DOW CHEM CO                    COM              26054310      5788    182140 SH  SHARED      05         182140                  
D DOW CHEM CO                    COM              26054310      6682    210269 SH  SHARED      06         181439             28830
D DOW CHEM CO                    COM              26054310     19665    618813 SH  SHARED      10         618813                  
D DOW CHEM CO                    COM              26054310       261      8239 SH  SHARED      14                             8239
D DOW CHEM CO                    COM              26054310       432     13600 SH  SHARED      15                            13600
D DOW CHEM CO                    COM              26054310       181      5700 SH  SHARED      19                             5700
D DOW CHEM CO                    COM              26054310        77      2450 SH  SHARED      20                             2450
D DOW CHEM CO                    COM              26054310       787     24780 SH  SHR/OTHR    20                            24780
D DOW CHEM CO                    COM              26054310        29       915 SH  SHARED      21                              915
D DOW CHEM CO                    COM              26054310        14       450 SH  SHARED      22            450                  
D DOW CHEM CO                    COM              26054310      1223     38492 SH  SHARED      23          33992              4500
D DOW CHEM CO                    COM              26054310      2117     66617 SH  SHR/OTHR    23                            66617
D DOWNEY FINL CORP               COM              26101810      2307    824117 SH  SHARED                 824117                  
D DOWNEY FINL CORP               COM              26101810        89     31815 SH  SHARED      01          31815                  
D DOWNEY FINL CORP               COM              26101810        63     22600 SH  SHARED      02          22600                  
D DOWNEY FINL CORP               COM              26101810        20      7200 SH  SHARED      10           7200                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       456     17237 SH  SHARED                  17237                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10     50102   1892075 SH  SHARED                1892075                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      3082    116391 SH  SHARED      02         100016             16375
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      2031     76721 SH  SHARED      04          76721                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10         3       134 SH  SHARED      05            134                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       165      6256 SH  SHARED      06           4756              1500
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      4113    155328 SH  SHARED      10         155328                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        47      1800 SH  SHARED      14                             1800
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        15       580 SH  SHARED      21            240               340
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        31      1200 SH  SHARED      23                             1200
D DRDGOLD LIMITED                SPON ADR NEW     26152H30         9      2227 SH  SHARED                   2227                  
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10        75      2395 SH  SHARED                   2395                  
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10       729     23200 SH  SHARED      01                            23200
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10       197      6288 SH  SHARED      02           6210                78
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10     13539    430500 SH  SHARED      10         430500                  
D DREMAN/CLAYMORE DIVID & INC    COM              26153R10         2       492 SH  SHARED                    492                  
D DREMAN/CLAYMORE DIVID & INC    COM              26153R10         7      1500 SH  SHARED      01           1500                  
D DREMAN/CLAYMORE DIVID & INC    COM              26153R10       693    133049 SH  SHARED      02                           133049
D DRESS BARN INC                 NOTE  2.500%12/1 261570AB      3330   2100000 PRN SHARED                2100000                  
D DRESS BARN INC                 COM              26157010       283     18515 SH  SHARED                  18515                  
D DRESS BARN INC                 COM              26157010         3       255 SH  SHARED      01            255                  
D DRESS BARN INC                 COM              26157010        31      2039 SH  SHARED      02           2039                  
D DRESS BARN INC                 COM              26157010       180     11800 SH  SHARED      10          11800                  
D DRESSER-RAND GROUP INC         COM              26160810       108      3439 SH  SHARED                   3439                  
D DRESSER-RAND GROUP INC         COM              26160810       118      3750 SH  SHARED      01           3750                  
D DRESSER-RAND GROUP INC         COM              26160810       160      5112 SH  SHARED      02           1312              3800
D DRESSER-RAND GROUP INC         COM              26160810     11298    359020 SH  SHARED      10         359020                  
D DREW INDS INC                  COM NEW          26168L20       391     22903 SH  SHARED                  22903                  
D DREW INDS INC                  COM NEW          26168L20         0        11 SH  SHARED      02             11                  
D DREW INDS INC                  COM NEW          26168L20        90      5300 SH  SHARED      10           5300                  
D DREAMS INC                     COM              26198320         0       731 SH  SHARED                    731                  
D DREAMS INC                     COM              26198320         0        13 SH  SHARED      02             13                  
D DRIL-QUIP INC                  COM              26203710        24       556 SH  SHARED                    556                  
D DRIL-QUIP INC                  COM              26203710       288      6650 SH  SHARED      01           6650                  
D DRIL-QUIP INC                  COM              26203710         4       100 SH  SHR/OTHR    01                              100
D DRIL-QUIP INC                  COM              26203710       212      4908 SH  SHARED      02           4908                  
D DRIL-QUIP INC                  COM              26203710      4729    109000 SH  SHARED      10         109000                  
D DRUGSTORE COM INC              COM              26224110         7      3147 SH  SHARED      02           3147                  
D DRYCLEAN USA INC               COM              26243210         0       136 SH  SHARED                    136                  
D DU PONT E I DE NEMOURS & CO    COM              26353410       504     12509 SH  SHARED                   3609              8900
D DU PONT E I DE NEMOURS & CO    COM              26353410     31838    790044 SH  SHARED                 790044                  
D DU PONT E I DE NEMOURS & CO    COM              26353410      7330    181897 SH  SHARED      01         147455             34442
D DU PONT E I DE NEMOURS & CO    COM              26353410       956     23745 SH  SHR/OTHR    01                            23745
D DU PONT E I DE NEMOURS & CO    COM              26353410     16464    408541 SH  SHARED      02         377760             30781
D DU PONT E I DE NEMOURS & CO    COM              26353410       106      2644 SH  SHARED      04                             2644
D DU PONT E I DE NEMOURS & CO    COM              26353410     25779    639697 SH  SHARED      04         639697                  
D DU PONT E I DE NEMOURS & CO    COM              26353410     25283    627392 SH  SHARED      05         627392                  
D DU PONT E I DE NEMOURS & CO    COM              26353410     13427    333195 SH  SHARED      06         125039            208156
D DU PONT E I DE NEMOURS & CO    COM              26353410     27599    684843 SH  SHARED      10         684843                  
D DU PONT E I DE NEMOURS & CO    COM              26353410      4056    100651 SH  SHARED      14                           100651
D DU PONT E I DE NEMOURS & CO    COM              26353410       725     18000 SH  SHARED      15                            18000
D DU PONT E I DE NEMOURS & CO    COM              26353410       294      7320 SH  SHARED      20           3980              3340
D DU PONT E I DE NEMOURS & CO    COM              26353410       177      4400 SH  SHR/OTHR    20                             4400
D DU PONT E I DE NEMOURS & CO    COM              26353410       368      9155 SH  SHARED      21           9155                  
D DU PONT E I DE NEMOURS & CO    COM              26353410       186      4626 SH  SHARED      22           2526              2100
D DU PONT E I DE NEMOURS & CO    COM              26353410        32       800 SH  SHR/OTHR    22                              800
D DU PONT E I DE NEMOURS & CO    COM              26353410      5144    127666 SH  SHARED      23         124215              3451
D DU PONT E I DE NEMOURS & CO    COM              26353410      5303    131606 SH  SHR/OTHR    23                           131606
D DUCKWALL-ALCO STORES INC NEW   COM              26414210         1        99 SH  SHARED                     99                  
D DUCOMMUN INC DEL               COM              26414710         0         8 SH  SHARED                      8                  
D DUCOMMUN INC DEL               COM              26414710       132      5545 SH  SHARED      02              7              5538
D DUFF & PHELPS UTIL CORP BD T   COM              26432K10        19      1950 SH  SHARED      02                             1950
D DUFF & PHELPS CORP NEW         CL A             26433B10        26      1278 SH  SHARED                   1278                  
D DUKE ENERGY CORP NEW           COM              26441C10     52652   3020823 SH  SHARED                3020823                  
D DUKE ENERGY CORP NEW           COM              26441C10      3110    178429 SH  SHARED      01         147849             30580
D DUKE ENERGY CORP NEW           COM              26441C10        99      5696 SH  SHR/OTHR    01                             5696
D DUKE ENERGY CORP NEW           COM              26441C10      4255    244127 SH  SHARED      02         191720             52407
D DUKE ENERGY CORP NEW           COM              26441C10       165      9500 SH  SHARED      04           9500                  
D DUKE ENERGY CORP NEW           COM              26441C10         9       560 SH  SHARED      05            560                  
D DUKE ENERGY CORP NEW           COM              26441C10      3567    204680 SH  SHARED      06         166200             38480
D DUKE ENERGY CORP NEW           COM              26441C10     27995   1606171 SH  SHARED      10        1606171                  
D DUKE ENERGY CORP NEW           COM              26441C10       402     23064 SH  SHARED      14                            23064
D DUKE ENERGY CORP NEW           COM              26441C10        53      3060 SH  SHARED      20           1100              1960
D DUKE ENERGY CORP NEW           COM              26441C10        17      1000 SH  SHR/OTHR    20                             1000
D DUKE ENERGY CORP NEW           COM              26441C10        91      5269 SH  SHARED      21           5269                  
D DUKE ENERGY CORP NEW           COM              26441C10       113      6500 SH  SHARED      22           6500                  
D DUKE ENERGY CORP NEW           COM              26441C10        87      5000 SH  SHARED      23                             5000
D DUKE ENERGY CORP NEW           COM              26441C10       219     12612 SH  SHR/OTHR    23                            12612
D DUKE REALTY CORP               COM NEW          26441150      5922    240949 SH  SHARED                 240949                  
D DUKE REALTY CORP               COM NEW          26441150      1232     50125 SH  SHARED      01           1725             48400
D DUKE REALTY CORP               COM NEW          26441150       802     32647 SH  SHARED      02           3037             29610
D DUKE REALTY CORP               COM NEW          26441150      1346     54800 SH  SHARED      10          54800                  
D DUKE REALTY CORP               COM NEW          26441150     57382   2334500 SH  SHARED      11                          2334500
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1523     16143 SH  SHARED                  16143                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      5111     54166 SH  SHARED      01          26344             27822
D DUN & BRADSTREET CORP DEL NE   COM              26483E10       148      1575 SH  SHR/OTHR    01                             1575
D DUN & BRADSTREET CORP DEL NE   COM              26483E10       133      1417 SH  SHARED      02           1417                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10        60       640 SH  SHARED      06            100               540
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      2708     28700 SH  SHARED      10          28700                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10       419      4442 SH  SHARED      14                             4442
D DUN & BRADSTREET CORP DEL NE   COM              26483E10        56       600 SH  SHARED      20            600                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10        22       240 SH  SHR/OTHR    21                              240
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      2977     31550 SH  SHARED      23          31550                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      3288     34850 SH  SHR/OTHR    23                            34850
D DUNCAN ENERGY PARTNERS LP      COM UNITS        26502610         6       390 SH  SHARED                    390                  
D DUNCAN ENERGY PARTNERS LP      COM UNITS        26502610      1112     69700 SH  SHARED      02                            69700
D DUNE ENERGY INC                COM NEW          26533820         0       845 SH  SHARED                    845                  
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10      2779    182259 SH  SHARED                 182259                  
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10         0         6 SH  SHARED      02              6                  
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10      4408    289100 SH  SHARED      10         289100                  
D DURECT CORP                    COM              26660510         4       860 SH  SHARED                    860                  
D DURECT CORP                    COM              26660510        14      2524 SH  SHARED      02           2524                  
D DUSA PHARMACEUTICALS INC       COM              26689810         0       555 SH  SHARED                    555                  
D DYAX CORP                      COM              26746E10      1402    318790 SH  SHARED                 318790                  
D DYAX CORP                      COM              26746E10        62     14313 SH  SHARED      02           2313             12000
D DYCOM INDS INC                 COM              26747510         0        30 SH  SHARED                     30                  
D DYCOM INDS INC                 COM              26747510       179     13800 SH  SHARED      01                            13800
D DYCOM INDS INC                 COM              26747510        29      2265 SH  SHARED      02           2265                  
D DYCOM INDS INC                 COM              26747510       247     19035 SH  SHARED      10          19035                  
D DYNACQ HEALTHCARE INC          COM              26779V10        10      2738 SH  SHARED                   2738                  
D DYNAMEX INC                    COM              26784F10        30      1056 SH  SHARED                   1056                  
D DYNAMEX INC                    COM              26784F10         1        64 SH  SHARED      02              5                59
D DYNAMIC MATLS CORP             COM              26788810         2        96 SH  SHARED                     96                  
D DYNAMIC MATLS CORP             COM              26788810        12       550 SH  SHARED      01            550                  
D DYNAMIC MATLS CORP             COM              26788810         0         7 SH  SHARED      02              7                  
D DYNAMIC MATLS CORP             COM              26788810        21       920 SH  SHARED      10            920                  
D DYNAMICS RESH CORP             COM              26805710         1       221 SH  SHARED                    221                  
D DYNAMICS RESH CORP             COM              26805710        64      8565 SH  SHARED      10           8565                  
D DYNATRONICS CORP               COM              26815710         0       263 SH  SHARED                    263                  
D DYNAVAX TECHNOLOGIES CORP      COM              26815810         1      1036 SH  SHARED                   1036                  
D DYNAVAX TECHNOLOGIES CORP      COM              26815810         1      1358 SH  SHARED      02           1358                  
D DYNCORP INTL INC               CL A             26817C10         3       179 SH  SHARED                    179                  
D DYNCORP INTL INC               CL A             26817C10         0        27 SH  SHARED      02             27                  
D DYNCORP INTL INC               CL A             26817C10       181     10800 SH  SHARED      10          10800                  
D DYNEGY INC DEL                 CL A             26817G10      1977    552262 SH  SHARED                 552262                  
D DYNEGY INC DEL                 CL A             26817G10       266     74441 SH  SHARED      01          74441                  
D DYNEGY INC DEL                 CL A             26817G10       382    106770 SH  SHARED      02          43970             62800
D DYNEGY INC DEL                 CL A             26817G10       195     54700 SH  SHARED      06          43500             11200
D DYNEGY INC DEL                 CL A             26817G10      1366    381665 SH  SHARED      10         381665                  
D DYNEX CAP INC                  COM NEW          26817Q50         2       301 SH  SHARED                    301                  
D DYNEX CAP INC                  COM NEW          26817Q50      2507    319364 SH  SHARED      02           1800            317564
D DYNEX CAP INC                  PFD D 9.50%      26817Q60       336     34727 SH  SHARED      02                            34727
D EDCI HLDGS INC                 COM              26831510         0       164 SH  SHARED                    164                  
D EF JOHNSON TECHNOLOGIES INC    COM              26843B10         1      1267 SH  SHARED                   1267                  
D E HOUSE CHINA HLDGS LTD        ADR              26852W10         8      1241 SH  SHARED                   1241                  
D E HOUSE CHINA HLDGS LTD        ADR              26852W10         0        96 SH  SHARED      02             96                  
D E M C CORP MASS                NOTE  1.750%12/0 268648AK         1      2000 PRN SHARED      02                             2000
D E M C CORP MASS                NOTE  1.750%12/0 268648AK     14319  14450000 PRN SHARED      06       14450000                  
D E M C CORP MASS                NOTE  1.750%12/0 268648AM     41267  42500000 PRN SHARED               42500000                  
D E M C CORP MASS                NOTE  1.750%12/0 268648AM        37     39000 PRN SHARED      02          39000                  
D E M C CORP MASS                NOTE  1.750%12/0 268648AM       485    500000 PRN SHARED      06         500000                  
D E M C CORP MASS                COM              26864810       844     70593 SH  SHARED                  62393              8200
D E M C CORP MASS                COM              26864810    140266  11727956 SH  SHARED               11705856             22100
D E M C CORP MASS                COM              26864810     12544   1048898 SH  SHARED      01         806213            242685
D E M C CORP MASS                COM              26864810      2744    229442 SH  SHR/OTHR    01                           229442
D E M C CORP MASS                COM              26864810      5420    453208 SH  SHARED      02         379310             73898
D E M C CORP MASS                COM              26864810       357     29912 SH  SHARED      04                            29912
D E M C CORP MASS                COM              26864810      3151    263475 SH  SHARED      04         263475                  
D E M C CORP MASS                COM              26864810        11       920 SH  SHARED      05            920                  
D E M C CORP MASS                COM              26864810      3495    292281 SH  SHARED      06         227941             64340
D E M C CORP MASS                COM              26864810     43053   3599785 SH  SHARED      10        3595940              3845
D E M C CORP MASS                COM              26864810        40      3382 SH  SHARED      14                             3382
D E M C CORP MASS                COM              26864810      2296    191995 SH  SHARED      19                           191995
D E M C CORP MASS                COM              26864810      1023     85569 SH  SHARED      20          63649      290    21630
D E M C CORP MASS                COM              26864810       152     12730 SH  SHR/OTHR    20                            12730
D E M C CORP MASS                COM              26864810       675     56472 SH  SHARED      21          56472                  
D E M C CORP MASS                COM              26864810        31      2600 SH  SHR/OTHR    21                             2600
D E M C CORP MASS                COM              26864810      1075     89920 SH  SHARED      22          71400             18520
D E M C CORP MASS                COM              26864810       148     12375 SH  SHR/OTHR    22                            12375
D E M C CORP MASS                COM              26864810      1944    162618 SH  SHARED      23         137453             25165
D E M C CORP MASS                COM              26864810      2906    243010 SH  SHR/OTHR    23                           243010
D EMC INS GROUP INC              COM              26866410         1        42 SH  SHARED                     42                  
D EMS TECHNOLOGIES INC           COM              26873N10         1        68 SH  SHARED                     68                  
D EMS TECHNOLOGIES INC           COM              26873N10         0         8 SH  SHARED      02              8                  
D EMS TECHNOLOGIES INC           COM              26873N10      4339    194500 SH  SHARED      10         194500                  
D ENSCO INTL INC                 COM              26874Q10     12817    222411 SH  SHARED                 222411                  
D ENSCO INTL INC                 COM              26874Q10       939     16310 SH  SHARED      01          15210              1100
D ENSCO INTL INC                 COM              26874Q10       195      3384 SH  SHR/OTHR    01                             3384
D ENSCO INTL INC                 COM              26874Q10      1212     21032 SH  SHARED      02          20363               669
D ENSCO INTL INC                 COM              26874Q10     72504   1258111 SH  SHARED      04        1258111                  
D ENSCO INTL INC                 COM              26874Q10         6       120 SH  SHARED      05            120                  
D ENSCO INTL INC                 COM              26874Q10      5131     89047 SH  SHARED      06          34197             54850
D ENSCO INTL INC                 COM              26874Q10     11202    194391 SH  SHARED      10         194391                  
D ENSCO INTL INC                 COM              26874Q10      2103     36492 SH  SHARED      14                            36492
D ENSCO INTL INC                 COM              26874Q10        57      1000 SH  SHARED      20           1000                  
D ENI S P A                      SPONSORED ADR    26874R10      1991     37603 SH  SHARED                  37603                  
D ENI S P A                      SPONSORED ADR    26874R10        13       250 SH  SHARED      01                              250
D ENI S P A                      SPONSORED ADR    26874R10        30       585 SH  SHARED      02                              585
D ENI S P A                      SPONSORED ADR    26874R10        88      1669 SH  SHARED      21           1669                  
D ENI S P A                      SPONSORED ADR    26874R10        52      1000 SH  SHR/OTHR    23                             1000
D EOG RES INC                    COM              26875P10       518      5795 SH  SHARED                   5795                  
D EOG RES INC                    COM              26875P10     49814    556833 SH  SHARED                 556833                  
D EOG RES INC                    COM              26875P10      2325     25995 SH  SHARED      01          24995              1000
D EOG RES INC                    COM              26875P10       107      1200 SH  SHR/OTHR    01                             1200
D EOG RES INC                    COM              26875P10      1395     15594 SH  SHARED      02          15012               582
D EOG RES INC                    COM              26875P10      1216     13600 SH  SHARED      04          13600                  
D EOG RES INC                    COM              26875P10        11       130 SH  SHARED      05            130                  
D EOG RES INC                    COM              26875P10      3046     34050 SH  SHARED      06          26200              7850
D EOG RES INC                    COM              26875P10     68262    763050 SH  SHARED      10         762550               500
D EOG RES INC                    COM              26875P10      1324     14800 SH  SHARED      14           1000             13800
D EOG RES INC                    COM              26875P10         5        60 SH  SHARED      20                               60
D EOG RES INC                    COM              26875P10        35       400 SH  SHR/OTHR    20                              400
D EOG RES INC                    COM              26875P10         4        50 SH  SHR/OTHR    21                               50
D EOG RES INC                    COM              26875P10       254      2850 SH  SHARED      23           2700               150
D EOG RES INC                    COM              26875P10        17       200 SH  SHR/OTHR    23                              200
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 EPIX PHARMACEUTICALS INC       COM NEW          26881Q30         1      1582 SH  SHARED      02           1582                  
D EPIQ SYS INC                   COM              26882D10         2       190 SH  SHARED                    190                  
D EPIQ SYS INC                   COM              26882D10        41      3020 SH  SHARED      02           3020                  
D ERP OPER LTD PARTNERSHIP       NOTE  3.850% 8/1 26884AAV      1249   1358000 PRN SHARED      02        1358000                  
D ESB FINL CORP                  COM              26884F10         2       295 SH  SHARED                    295                  
D EAGLE BANCORP INC MD           COM              26894810         2       270 SH  SHARED                    270                  
D E TRADE FINANCIAL CORP         COM              26924610      3222   1151055 SH  SHARED                1151055                  
D E TRADE FINANCIAL CORP         COM              26924610       257     91850 SH  SHARED      01          88700              3150
D E TRADE FINANCIAL CORP         COM              26924610       471    168249 SH  SHARED      02         137694             30555
D E TRADE FINANCIAL CORP         COM              26924610       392    140000 SH  SHARED      04         140000                  
D E TRADE FINANCIAL CORP         COM              26924610       102     36600 SH  SHARED      06          36600                  
D E TRADE FINANCIAL CORP         COM              26924610     11400   4071714 SH  SHARED      10        4071714                  
D EV ENERGY PARTNERS LP          COM UNITS        26926V10       194     10240 SH  SHARED                  10240                  
D EXCO RESOURCES INC             COM              26927940         0        10 SH  SHARED                     10                  
D EXCO RESOURCES INC             COM              26927940        68      4200 SH  SHARED      01           4200                  
D EXCO RESOURCES INC             COM              26927940         6       375 SH  SHR/OTHR    01                              375
D EXCO RESOURCES INC             COM              26927940         8       499 SH  SHARED      02             99               400
D EXCO RESOURCES INC             COM              26927940      2279    139702 SH  SHARED      10         139702                  
D EV3 INC                        COM              26928A20        21      2129 SH  SHARED                   1404               725
D EV3 INC                        COM              26928A20        84      8400 SH  SHARED      01           8400                  
D EV3 INC                        COM              26928A20       165     16482 SH  SHARED      02          16482                  
D EV3 INC                        COM              26928A20       202     20125 SH  SHARED      10          20125                  
D EXX INC                        CL A             26928210         0       125 SH  SHARED                    125                  
D EAGLE MATERIALS INC            COM              26969P10      1663     74365 SH  SHARED                  74365                  
D EAGLE MATERIALS INC            COM              26969P10        29      1311 SH  SHARED      01           1311                  
D EAGLE MATERIALS INC            COM              26969P10        58      2602 SH  SHARED      02           2602                  
D EAGLE MATERIALS INC            COM              26969P10       430     19230 SH  SHARED      10          19230                  
D EAGLE ROCK ENERGY PARTNERS L   UNIT             26985R10        15      1504 SH  SHARED                   1504                  
D EAGLE ROCK ENERGY PARTNERS L   UNIT             26985R10        36      3500 SH  SHARED      02                             3500
D EAGLE TEST SYS INC             COM              27000610         0         7 SH  SHARED      02              7                  
D EARTHLINK INC                  NOTE  3.250%11/1 270321AA     10710  10000000 PRN SHARED      02       10000000                  
D EARTHLINK INC                  COM              27032110       320     37758 SH  SHARED                  37758                  
D EARTHLINK INC                  COM              27032110        19      2300 SH  SHARED      01           2300                  
D EARTHLINK INC                  COM              27032110        54      6362 SH  SHARED      02           6362                  
D EARTHLINK INC                  COM              27032110       467     55000 SH  SHARED      04          55000                  
D EARTHLINK INC                  COM              27032110       164     19400 SH  SHARED      06          19400                  
D EARTHLINK INC                  COM              27032110       701     82500 SH  SHARED      10          82500                  
D EAST WEST BANCORP INC          COM              27579R10       724     52904 SH  SHARED                  52904                  
D EAST WEST BANCORP INC          COM              27579R10        87      6400 SH  SHARED      01           6400                  
D EAST WEST BANCORP INC          COM              27579R10       166     12132 SH  SHARED      02          11545               587
D EAST WEST BANCORP INC          COM              27579R10       137     10000 SH  SHARED      10           7000              3000
D EASTERN AMERN NAT GAS TR       SPERS RCT UNIT   27621710      1321     53930 SH  SHARED                  53930                  
D EASTERN CO                     COM              27631710         2       214 SH  SHARED                    214                  
D EASTERN INS HLDGS INC          COM              27653410         8       657 SH  SHARED                    657                  
D EASTERN INS HLDGS INC          COM              27653410        31      2300 SH  SHARED      02           2300                  
D EASTERN VA BANKSHARES INC      COM              27719610         2       159 SH  SHARED                    159                  
D EASTGROUP PPTY INC             COM              27727610       447      9210 SH  SHARED                   9210                  
D EASTGROUP PPTY INC             COM              27727610        48      1000 SH  SHARED      01           1000                  
D EASTGROUP PPTY INC             COM              27727610       448      9245 SH  SHARED      02           9245                  
D EASTGROUP PPTY INC             COM              27727610       354      7300 SH  SHARED      10           7300                  
D EASTMAN CHEM CO                COM              27743210     19511    354361 SH  SHARED                 354361                  
D EASTMAN CHEM CO                COM              27743210       401      7301 SH  SHARED      01           7301                  
D EASTMAN CHEM CO                COM              27743210        43       783 SH  SHR/OTHR    01                              783
D EASTMAN CHEM CO                COM              27743210       729     13249 SH  SHARED      02          13249                  
D EASTMAN CHEM CO                COM              27743210        27       500 SH  SHARED      04            500                  
D EASTMAN CHEM CO                COM              27743210       602     10950 SH  SHARED      06           8750              2200
D EASTMAN CHEM CO                COM              27743210      4938     89689 SH  SHARED      10          89689                  
D EASTMAN CHEM CO                COM              27743210        53       967 SH  SHARED      23            911                56
D EASTMAN CHEM CO                COM              27743210         4        75 SH  SHR/OTHR    23                               75
D EASTMAN KODAK CO               NOTE  3.375%10/1 277461BE      4239   4544000 PRN SHARED      02        4543000              1000
D EASTMAN KODAK CO               COM              27746110     10072    654899 SH  SHARED                 654899                  
D EASTMAN KODAK CO               COM              27746110       464     30200 SH  SHARED      01          26600              3600
D EASTMAN KODAK CO               COM              27746110     20187   1312568 SH  SHARED      02        1312568                  
D EASTMAN KODAK CO               COM              27746110         1       110 SH  SHARED      05            110                  
D EASTMAN KODAK CO               COM              27746110       661     43000 SH  SHARED      06          33700              9300
D EASTMAN KODAK CO               COM              27746110      2018    131222 SH  SHARED      10         131222                  
D EASTMAN KODAK CO               COM              27746110        59      3870 SH  SHARED      23           3645               225
D EASTMAN KODAK CO               COM              27746110       143      9300 SH  SHR/OTHR    23                             9300
D EASYLINK SERVICES INTL CORP    CL A             27785810         2       633 SH  SHARED                    633                  
D EATON CORP                     COM              27805810     41130    732112 SH  SHARED                 732112                  
D EATON CORP                     COM              27805810      1021     18174 SH  SHARED      01          18174                  
D EATON CORP                     COM              27805810        14       250 SH  SHR/OTHR    01                              250
D EATON CORP                     COM              27805810      1262     22481 SH  SHARED      02          22481                  
D EATON CORP                     COM              27805810       990     17630 SH  SHARED      04          17630                  
D EATON CORP                     COM              27805810         5        90 SH  SHARED      05             90                  
D EATON CORP                     COM              27805810      3886     69180 SH  SHARED      06          23950             45230
D EATON CORP                     COM              27805810     13722    244262 SH  SHARED      10         244262                  
D EATON CORP                     COM              27805810       842     15000 SH  SHARED      14                            15000
D EATON CORP                     COM              27805810        56      1000 SH  SHARED      21                             1000
D EATON CORP                     COM              27805810       224      4000 SH  SHARED      23           4000                  
D EATON VANCE MUNI INCOME TRUS   SH BEN INT       27826U10        77      6500 SH  SHARED      02                             6500
D EATON VANCE CORP               COM NON VTG      27826510      2253     63968 SH  SHARED                  63968                  
D EATON VANCE CORP               COM NON VTG      27826510      1347     38250 SH  SHARED      01           2850             35400
D EATON VANCE CORP               COM NON VTG      27826510       183      5222 SH  SHARED      02           5222                  
D EATON VANCE CORP               COM NON VTG      27826510       105      3000 SH  SHARED      10           3000                  
D EATON VANCE CORP               COM NON VTG      27826510      1578     44800 SH  SHARED      14                            44800
D EATON VANCE INS MUN BD FD      COM              27827X10        22      2000 SH  SHARED      02                             2000
D EATON VANCE FLTING RATE INC    COM              27827910       594     52955 SH  SHARED                  52955                  
D EATON VANCE FLTING RATE INC    COM              27827910        22      2000 SH  SHARED      02                             2000
D EATON VANCE INS FL PLUS MUN    COM              27828E10        33      3333 SH  SHARED      02                             3333
D EATON VANCE TAX ADVT DIV INC   COM              27828G10       543     34655 SH  SHARED      02                            34655
D EATON VANCE LTD DUR INCOME F   COM              27828H10        11      1017 SH  SHARED      02                             1017
D EATON VANCE TX MGD DIV EQ IN   COM              27828N10       406     33115 SH  SHARED      02                            33115
D EATON VANCE TX ADV GLBL DIV    COM              27828S10      3574    248060 SH  SHARED      02                           248060
D EATON VANCE TX MNG BY WRT OP   COM              27828Y10        77      6512 SH  SHARED      02                             6512
D EATON VANCE TXMGD GL BUYWR O   COM              27829C10      1512    130405 SH  SHARED      02                           130405
D EATON VANCE TXMGD GL BUYWR O   COM              27829C10        83      7200 SH  SHR/OTHR    23                             7200
D EATON VANCE TAX MNG GBL DV E   COM              27829F10      3985    355200 SH  SHARED      02                           355200
D EATON VANCE RISK MNGD DIV EQ   COM              27829G10        64      3887 SH  SHARED      02                             3887
D EBAY INC                       COM              27864210       552     24671 SH  SHARED                  23671              1000
D EBAY INC                       COM              27864210    100842   4505930 SH  SHARED                4223330            282600
D EBAY INC                       COM              27864210      4389    196150 SH  SHARED      01         196150                  
D EBAY INC                       COM              27864210      9536    426110 SH  SHARED      02         402300             23810
D EBAY INC                       COM              27864210        98      4400 SH  SHARED      04                             4400
D EBAY INC                       COM              27864210      1886     84300 SH  SHARED      04          84300                  
D EBAY INC                       COM              27864210        10       490 SH  SHARED      05            490                  
D EBAY INC                       COM              27864210      6124    273641 SH  SHARED      06         238891             34750
D EBAY INC                       COM              27864210    162873   7277651 SH  SHARED      10        5226829           2050822
D EBAY INC                       COM              27864210       740     33077 SH  SHARED      14                            33077
D EBAY INC                       COM              27864210       519     23200 SH  SHARED      15                            23200
D EBAY INC                       COM              27864210       794     35500 SH  SHARED      24          35500                  
D EBIX INC                       COM NEW          27871520         0         1 SH  SHARED      02              1                  
D ECHELON CORP                   COM              27874N10        60      6076 SH  SHARED                   6076                  
D ECHELON CORP                   COM              27874N10       241     24448 SH  SHARED      02          20253              4195
D ECHELON CORP                   COM              27874N10         0        79 SH  SHARED      10             79                  
D ECHELON CORP                   COM              27874N10         3       325 SH  SHARED      22                              325
D ECHOSTAR CORP                  CL A             27876810      1139     47266 SH  SHARED                  47266                  
D ECHOSTAR CORP                  CL A             27876810        11       475 SH  SHARED      01            475                  
D ECHOSTAR CORP                  CL A             27876810        33      1402 SH  SHARED      02           1402                  
D ECHOSTAR CORP                  CL A             27876810        67      2800 SH  SHARED      06           2800                  
D ECHOSTAR CORP                  CL A             27876810        45      1900 SH  SHARED      10           1900                  
D ECHOSTAR CORP                  CL A             27876810        14       600 SH  SHARED      23                              600
D ECLIPSYS CORP                  COM              27885610         0        17 SH  SHARED                     17                  
D ECLIPSYS CORP                  COM              27885610      1361     65000 SH  SHARED      01          65000                  
D ECLIPSYS CORP                  COM              27885610       181      8681 SH  SHARED      02             31              8650
D ECLIPSYS CORP                  COM              27885610       376     17969 SH  SHARED      10          17969                  
D ECOLAB INC                     COM              27886510     16762    345468 SH  SHARED                 345468                  
D ECOLAB INC                     COM              27886510      1208     24914 SH  SHARED      01          24474               440
D ECOLAB INC                     COM              27886510         9       200 SH  SHR/OTHR    01                              200
D ECOLAB INC                     COM              27886510      2723     56140 SH  SHARED      02          55478               662
D ECOLAB INC                     COM              27886510      2717     56000 SH  SHARED      04          56000                  
D ECOLAB INC                     COM              27886510      1203     24800 SH  SHARED      06          18850              5950
D ECOLAB INC                     COM              27886510     46750    963540 SH  SHARED      10         963540                  
D ECOLAB INC                     COM              27886510       225      4655 SH  SHARED      21            193              4462
D ECOLAB INC                     COM              27886510       470      9700 SH  SHARED      23           9700                  
D ECOLAB INC                     COM              27886510       902     18600 SH  SHR/OTHR    23                            18600
D ECOLOGY & ENVIRONMENT INC      CL A             27887810         0        32 SH  SHARED                     32                  
D EDAC TECHNOLOGIES CORP         COM              27928510         0       109 SH  SHARED                    109                  
D EDAC TECHNOLOGIES CORP         COM              27928510       132     40000 SH  SHR/OTHR    01                            40000
D EDEN BIOSCIENCE CORP           COM PAR $.0025   27944587         0        48 SH  SHARED                     48                  
D EDGAR ONLINE INC               COM              27976510         1       539 SH  SHARED                    539                  
D EDGE PETE CORP DEL             COM              27986210         1       758 SH  SHARED                    758                  
D EDGE PETE CORP DEL             COM              27986210         2      1497 SH  SHARED      02           1300               197
D EDGE PETE CORP DEL             COM              27986210        29     16475 SH  SHARED      10          16475                  
D EDGE PETE CORP DEL             PFD CONV A       27986220      5265    284600 SH  SHARED                 284600                  
D EDGEWATER TECHNOLOGY INC       COM              28035810         3       800 SH  SHARED                    800                  
D EDGEWATER TECHNOLOGY INC       COM              28035810         7      1579 SH  SHARED      02           1579                  
D EDIETS COM INC                 COM              28059710         0       262 SH  SHARED                    262                  
D EDISON INTL                    COM              28102010       933     23394 SH  SHARED                  19689              3705
D EDISON INTL                    COM              28102010     28617    717232 SH  SHARED                 708232              9000
D EDISON INTL                    COM              28102010     12108    303464 SH  SHARED      01         253069             50395
D EDISON INTL                    COM              28102010      1861     46656 SH  SHR/OTHR    01                            46656
D EDISON INTL                    COM              28102010      1893     47456 SH  SHARED      02          42306              5150
D EDISON INTL                    COM              28102010       464     11654 SH  SHARED      04                            11654
D EDISON INTL                    COM              28102010      1013     25405 SH  SHARED      04          25405                  
D EDISON INTL                    COM              28102010         5       150 SH  SHARED      05            150                  
D EDISON INTL                    COM              28102010      1849     46345 SH  SHARED      06          36115             10230
D EDISON INTL                    COM              28102010     67285   1686341 SH  SHARED      10        1563140            123201
D EDISON INTL                    COM              28102010       552     13838 SH  SHARED      14                            13838
D EDISON INTL                    COM              28102010      2662     66724 SH  SHARED      19                            66724
D EDISON INTL                    COM              28102010      2302     57713 SH  SHARED      20          44258      130    13325
D EDISON INTL                    COM              28102010       159      4005 SH  SHR/OTHR    20                             4005
D EDISON INTL                    COM              28102010        79      2000 SH  SHARED      21           2000                  
D EDISON INTL                    COM              28102010        27       700 SH  SHR/OTHR    21                              700
D EDISON INTL                    COM              28102010       766     19207 SH  SHARED      22          18276               931
D EDISON INTL                    COM              28102010        93      2335 SH  SHR/OTHR    22                             2335
D EDISON INTL                    COM              28102010      1946     48784 SH  SHARED      23          39574              9210
D EDISON INTL                    COM              28102010      1529     38340 SH  SHR/OTHR    23                            38340
D EDUCATION RLTY TR INC          COM              28140H10      4064    366825 SH  SHARED                 366825                  
D EDUCATION RLTY TR INC          COM              28140H10        37      3408 SH  SHARED      02           3408                  
D EDUCATION RLTY TR INC          COM              28140H10       282     25500 SH  SHARED      10          25500                  
D EDUCATIONAL DEV CORP           COM              28147910         0        73 SH  SHARED                     73                  
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1359     23529 SH  SHARED                  20529              3000
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1437     24880 SH  SHARED                   5380             19500
D EDWARDS LIFESCIENCES CORP      COM              28176E10     26645    461321 SH  SHARED      01         277292      600   183429
D EDWARDS LIFESCIENCES CORP      COM              28176E10      7014    121438 SH  SHR/OTHR    01                           121438
D EDWARDS LIFESCIENCES CORP      COM              28176E10       902     15617 SH  SHARED      02          15557                60
D EDWARDS LIFESCIENCES CORP      COM              28176E10       635     11001 SH  SHARED      04                            11001
D EDWARDS LIFESCIENCES CORP      COM              28176E10        70      1225 SH  SHARED      04           1225                  
D EDWARDS LIFESCIENCES CORP      COM              28176E10       330      5720 SH  SHARED      10           3421              2299
D EDWARDS LIFESCIENCES CORP      COM              28176E10      3727     64527 SH  SHARED      19                            64527
D EDWARDS LIFESCIENCES CORP      COM              28176E10      4072     70515 SH  SHARED      20          55265      160    15090
D EDWARDS LIFESCIENCES CORP      COM              28176E10       975     16885 SH  SHR/OTHR    20                            16885
D EDWARDS LIFESCIENCES CORP      COM              28176E10       171      2975 SH  SHARED      21           2975                  
D EDWARDS LIFESCIENCES CORP      COM              28176E10      2120     36710 SH  SHARED      22          30775              5935
D EDWARDS LIFESCIENCES CORP      COM              28176E10       542      9400 SH  SHR/OTHR    22                             9400
D EDWARDS LIFESCIENCES CORP      COM              28176E10      4179     72365 SH  SHARED      23          67145              5220
D EDWARDS LIFESCIENCES CORP      COM              28176E10      3325     57580 SH  SHR/OTHR    23                            57580
D EHEALTH INC                    COM              28238P10        22      1425 SH  SHARED                   1425                  
D EHEALTH INC                    COM              28238P10        76      4800 SH  SHARED      01           4800                  
D EHEALTH INC                    COM              28238P10      6240    390000 SH  SHARED      10         390000                  
D EINSTEIN NOAH REST GROUP INC   COM              28257U10        70      7033 SH  SHARED                   7033                  
D EINSTEIN NOAH REST GROUP INC   COM              28257U10         0         2 SH  SHARED      02              2                  
D 8X8 INC NEW                    COM              28291410       257    295717 SH  SHARED                 295717                  
D EL PASO CORP                   COM              28336L10     13472   1055829 SH  SHARED                1022429             33400
D EL PASO CORP                   COM              28336L10      1776    139240 SH  SHARED      01         117545             21695
D EL PASO CORP                   COM              28336L10      1109     86939 SH  SHARED      02          66689             20250
D EL PASO CORP                   COM              28336L10      1443    113100 SH  SHARED      04         113100                  
D EL PASO CORP                   COM              28336L10         5       436 SH  SHARED      05            436                  
D EL PASO CORP                   COM              28336L10      1148     89980 SH  SHARED      06          70100             19880
D EL PASO CORP                   COM              28336L10      6348    497563 SH  SHARED      10         495563              2000
D EL PASO CORP                   COM              28336L10       853     66858 SH  SHARED      14                            66858
D EL PASO CORP                   COM              28336L10        12      1000 SH  SHARED      20           1000                  
D EL PASO CORP                   COM              28336L10         6       509 SH  SHARED      21            509                  
D EL PASO CORP                   COM              28336L10       445     34900 SH  SHARED      23                            34900
D EL PASO CORP                   COM              28336L10        46      3625 SH  SHR/OTHR    23                             3625
D EL PASO ELEC CO                COM NEW          28367785        17       821 SH  SHARED                    821                  
D EL PASO ELEC CO                COM NEW          28367785       176      8400 SH  SHARED      01           7300              1100
D EL PASO ELEC CO                COM NEW          28367785         0        25 SH  SHARED      02             25                  
D EL PASO ELEC CO                COM NEW          28367785       588     28000 SH  SHARED      10          28000                  
D EL PASO ELEC CO                COM NEW          28367785        42      2000 SH  SHARED      23                             2000
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210      1617    100652 SH  SHARED                 100652                  
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210        24      1500 SH  SHARED      02                             1500
D ELAN PLC                       ADR              28413120       213     20008 SH  SHARED                  20008                  
D ELAN PLC                       ADR              28413120       440     41328 SH  SHARED                  41328                  
D ELAN PLC                       ADR              28413120       103      9700 SH  SHARED      02           7700              2000
D ELAN PLC                       ADR              28413120       729     68400 SH  SHARED      10          68400                  
D ELECSYS CORP                   COM              28473M10         0        70 SH  SHARED                     70                  
D ELDORADO GOLD CORP NEW         COM              28490210      2441    389984 SH  SHARED                 389984                  
D ELDORADO GOLD CORP NEW         COM              28490210        11      1800 SH  SHARED      02           1800                  
D ELDORADO GOLD CORP NEW         COM              28490210       751    120000 SH  SHARED      04         120000                  
D ELDORADO GOLD CORP NEW         COM              28490210         3       600 SH  SHARED      06            600                  
D ELDORADO GOLD CORP NEW         COM              28490210     13000   2076700 SH  SHARED      10        2076700                  
D ELECTRO ENERGY INC             COM NEW          28510620         0        87 SH  SHARED                     87                  
D ELECTRO OPTICAL SCIENCES INC   COM              28519210         1       367 SH  SHARED                    367                  
D ELECTRO RENT CORP              COM              28521810        65      4912 SH  SHARED      02           4912                  
D ELECTRO RENT CORP              COM              28521810       280     20900 SH  SHARED      10          20900                  
D ELECTRO SCIENTIFIC INDS        COM              28522910        15      1122 SH  SHARED                   1122                  
D ELECTRO SCIENTIFIC INDS        COM              28522910         2       178 SH  SHARED      02             15               163
D ELECTRO SCIENTIFIC INDS        COM              28522910       312     21978 SH  SHARED      10          18378              3600
D ELECTRO-SENSORS INC            COM              28523310         0        50 SH  SHARED                     50                  
D ELECTROGLAS INC                COM              28532410         0       689 SH  SHARED                    689                  
D ELECTROGLAS INC                COM              28532410         0        70 SH  SHARED      02             70                  
D ELECTRONIC ARTS INC            COM              28551210      3497     94540 SH  SHARED                  94540                  
D ELECTRONIC ARTS INC            COM              28551210      1951     52765 SH  SHARED      01          33400             19365
D ELECTRONIC ARTS INC            COM              28551210        49      1350 SH  SHR/OTHR    01                             1350
D ELECTRONIC ARTS INC            COM              28551210      2450     66236 SH  SHARED      02          50927             15309
D ELECTRONIC ARTS INC            COM              28551210     24561    664000 SH  SHARED      04         664000                  
D ELECTRONIC ARTS INC            COM              28551210         7       200 SH  SHARED      05            200                  
D ELECTRONIC ARTS INC            COM              28551210      1393     37660 SH  SHARED      06          28700              8960
D ELECTRONIC ARTS INC            COM              28551210     38180   1032177 SH  SHARED      10        1032177                  
D ELECTRONIC ARTS INC            COM              28551210       127      3440 SH  SHARED      20           3040               400
D ELECTRONIC ARTS INC            COM              28551210        36      1000 SH  SHR/OTHR    20                             1000
D ELECTRONIC ARTS INC            COM              28551210         7       200 SH  SHR/OTHR    21                              200
D ELECTRONIC ARTS INC            COM              28551210       423     11459 SH  SHARED      22           8459              3000
D ELECTRONIC ARTS INC            COM              28551210        22       605 SH  SHR/OTHR    22                              605
D ELECTRONIC ARTS INC            COM              28551210       131      3555 SH  SHARED      23           3455               100
D ELECTRONIC ARTS INC            COM              28551210        81      2200 SH  SHR/OTHR    23                             2200
D ELECTRONICS FOR IMAGING INC    COM              28608210       252     18100 SH  SHARED                  18100                  
D ELECTRONICS FOR IMAGING INC    COM              28608210       102      7389 SH  SHARED      02           7389                  
D ELECTRONICS FOR IMAGING INC    COM              28608210       358     25700 SH  SHARED      10          25700                  
D ELECTRONICS FOR IMAGING INC    COM              28608210        25      1840 SH  SHARED      21           1840                  
D ELITE PHARMACEUTICALS INC      CL A NEW         28659T20         0       540 SH  SHARED                    540                  
D ELIZABETH ARDEN INC            COM              28660G10       519     26455 SH  SHARED                  26455                  
D ELIZABETH ARDEN INC            COM              28660G10        75      3834 SH  SHARED      02           3713               121
D ELIZABETH ARDEN INC            COM              28660G10       192      9800 SH  SHARED      10           9800                  
D ELIXIR GAMING TECHNOLOGIES I   COM              28661G10         0      1442 SH  SHARED                   1442                  
D ELLIS PERRY INTL INC           COM              28885310       137      9255 SH  SHARED                   9255                  
D ELLIS PERRY INTL INC           COM              28885310         0         6 SH  SHARED      02              6                  
D ELLIS PERRY INTL INC           COM              28885310       385     25825 SH  SHARED      10          25825                  
D ELMIRA SVGS BK FSB N Y         COM              28966010         0        41 SH  SHARED                     41                  
D ELONG INC                      SPONSORED ADR    29013820         4       620 SH  SHARED      02            620                  
D ELOYALTY CORP                  COM NEW          29015130         0       154 SH  SHARED                    154                  
D ELRON ELECTR INDS LTD          ORD              29016010         0        31 SH  SHARED                     31                  
D ELRON ELECTR INDS LTD          ORD              29016010       319     68110 SH  SHARED      02                            68110
D EMAGEON INC                    COM              29076V10         2      1049 SH  SHARED                   1049                  
D EMBARQ CORP                    COM              29078E10      9378    231286 SH  SHARED                 199986             31300
D EMBARQ CORP                    COM              29078E10       955     23556 SH  SHARED      01          22956               600
D EMBARQ CORP                    COM              29078E10        25       633 SH  SHR/OTHR    01                              633
D EMBARQ CORP                    COM              29078E10      5221    128777 SH  SHARED      02         128499               278
D EMBARQ CORP                    COM              29078E10      2554     63000 SH  SHARED      04          63000                  
D EMBARQ CORP                    COM              29078E10      3652     90063 SH  SHARED      05          90063                  
D EMBARQ CORP                    COM              29078E10      1011     24935 SH  SHARED      06          20435              4500
D EMBARQ CORP                    COM              29078E10     64554   1591977 SH  SHARED      10        1521894             70083
D EMBARQ CORP                    COM              29078E10        65      1618 SH  SHARED      14                             1618
D EMBARQ CORP                    COM              29078E10        61      1510 SH  SHARED      20           1510                  
D EMBARQ CORP                    COM              29078E10         5       125 SH  SHR/OTHR    23                              125
D EMBRAER-EMPRESA BRASILEIRA D   SP ADR COM SHS   29081M10      2160     80000 SH  SHARED                                    80000
D EMBRAER-EMPRESA BRASILEIRA D   SP ADR COM SHS   29081M10      2829    104768 SH  SHARED                 104768                  
D EMBRAER-EMPRESA BRASILEIRA D   SP ADR COM SHS   29081M10        35      1300 SH  SHR/OTHR    01                             1300
D EMBRAER-EMPRESA BRASILEIRA D   SP ADR COM SHS   29081M10      7832    290000 SH  SHARED      04         290000                  
D EMBRAER-EMPRESA BRASILEIRA D   SP ADR COM SHS   29081M10      1072     39703 SH  SHARED      10          39703                  
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P20         5       410 SH  SHARED                    410                  
D EMBOTELLADORA ANDINA S A       SPON ADR B       29081P30        20      1418 SH  SHARED                   1418                  
D EMCOR GROUP INC                COM              29084Q10        18       701 SH  SHARED                    701                  
D EMCOR GROUP INC                COM              29084Q10        84      3200 SH  SHARED      01           3200                  
D EMCOR GROUP INC                COM              29084Q10       468     17788 SH  SHARED      02          17788                  
D EMCOR GROUP INC                COM              29084Q10     38621   1467400 SH  SHARED      10        1464500              2900
D EMCORE CORP                    COM              29084610         1       400 SH  SHARED                                      400
D EMCORE CORP                    COM              29084610       335     67969 SH  SHARED                  67969                  
D EMCORE CORP                    COM              29084610        89     18100 SH  SHARED      02          18100                  
D EMCORE CORP                    COM              29084610         4       984 SH  SHARED      06                              984
D EMCORE CORP                    COM              29084610         5      1200 SH  SHARED      10           1200                  
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10        77      5897 SH  SHARED                   5897                  
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10        69      5300 SH  SHARED      01           5300                  
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10         0         7 SH  SHARED      02              7                  
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10       539     41200 SH  SHARED      10          41200                  
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10        62      2101 SH  SHARED                   2101                  
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10       696     23300 SH  SHARED      01          23300                  
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10      1120     37500 SH  SHR/OTHR    01                            37500
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10         0         5 SH  SHARED      02              5                  
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10         1        39 SH  SHARED      10             39                  
D EMERITUS CORP                  COM              29100510       230      9246 SH  SHARED                   9246                  
D EMERITUS CORP                  COM              29100510       119      4800 SH  SHARED      01           4800                  
D EMERSON ELEC CO                COM              29101110        47      1174 SH  SHARED                                     1174
D EMERSON ELEC CO                COM              29101110     55215   1353654 SH  SHARED                1317454             36200
D EMERSON ELEC CO                COM              29101110      8328    204177 SH  SHARED      01         110098             94079
D EMERSON ELEC CO                COM              29101110      1663     40788 SH  SHR/OTHR    01                            40788
D EMERSON ELEC CO                COM              29101110      3218     78892 SH  SHARED      02          61763             17129
D EMERSON ELEC CO                COM              29101110     19350    474398 SH  SHARED      04         474398                  
D EMERSON ELEC CO                COM              29101110     17622    432042 SH  SHARED      05         432042                  
D EMERSON ELEC CO                COM              29101110      7375    180816 SH  SHARED      06         101038             79778
D EMERSON ELEC CO                COM              29101110     73486   1801576 SH  SHARED      10        1774176             27400
D EMERSON ELEC CO                COM              29101110      1889     46325 SH  SHARED      14                            46325
D EMERSON ELEC CO                COM              29101110       652     16000 SH  SHARED      15                            16000
D EMERSON ELEC CO                COM              29101110       273      6700 SH  SHARED      19                             6700
D EMERSON ELEC CO                COM              29101110      3414     83712 SH  SHARED      20          13138             70574
D EMERSON ELEC CO                COM              29101110       739     18120 SH  SHR/OTHR    20                            18120
D EMERSON ELEC CO                COM              29101110       227      5575 SH  SHARED      21           5575                  
D EMERSON ELEC CO                COM              29101110       978     24000 SH  SHR/OTHR    21                            24000
D EMERSON ELEC CO                COM              29101110       575     14100 SH  SHARED      22          12500              1600
D EMERSON ELEC CO                COM              29101110        39       964 SH  SHR/OTHR    22                              964
D EMERSON ELEC CO                COM              29101110      5795    142075 SH  SHARED      23         134175              7900
D EMERSON ELEC CO                COM              29101110      7395    181309 SH  SHR/OTHR    23                           181309
D EMERSON RADIO CORP             COM NEW          29108720        40     47718 SH  SHARED                  47718                  
D EMISPHERE TECHNOLOGIES INC     COM              29134510       520    260378 SH  SHARED                 260378                  
D EMISPHERE TECHNOLOGIES INC     COM              29134510        82     41300 SH  SHARED      02          41300                  
D EMMIS COMMUNICATIONS CORP      CL A             29152510         0       876 SH  SHARED                    876                  
D EMMIS COMMUNICATIONS CORP      PFD CV SER A     29152520      9175    498680 SH  SHARED                 498680                  
D EMPIRE DIST ELEC CO            COM              29164110       234     10961 SH  SHARED      02          10961                  
D EMPIRE DIST ELEC CO            COM              29164110       708     33200 SH  SHARED      10          28200              5000
D EMPIRE RESORTS INC             NOTE  8.000% 7/3 292052AB       700   1269000 PRN SHARED                1269000                  
D EMPIRE RESORTS INC             COM              29205210         2      1153 SH  SHARED                   1153                  
D EMPIRE RESORTS INC             COM              29205210         2       826 SH  SHARED      02            826                  
D EMPIRE RES INC DEL             COM              29206E10         1       674 SH  SHARED                    674                  
D EMPLOYERS HOLDINGS INC         COM              29221810         4       260 SH  SHARED                    260                  
D EMPLOYERS HOLDINGS INC         COM              29221810       408     23500 SH  SHARED      10          23500                  
D EMPRESA DIST Y COMERCIAL NOR   SPON ADR         29244A10       101     15678 SH  SHARED                  15678                  
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10       556     12493 SH  SHARED                  12493                  
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10      7459    167600 SH  SHARED      01         167600                  
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10       110      2478 SH  SHARED      02           2478                  
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820        92      8100 SH  SHARED                                     8100
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820         0         3 SH  SHARED                      3                  
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820        36      3150 SH  SHARED      02                             3150
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820      2292    200000 SH  SHARED      04         200000                  
D EN POINTE TECHNOLOGIES INC     COM              29247F10         0       143 SH  SHARED                    143                  
D EMULEX CORP                    COM NEW          29247520      1384    129757 SH  SHARED                 129757                  
D EMULEX CORP                    COM NEW          29247520       160     15025 SH  SHARED      01          15025                  
D EMULEX CORP                    COM NEW          29247520       156     14666 SH  SHARED      02          14666                  
D EMULEX CORP                    COM NEW          29247520       640     60000 SH  SHARED      04          60000                  
D EMULEX CORP                    COM NEW          29247520       784     73513 SH  SHARED      10          73513                  
D EMULEX CORP                    COM NEW          29247520        28      2700 SH  SHARED      21           2700                  
D ENBRIDGE INC                   COM              29250N10      2209     58016 SH  SHARED                  44196             13820
D ENBRIDGE INC                   COM              29250N10     23296    611629 SH  SHARED                 611629                  
D ENBRIDGE INC                   COM              29250N10         6       164 SH  SHARED      01            164                  
D ENBRIDGE INC                   COM              29250N10       316      8308 SH  SHARED      02           8308                  
D ENBRIDGE INC                   COM              29250N10     73085   1918757 SH  SHARED      04        1918757                  
D ENBRIDGE INC                   COM              29250N10         7       200 SH  SHARED      05            200                  
D ENBRIDGE INC                   COM              29250N10       963     25286 SH  SHARED      06           3436             21850
D ENBRIDGE INC                   COM              29250N10     21830    573121 SH  SHARED      10         420641            152480
D ENBRIDGE INC                   COM              29250N10      1024     26900 SH  SHARED      11          26900                  
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10     19448    488898 SH  SHARED                 488898                  
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10      2068     52010 SH  SHARED      02                            52010
D ENBRIDGE ENERGY MANAGEMENT L   SHS UNITS LLI    29250X10        12       310 SH  SHARED                    310                  
D ENBRIDGE ENERGY MANAGEMENT L   SHS UNITS LLI    29250X10       333      7960 SH  SHARED      02                             7960
D ENCANA CORP                    COM              29250510     94353   1435468 SH  SHARED                1435468                  
D ENCANA CORP                    COM              29250510       441      6718 SH  SHARED      01           2640              4078
D ENCANA CORP                    COM              29250510        32       500 SH  SHR/OTHR    01                              500
D ENCANA CORP                    COM              29250510      1149     17491 SH  SHARED      02           3400             14091
D ENCANA CORP                    COM              29250510    159097   2420464 SH  SHARED      04        2420464                  
D ENCANA CORP                    COM              29250510        27       424 SH  SHARED      05            424                  
D ENCANA CORP                    COM              29250510       712     10842 SH  SHARED      06           6992              3850
D ENCANA CORP                    COM              29250510     29262    445195 SH  SHARED      10         344129            101066
D ENCANA CORP                    COM              29250510      1737     26433 SH  SHARED      14          11900             14533
D ENCANA CORP                    COM              29250510         2        43 SH  SHARED      20             43                  
D ENCANA CORP                    COM              29250510        26       405 SH  SHARED      21            205               200
D ENCANA CORP                    COM              29250510        39       600 SH  SHR/OTHR    22                              600
D ENCANA CORP                    COM              29250510       578      8800 SH  SHARED      23           4800              4000
D ENCANA CORP                    COM              29250510       328      5000 SH  SHR/OTHR    23                             5000
D ENCISION INC                   COM              29254Q10         0        97 SH  SHARED                     97                  
D ENCORE BANCSHARES INC          COM              29255V20         4       239 SH  SHARED                    239                  
D ENCORE ACQUISITION CO          COM              29255W10      1237     29620 SH  SHARED                  14820             14800
D ENCORE ACQUISITION CO          COM              29255W10      1178     28200 SH  SHARED      01          10900             17300
D ENCORE ACQUISITION CO          COM              29255W10        25       609 SH  SHARED      02            609                  
D ENCORE ACQUISITION CO          COM              29255W10     48874   1169814 SH  SHARED      10        1111003             58811
D ENCORE ACQUISITION CO          COM              29255W10        59      1418 SH  SHARED      21                             1418
D ENCORE CAP GROUP INC           NOTE  3.375% 9/1 292554AB     21941  27325008 PRN SHARED               27325008                  
D ENCORE CAP GROUP INC           COM              29255410         1        97 SH  SHARED                     97                  
D ENCORE CAP GROUP INC           COM              29255410         0         7 SH  SHARED      02              7                  
D ENCORE CAP GROUP INC           COM              29255410       189     13800 SH  SHARED      10          13800                  
D ENCORE WIRE CORP               COM              29256210         0        16 SH  SHARED                     16                  
D ENCORE WIRE CORP               COM              29256210        63      3510 SH  SHARED      02           3510                  
D ENCORE WIRE CORP               COM              29256210       159      8800 SH  SHARED      10           8800                  
D ENCORE ENERGY PARTNERS LP      COM UNIT         29257A10        16       740 SH  SHARED                    740                  
D ENCORIUM GROUP INC             COM              29257R10         0       394 SH  SHARED                    394                  
D ENDEAVOUR SILVER CORP          COM              29258Y10         1       900 SH  SHARED      02            900                  
D ENDWAVE CORP                   COM NEW          29264A20         1       303 SH  SHARED                    303                  
D ENDWAVE CORP                   COM NEW          29264A20        53     10626 SH  SHARED      02                            10626
D ENDO PHARMACEUTICALS HLDGS I   NOTE  1.750% 4/1 29264FAA       343    420000 PRN SHARED      02         420000                  
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20      2756    137824 SH  SHARED                 137824                  
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20       660     33000 SH  SHARED      01                            33000
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20        79      3961 SH  SHARED      02           3961                  
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20        62      3115 SH  SHARED      06           3115                  
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20       896     44816 SH  SHARED      10          44816                  
D ENDOCARE INC                   COM NEW          29264P20         0       274 SH  SHARED                    274                  
D ENERGEN CORP                   COM              29265N10      1723     38056 SH  SHARED                  32756              5300
D ENERGEN CORP                   COM              29265N10      1112     24580 SH  SHARED      01            980             23600
D ENERGEN CORP                   COM              29265N10       149      3293 SH  SHARED      02           3258                35
D ENERGEN CORP                   COM              29265N10         3        70 SH  SHARED      05             70                  
D ENERGEN CORP                   COM              29265N10        18       400 SH  SHARED      06                              400
D ENERGEN CORP                   COM              29265N10      2400     53021 SH  SHARED      10          52121               900
D ENERGEN CORP                   COM              29265N10       311      6886 SH  SHARED      14                             6886
D ENERGEN CORP                   COM              29265N10        67      1500 SH  SHARED      21                             1500
D ENERGY CONVERSION DEVICES IN   COM              29265910       783     13444 SH  SHARED                  13444                  
D ENERGY CONVERSION DEVICES IN   COM              29265910       250      4300 SH  SHARED      01           4300                  
D ENERGY CONVERSION DEVICES IN   COM              29265910       128      2200 SH  SHARED      02           1200              1000
D ENERGY CONVERSION DEVICES IN   COM              29265910       177      3043 SH  SHARED      10           2343               700
D ENERGIZER HLDGS INC            COM              29266R10        84      1052 SH  SHARED                   1052                  
D ENERGIZER HLDGS INC            COM              29266R10      4736     58808 SH  SHARED                  49008              9800
D ENERGIZER HLDGS INC            COM              29266R10     11405    141600 SH  SHARED      01          86631      200    54769
D ENERGIZER HLDGS INC            COM              29266R10      2588     32137 SH  SHR/OTHR    01                            32137
D ENERGIZER HLDGS INC            COM              29266R10       617      7663 SH  SHARED      02           7663                  
D ENERGIZER HLDGS INC            COM              29266R10       241      2992 SH  SHARED      04                             2992
D ENERGIZER HLDGS INC            COM              29266R10        72       900 SH  SHARED      04            900                  
D ENERGIZER HLDGS INC            COM              29266R10        33       420 SH  SHARED      06            100               320
D ENERGIZER HLDGS INC            COM              29266R10       262      3264 SH  SHARED      10           2095              1169
D ENERGIZER HLDGS INC            COM              29266R10      1832     22756 SH  SHARED      20          16991       60     5705
D ENERGIZER HLDGS INC            COM              29266R10       218      2710 SH  SHR/OTHR    20                             2710
D ENERGIZER HLDGS INC            COM              29266R10        66       825 SH  SHARED      21            825                  
D ENERGIZER HLDGS INC            COM              29266R10        41       515 SH  SHR/OTHR    21                              515
D ENERGIZER HLDGS INC            COM              29266R10       657      8165 SH  SHARED      22           6475              1690
D ENERGIZER HLDGS INC            COM              29266R10       251      3125 SH  SHR/OTHR    22                             3125
D ENERGIZER HLDGS INC            COM              29266R10      2198     27290 SH  SHARED      23          25030              2260
D ENERGIZER HLDGS INC            COM              29266R10       917     11395 SH  SHR/OTHR    23                            11395
D ENDOLOGIX INC                  COM              29266S10         2       976 SH  SHARED                    976                  
D ENER1 INC                      COM NEW          29267A20       646     82716 SH  SHARED                  82716                  
D ENER1 INC                      COM NEW          29267A20        15      2000 SH  SHARED      10           2000                  
D ENERGY FOCUS INC               COM              29268T10         0       299 SH  SHARED                    299                  
D ENERGY INFRASTRUCTURE ACQUI    COM              29269P10      1303    128550 SH  SHARED                 128550                  
D ENERGY INFRASTRUCTURE ACQUI    *W EXP 07/17/201 29269P11         0     24254 SH  SHARED                  24254                  
D ENERGY INCOME & GROWTH FD      COM              29269710       314     16140 SH  SHARED      02                            16140
D ENERGY RECOVERY INC            COM              29270J10        11      1180 SH  SHARED                                     1180
D ENERGY RECOVERY INC            COM              29270J10       390     40735 SH  SHARED      02          39235              1500
D ENERGY RECOVERY INC            COM              29270J10       421     44000 SH  SHARED      04          44000                  
D ENERGY RECOVERY INC            COM              29270J10       340     35460 SH  SHARED      06                            35460
D ENERGY PARTNERS LTD            COM              29270U10       125     14488 SH  SHARED                  14488                  
D ENERGY PARTNERS LTD            COM              29270U10        47      5518 SH  SHARED      02           5518                  
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10     64203   1743229 SH  SHARED                1743229                  
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10      2692     73116 SH  SHARED      02                            73116
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10       527     14325 SH  SHARED      10          14325                  
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10       527     14325 SH  SHARED      11          14325                  
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10     16387    753446 SH  SHARED                 753446                  
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10        54      2500 SH  SHARED      02                             2500
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10       245     11275 SH  SHARED      10          11275                  
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10       245     11275 SH  SHARED      11          11275                  
D ENERGY WEST INC                COM NEW          29274A20         0        83 SH  SHARED                     83                  
D ENERPLUS RES FD                UNIT TR G NEW    29274D60     18568    499278 SH  SHARED                 499278                  
D ENERPLUS RES FD                UNIT TR G NEW    29274D60         7       200 SH  SHR/OTHR    01                              200
D ENERPLUS RES FD                UNIT TR G NEW    29274D60       185      5000 SH  SHARED      02                             5000
D ENERPLUS RES FD                UNIT TR G NEW    29274D60        26       700 SH  SHARED      04            700                  
D ENERPLUS RES FD                UNIT TR G NEW    29274D60       111      3000 SH  SHARED      10           3000                  
D ENERPLUS RES FD                UNIT TR G NEW    29274D60        74      2000 SH  SHR/OTHR    23                             2000
D ENERSIS S A                    SPONSORED ADR    29274F10        58      3600 SH  SHARED                   3600                  
D ENERSIS S A                    SPONSORED ADR    29274F10      1161     71194 SH  SHARED                  71194                  
D ENERSIS S A                    SPONSORED ADR    29274F10        19      1172 SH  SHARED      02            872               300
D ENERSYS                        COM              29275Y10         8       414 SH  SHARED                    414                  
D ENERSYS                        COM              29275Y10        42      2150 SH  SHARED      01                             2150
D ENERSYS                        COM              29275Y10       163      8315 SH  SHARED      02           7715               600
D ENERSYS                        COM              29275Y10        52      2658 SH  SHARED      06                             2658
D ENERSYS                        COM              29275Y10       619     31413 SH  SHARED      10          31413                  
D ENERSYS                        COM              29275Y10         2       110 SH  SHARED      21                              110
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620        55      5536 SH  SHARED                   5536                  
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620         0        86 SH  SHARED      02             18                68
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620      1900    190000 SH  SHARED      04         190000                  
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620        53      5306 SH  SHARED      10           5306                  
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620        34      3455 SH  SHARED      21           3455                  
D ENERNOC INC                    COM              29276410        43      4217 SH  SHARED                   4217                  
D ENERNOC INC                    COM              29276410        23      2300 SH  SHARED      10           2300                  
D ENERGYSOUTH INC                COM              29297010         0         1 SH  SHARED                      1                  
D ENERGYSOUTH INC                COM              29297010         0         4 SH  SHARED      02              4                  
D ENGLOBAL CORP                  COM              29330610         4       309 SH  SHARED                    309                  
D ENGLOBAL CORP                  COM              29330610        41      3100 SH  SHARED      01           3100                  
D ENGLOBAL CORP                  COM              29330610       490     37000 SH  SHARED      10          37000                  
D ENLIVEN MARKETING TECH CORP    COM              29336110         1      2168 SH  SHARED                   2168                  
D ENNIS INC                      COM              29338910         1       104 SH  SHARED                    104                  
D ENNIS INC                      COM              29338910        43      2814 SH  SHARED      02           2814                  
D ENNIS INC                      COM              29338910     12150    785900 SH  SHARED      10         785900                  
D ENOVA SYSTEMS INC              COM NEW          29355M20         0       326 SH  SHARED                    326                  
D ENPRO INDS INC                 DBCV  3.937%10/1 29355XAB     33294  25750000 PRN SHARED               25750000                  
D ENPRO INDS INC                 COM              29355X10       284      7662 SH  SHARED                   7662                  
D ENPRO INDS INC                 COM              29355X10       200      5402 SH  SHARED      01           3802              1600
D ENPRO INDS INC                 COM              29355X10       551     14831 SH  SHARED      02          14831                  
D ENPRO INDS INC                 COM              29355X10      1575     42400 SH  SHARED      10          42400                  
D ENSIGN GROUP INC               COM              29358P10        15       908 SH  SHARED                    908                  
D ENSIGN GROUP INC               COM              29358P10         0         4 SH  SHARED      02              4                  
D ENTEGRIS INC                   COM              29362U10         0       121 SH  SHARED                    121                  
D ENTEGRIS INC                   COM              29362U10        47      9917 SH  SHARED      01           1617              8300
D ENTEGRIS INC                   COM              29362U10         2       456 SH  SHARED      02             65               391
D ENTEGRIS INC                   COM              29362U10       368     76079 SH  SHARED      10          67179              8900
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910         0       181 SH  SHARED                    181                  
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910       153     30568 SH  SHARED      02           6043             24525
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910        37      7491 SH  SHARED      10           7491                  
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910         0        48 SH  SHARED      20             48                  
D ENTERGY CORP NEW               COM              29364G10       364      4090 SH  SHARED                                     4090
D ENTERGY CORP NEW               COM              29364G10     32013    359660 SH  SHARED                 359660                  
D ENTERGY CORP NEW               COM              29364G10      3787     42549 SH  SHARED      01          34899      400     7250
D ENTERGY CORP NEW               COM              29364G10      2093     23515 SH  SHR/OTHR    01                            23515
D ENTERGY CORP NEW               COM              29364G10      7291     81922 SH  SHARED      02          81538               384
D ENTERGY CORP NEW               COM              29364G10     65883    740183 SH  SHARED      04         740183                  
D ENTERGY CORP NEW               COM              29364G10      3868     43459 SH  SHARED      05          43459                  
D ENTERGY CORP NEW               COM              29364G10      8565     96235 SH  SHARED      06          31570             64665
D ENTERGY CORP NEW               COM              29364G10     18587    208823 SH  SHARED      10         208623               200
D ENTERGY CORP NEW               COM              29364G10       337      3795 SH  SHARED      20           1845              1950
D ENTERGY CORP NEW               COM              29364G10        51       580 SH  SHR/OTHR    20                              580
D ENTERGY CORP NEW               COM              29364G10        35       400 SH  SHARED      21            400                  
D ENTERGY CORP NEW               COM              29364G10       146      1650 SH  SHARED      22           1500               150
D ENTERGY CORP NEW               COM              29364G10       421      4735 SH  SHR/OTHR    22                             4735
D ENTERGY CORP NEW               COM              29364G10      1821     20462 SH  SHARED      23          16087              4375
D ENTERGY CORP NEW               COM              29364G10      3300     37076 SH  SHR/OTHR    23                            37076
D ENTERGY CORP NEW               EQUITY UNIT      29364G20     53665   1032034 SH  SHARED                1032034                  
D ENTEROMEDICS INC               COM              29365M10         0       130 SH  SHARED                    130                  
D ENTEROMEDICS INC               COM              29365M10       808    260000 SH  SHARED      04         260000                  
D ENTERPRISE ACQUISITION CORP    COM              29365R10      4511    491502 SH  SHARED                 491502                  
D ENTERPRISE ACQUISITION CORP    COM              29365R10      6126    667400 SH  SHARED      02         667400                  
D ENTERPRISE ACQUISITION CORP    *W EXP 11/07/201 29365R11        28    178011 SH  SHARED                 178011                  
D ENTERPRISE ACQUISITION CORP    *W EXP 11/07/201 29365R11        41    261400 SH  SHARED      02         261400                  
D ENTERPRISE ACQUISITION CORP    UNIT 99/99/9999  29365R20         0        73 SH  SHARED                     73                  
D ENTERPRISE BANCORP INC MASS    COM              29366810         1       155 SH  SHARED                    155                  
D ENTERPRISE FINL SVCS CORP      COM              29371210        99      4405 SH  SHARED                   4405                  
D ENTERPRISE GP HLDGS L P        UNIT LP INT      29371610     31816   1352166 SH  SHARED                1352166                  
D ENTERPRISE GP HLDGS L P        UNIT LP INT      29371610        82      3500 SH  SHARED      02                             3500
D ENTERPRISE PRODS PARTNERS L    COM              29379210       128      5000 SH  SHARED                   5000                  
D ENTERPRISE PRODS PARTNERS L    COM              29379210      6574    255136 SH  SHARED                 255136                  
D ENTERPRISE PRODS PARTNERS L    COM              29379210      4786    185735 SH  SHARED      02           4145            181590
D ENTERPRISE PRODS PARTNERS L    COM              29379210       309     12000 SH  SHARED      04          12000                  
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10      1999     36546 SH  SHARED                  36546                  
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10       606     11092 SH  SHARED      02          10372               720
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10       848     15500 SH  SHARED      10          15500                  
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10     31891    582810 SH  SHARED      11         128237            454573
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10        11       203 SH  SHARED      20            203                  
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10        11       215 SH  SHARED      21                              215
D ENTERTAINMENT PPTYS TR         PFD C CNV 5.75%  29380T40        80    403910 PRN SHARED                 403910                  
D ENTERTAINMENT PPTYS TR         PFD C CNV 5.75%  29380T40        26    134900 PRN SHARED      02         134900                  
D ENTERTAINMENT PPTYS TR         CONV PFD 9% SR E 29380T60      1020     40000 SH  SHARED                  40000                  
D ENTERRA ENERGY TR              TR UNIT          29381P10         8      3826 SH  SHARED                   3826                  
D ENTERRA ENERGY TR              TR UNIT          29381P10         9      4000 SH  SHARED      02                             4000
D ENTREMED INC                   COM              29382F10         0      1577 SH  SHARED                   1577                  
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10       218     81237 SH  SHARED                  81237                  
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10         9      3534 SH  SHARED      02           3534                  
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       207 SH  SHARED                    207                  
D ENTROPIC COMMUNICATIONS INC    COM              29384R10         0         5 SH  SHARED      02              5                  
D ENTRUST INC                    COM              29384810         9      4306 SH  SHARED                   4306                  
D ENTRUST INC                    COM              29384810         0        34 SH  SHARED      02             34                  
D ENZON PHARMACEUTICALS INC      NOTE  4.000% 6/0 293904AE     17129  17880000 PRN SHARED               17880000                  
D ENZON PHARMACEUTICALS INC      NOTE  4.000% 6/0 293904AE      6706   7000000 PRN SHARED      02        7000000                  
D ENZON PHARMACEUTICALS INC      COM              29390410       269     36513 SH  SHARED                  36513                  
D ENZON PHARMACEUTICALS INC      COM              29390410        89     12100 SH  SHARED      01          12100                  
D ENZON PHARMACEUTICALS INC      COM              29390410        21      2853 SH  SHARED      02           2853                  
D ENZON PHARMACEUTICALS INC      COM              29390410      1740    235900 SH  SHARED      10         224400             11500
D ENVIRONMENTAL PWR CORP         COM NEW          29406L20         0       447 SH  SHARED                    447                  
D ENVIRONMENTAL PWR CORP         COM NEW          29406L20        18      8500 SH  SHARED      02                             8500
D ENVIRONMENTAL TECTONICS CORP   COM              29409210         0       107 SH  SHARED                    107                  
D ENZO BIOCHEM INC               COM              29410010         1       173 SH  SHARED                    173                  
D ENZO BIOCHEM INC               COM              29410010         0        18 SH  SHARED      02             18                  
D EPICOR SOFTWARE CORP           COM              29426L10        16      2080 SH  SHARED                   2080                  
D EPICOR SOFTWARE CORP           COM              29426L10        71      9117 SH  SHARED      02           9117                  
D EPICOR SOFTWARE CORP           COM              29426L10       128     16316 SH  SHARED      10          16316                  
D EPICEPT CORP                   COM              29426420       102    112777 SH  SHARED                 112777                  
D EPLUS INC                      COM              29426810         0         8 SH  SHARED                      8                  
D EPOCH HOLDING CORP             COM              29428R10        21      2018 SH  SHARED                   2018                  
D EQUIFAX INC                    COM              29442910      6468    187768 SH  SHARED                 187768                  
D EQUIFAX INC                    COM              29442910       940     27300 SH  SHARED      01          13100             14200
D EQUIFAX INC                    COM              29442910       239      6950 SH  SHR/OTHR    01                             6950
D EQUIFAX INC                    COM              29442910      1511     43867 SH  SHARED      02          43753               114
D EQUIFAX INC                    COM              29442910         3        90 SH  SHARED      05             90                  
D EQUIFAX INC                    COM              29442910       549     15950 SH  SHARED      06          12600              3350
D EQUIFAX INC                    COM              29442910      1889     54858 SH  SHARED      10          54858                  
D EQUIFAX INC                    COM              29442910      1145     33237 SH  SHARED      20          19702             13535
D EQUIFAX INC                    COM              29442910       249      7249 SH  SHR/OTHR    20                             7249
D EQUIFAX INC                    COM              29442910      2132     61900 SH  SHARED      23          61900                  
D EQUIFAX INC                    COM              29442910       930     27000 SH  SHR/OTHR    23                            27000
D EQUINIX INC                    DBCV  2.500% 2/1 29444UAE      2729   1503000 PRN SHARED                1503000                  
D EQUINIX INC                    NOTE  2.500% 4/1 29444UAF      1732   2000000 PRN SHARED                2000000                  
D EQUINIX INC                    NOTE  3.000%10/1 29444UAG      8944  10635000 PRN SHARED               10635000                  
D EQUINIX INC                    COM NEW          29444U50        23       337 SH  SHARED                    337                  
D EQUINIX INC                    COM NEW          29444U50       376      5425 SH  SHARED      01           5425                  
D EQUINIX INC                    COM NEW          29444U50       445      6416 SH  SHARED      02           6416                  
D EQUINIX INC                    COM NEW          29444U50      7640    110000 SH  SHARED      04         110000                  
D EQUINIX INC                    COM NEW          29444U50       451      6500 SH  SHARED      06                             6500
D EQUINIX INC                    COM NEW          29444U50       115      1663 SH  SHARED      10           1663                  
D EQUINIX INC                    COM NEW          29444U50         2        40 SH  SHARED      21                               40
D EQUITABLE RES INC              COM              29454910      1326     36169 SH  SHARED                  36169                  
D EQUITABLE RES INC              COM              29454910      2083     56800 SH  SHARED      01                            56800
D EQUITABLE RES INC              COM              29454910       486     13257 SH  SHARED      02          12505               752
D EQUITABLE RES INC              COM              29454910     12376    337421 SH  SHARED      04         337421                  
D EQUITABLE RES INC              COM              29454910         3        90 SH  SHARED      05             90                  
D EQUITABLE RES INC              COM              29454910        68      1870 SH  SHARED      06           1000               870
D EQUITABLE RES INC              COM              29454910      1216     33154 SH  SHARED      10          33154                  
D EQUITABLE RES INC              COM              29454910       843     23000 SH  SHARED      14                            23000
D EQUITABLE RES INC              COM              29454910       132      3600 SH  SHR/OTHR    23                             3600
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10     18992    358155 SH  SHARED                 316905             41250
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10       412      7785 SH  SHARED      01           6885               900
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10       135      2551 SH  SHARED      02           1771               780
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10     20703    390420 SH  SHARED      10         390420                  
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10    137539   2593613 SH  SHARED      11        1437789           1155824
D EQUITY MEDIA HLDGS CORP        COM              29472510         1      3606 SH  SHARED                   3606                  
D EQUITY ONE                     COM              29475210       224     10964 SH  SHARED                  10964                  
D EQUITY ONE                     COM              29475210       245     12000 SH  SHARED      01           2000             10000
D EQUITY ONE                     COM              29475210      1569     76595 SH  SHARED      02          46595             30000
D EQUITY ONE                     COM              29475210       596     29100 SH  SHARED      10          29100                  
D EQUITY RESIDENTIAL             SH BEN INT       29476L10     20681    465694 SH  SHARED                 416594             49100
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      1897     42725 SH  SHARED      01          34525              8200
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       690     15549 SH  SHARED      02          11666              3883
D EQUITY RESIDENTIAL             SH BEN INT       29476L10         5       120 SH  SHARED      05            120                  
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       244      5500 SH  SHARED      06            200              5300
D EQUITY RESIDENTIAL             SH BEN INT       29476L10     34211    770359 SH  SHARED      10         744359             26000
D EQUITY RESIDENTIAL             SH BEN INT       29476L10    169245   3810969 SH  SHARED      11        1704994           2105975
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       108      2450 SH  SHARED      20           1400              1050
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       358      8066 SH  SHR/OTHR    20                             8066
D EQUITY RESIDENTIAL             SH BEN INT       29476L10        46      1050 SH  SHARED      23           1050                  
D EQUITY RESIDENTIAL             SH BEN INT       29476L10        53      1200 SH  SHR/OTHR    23                             1200
D EQUUS TOTAL RETURN INC         COM              29476610        86     13900 SH  SHARED                  13900                  
D ERESEARCHTECHNOLOGY INC        COM              29481V10       285     23958 SH  SHARED                  23958                  
D ERESEARCHTECHNOLOGY INC        COM              29481V10       411     34525 SH  SHARED      01          34525                  
D ERESEARCHTECHNOLOGY INC        COM              29481V10       302     25424 SH  SHARED      02          25424                  
D ERESEARCHTECHNOLOGY INC        COM              29481V10       967     81200 SH  SHARED      10          81200                  
D ERICSSON L M TEL CO            ADR B SEK 10     29482160         6       710 SH  SHARED                    710                  
D ERICSSON L M TEL CO            ADR B SEK 10     29482160         5       600 SH  SHARED      01                              600
D ERICSSON L M TEL CO            ADR B SEK 10     29482160         2       300 SH  SHARED      02                              300
D ERICSSON L M TEL CO            ADR B SEK 10     29482160       754     80000 SH  SHARED      04          80000                  
D ERICSSON L M TEL CO            ADR B SEK 10     29482160        11      1200 SH  SHARED      19                             1200
D ERICSSON L M TEL CO            ADR B SEK 10     29482160        30      3200 SH  SHR/OTHR    23                             3200
D ERIE INDTY CO                  CL A             29530P10       554     13109 SH  SHARED                  13109                  
D ERIE INDTY CO                  CL A             29530P10        19       473 SH  SHARED      02            473                  
D ERIE INDTY CO                  CL A             29530P10       156      3700 SH  SHARED      10           3700                  
D ESCALADE INC                   COM              29605610         4      1390 SH  SHARED                   1390                  
D ESCALON MED CORP               COM NEW          29607430         0       165 SH  SHARED                    165                  
D ESCO TECHNOLOGIES INC          COM              29631510        26       548 SH  SHARED      02             48               500
D ESCO TECHNOLOGIES INC          COM              29631510         5       112 SH  SHARED      10            112                  
D ESCO TECHNOLOGIES INC          COM              29631510         2        48 SH  SHARED      20             48                  
D ESPEY MFG & ELECTRS CORP       COM              29665010         0        38 SH  SHARED                     38                  
D ESSA BANCORP INC               COM              29667D10         2       171 SH  SHARED                    171                  
D ESSA BANCORP INC               COM              29667D10        44      3200 SH  SHARED      10           3200                  
D ESSEX PORTFOLIO L P            NOTE  3.625%11/0 29717PAB       727    600000 PRN SHARED                 600000                  
D ESSEX PPTY TR INC              COM              29717810      3819     32280 SH  SHARED                  32280                  
D ESSEX PPTY TR INC              COM              29717810       954      8070 SH  SHARED      01             70              8000
D ESSEX PPTY TR INC              COM              29717810       476      4028 SH  SHARED      02           4028                  
D ESSEX PPTY TR INC              COM              29717810       141      1200 SH  SHARED      10           1200                  
D ESTERLINE TECHNOLOGIES CORP    COM              29742510      2292     57907 SH  SHARED                  57907                  
D ESTERLINE TECHNOLOGIES CORP    COM              29742510        19       500 SH  SHARED      01            500                  
D ESTERLINE TECHNOLOGIES CORP    COM              29742510       171      4336 SH  SHARED      02           3095              1241
D ESTERLINE TECHNOLOGIES CORP    COM              29742510     17138    432892 SH  SHARED      10         432892                  
D ETELECARE GLOBAL SOLUTIONS I   SPON ADR         29759R10         3       464 SH  SHARED                    464                  
D ETABLISSEMENTS DELHAIZE FRER   SPONSORED ADR    29759W10        23       400 SH  SHARED                    400                  
D ETHAN ALLEN INTERIORS INC      COM              29760210       230      8229 SH  SHARED                   8229                  
D ETHAN ALLEN INTERIORS INC      COM              29760210       242      8666 SH  SHARED      02           8666                  
D ETHAN ALLEN INTERIORS INC      COM              29760210       313     11200 SH  SHARED      06          11200                  
D ETHAN ALLEN INTERIORS INC      COM              29760210       403     14384 SH  SHARED      10          14384                  
D ETRIALS WORLDWIDE INC          COM              29786P10        25     21133 SH  SHARED                  21133                  
D EUROBANCSHARES INC             COM              29871610         1       452 SH  SHARED                    452                  
D EURONET WORLDWIDE INC          DBCV  1.625%12/1 298736AD       667    765000 PRN SHARED      02         765000                  
D EURONET WORLDWIDE INC          NOTE  3.500%10/1 298736AF      9346  12250000 PRN SHARED               12250000                  
D EURONET WORLDWIDE INC          COM              29873610        41      2464 SH  SHARED                   2464                  
D EURONET WORLDWIDE INC          COM              29873610       762     45551 SH  SHARED      02           7826             37725
D EURONET WORLDWIDE INC          COM              29873610      5795    346400 SH  SHARED      10         346400                  
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         1        65 SH  SHARED                     65                  
D EVERCORE PARTNERS INC          CLASS A          29977A10       116      6495 SH  SHARED                   6495                  
D EVERCORE PARTNERS INC          CLASS A          29977A10        64      3600 SH  SHARED      01           3600                  
D EVERCORE PARTNERS INC          CLASS A          29977A10        19      1110 SH  SHARED      02           1110                  
D EVERGREEN INCOME ADVANTAGE F   COM SHS          30023Y10      1318    177000 SH  SHARED                 177000                  
D EVERGREEN INCOME ADVANTAGE F   COM SHS          30023Y10       110     14852 SH  SHARED      01          14852                  
D EVERGREEN INCOME ADVANTAGE F   COM SHS          30023Y10      6724    902668 SH  SHARED      10         902668                  
D EVERGREEN ENERGY INC           COM              30024B10        99    100000 SH  SHARED                                   100000
D EVERGREEN ENERGY INC           COM              30024B10       140    142321 SH  SHARED                 142321                  
D EVERGREEN ENERGY INC           COM              30024B10        12     12400 SH  SHARED      02          12400                  
D EVERGREEN ENERGY INC           COM              30024B10        24     25000 SH  SHARED      10          25000                  
D EVERGREEN GBL DIVID OPP FUND   COM              30024H10       171     16095 SH  SHARED      02                            16095
D EVERGREEN SOLAR INC            NOTE  4.000% 7/1 30033RAC       784   1386000 PRN SHARED                1386000                  
D EVERGREEN SOLAR INC            COM              30033R10      1422    257703 SH  SHARED                 253703              4000
D EVERGREEN SOLAR INC            COM              30033R10        48      8875 SH  SHARED      01           8875                  
D EVERGREEN SOLAR INC            COM              30033R10       124     22500 SH  SHARED      02          20800              1700
D EVERGREEN SOLAR INC            COM              30033R10        13      2423 SH  SHARED      10           2423                  
D EVERGREEN SOLAR INC            COM              30033R10         2       391 SH  SHARED      20            391                  
D EVOLUTION PETROLEUM CORP       COM              30049A10         1       490 SH  SHARED                    490                  
D EVOLVING SYS INC               COM              30049R10         0       460 SH  SHARED                    460                  
D EVOTEC AG                      SPONSORED ADS    30050E10         0       322 SH  SHARED                    322                  
D EXACT SCIENCES CORP            COM              30063P10         0       700 SH  SHARED                    700                  
D EXACTECH INC                   COM              30064E10        24      1097 SH  SHARED                   1097                  
D EXACTECH INC                   COM              30064E10         0         4 SH  SHARED      02              4                  
D EXAR CORP                      COM              30064510         1       236 SH  SHARED                    236                  
D EXAR CORP                      COM              30064510        26      3521 SH  SHARED      02           3521                  
D EXAR CORP                      COM              30064510       104     13600 SH  SHARED      10           6800              6800
D EXELON CORP                    COM              30161N10      2235     35701 SH  SHARED                    241             35460
D EXELON CORP                    COM              30161N10     79962   1276947 SH  SHARED                1276947                  
D EXELON CORP                    COM              30161N10      6107     97540 SH  SHARED      01          93380              4160
D EXELON CORP                    COM              30161N10       112      1800 SH  SHR/OTHR    01                             1800
D EXELON CORP                    COM              30161N10     20782    331885 SH  SHARED      02         326752              5133
D EXELON CORP                    COM              30161N10     91117   1455092 SH  SHARED      04        1455092                  
D EXELON CORP                    COM              30161N10      1289     20600 SH  SHARED      05          20600                  
D EXELON CORP                    COM              30161N10     33889    541191 SH  SHARED      06         266861            274330
D EXELON CORP                    COM              30161N10     27550    439961 SH  SHARED      10         429161             10800
D EXELON CORP                    COM              30161N10      1132     18093 SH  SHARED      14                            18093
D EXELON CORP                    COM              30161N10       902     14414 SH  SHARED      20          11380              3034
D EXELON CORP                    COM              30161N10       226      3610 SH  SHR/OTHR    20                             3610
D EXELON CORP                    COM              30161N10        20       330 SH  SHR/OTHR    21                              330
D EXELON CORP                    COM              30161N10       125      2000 SH  SHR/OTHR    22                             2000
D EXELON CORP                    COM              30161N10        50       800 SH  SHARED      23            800                  
D EXELON CORP                    COM              30161N10       320      5124 SH  SHR/OTHR    23                             5124
D EXELIXIS INC                   COM              30161Q10         3       570 SH  SHARED                    570                  
D EXELIXIS INC                   COM              30161Q10       128     21200 SH  SHARED      01          21200                  
D EXELIXIS INC                   COM              30161Q10        31      5117 SH  SHARED      02           5117                  
D EXELIXIS INC                   COM              30161Q10      3783    622281 SH  SHARED      04         622281                  
D EXELIXIS INC                   COM              30161Q10         6      1092 SH  SHARED      10           1092                  
D EXFO ELECTRO OPTICAL ENGR IN   SUB VTG SHS      30204310        17      5435 SH  SHARED                   5435                  
D EXIDE TECHNOLOGIES             FRNT         9/1 302051AL      2054   3200000 PRN SHARED      02        3200000                  
D EXIDE TECHNOLOGIES             *W EXP 05/05/201 30205112        37     28574 SH  SHARED                  28574                  
D EXIDE TECHNOLOGIES             COM NEW          30205120         5       713 SH  SHARED                    713                  
D EXIDE TECHNOLOGIES             COM NEW          30205120       213     28943 SH  SHARED      02          28943                  
D EXIDE TECHNOLOGIES             COM NEW          30205120       202     27500 SH  SHARED      10          27500                  
D EXLSERVICE HOLDINGS INC        COM              30208110         5       675 SH  SHARED                    675                  
D EXLSERVICE HOLDINGS INC        COM              30208110         0         8 SH  SHARED      02              8                  
D EXLSERVICE HOLDINGS INC        COM              30208110        29      3416 SH  SHARED      10           3416                  
D EXPEDIA INC DEL                COM              30212P10       493     32639 SH  SHARED                  32639                  
D EXPEDIA INC DEL                COM              30212P10       665     44046 SH  SHARED      01          38236              5810
D EXPEDIA INC DEL                COM              30212P10        56      3745 SH  SHR/OTHR    01                             3745
D EXPEDIA INC DEL                COM              30212P10       456     30242 SH  SHARED      02          30081               161
D EXPEDIA INC DEL                COM              30212P10         2       150 SH  SHARED      05            150                  
D EXPEDIA INC DEL                COM              30212P10       961     63650 SH  SHARED      06          58100              5550
D EXPEDIA INC DEL                COM              30212P10      7467    494236 SH  SHARED      10         494236                  
D EXPEDIA INC DEL                COM              30212P10        17      1150 SH  SHARED      14                             1150
D EXPEDIA INC DEL                COM              30212P10        17      1150 SH  SHARED      20           1150                  
D EXPEDIA INC DEL                COM              30212P10        11       738 SH  SHR/OTHR    21                              738
D EXPEDIA INC DEL                COM              30212P10        10       675 SH  SHR/OTHR    23                              675
D EXPEDIA INC DEL                *W EXP 02/04/200 30212P11         0       296 SH  SHARED      01            296                  
D EXPEDIA INC DEL                *W EXP 02/04/200 30212P12      1170    327079 SH  SHARED                 327079                  
D EXPEDITORS INTL WASH INC       COM              30213010      1199     34423 SH  SHARED                  34423                  
D EXPEDITORS INTL WASH INC       COM              30213010       417     11980 SH  SHARED      01          11980                  
D EXPEDITORS INTL WASH INC       COM              30213010      2497     71699 SH  SHARED      02          71279               420
D EXPEDITORS INTL WASH INC       COM              30213010      1003     28800 SH  SHARED      06          22900              5900
D EXPEDITORS INTL WASH INC       COM              30213010      3139     90105 SH  SHARED      10          90105                  
D EXPEDITORS INTL WASH INC       COM              30213010       108      3100 SH  SHARED      14                             3100
D EXPEDITORS INTL WASH INC       COM              30213010       359     10306 SH  SHARED      21           9952               354
D EXPONENT INC                   COM              30214U10        18       549 SH  SHARED                    549                  
D EXPONENT INC                   COM              30214U10         9       300 SH  SHARED      01            300                  
D EXPONENT INC                   COM              30214U10         0         8 SH  SHARED      02              8                  
D EXPONENT INC                   COM              30214U10       373     11300 SH  SHARED      10          11300                  
D EXPRESS 1 EXPEDITED SOLUTION   COM              30217Q10         0       626 SH  SHARED                    626                  
D EXPRESSJET HOLDINGS INC        NOTE 11.250% 8/0 30218UAB      2565   4750000 PRN SHARED                4750000                  
D EXPRESSJET HOLDINGS INC        NOTE 11.250% 8/0 30218UAB       297    551000 PRN SHARED      02         551000                  
D EXPRESSJET HOLDINGS INC        CL A             30218U10        48    253084 SH  SHARED                 253084                  
D EXPRESSJET HOLDINGS INC        CL A             30218U10        47    250000 SH  SHARED      02         250000                  
D EXPRESS SCRIPTS INC            COM              30218210      1444     19568 SH  SHARED                  16230              3338
D EXPRESS SCRIPTS INC            COM              30218210     12553    170052 SH  SHARED                 142352             27700
D EXPRESS SCRIPTS INC            COM              30218210     21588    292447 SH  SHARED      01         163582            128865
D EXPRESS SCRIPTS INC            COM              30218210      4426     59970 SH  SHR/OTHR    01                            59970
D EXPRESS SCRIPTS INC            COM              30218210      1636     22172 SH  SHARED      02          21535               637
D EXPRESS SCRIPTS INC            COM              30218210       710      9628 SH  SHARED      04                             9628
D EXPRESS SCRIPTS INC            COM              30218210      5942     80500 SH  SHARED      04          80500                  
D EXPRESS SCRIPTS INC            COM              30218210        10       140 SH  SHARED      05            140                  
D EXPRESS SCRIPTS INC            COM              30218210      2871     38904 SH  SHARED      06          32004              6900
D EXPRESS SCRIPTS INC            COM              30218210    100584   1362565 SH  SHARED      10        1347811             14754
D EXPRESS SCRIPTS INC            COM              30218210       159      2159 SH  SHARED      14                             2159
D EXPRESS SCRIPTS INC            COM              30218210      4319     58519 SH  SHARED      19                            58519
D EXPRESS SCRIPTS INC            COM              30218210      3605     48836 SH  SHARED      20          36201      220    12415
D EXPRESS SCRIPTS INC            COM              30218210       991     13430 SH  SHR/OTHR    20                            13430
D EXPRESS SCRIPTS INC            COM              30218210        50       682 SH  SHARED      21            550               132
D EXPRESS SCRIPTS INC            COM              30218210        44       600 SH  SHR/OTHR    21                              600
D EXPRESS SCRIPTS INC            COM              30218210      1697     23001 SH  SHARED      22          17626              5375
D EXPRESS SCRIPTS INC            COM              30218210       191      2595 SH  SHR/OTHR    22                             2595
D EXPRESS SCRIPTS INC            COM              30218210      5320     72076 SH  SHARED      23          61476             10600
D EXPRESS SCRIPTS INC            COM              30218210      3788     51325 SH  SHR/OTHR    23                            51325
D EXTERRAN PARTNERS LP           COM UNITS        30225N10       353     23364 SH  SHARED                  23364                  
D EXTERRAN PARTNERS LP           COM UNITS        30225N10        75      5000 SH  SHARED      02                             5000
D EXTRA SPACE STORAGE INC        COM              30225T10      8149    530585 SH  SHARED                 466985             63600
D EXTRA SPACE STORAGE INC        COM              30225T10        90      5900 SH  SHARED      01           5900                  
D EXTRA SPACE STORAGE INC        COM              30225T10      8222    535350 SH  SHARED      10         535350                  
D EXTRA SPACE STORAGE INC        COM              30225T10    145225   9454810 SH  SHARED      11        3385100           6069710
D EXTRA SPACE STORAGE INC        COM              30225T10        46      3000 SH  SHARED      20           3000                  
D EXTERRAN HLDGS INC             COM              30225X10       363     11364 SH  SHARED                  11364                  
D EXTERRAN HLDGS INC             COM              30225X10       733     22958 SH  SHARED      01           2111             20847
D EXTERRAN HLDGS INC             COM              30225X10       480     15037 SH  SHARED      02           2562             12475
D EXTERRAN HLDGS INC             COM              30225X10        28       900 SH  SHARED      06                              900
D EXTERRAN HLDGS INC             COM              30225X10       562     17607 SH  SHARED      10          17607                  
D EXTREME NETWORKS INC           COM              30226D10       548    162719 SH  SHARED                 162719                  
D EXTREME NETWORKS INC           COM              30226D10      3020    896307 SH  SHARED      02          10307            886000
D EXTREME NETWORKS INC           COM              30226D10       168     49900 SH  SHARED      10          49900                  
D EXULT INC DEL                  NOTE  2.500%10/0 302284AB       197    200000 PRN SHARED      02         200000                  
D EZCORP INC                     CL A NON VTG     30230110       337     17944 SH  SHARED                  17944                  
D EZCORP INC                     CL A NON VTG     30230110        73      3900 SH  SHARED      01           3900                  
D EZCORP INC                     CL A NON VTG     30230110         0        22 SH  SHARED      02             22                  
D EZCORP INC                     CL A NON VTG     30230110       797     42400 SH  SHARED      10          42400                  
D EXXON MOBIL CORP               COM              30231G10     12918    166350 SH  SHARED                 142840             23510
D EXXON MOBIL CORP               COM              30231G10    599257   7716426 SH  SHARED                7566561            149865
D EXXON MOBIL CORP               COM              30231G10    141798   1825889 SH  SHARED      01        1270155      600   555134
D EXXON MOBIL CORP               COM              30231G10     36451    469370 SH  SHR/OTHR    01                           469370
D EXXON MOBIL CORP               COM              30231G10     25760    331713 SH  SHARED      02         227749            103964
D EXXON MOBIL CORP               COM              30231G10      1060     13656 SH  SHARED      04                            13656
D EXXON MOBIL CORP               COM              30231G10     16189    208460 SH  SHARED      04         208460                  
D EXXON MOBIL CORP               COM              30231G10     13751    177074 SH  SHARED      05         177074                  
D EXXON MOBIL CORP               COM              30231G10     62007    798452 SH  SHARED      06         637502            160950
D EXXON MOBIL CORP               COM              30231G10    488108   6285195 SH  SHARED      10        5535458            749737
D EXXON MOBIL CORP               COM              30231G10      6075     78226 SH  SHARED      14           1500             76726
D EXXON MOBIL CORP               COM              30231G10       264      3400 SH  SHARED      15                             3400
D EXXON MOBIL CORP               COM              30231G10      6143     79106 SH  SHARED      19                            79106
D EXXON MOBIL CORP               COM              30231G10     25094    323129 SH  SHARED      20         192116      225   130788
D EXXON MOBIL CORP               COM              30231G10     12725    163858 SH  SHR/OTHR    20                           163858
D EXXON MOBIL CORP               COM              30231G10      6502     83733 SH  SHARED      21          76617              7116
D EXXON MOBIL CORP               COM              30231G10      1516     19527 SH  SHR/OTHR    21                            19527
D EXXON MOBIL CORP               COM              30231G10      5592     72014 SH  SHARED      22          43810             28204
D EXXON MOBIL CORP               COM              30231G10      2127     27396 SH  SHR/OTHR    22                            27396
D EXXON MOBIL CORP               COM              30231G10     72865    938260 SH  SHARED      23         893623             44637
D EXXON MOBIL CORP               COM              30231G10     84254   1084919 SH  SHR/OTHR    23                          1084919
D EXXON MOBIL CORP               COM              30231G10       434      5600 SH  SHARED      24           5600                  
D FBL FINL GROUP INC             CL A             30239F10         1        48 SH  SHARED                     48                  
D FEI CO                         COM              30241L10       148      6237 SH  SHARED                   6237                  
D FEI CO                         COM              30241L10       236      9925 SH  SHARED      01           9925                  
D FEI CO                         COM              30241L10        84      3550 SH  SHARED      02           3550                  
D FEI CO                         COM              30241L10       296     12464 SH  SHARED      10          10364              2100
D FFD FINL CORP                  COM              30243C10         0        23 SH  SHARED                     23                  
D FLIR SYS INC                   NOTE  3.000% 6/0 302445AB     16511   4750000 PRN SHARED                4750000                  
D FLIR SYS INC                   COM              30244510         9       238 SH  SHARED                    238                  
D FLIR SYS INC                   COM              30244510      1821     47400 SH  SHARED      01           4500             42900
D FLIR SYS INC                   COM              30244510        69      1812 SH  SHARED      02           1812                  
D FLIR SYS INC                   COM              30244510      5901    153600 SH  SHARED      10         153600                  
D FBR CAPITAL MARKETS CORP       COM              30247C30         0        89 SH  SHARED                     89                  
D FMC TECHNOLOGIES INC           COM              30249U10      5701    122480 SH  SHARED                 122480                  
D FMC TECHNOLOGIES INC           COM              30249U10      2086     44828 SH  SHARED      01           5036             39792
D FMC TECHNOLOGIES INC           COM              30249U10        51      1100 SH  SHR/OTHR    01                             1100
D FMC TECHNOLOGIES INC           COM              30249U10       207      4453 SH  SHARED      02           4453                  
D FMC TECHNOLOGIES INC           COM              30249U10        18       400 SH  SHARED      04            400                  
D FMC TECHNOLOGIES INC           COM              30249U10       125      2700 SH  SHARED      06           1300              1400
D FMC TECHNOLOGIES INC           COM              30249U10     14686    315500 SH  SHARED      10         315500                  
D FMC TECHNOLOGIES INC           COM              30249U10        10       230 SH  SHARED      21                              230
D FMC TECHNOLOGIES INC           COM              30249U10       572     12300 SH  SHARED      23                            12300
D F M C CORP                     COM NEW          30249130      2687     52289 SH  SHARED                  52289                  
D F M C CORP                     COM NEW          30249130      1369     26650 SH  SHARED      01           2250             24400
D F M C CORP                     COM NEW          30249130       801     15593 SH  SHARED      02          15593                  
D F M C CORP                     COM NEW          30249130      1459     28400 SH  SHARED      06            400             28000
D F M C CORP                     COM NEW          30249130      1182     23013 SH  SHARED      10          23013                  
D F M C CORP                     COM NEW          30249130         4        80 SH  SHARED      21                               80
D F N B UNITED CORP              COM              30251910         9      1362 SH  SHARED                   1362                  
D FNB CORP PA                    COM              30252010       860     53837 SH  SHARED                  53837                  
D FNB CORP PA                    COM              30252010       580     36341 SH  SHARED      02          36341                  
D FNB CORP PA                    COM              30252010       757     47375 SH  SHARED      10          47375                  
D FPB BANCORP INC                COM              30254M10         0        48 SH  SHARED                     48                  
D FPIC INS GROUP INC             COM              30256310         0        12 SH  SHARED                     12                  
D FPIC INS GROUP INC             COM              30256310        12       236 SH  SHARED      02            236                  
D FPIC INS GROUP INC             COM              30256310       236      4600 SH  SHARED      10           4600                  
D FPL GROUP INC                  COM              30257110       796     15826 SH  SHARED                   2800             13026
D FPL GROUP INC                  COM              30257110     27640    549505 SH  SHARED                 548705               800
D FPL GROUP INC                  COM              30257110      6313    125510 SH  SHARED      01         109765             15745
D FPL GROUP INC                  COM              30257110       650     12935 SH  SHR/OTHR    01                            12935
D FPL GROUP INC                  COM              30257110      4072     80955 SH  SHARED      02          75864              5091
D FPL GROUP INC                  COM              30257110     14605    290361 SH  SHARED      04         290361                  
D FPL GROUP INC                  COM              30257110     15148    301169 SH  SHARED      05         301169                  
D FPL GROUP INC                  COM              30257110      4532     90105 SH  SHARED      06          41250             48855
D FPL GROUP INC                  COM              30257110     21289    423246 SH  SHARED      10         423246                  
D FPL GROUP INC                  COM              30257110       663     13200 SH  SHARED      14                            13200
D FPL GROUP INC                  COM              30257110      2122     42196 SH  SHARED      20          10910             31286
D FPL GROUP INC                  COM              30257110       145      2900 SH  SHR/OTHR    20                             2900
D FPL GROUP INC                  COM              30257110       303      6025 SH  SHARED      21           6025                  
D FPL GROUP INC                  COM              30257110       145      2900 SH  SHARED      22           1400              1500
D FPL GROUP INC                  COM              30257110       130      2600 SH  SHR/OTHR    22                             2600
D FPL GROUP INC                  COM              30257110       520     10350 SH  SHARED      23           8550              1800
D FPL GROUP INC                  COM              30257110      1131     22499 SH  SHR/OTHR    23                            22499
D FSI INTL INC                   COM              30263310         0       791 SH  SHARED                    791                  
D FX ENERGY INC                  COM              30269510         2       340 SH  SHARED                    340                  
D FX REAL ESTATE & ENTMT INC     COM              30270910        53     51620 SH  SHARED                  51620                  
D FX REAL ESTATE & ENTMT INC     COM              30270910         0         5 SH  SHARED      02              5                  
D FTI CONSULTING INC             NOTE  3.750% 7/1 302941AB      9039   3700000 PRN SHARED                3700000                  
D FTI CONSULTING INC             COM              30294110        26       368 SH  SHARED                    368                  
D FTI CONSULTING INC             COM              30294110       175      2425 SH  SHARED      01           2425                  
D FTI CONSULTING INC             COM              30294110       246      3415 SH  SHARED      02           2303              1112
D FTI CONSULTING INC             COM              30294110     18069    250130 SH  SHARED      10         250130                  
D FTI CONSULTING INC             COM              30294110        90      1248 SH  SHARED      21           1248                  
D FACTSET RESH SYS INC           COM              30307510        18       356 SH  SHARED                    356                  
D FACTSET RESH SYS INC           COM              30307510       724     13875 SH  SHARED      01            875             13000
D FACTSET RESH SYS INC           COM              30307510       466      8933 SH  SHARED      02           8933                  
D FACTSET RESH SYS INC           COM              30307510     19437    372000 SH  SHARED      10         372000                  
D FACTSET RESH SYS INC           COM              30307510        11       216 SH  SHARED      21                              216
D FAIR ISAAC CORP                COM              30325010        82      3587 SH  SHARED                   3587                  
D FAIR ISAAC CORP                COM              30325010       448     19462 SH  SHARED      01           2512             16950
D FAIR ISAAC CORP                COM              30325010        31      1369 SH  SHARED      02           1369                  
D FAIR ISAAC CORP                COM              30325010       474     20600 SH  SHARED      10          18300              2300
D FAIRCHILD CORP                 CL A             30369810         0       260 SH  SHARED                    260                  
D FAIRCHILD CORP                 CL A             30369810         1       400 SH  SHARED      02            400                  
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       139     15677 SH  SHARED                   1277             14400
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       368     41500 SH  SHARED      01                            41500
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       834     93840 SH  SHARED      02          72380             21460
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610      1932    217332 SH  SHARED      10         157632             59700
D FAIRFAX FINL HLDGS LTD         SUB VTG          30390110      2883      8777 SH  SHARED                   8777                  
D FAIRFAX FINL HLDGS LTD         SUB VTG          30390110       640      1950 SH  SHARED      06           1750               200
D FAIRFAX FINL HLDGS LTD         SUB VTG          30390110        98       300 SH  SHARED      10            300                  
D FAIRFAX FINL HLDGS LTD         SUB VTG          30390110       261       796 SH  SHARED      14                              796
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       526     60747 SH  SHARED                  60747                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010        22      2614 SH  SHARED      01           2086               528
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0        23 SH  SHR/OTHR    01                               23
D FAIRPOINT COMMUNICATIONS INC   COM              30556010        44      5076 SH  SHARED      02           2678              2398
D FAIRPOINT COMMUNICATIONS INC   COM              30556010       965    111315 SH  SHARED      04         111315                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010      4950    570948 SH  SHARED      10         570948                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         2       315 SH  SHARED      14                              315
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0        18 SH  SHARED      20             11                 7
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0        81 SH  SHARED      22             81                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0        18 SH  SHR/OTHR    22                               18
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         2       299 SH  SHARED      23            100               199
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         9      1113 SH  SHR/OTHR    23                             1113
D FALCONSTOR SOFTWARE INC        COM              30613710         9      1710 SH  SHARED                   1710                  
D FALCONSTOR SOFTWARE INC        COM              30613710       211     39521 SH  SHARED      02           4521             35000
D FALCONSTOR SOFTWARE INC        COM              30613710      3463    646101 SH  SHARED      10         646101                  
D FAMILY DLR STORES INC          COM              30700010      3328    140423 SH  SHARED                 140423                  
D FAMILY DLR STORES INC          COM              30700010      1021     43084 SH  SHARED      01          43084                  
D FAMILY DLR STORES INC          COM              30700010       936     39516 SH  SHARED      02          38416              1100
D FAMILY DLR STORES INC          COM              30700010     17218    726500 SH  SHARED      05         726500                  
D FAMILY DLR STORES INC          COM              30700010       887     37430 SH  SHARED      06          33700              3730
D FAMILY DLR STORES INC          COM              30700010      3153    133056 SH  SHARED      10         133056                  
D FAMILY DLR STORES INC          COM              30700010       248     10500 SH  SHARED      14                            10500
D FAMOUS DAVES AMER INC          COM              30706810         1       267 SH  SHARED                    267                  
D FARMER BROS CO                 COM              30767510         0         8 SH  SHARED                      8                  
D FARMER BROS CO                 COM              30767510         0         3 SH  SHARED      02              3                  
D FARMER BROS CO                 COM              30767510       109      4400 SH  SHARED      10           4400                  
D FARMERS CAP BK CORP            COM              30956210         5       198 SH  SHARED                    198                  
D FARMERS CAP BK CORP            COM              30956210        46      1703 SH  SHARED      02           1703                  
D FARO TECHNOLOGIES INC          COM              31164210         3       184 SH  SHARED                    184                  
D FARO TECHNOLOGIES INC          COM              31164210         5       268 SH  SHARED      02            184                84
D FASTENAL CO                    COM              31190010       947     19192 SH  SHARED                  19192                  
D FASTENAL CO                    COM              31190010        76      1550 SH  SHARED      01           1550                  
D FASTENAL CO                    COM              31190010       554     11217 SH  SHARED      02          11188                29
D FASTENAL CO                    COM              31190010       827     16750 SH  SHARED      06          13100              3650
D FASTENAL CO                    COM              31190010      2801     56714 SH  SHARED      10          56714                  
D FAVRILLE INC                   COM              31208840         0       857 SH  SHARED                    857                  
D FCSTONE GROUP INC              COM              31308T10         7       420 SH  SHARED                    420                  
D FCSTONE GROUP INC              COM              31308T10        28      1600 SH  SHARED      01           1600                  
D FCSTONE GROUP INC              COM              31308T10      3974    220950 SH  SHARED      10         220950                  
D FEDERAL AGRIC MTG CORP         CL C             31314830        17      4200 SH  SHARED      10           4200                  
D FEDERAL HOME LN MTG CORP       COM              31340030       945    552954 SH  SHARED                 552954                  
D FEDERAL HOME LN MTG CORP       COM              31340030         1      1143 SH  SHARED      02           1057                86
D FEDERAL HOME LN MTG CORP       COM              31340030         0       310 SH  SHARED      05            310                  
D FEDERAL HOME LN MTG CORP       COM              31340030         9      5300 SH  SHARED      06           5300                  
D FEDERAL HOME LN MTG CORP       COM              31340030     27342  15989973 SH  SHARED      10       15989973                  
D FEDERAL HOME LN MTG CORP       COM              31340030         5      3483 SH  SHARED      14                             3483
D FEDERAL HOME LN MTG CORP       COM              31340030         0       300 SH  SHARED      20                              300
D FEDERAL MOGUL CORP             COM              31354940         2       217 SH  SHARED                    217                  
D FEDERAL MOGUL CORP             COM              31354940        17      1403 SH  SHARED      02           1403                  
D FEDERAL NATL MTG ASSN          COM              31358610       848    554539 SH  SHARED                 554539                  
D FEDERAL NATL MTG ASSN          COM              31358610       825    539527 SH  SHARED      02         533377              6150
D FEDERAL NATL MTG ASSN          COM              31358610         0       500 SH  SHARED      05            500                  
D FEDERAL NATL MTG ASSN          COM              31358610     22857  14939571 SH  SHARED      10       14939571                  
D FEDERAL NATL MTG ASSN          COM              31358610         7      4917 SH  SHARED      14                             4917
D FEDERAL NATL MTG ASSN          COM              31358610         0       600 SH  SHARED      20                              600
D FEDERAL NATL MTG ASSN          COM              31358610         0       377 SH  SHARED      21            377                  
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720     43095    503449 SH  SHARED                 442149             61300
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      1566     18300 SH  SHARED      01            100             18200
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720       234      2740 SH  SHARED      02           1220              1520
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720         4        50 SH  SHARED      05             50                  
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720     44494    519790 SH  SHARED      10         519690               100
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720    296878   3468209 SH  SHARED      11        1836529           1631680
D FEDERAL SIGNAL CORP            COM              31385510       323     23595 SH  SHARED                  23595                  
D FEDERAL SIGNAL CORP            COM              31385510       165     12100 SH  SHARED      01                            12100
D FEDERAL SIGNAL CORP            COM              31385510       184     13462 SH  SHARED      02          13462                  
D FEDERAL SIGNAL CORP            COM              31385510       421     30757 SH  SHARED      10          30757                  
D FEDERAL TR CORP                COM              31401210         0       244 SH  SHARED                    244                  
D FEDERAL TR CORP                COM              31401210         0        24 SH  SHARED      02             24                  
D FEDERATED INVS INC PA          CL B             31421110     14983    519359 SH  SHARED                 519359                  
D FEDERATED INVS INC PA          CL B             31421110      1199     41575 SH  SHARED      01          37885              3690
D FEDERATED INVS INC PA          CL B             31421110        17       600 SH  SHR/OTHR    01                              600
D FEDERATED INVS INC PA          CL B             31421110      2137     74089 SH  SHARED      02          74089                  
D FEDERATED INVS INC PA          CL B             31421110       393     13650 SH  SHARED      06          11650              2000
D FEDERATED INVS INC PA          CL B             31421110      6803    235806 SH  SHARED      10         235806                  
D FEDERATED INVS INC PA          CL B             31421110        28       980 SH  SHARED      20            980                  
D FEDERATED INVS INC PA          CL B             31421110        33      1171 SH  SHARED      21                             1171
D FEDERATED INVS INC PA          CL B             31421110        13       467 SH  SHR/OTHR    21                              467
D FEDEX CORP                     COM              31428X10         3        45 SH  SHARED                     45                  
D FEDEX CORP                     COM              31428X10     28379    359057 SH  SHARED                 359057                  
D FEDEX CORP                     COM              31428X10      4243     53683 SH  SHARED      01          53683                  
D FEDEX CORP                     COM              31428X10      9646    122045 SH  SHARED      02         115482              6563
D FEDEX CORP                     COM              31428X10       288      3645 SH  SHARED      04                             3645
D FEDEX CORP                     COM              31428X10        43       550 SH  SHARED      04            550                  
D FEDEX CORP                     COM              31428X10        11       150 SH  SHARED      05            150                  
D FEDEX CORP                     COM              31428X10      3341     42281 SH  SHARED      06          32600              9681
D FEDEX CORP                     COM              31428X10     93206   1179237 SH  SHARED      10        1179237                  
D FEDEX CORP                     COM              31428X10       416      5265 SH  SHARED      14                             5265
D FEDEX CORP                     COM              31428X10       411      5200 SH  SHARED      20           2400              2800
D FEDEX CORP                     COM              31428X10        27       350 SH  SHR/OTHR    20                              350
D FEDEX CORP                     COM              31428X10        11       150 SH  SHARED      22            150                  
D FEDEX CORP                     COM              31428X10        31       400 SH  SHARED      23            400                  
D FEDEX CORP                     COM              31428X10       665      8420 SH  SHR/OTHR    23                             8420
D FEDFIRST FINL CORP             COM              31429X10         0        78 SH  SHARED                     78                  
D FELCOR LODGING TR INC          COM              31430F10      1296    181143 SH  SHARED                 181143                  
D FELCOR LODGING TR INC          COM              31430F10        14      2070 SH  SHARED      01           2070                  
D FELCOR LODGING TR INC          COM              31430F10        35      5011 SH  SHARED      02           4871               140
D FELCOR LODGING TR INC          COM              31430F10       458     64000 SH  SHARED      10          64000                  
D FELCOR LODGING TR INC          COM              31430F10     26991   3769727 SH  SHARED      11                          3769727
D FELCOR LODGING TR INC          PFD CV A $1.95   31430F20         3       300 SH  SHARED      02                              300
D FEMALE HEALTH CO               COM              31446210         1       516 SH  SHARED                    516                  
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    31529310        24      1324 SH  SHARED                   1324                  
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    31529310       120      6580 SH  SHARED      02                             6580
D FERRO CORP                     COM              31540510        88      4399 SH  SHARED                   4399                  
D FERRO CORP                     COM              31540510       432     21500 SH  SHARED      01           4300             17200
D FERRO CORP                     COM              31540510       153      7641 SH  SHARED      02           7641                  
D FERRO CORP                     COM              31540510       747     37200 SH  SHARED      10          37200                  
D FERRO CORP                     COM              31540510       100      5000 SH  SHARED      23                             5000
D F5 NETWORKS INC                COM              31561610       496     21235 SH  SHARED                  21235                  
D F5 NETWORKS INC                COM              31561610       902     38600 SH  SHARED      01          11400             27200
D F5 NETWORKS INC                COM              31561610       153      6575 SH  SHR/OTHR    01                             6575
D F5 NETWORKS INC                COM              31561610       191      8195 SH  SHARED      02           6744              1451
D F5 NETWORKS INC                COM              31561610      4037    172700 SH  SHARED      05         172700                  
D F5 NETWORKS INC                COM              31561610        14       600 SH  SHARED      06            600                  
D F5 NETWORKS INC                COM              31561610     17143    733270 SH  SHARED      10         733270                  
D FIBERNET TELECOM GRP INC       COM PAR $0.001   31565340         1       190 SH  SHARED                    190                  
D FIBERNET TELECOM GRP INC       COM PAR $0.001   31565340      4679    519934 SH  SHARED      02         519934                  
D FIBERTOWER CORP                COM              31567R10        50     36800 SH  SHARED      10          36800                  
D FIDELITY BANCORP INC           COM              31583110         0        66 SH  SHARED                     66                  
D FIDELITY NATL INFORMATION SV   COM              31620M10      8899    482123 SH  SHARED                 482123                  
D FIDELITY NATL INFORMATION SV   COM              31620M10      2432    131763 SH  SHARED      01         129463              2300
D FIDELITY NATL INFORMATION SV   COM              31620M10        27      1500 SH  SHR/OTHR    01                             1500
D FIDELITY NATL INFORMATION SV   COM              31620M10       400     21713 SH  SHARED      02          21713                  
D FIDELITY NATL INFORMATION SV   COM              31620M10       396     21494 SH  SHARED      06          17098              4396
D FIDELITY NATL INFORMATION SV   COM              31620M10      1727     93595 SH  SHARED      10          93595                  
D FIDELITY NATL INFORMATION SV   COM              31620M10       477     25845 SH  SHARED      23          22325              3520
D FIDELITY NATL INFORMATION SV   COM              31620M10       250     13550 SH  SHR/OTHR    23                            13550
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10      2122    144356 SH  SHARED                 144356                  
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10       995     67705 SH  SHARED      01           4366             63339
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10       284     19351 SH  SHARED      02          19351                  
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10       153     10452 SH  SHARED      06           9604               848
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10      1992    135552 SH  SHARED      10         135552                  
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10       174     11862 SH  SHARED      23                            11862
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10        66      4500 SH  SHR/OTHR    23                             4500
D FIDELITY SOUTHERN CORP NEW     COM              31639410         0       166 SH  SHARED                    166                  
D FIELDPOINT PETROLEUM CORP      COM              31657010         0       146 SH  SHARED                    146                  
D FIFTH THIRD BANCORP            COM              31677310     10797    907347 SH  SHARED                 907347                  
D FIFTH THIRD BANCORP            COM              31677310       636     53467 SH  SHARED      01          49617              3850
D FIFTH THIRD BANCORP            COM              31677310         1       150 SH  SHR/OTHR    01                              150
D FIFTH THIRD BANCORP            COM              31677310       691     58125 SH  SHARED      02          58085                40
D FIFTH THIRD BANCORP            COM              31677310         2       210 SH  SHARED      05            210                  
D FIFTH THIRD BANCORP            COM              31677310       944     79330 SH  SHARED      06          62850             16480
D FIFTH THIRD BANCORP            COM              31677310      3524    296155 SH  SHARED      10         296155                  
D FIFTH THIRD BANCORP            COM              31677310        11      1000 SH  SHARED      14                             1000
D FIFTH THIRD BANCORP            COM              31677310         1       150 SH  SHARED      23            150                  
D FIFTH THIRD BANCORP            CNV PFD DEP1/250 31677320    130881   1220000 SH  SHARED                1220000                  
D FIFTH STREET FINANCE CORP      COM              31678A10         1       100 SH  SHARED                    100                  
D FIFTH STREET FINANCE CORP      COM              31678A10       581     57835 SH  SHARED      02          57835                  
D FIFTH STREET FINANCE CORP      COM              31678A10         0        64 SH  SHARED      20             64                  
D 51JOB INC                      SP ADR REP COM   31682710         3       402 SH  SHARED                    402                  
D 51JOB INC                      SP ADR REP COM   31682710         0        33 SH  SHARED      02             33                  
D FINANCIAL FED CORP             COM              31749210         4       213 SH  SHARED                    213                  
D FINANCIAL FED CORP             COM              31749210        64      2809 SH  SHARED      02           2809                  
D FINANCIAL FED CORP             COM              31749210     11169    487311 SH  SHARED      10         487311                  
D FINANCIAL FED CORP             COM              31749210         6       300 SH  SHARED      21                              300
D FINANCIAL INSTNS INC           COM              31758540         3       193 SH  SHARED                    193                  
D FINANCIAL INSTNS INC           COM              31758540        58      2906 SH  SHARED      02           2906                  
D FINISAR                        NOTE  5.250%10/1 31787AAC      2991   3000000 PRN SHARED                3000000                  
D FINISAR                        COM              31787A10        80     79488 SH  SHARED                                    79488
D FINISAR                        COM              31787A10       462    458313 SH  SHARED                 458313                  
D FINISAR                        COM              31787A10         0       122 SH  SHARED      02            122                  
D FINISH LINE INC                CL A             31792310       217     21773 SH  SHARED                  21773                  
D FINISH LINE INC                CL A             31792310       239     23988 SH  SHARED      02          23988                  
D FINISH LINE INC                CL A             31792310       133     13337 SH  SHARED      10          13337                  
D FIRST ADVANTAGE CORP           CL A             31845F10        27      1957 SH  SHARED                   1957                  
D FIRST ADVANTAGE CORP           CL A             31845F10        28      2005 SH  SHARED      02           2005                  
D FIRST ACCEPTANCE CORP          COM              31845710         0        17 SH  SHARED                     17                  
D FIRST ACCEPTANCE CORP          COM              31845710        13      4000 SH  SHARED      10           4000                  
D FIRST AMERN CORP CALIF         COM              31852230     71619   2427768 SH  SHARED                2427768                  
D FIRST AMERN CORP CALIF         COM              31852230      1015     34425 SH  SHARED      01           5025             29400
D FIRST AMERN CORP CALIF         COM              31852230       196      6660 SH  SHARED      02           6660                  
D FIRST AMERN CORP CALIF         COM              31852230        14       500 SH  SHARED      06                              500
D FIRST AMERN CORP CALIF         COM              31852230      5859    198623 SH  SHARED      10         172623             26000
D FIRST BANCORP P R              COM              31867210       397     35914 SH  SHARED                  35914                  
D FIRST BANCORP P R              COM              31867210       167     15115 SH  SHARED      01          15115                  
D FIRST BANCORP P R              COM              31867210        65      5937 SH  SHARED      02           5937                  
D FIRST BANCORP P R              COM              31867210       485     43900 SH  SHARED      10          43900                  
D FIRST BANCSHARES INC MO        COM              31868710         0        37 SH  SHARED                     37                  
D FIRST BANCORP N C              COM              31891010         5       335 SH  SHARED                    335                  
D FIRST BANCSHARES INC MS        COM              31891610         0        76 SH  SHARED                     76                  
D FIRST BANKSHARES INC VA        COM              31928A10         0        59 SH  SHARED                     59                  
D FIRST BUSEY CORP               COM              31938310        57      3155 SH  SHARED                   3155                  
D FIRST BUS FINL SVCS INC WIS    COM              31939010         0        56 SH  SHARED                     56                  
D FIRST CALIFORNIA FINANCIAL G   COM NEW          31939510         1       216 SH  SHARED                    216                  
D FIRST CASH FINL SVCS INC       COM              31942D10        29      1977 SH  SHARED                   1977                  
D FIRST CASH FINL SVCS INC       COM              31942D10         0        11 SH  SHARED      02             11                  
D FIRST CASH FINL SVCS INC       COM              31942D10        60      4000 SH  SHARED      10           4000                  
D FIRST CASH FINL SVCS INC       COM              31942D10        42      2821 SH  SHARED      21                             2821
D FIRST CAPITAL BANCORP VA       COM              31943810         0        77 SH  SHARED                     77                  
D FIRST CTZNS BANC CORP          COM NO PAR       31945920         1       195 SH  SHARED                    195                  
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10        33       188 SH  SHARED                    188                  
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       186      1044 SH  SHR/OTHR    01                             1044
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10        53       298 SH  SHARED      02            298                  
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       293      1640 SH  SHARED      10           1640                  
D FIRST CLOVER LEAF FIN CORP     COM              31969M10         1       216 SH  SHARED                    216                  
D FIRST COMWLTH FINL CORP PA     COM              31982910       169     12604 SH  SHARED                  12604                  
D FIRST COMWLTH FINL CORP PA     COM              31982910       106      7871 SH  SHARED      02           7871                  
D FIRST COMWLTH FINL CORP PA     COM              31982910       602     44700 SH  SHARED      10          44700                  
D FIRST CMNTY BANCSHARES INC N   COM              31983A10        11       295 SH  SHARED                    295                  
D FIRST CMNTY BANCSHARES INC N   COM              31983A10       138      3700 SH  SHARED      10           3700                  
D FIRST CMNTY CORP S C           COM              31983510         0        84 SH  SHARED                     84                  
D FIRST DEFIANCE FINL CORP       COM              32006W10         9       881 SH  SHARED                    881                  
D FIRST FED BANCSHARES ARK INC   COM              32020F10         1       102 SH  SHARED                    102                  
D FIRST FINL BANKSHARES          COM              32020R10        57      1102 SH  SHARED                   1102                  
D FIRST FINL BANKSHARES          COM              32020R10        20       400 SH  SHARED      02            400                  
D FIRST FINL BANKSHARES          COM              32020R10       690     13300 SH  SHARED      10          13300                  
D FIRST FED BANKSHARES INC DEL   COM              32020V10         0        80 SH  SHARED                     80                  
D FIRST FINL BANCORP OH          COM              32020910         1       104 SH  SHARED                    104                  
D FIRST FINL BANCORP OH          COM              32020910        72      4997 SH  SHARED      02           4997                  
D FIRST FINL BANCORP OH          COM              32020910       275     18900 SH  SHARED      10          18900                  
D FIRST FED NORTHN MICH BANCOR   COM              32021X10        51     10370 SH  SHARED                  10370                  
D FIRST FINL CORP IND            COM              32021810         0        20 SH  SHARED                     20                  
D FIRST FINL CORP IND            COM              32021810       310      6600 SH  SHARED      10           6600                  
D FIRST FINL SVC CORP            COM              32022D10         2       116 SH  SHARED                    116                  
D FIRST FINANCIAL NORTHWEST IN   COM              32022K10       174     16913 SH  SHARED                  16913                  
D FIRST FINL HLDGS INC           COM              32023910         5       215 SH  SHARED                    215                  
D FIRST FINL HLDGS INC           COM              32023910        39      1506 SH  SHARED      02           1506                  
D FIRST FINL HLDGS INC           COM              32023910       233      8900 SH  SHARED      10           8900                  
D FIRST FRANKLIN CORP            COM              32027210         0        29 SH  SHARED                     29                  
D FIRST HORIZON NATL CORP        COM              32051710      3107    332051 SH  SHARED                 332051                  
D FIRST HORIZON NATL CORP        COM              32051710       111     11955 SH  SHARED      01          11955                  
D FIRST HORIZON NATL CORP        COM              32051710       291     31117 SH  SHARED      02          31117                  
D FIRST HORIZON NATL CORP        COM              32051710       142     15251 SH  SHARED      06          11129              4122
D FIRST HORIZON NATL CORP        COM              32051710       600     64160 SH  SHARED      10          64160                  
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10      1445     50411 SH  SHARED                  50411                  
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10        77      2700 SH  SHARED      01           1700              1000
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       825     28784 SH  SHARED      02            384             28400
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       960     33500 SH  SHARED      10          33500                  
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10         7       250 SH  SHARED      22                              250
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10        18       650 SH  SHARED      23            650                  
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10        45      1600 SH  SHR/OTHR    23                             1600
D FIRST ISRAEL FD INC            COM              32063L10        31      2500 SH  SHARED      01                             2500
D FIRST ISRAEL FD INC            COM              32063L10         3       300 SH  SHARED      02                              300
D FIRST KEYSTONE FINL INC        COM              32065510         0        50 SH  SHARED                     50                  
D FIRST LONG IS CORP             COM              32073410         3       160 SH  SHARED                    160                  
D FIRST LONG IS CORP             COM              32073410        38      1600 SH  SHARED      02           1600                  
D FIRST M & F CORP               COM              32074410         2       220 SH  SHARED                    220                  
D FIRST MARBLEHEAD CORP          COM              32077110        83     33490 SH  SHARED                  33490                  
D FIRST MARBLEHEAD CORP          COM              32077110        35     14100 SH  SHARED      10          14100                  
D FIRST MARINER BANCORP          COM              32079510         0       140 SH  SHARED                    140                  
D FIRST MERCHANTS CORP           COM              32081710         4       181 SH  SHARED                    181                  
D FIRST MERCHANTS CORP           COM              32081710        80      3510 SH  SHARED      02           3510                  
D FIRST MERCHANTS CORP           COM              32081710       310     13600 SH  SHARED      10          13600                  
D FIRST MERCURY FINANCIAL CORP   COM              32084110        23      1647 SH  SHARED                   1647                  
D FIRST MERCURY FINANCIAL CORP   COM              32084110        18      1305 SH  SHARED      21           1305                  
D FIRST MIDWEST BANCORP DEL      COM              32086710       829     34212 SH  SHARED                  34212                  
D FIRST MIDWEST BANCORP DEL      COM              32086710       713     29438 SH  SHARED      02          29363                75
D FIRST MIDWEST BANCORP DEL      COM              32086710       482     19900 SH  SHARED      10          19900                  
D FIRST NATL BANCSHARES INC S    COM              32111B10         0       183 SH  SHARED                    183                  
D FIRST NIAGARA FINL GP INC      COM              33582V10       817     51915 SH  SHARED                  51915                  
D FIRST NIAGARA FINL GP INC      COM              33582V10       557     35400 SH  SHARED      01                            35400
D FIRST NIAGARA FINL GP INC      COM              33582V10        56      3618 SH  SHARED      02           3557                61
D FIRST NIAGARA FINL GP INC      COM              33582V10       785     49900 SH  SHARED      10          49900                  
D FIRST PACTRUST BANCORP INC     COM              33589V10         1        81 SH  SHARED                     81                  
D FIRST POTOMAC RLTY TR          COM              33610F10       180     10500 SH  SHARED                  10500                  
D FIRST POTOMAC RLTY TR          COM              33610F10         3       189 SH  SHARED      02            189                  
D FIRST POTOMAC RLTY TR          COM              33610F10       278     16200 SH  SHARED      10          12000              4200
D FIRST PL FINL CORP             COM              33610T10         6       530 SH  SHARED                    530                  
D FIRST PL FINL CORP             COM              33610T10       134     10500 SH  SHARED      10          10500                  
D FIRST REGL BANCORP             COM              33615C10       160     25729 SH  SHARED                  25729                  
D FIRST REGL BANCORP             COM              33615C10       290     46400 SH  SHARED      01          46400                  
D FIRST REGL BANCORP             COM              33615C10       466     74600 SH  SHR/OTHR    01                            74600
D FIRST REGL BANCORP             COM              33615C10        54      8700 SH  SHARED      02                             8700
D FIRST SEC GROUP INC            COM              33631210        10      1462 SH  SHARED                   1462                  
D FIRST SOLAR INC                COM              33643310       153       812 SH  SHARED                    658               154
D FIRST SOLAR INC                COM              33643310      4077     21586 SH  SHARED                  21386               200
D FIRST SOLAR INC                COM              33643310       292      1550 SH  SHARED      01           1350               200
D FIRST SOLAR INC                COM              33643310      3050     16148 SH  SHARED      02          15502               646
D FIRST SOLAR INC                COM              33643310     28939    153194 SH  SHARED      04         153194                  
D FIRST SOLAR INC                COM              33643310     29498    156151 SH  SHARED      05         156151                  
D FIRST SOLAR INC                COM              33643310      2926     15491 SH  SHARED      06           5392             10099
D FIRST SOLAR INC                COM              33643310     11305     59848 SH  SHARED      10          59748               100
D FIRST SOLAR INC                COM              33643310        37       200 SH  SHARED      14                              200
D FIRST ST BANCORPORATION        COM              33645310         7      1429 SH  SHARED                   1429                  
D FIRST ST BANCORPORATION        COM              33645310        67     12700 SH  SHARED      10          12700                  
D FIRST SOUTH BANCORP INC VA     COM              33646W10        28      1671 SH  SHARED                   1671                  
D 1ST SOURCE CORP                COM              33690110        12       520 SH  SHARED                    520                  
D 1ST SOURCE CORP                COM              33690110        16       700 SH  SHARED      02            700                  
D 1ST SOURCE CORP                COM              33690110       183      7820 SH  SHARED      10           7820                  
D FIRST ST FINL CORP FLA         COM              33708M20         0       123 SH  SHARED                    123                  
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        55      2770 SH  SHARED      02                             2770
D FIRST TR EXCHANGE TRADED FD    DB STRAT VALUE   33733E10      7601    397591 SH  SHARED      02                           397591
D FIRST TR EXCHANGE TRADED FD    AMEX BIOTECH     33733E20       117      4949 SH  SHARED      02                             4949
D FIRST TR EXCHANGE TRADED FD    DJ INTERNT IDX   33733E30        74      4000 SH  SHARED      02                             4000
D FIRST TR EXCHANGE TRADED FD    NASDAQ 100 EX    33733E40        11       700 SH  SHARED      02                              700
D FIRST TR MULTI CAP VALUE ALP   COM SHS          33733F10        17       700 SH  SHARED      02                              700
D FIRST TRUST SPECIALTY FINANC   COM BEN INTR     33733G10        32      4600 SH  SHARED      02                             4600
D FIRST TR/FOUR CRNRS SR FLOAT   COM              33733U10        31      3000 SH  SHARED      02                             3000
D FIRST TR S&P REIT INDEX FD     COM              33734G10        12       792 SH  SHARED      02                              792
D FIRST TR EXCHANGE TRADED FD    CONSUMR DISCRE   33734X10        11       882 SH  SHARED      02                              882
D FIRST TR EXCHANGE TRADED FD    FINLS ALPHADEX   33734X13        11       925 SH  SHARED      02                              925
D FIRST TR EXCHANGE TRADED FD    HLTH CARE ALPH   33734X14        12       679 SH  SHARED      02                              679
D FIRST TR EXCHANGE TRADED FD    MATERIALS ALPH   33734X16        10       609 SH  SHARED      02                              609
D FIRST TR EXCHANGE TRADED FD    UTILITIES ALPH   33734X18        29      1989 SH  SHARED      02                             1989
D FIRST TR NAS100 EQ WEIGHTED    SHS              33734410        39      2325 SH  SHARED      02                             2325
D FIRST TR NASDAQ100 TECH INDE   SHS              33734510         7       475 SH  SHARED      02                              475
D FIRST TR VALUE LINE 100 ETF    COM SHS          33735G10       104      8000 SH  SHR/OTHR    23                             8000
D FIRST UTD CORP                 COM              33741H10        16       809 SH  SHARED                    809                  
D FIRST W VA BANCORP INC         COM              33749310         0        34 SH  SHARED                     34                  
D FIRSTBANK CORP MICH            COM              33761G10         9       896 SH  SHARED                    896                  
D FIRSTSERVICE CORP              SUB VTG SH       33761N10         0        13 SH  SHARED                     13                  
D FIRSTCITY FINL CORP            COM              33761X10         1       253 SH  SHARED                    253                  
D FISERV INC                     COM              33773810     10040    212176 SH  SHARED                 212176                  
D FISERV INC                     COM              33773810      2012     42525 SH  SHARED      01          42525                  
D FISERV INC                     COM              33773810       363      7691 SH  SHARED      02           6960               731
D FISERV INC                     COM              33773810         6       130 SH  SHARED      05            130                  
D FISERV INC                     COM              33773810      1166     24650 SH  SHARED      06          19600              5050
D FISERV INC                     COM              33773810     41732    881921 SH  SHARED      10         881921                  
D FISERV INC                     COM              33773810         9       205 SH  SHARED      20            205                  
D FISERV INC                     COM              33773810         4       100 SH  SHR/OTHR    23                              100
D FISHER COMMUNICATIONS INC      COM              33775620         0         7 SH  SHARED                      7                  
D FISHER COMMUNICATIONS INC      COM              33775620        15       403 SH  SHARED      02            403                  
D FISHER COMMUNICATIONS INC      COM              33775620       157      4000 SH  SHARED      10           4000                  
D FISHER COMMUNICATIONS INC      COM              33775620        33       850 SH  SHARED      23            850                  
D FISHER COMMUNICATIONS INC      COM              33775620        33       850 SH  SHR/OTHR    23                              850
D FIRSTFED FINL CORP             COM              33790710       319     40709 SH  SHARED                  40709                  
D FIRSTFED FINL CORP             COM              33790710       124     15940 SH  SHARED      01          15940                  
D FIRSTFED FINL CORP             COM              33790710        77      9850 SH  SHARED      02           9850                  
D FIRSTFED FINL CORP             COM              33790710        49      6300 SH  SHARED      10           6300                  
D FIRSTMERIT CORP                COM              33791510       797     37974 SH  SHARED                  37974                  
D FIRSTMERIT CORP                COM              33791510       600     28600 SH  SHARED      01                            28600
D FIRSTMERIT CORP                COM              33791510       162      7727 SH  SHARED      02           7727                  
D FIRSTMERIT CORP                COM              33791510     15600    742900 SH  SHARED      10         742900                  
D FLAGSTAR BANCORP INC           COM              33793010        28      9677 SH  SHARED                   9677                  
D FLAGSTAR BANCORP INC           COM              33793010        65     21969 SH  SHARED      02          21969                  
D FLAGSTAR BANCORP INC           COM              33793010       337    113200 SH  SHARED      10         113200                  
D FIRSTENERGY CORP               COM              33793210       777     11603 SH  SHARED                  10451              1152
D FIRSTENERGY CORP               COM              33793210     43157    644240 SH  SHARED                 617940             26300
D FIRSTENERGY CORP               COM              33793210     13557    202379 SH  SHARED      01         160183             42196
D FIRSTENERGY CORP               COM              33793210      2770     41358 SH  SHR/OTHR    01                            41358
D FIRSTENERGY CORP               COM              33793210      5100     76134 SH  SHARED      02          73961              2173
D FIRSTENERGY CORP               COM              33793210       413      6176 SH  SHARED      04                             6176
D FIRSTENERGY CORP               COM              33793210       189      2825 SH  SHARED      04           2825                  
D FIRSTENERGY CORP               COM              33793210         9       140 SH  SHARED      05            140                  
D FIRSTENERGY CORP               COM              33793210      4141     61830 SH  SHARED      06          31050             30780
D FIRSTENERGY CORP               COM              33793210     30975    462392 SH  SHARED      10         460192              2200
D FIRSTENERGY CORP               COM              33793210       492      7354 SH  SHARED      14                             7354
D FIRSTENERGY CORP               COM              33793210      1551     23158 SH  SHARED      19                            23158
D FIRSTENERGY CORP               COM              33793210      2200     32845 SH  SHARED      20          28295       80     4470
D FIRSTENERGY CORP               COM              33793210       201      3005 SH  SHR/OTHR    20                             3005
D FIRSTENERGY CORP               COM              33793210        60       907 SH  SHARED      21            800               107
D FIRSTENERGY CORP               COM              33793210       356      5315 SH  SHARED      22           4760               555
D FIRSTENERGY CORP               COM              33793210        61       925 SH  SHR/OTHR    22                              925
D FIRSTENERGY CORP               COM              33793210      2628     39235 SH  SHARED      23          36460              2775
D FIRSTENERGY CORP               COM              33793210       960     14343 SH  SHR/OTHR    23                            14343
D FISHER SCIENTIFIC INTL INC     NOTE  2.500%10/0 338032AW     10158   4369060 PRN SHARED      02        4369060                  
D FISHER SCIENTIFIC INTL INC     NOTE  3.250% 3/0 338032AX      1318    902000 PRN SHARED      02         900000              2000
D FIVE STAR QUALITY CARE INC     NOTE  3.750%10/1 33832DAB      3286   5300000 PRN SHARED                5300000                  
D FIVE STAR QUALITY CARE INC     COM              33832D10         4      1215 SH  SHARED                   1215                  
D FLAHERTY & CRMN/CLYMR PFD SE   COM SHS          33847810        95     12500 SH  SHARED      02                            12500
D FLAHERTY & CRMN/CLYMR PFD SE   COM SHS          33847810       140     18500 SH  SHARED      21          18500                  
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810        14      2000 SH  SHARED                   2000                  
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810        33      4582 SH  SHARED      02            882              3700
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810      6161    841800 SH  SHARED      10         841800                  
D FLANDERS CORP                  COM              33849410         0        28 SH  SHARED                     28                  
D FLANDERS CORP                  COM              33849410         0         9 SH  SHARED      02              9                  
D FLANIGANS ENTERPRISES INC      COM              33851710         0        33 SH  SHARED                     33                  
D FLEETWOOD ENTERPRISES INC      COM              33909910         1      1715 SH  SHARED                   1715                  
D FLEETWOOD ENTERPRISES INC      COM              33909910         2      2684 SH  SHARED      02           2684                  
D FLEETWOOD ENTERPRISES INC      COM              33909910         2      2500 SH  SHARED      23                             2500
D FLEXTRONICS INTL LTD           NOTE  1.000% 8/0 33938EAL       285    326000 PRN SHARED                 326000                  
D FLEXTRONICS INTL LTD           NOTE  1.000% 8/0 33938EAL      3578   4090000 PRN SHARED      02        4090000                  
D FLEXSTEEL INDS INC             COM              33938210         1       161 SH  SHARED                    161                  
D FLIGHT SAFETY TECH INC NEV     COM NEW          33942T20         0       192 SH  SHARED                    192                  
D FLORIDA PUB UTILS CO           COM              34113510         1       148 SH  SHARED                    148                  
D FLOTEK INDS INC DEL            COM              34338910       153     13990 SH  SHARED                  13990                  
D FLOTEK INDS INC DEL            COM              34338910       548     49858 SH  SHARED      02           1158             48700
D FLOTEK INDS INC DEL            COM              34338910        18      1664 SH  SHARED      10           1664                  
D FLUOR CORP NEW                 COM              34341210        17       310 SH  SHARED                                      310
D FLUOR CORP NEW                 COM              34341210     20961    376328 SH  SHARED                 376328                  
D FLUOR CORP NEW                 COM              34341210      1915     34398 SH  SHARED      01          34398                  
D FLUOR CORP NEW                 COM              34341210      1339     24047 SH  SHARED      02          22055              1992
D FLUOR CORP NEW                 COM              34341210      5486     98500 SH  SHARED      04          98500                  
D FLUOR CORP NEW                 COM              34341210      6189    111120 SH  SHARED      05         111120                  
D FLUOR CORP NEW                 COM              34341210      2133     38308 SH  SHARED      06          18100             20208
D FLUOR CORP NEW                 COM              34341210     21843    392160 SH  SHARED      10         387860              4300
D FLUOR CORP NEW                 COM              34341210       556      9989 SH  SHARED      14                             9989
D FLOW INTL CORP                 COM              34346810         8      1746 SH  SHARED      02           1321               425
D FLOWERS FOODS INC              COM              34349810        54      1855 SH  SHARED                   1855                  
D FLOWERS FOODS INC              COM              34349810       146      5000 SH  SHARED      01           5000                  
D FLOWERS FOODS INC              COM              34349810      1702     58002 SH  SHARED      02          58002                  
D FLOWERS FOODS INC              COM              34349810      6802    231700 SH  SHARED      05         231700                  
D FLOWERS FOODS INC              COM              34349810      2237     76200 SH  SHARED      10          76200                  
D FLOWERS FOODS INC              COM              34349810        88      3000 SH  SHARED      23                             3000
D FLOWSERVE CORP                 COM              34354P10      6257     70491 SH  SHARED                  56591             13900
D FLOWSERVE CORP                 COM              34354P10      2121     23900 SH  SHARED      01           6000             17900
D FLOWSERVE CORP                 COM              34354P10      2270     25581 SH  SHARED      02          25074               507
D FLOWSERVE CORP                 COM              34354P10     10806    121731 SH  SHARED      04         121731                  
D FLOWSERVE CORP                 COM              34354P10     11140    125495 SH  SHARED      05         125495                  
D FLOWSERVE CORP                 COM              34354P10       240      2705 SH  SHARED      06            400              2305
D FLOWSERVE CORP                 COM              34354P10     36083    406483 SH  SHARED      10         388326             18157
D FLOWSERVE CORP                 COM              34354P10        17       200 SH  SHARED      14                              200
D FLOWSERVE CORP                 COM              34354P10       177      2000 SH  SHARED      23                             2000
D FLUSHING FINL CORP             COM              34387310         4       271 SH  SHARED                    271                  
D FLUSHING FINL CORP             COM              34387310        49      2800 SH  SHARED      01           2800                  
D FLUSHING FINL CORP             COM              34387310       806     46100 SH  SHARED      10          46100                  
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10      4276    149993 SH  SHARED                 116393             33600
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10      1610     56500 SH  SHARED      01          56500                  
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10       894     31386 SH  SHARED      02           1986             29400
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10       279      9800 SH  SHARED      04           9800                  
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10       119      4200 SH  SHARED      06           4200                  
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10     41877   1468872 SH  SHARED      10        1047562            421310
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10        89      3150 SH  SHARED      15                             3150
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10       249      8749 SH  SHARED      24           8749                  
D FOCUS ENHANCEMENTS INC         COM              34415910         0      2065 SH  SHARED                   2065                  
D FOCUS ENHANCEMENTS INC         COM              34415910         0        37 SH  SHARED      02             37                  
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910       156      4100 SH  SHARED                                     4100
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910       801     21019 SH  SHARED                  21019                  
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      3281     86031 SH  SHARED      02          85806               225
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      1104     28955 SH  SHARED      04          28955                  
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      5263    138000 SH  SHARED      10         138000                  
D FONAR CORP                     COM NEW          34443740         0       126 SH  SHARED                    126                  
D FOOD TECHNOLOGY SERVICE INC    COM NEW          34479820         0        48 SH  SHARED                     48                  
D FOOT LOCKER INC                COM              34484910       786     48684 SH  SHARED                  48684                  
D FOOT LOCKER INC                COM              34484910       767     47475 SH  SHARED      01           1075             46400
D FOOT LOCKER INC                COM              34484910      1689    104579 SH  SHARED      02         104579                  
D FOOT LOCKER INC                COM              34484910       129      8000 SH  SHARED      10           8000                  
D FOOT LOCKER INC                COM              34484910        48      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        85     32015 SH  SHARED                  32015                  
D FORCE PROTECTION INC           COM NEW          34520320         0       300 SH  SHARED      02                              300
D FORD MTR CO DEL                NOTE  4.250%12/1 345370CF     80082 121706000 PRN SHARED              121706000                  
D FORD MTR CO DEL                NOTE  4.250%12/1 345370CF     13741  20883008 PRN SHARED      02       20881008              2000
D FORD MTR CO DEL                COM PAR $0.01    34537086     30777   5918839 SH  SHARED                5918339               500
D FORD MTR CO DEL                COM PAR $0.01    34537086      1410    271270 SH  SHARED      01         222913             48357
D FORD MTR CO DEL                COM PAR $0.01    34537086      2432    467872 SH  SHARED      02         467872                  
D FORD MTR CO DEL                COM PAR $0.01    34537086        39      7611 SH  SHARED      04           7611                  
D FORD MTR CO DEL                COM PAR $0.01    34537086         4       850 SH  SHARED      05            850                  
D FORD MTR CO DEL                COM PAR $0.01    34537086      1529    294155 SH  SHARED      06         235345             58810
D FORD MTR CO DEL                COM PAR $0.01    34537086      5803   1116026 SH  SHARED      10        1116026                  
D FORD MTR CO DEL                COM PAR $0.01    34537086       975    187544 SH  SHARED      14                           187544
D FORD MTR CO DEL                COM PAR $0.01    34537086        23      4530 SH  SHARED      20           4530                  
D FORD MTR CO DEL                COM PAR $0.01    34537086        63     12150 SH  SHR/OTHR    23                            12150
D FORD MTR CO CAP TR II          PFD TR CV6.5%    34539520     12628    820000 SH  SHARED                 820000                  
D FORDING CDN COAL TR            TR UNIT          34542510   1093148  13170453 SH  SHARED               13170453                  
D FORDING CDN COAL TR            TR UNIT          34542510       101      1219 SH  SHARED      01            100              1119
D FORDING CDN COAL TR            TR UNIT          34542510        58       700 SH  SHR/OTHR    01                              700
D FORDING CDN COAL TR            TR UNIT          34542510        45       550 SH  SHARED      02                              550
D FORDING CDN COAL TR            TR UNIT          34542510        58       700 SH  SHARED      04            700                  
D FORDING CDN COAL TR            TR UNIT          34542510         8       100 SH  SHARED      05            100                  
D FORDING CDN COAL TR            TR UNIT          34542510        58       700 SH  SHARED      06            700                  
D FORDING CDN COAL TR            TR UNIT          34542510       522      6300 SH  SHARED      10           6300                  
D FORDING CDN COAL TR            TR UNIT          34542510        83      1000 SH  SHR/OTHR    23                             1000
D FOREST CITY ENTERPRISES INC    CL A             34555010       198      6457 SH  SHARED                   6457                  
D FOREST CITY ENTERPRISES INC    CL A             34555010        86      2831 SH  SHARED      02            622              2209
D FOREST CITY ENTERPRISES INC    CL A             34555010        90      2950 SH  SHARED      06           1250              1700
D FOREST CITY ENTERPRISES INC    CL A             34555010        58      1900 SH  SHARED      10           1900                  
D FOREST CITY ENTERPRISES INC    CL A             34555010        76      2500 SH  SHARED      14                             2500
D FOREST LABS INC                COM              34583810        76      2700 SH  SHARED                                     2700
D FOREST LABS INC                COM              34583810     55020   1945568 SH  SHARED                1945568                  
D FOREST LABS INC                COM              34583810       737     26075 SH  SHARED      01          25875               200
D FOREST LABS INC                COM              34583810        18       650 SH  SHR/OTHR    01                              650
D FOREST LABS INC                COM              34583810      7303    258274 SH  SHARED      02         257674               600
D FOREST LABS INC                COM              34583810        48      1700 SH  SHARED      04           1700                  
D FOREST LABS INC                COM              34583810         1        70 SH  SHARED      05             70                  
D FOREST LABS INC                COM              34583810      3578    126550 SH  SHARED      06          74550             52000
D FOREST LABS INC                COM              34583810      7943    280885 SH  SHARED      10         280885                  
D FOREST LABS INC                COM              34583810       638     22561 SH  SHARED      14                            22561
D FOREST LABS INC                COM              34583810         5       200 SH  SHARED      20                              200
D FOREST LABS INC                COM              34583810        24       850 SH  SHR/OTHR    23                              850
D FOREST OIL CORP                COM PAR $0.01    34609170       530     10688 SH  SHARED                  10688                  
D FOREST OIL CORP                COM PAR $0.01    34609170      1547     31200 SH  SHARED      01           2700             28500
D FOREST OIL CORP                COM PAR $0.01    34609170       262      5292 SH  SHARED      02           1022              4270
D FOREST OIL CORP                COM PAR $0.01    34609170        58      1180 SH  SHARED      04                             1180
D FOREST OIL CORP                COM PAR $0.01    34609170     38911    784500 SH  SHARED      04         784500                  
D FOREST OIL CORP                COM PAR $0.01    34609170        49      1000 SH  SHARED      06            500               500
D FOREST OIL CORP                COM PAR $0.01    34609170       312      6300 SH  SHARED      10           6300                  
D FOREST OIL CORP                COM PAR $0.01    34609170        84      1700 SH  SHARED      14                             1700
D FORESTAR REAL ESTATE GROUP I   COM              34623310      2049    138947 SH  SHARED                 138947                  
D FORESTAR REAL ESTATE GROUP I   COM              34623310        40      2770 SH  SHARED      01           1451              1319
D FORESTAR REAL ESTATE GROUP I   COM              34623310         3       227 SH  SHARED      02            227                  
D FORESTAR REAL ESTATE GROUP I   COM              34623310       211     14333 SH  SHARED      10          14333                  
D FORESTAR REAL ESTATE GROUP I   COM              34623310         0         1 SH  SHARED      20              1                  
D FORESTAR REAL ESTATE GROUP I   COM              34623310         0         1 SH  SHR/OTHR    20                                1
D FORGENT NETWORKS INC           COM              34629U10         0       700 SH  SHARED                    700                  
D FORMFACTOR INC                 COM              34637510         0        48 SH  SHARED                     48                  
D FORMFACTOR INC                 COM              34637510        58      3334 SH  SHARED      02           3334                  
D FORMFACTOR INC                 COM              34637510      3123    179323 SH  SHARED      10         179323                  
D FORRESTER RESH INC             COM              34656310       277      9452 SH  SHARED                   9452                  
D FORRESTER RESH INC             COM              34656310         3       105 SH  SHARED      02              8                97
D FORRESTER RESH INC             COM              34656310      5990    204400 SH  SHARED      10         204400                  
D FORT DEARBORN INCOME SECS IN   COM              34720010         3       300 SH  SHARED      02                              300
D FORTRESS INVESTMENT GROUP LL   CL A             34958B10      2635    251029 SH  SHARED                 251029                  
D FORTRESS INVESTMENT GROUP LL   CL A             34958B10        10      1000 SH  SHARED      02                             1000
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     18008    313950 SH  SHARED                 313950                  
D FORTUNE BRANDS INC             COM              34963110      1786     31144 SH  SHARED      01          27849              3295
D FORTUNE BRANDS INC             COM              34963110        77      1350 SH  SHR/OTHR    01                             1350
D FORTUNE BRANDS INC             COM              34963110       391      6825 SH  SHARED      02           6825                  
D FORTUNE BRANDS INC             COM              34963110        51       900 SH  SHARED      04            900                  
D FORTUNE BRANDS INC             COM              34963110         5        90 SH  SHARED      05             90                  
D FORTUNE BRANDS INC             COM              34963110      1116     19470 SH  SHARED      06          14850              4620
D FORTUNE BRANDS INC             COM              34963110      7782    135686 SH  SHARED      10         135686                  
D FORTUNE BRANDS INC             COM              34963110        45       800 SH  SHARED      14                              800
D FORTUNE BRANDS INC             COM              34963110       996     17374 SH  SHARED      20           7109             10265
D FORTUNE BRANDS INC             COM              34963110       268      4680 SH  SHR/OTHR    20                             4680
D FORTUNE BRANDS INC             COM              34963110        22       400 SH  SHR/OTHR    21                              400
D FORTUNE BRANDS INC             COM              34963110        47       820 SH  SHARED      22            620               200
D FORTUNE BRANDS INC             COM              34963110      1187     20700 SH  SHARED      23          18800              1900
D FORTUNE BRANDS INC             COM              34963110      1254     21870 SH  SHR/OTHR    23                            21870
D FORTUNET INC                   COM              34969Q10         0        98 SH  SHARED                     98                  
D FORWARD AIR CORP               COM              34985310       102      3767 SH  SHARED                   3767                  
D FORWARD AIR CORP               COM              34985310         5       194 SH  SHARED      02            116                78
D FORWARD AIR CORP               COM              34985310       297     10928 SH  SHARED      10          10928                  
D FORWARD AIR CORP               COM              34985310        40      1498 SH  SHARED      21                             1498
D FORWARD INDS INC N Y           COM NEW          34986230         0       205 SH  SHARED                    205                  
D FOSSIL INC                     COM              34988210       166      5906 SH  SHARED                   5906                  
D FOSSIL INC                     COM              34988210       192      6825 SH  SHARED      01           6825                  
D FOSSIL INC                     COM              34988210        91      3235 SH  SHARED      02           3164                71
D FOSSIL INC                     COM              34988210      1123     39800 SH  SHARED      10          38000              1800
D FOSTER L B CO                  COM              35006010        18       601 SH  SHARED                    601                  
D FOSTER L B CO                  COM              35006010         1        45 SH  SHARED      02             45                  
D FOSTER L B CO                  COM              35006010        79      2600 SH  SHARED      10           2600                  
D FOUNDATION COAL HLDGS INC      COM              35039W10     30921    869062 SH  SHARED                 869062                  
D FOUNDATION COAL HLDGS INC      COM              35039W10      4654    130804 SH  SHARED      02         130804                  
D FOUNDATION COAL HLDGS INC      COM              35039W10         7       200 SH  SHARED      06            200                  
D FOUNDATION COAL HLDGS INC      COM              35039W10      8297    233207 SH  SHARED      10         223907              9300
D FOUNDRY NETWORKS INC           COM              35063R10      7620    418482 SH  SHARED                 418482                  
D FOUNDRY NETWORKS INC           COM              35063R10       898     49350 SH  SHARED      01           2050             47300
D FOUNDRY NETWORKS INC           COM              35063R10        33      1833 SH  SHARED      02           1833                  
D FOUNDRY NETWORKS INC           COM              35063R10     57569   3161400 SH  SHARED      10        3157800              3600
D FOUNTAIN POWERBOAT IND         COM NEW          35075530         0        66 SH  SHARED                     66                  
D 4 KIDS ENTMT INC               COM              35086510         5       723 SH  SHARED                    723                  
D 4 KIDS ENTMT INC               COM              35086510        43      6200 SH  SHARED      02           6200                  
D FOX CHASE BANCORP              COM              35137P10         4       360 SH  SHARED                    360                  
D FRANCE TELECOM                 SPONSORED ADR    35177Q10       932     33308 SH  SHARED                  33308                  
D FRANCE TELECOM                 SPONSORED ADR    35177Q10       294     10512 SH  SHARED      02          10000               512
D FRANCE TELECOM                 SPONSORED ADR    35177Q10         4       176 SH  SHARED      20            176                  
D FRANCE TELECOM                 SPONSORED ADR    35177Q10        50      1791 SH  SHARED      21           1791                  
D FRANKLIN BK CORP DEL           COM              35245110         0       677 SH  SHARED                    677                  
D FRANKLIN COVEY CO              COM              35346910         4       610 SH  SHARED                    610                  
D FRANKLIN COVEY CO              COM              35346910        32      4500 SH  SHARED      02           4500                  
D FRANKLIN CR MGMT CORP          COM NEW          35348720         0        96 SH  SHARED                     96                  
D FRANKLIN ELEC INC              COM              35351410        33       750 SH  SHARED      01            750                  
D FRANKLIN ELEC INC              COM              35351410       313      7035 SH  SHARED      02           7035                  
D FRANKLIN ELEC INC              COM              35351410       150      3375 SH  SHARED      10           3375                  
D FRANKLIN ELECTR PUBLISHERS I   COM              35351510         0       123 SH  SHARED                    123                  
D FRANKLIN RES INC               COM              35461310        35       400 SH  SHARED                                      400
D FRANKLIN RES INC               COM              35461310     30522    346339 SH  SHARED                 344039              2300
D FRANKLIN RES INC               COM              35461310      2531     28725 SH  SHARED      01          24950              3775
D FRANKLIN RES INC               COM              35461310       367      4175 SH  SHR/OTHR    01                             4175
D FRANKLIN RES INC               COM              35461310      2209     25075 SH  SHARED      02          24883               192
D FRANKLIN RES INC               COM              35461310        70       800 SH  SHARED      04            800                  
D FRANKLIN RES INC               COM              35461310         8       100 SH  SHARED      05            100                  
D FRANKLIN RES INC               COM              35461310      1880     21341 SH  SHARED      06          16441              4900
D FRANKLIN RES INC               COM              35461310     13865    157325 SH  SHARED      10         157325                  
D FRANKLIN RES INC               COM              35461310        55       635 SH  SHARED      20            340               295
D FRANKLIN RES INC               COM              35461310        30       350 SH  SHR/OTHR    20                              350
D FRANKLIN RES INC               COM              35461310        15       173 SH  SHARED      21            173                  
D FRANKLIN RES INC               COM              35461310        17       200 SH  SHR/OTHR    21                              200
D FRANKLIN RES INC               COM              35461310        15       175 SH  SHR/OTHR    22                              175
D FRANKLIN RES INC               COM              35461310       548      6225 SH  SHARED      23           6225                  
D FRANKLIN RES INC               COM              35461310       852      9675 SH  SHR/OTHR    23                             9675
D FRANKLIN STREET PPTYS CORP     COM              35471R10       610     46944 SH  SHARED                  46944                  
D FRANKLIN STREET PPTYS CORP     COM              35471R10        47      3676 SH  SHARED      02           3676                  
D FRANKLIN STREET PPTYS CORP     COM              35471R10       297     22900 SH  SHARED      10          22900                  
D FREDERICKS HOLLYWOOD GROUP I   COM              35582T10         0       166 SH  SHARED                    166                  
D FREDS INC                      CL A             35610810       300     21106 SH  SHARED                  21106                  
D FREDS INC                      CL A             35610810       120      8470 SH  SHARED      02           8422                48
D FREDS INC                      CL A             35610810       257     18100 SH  SHARED      10          18100                  
D FREEPORT-MCMORAN COPPER & GO   PFD CONV         35671D78    144031   1696283 SH  SHARED                1696283                  
D FREEPORT-MCMORAN COPPER & GO   PFD CONV         35671D78     12482    147004 SH  SHARED      02         147004                  
D FREEPORT-MCMORAN COPPER & GO   PFD CONV         35671D78     16982    200000 SH  SHARED      04         200000                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1815     31928 SH  SHARED                  30877              1051
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     91207   1604347 SH  SHARED                1580147             24200
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     10966    192904 SH  SHARED      01         136886             56018
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1956     34413 SH  SHR/OTHR    01                            34413
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     32294    568058 SH  SHARED      02         530180             37878
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     12796    225100 SH  SHARED      04         225100                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85         9       170 SH  SHARED      05            170                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      8468    148954 SH  SHARED      06         136796             12158
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     66933   1177378 SH  SHARED      10        1093468             83910
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       397      6989 SH  SHARED      14                             6989
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       458      8070 SH  SHARED      15                             8070
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       400      7044 SH  SHARED      19                             7044
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1578     27767 SH  SHARED      20          22643       45     5079
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       545      9595 SH  SHR/OTHR    20                             9595
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       540      9500 SH  SHARED      21           7550              1950
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        10       185 SH  SHR/OTHR    21                              185
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       545      9595 SH  SHARED      22           7935              1660
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       146      2581 SH  SHR/OTHR    22                             2581
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      2469     43434 SH  SHARED      23          33269             10165
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      2603     45798 SH  SHR/OTHR    23                            45798
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        37       651 SH  SHARED      24            651                  
D FREIGHTCAR AMER INC            COM              35702310       118      4060 SH  SHARED                   4060                  
D FREIGHTCAR AMER INC            COM              35702310         6       206 SH  SHARED      02            206                  
D FREQUENCY ELECTRS INC          COM              35801010         0       212 SH  SHARED                    212                  
D FRESENIUS KABI PHARMACEUTHLD   RIGHT 99/99/9999 35802M11         8     13388 SH  SHARED                  13388                  
D FRESENIUS KABI PHARMACEUTHLD   RIGHT 99/99/9999 35802M11         0       280 SH  SHARED      01            280                  
D FRESENIUS KABI PHARMACEUTHLD   RIGHT 99/99/9999 35802M11         1      2750 SH  SHARED      02           2750                  
D FRESENIUS MED CARE AG&CO KGA   SPONSORED ADR    35802910       654     12606 SH  SHARED                  12606                  
D FRESENIUS MED CARE AG&CO KGA   SPONSORED ADR    35802910        61      1184 SH  SHARED      01            712               472
D FRESENIUS MED CARE AG&CO KGA   SPONSORED ADR    35802910         5       113 SH  SHARED      20            113                  
D FRIEDMAN BILLINGS RAMSEY GRO   CL A             35843410        38     19466 SH  SHARED                  19466                  
D FRIEDMAN BILLINGS RAMSEY GRO   CL A             35843410        55     27900 SH  SHARED      01          27900                  
D FRIEDMAN BILLINGS RAMSEY GRO   CL A             35843410         4      2250 SH  SHARED      02                             2250
D FRIEDMAN BILLINGS RAMSEY GRO   CL A             35843410       138     69100 SH  SHARED      10          69100                  
D FRIEDMAN INDS INC              COM              35843510         1       294 SH  SHARED                    294                  
D FRISCHS RESTAURANTS INC        COM              35874810         1        84 SH  SHARED                     84                  
D FRONTEER DEV GROUP INC         COM              35903Q10         8      3100 SH  SHARED      02           3100                  
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      3915    340493 SH  SHARED                 340493                  
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       378     32893 SH  SHARED      01          30900              1993
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      3045    264824 SH  SHARED      02         261823              3001
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       447     38900 SH  SHARED      06          33500              5400
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      5781    502702 SH  SHARED      10         502702                  
D FRONTIER COMMUNICATIONS CORP   COM              35906A10        60      5276 SH  SHARED      21           4866               410
D FRONTIER FINL CORP WASH        COM              35907K10      1819    135460 SH  SHARED                 135460                  
D FRONTIER FINL CORP WASH        COM              35907K10        17      1340 SH  SHARED      01           1340                  
D FRONTIER FINL CORP WASH        COM              35907K10        85      6391 SH  SHARED      02           6391                  
D FRONTIER FINL CORP WASH        COM              35907K10       312     23300 SH  SHARED      10          23300                  
D FRONTIER OIL CORP              COM              35914P10      1191     64681 SH  SHARED                  64681                  
D FRONTIER OIL CORP              COM              35914P10       629     34200 SH  SHARED      01                            34200
D FRONTIER OIL CORP              COM              35914P10      1291     70090 SH  SHARED      02          42140             27950
D FRONTIER OIL CORP              COM              35914P10       508     27600 SH  SHARED      10          27600                  
D FROZEN FOOD EXPRESS INDS INC   COM              35936010         1       344 SH  SHARED                    344                  
D FUELCELL ENERGY INC            COM              35952H10         7      1286 SH  SHARED                                     1286
D FUELCELL ENERGY INC            COM              35952H10      2415    400600 SH  SHARED                 400600                  
D FUELCELL ENERGY INC            COM              35952H10        76     12705 SH  SHARED      02          11705              1000
D FUELCELL ENERGY INC            COM              35952H10      2551    423069 SH  SHARED      04         423069                  
D FUELCELL ENERGY INC            COM              35952H10      2824    468474 SH  SHARED      05         468474                  
D FUELCELL ENERGY INC            COM              35952H10       382     63497 SH  SHARED      06                            63497
D FUELCELL ENERGY INC            COM              35952H10         5       941 SH  SHARED      10            941                  
D FUEL SYS SOLUTIONS INC         COM              35952W10       121      3528 SH  SHARED                   3528                  
D FUEL SYS SOLUTIONS INC         COM              35952W10        31       900 SH  SHARED      01            900                  
D FUEL SYS SOLUTIONS INC         COM              35952W10       318      9236 SH  SHARED      02           9236                  
D FUEL SYS SOLUTIONS INC         COM              35952W10       385     11200 SH  SHARED      10          11200                  
D FUEL TECH INC                  COM              35952310        33      1835 SH  SHARED                   1200               635
D FUEL TECH INC                  COM              35952310        71      3929 SH  SHARED                   3929                  
D FUEL TECH INC                  COM              35952310        67      3733 SH  SHARED      02            833              2900
D FUEL TECH INC                  COM              35952310      4793    265000 SH  SHARED      04         265000                  
D FUEL TECH INC                  COM              35952310      6657    368000 SH  SHARED      05         368000                  
D FUEL TECH INC                  COM              35952310       709     39200 SH  SHARED      06                            39200
D FUEL TECH INC                  COM              35952310         1        99 SH  SHARED      10             99                  
D FUJIFILM HLDGS CORP            ADR 2 ORD        35958N10        18       720 SH  SHARED                    720                  
D FUJIFILM HLDGS CORP            ADR 2 ORD        35958N10         8       339 SH  SHARED      02                              339
D FULL HOUSE RESORTS INC         COM              35967810         0       341 SH  SHARED                    341                  
D FULLER H B CO                  COM              35969410         3       156 SH  SHARED                    156                  
D FULLER H B CO                  COM              35969410        48      2347 SH  SHARED      02           2347                  
D FULLER H B CO                  COM              35969410       415     19886 SH  SHARED      10          19886                  
D FULTON FINL CORP PA            COM              36027110       846     77577 SH  SHARED                  77577                  
D FULTON FINL CORP PA            COM              36027110         0        75 SH  SHARED      01             75                  
D FULTON FINL CORP PA            COM              36027110       122     11253 SH  SHARED      02          11253                  
D FULTON FINL CORP PA            COM              36027110       273     25059 SH  SHARED      10          25059                  
D FURNITURE BRANDS INTL INC      COM              36092110      1578    150064 SH  SHARED                 150064                  
D FURNITURE BRANDS INTL INC      COM              36092110       167     15900 SH  SHARED      01                            15900
D FURNITURE BRANDS INTL INC      COM              36092110       231     22051 SH  SHARED      02          13751              8300
D FURNITURE BRANDS INTL INC      COM              36092110       206     19600 SH  SHARED      10          19600                  
D FUQI INTERNATIONAL INC         COM NEW          36102A20       104     12855 SH  SHARED                  12855                  
D FUQI INTERNATIONAL INC         COM NEW          36102A20         0         5 SH  SHARED      02              5                  
D FURMANITE CORPORATION          COM              36108610        22      2174 SH  SHARED                   2174                  
D FURMANITE CORPORATION          COM              36108610         0        20 SH  SHARED      02             20                  
D FUSION TELECOMM INTL INC       COM              36113B30         0       560 SH  SHARED                    560                  
D FUSHI COPPERWELD INC           COM              36113E10         0        20 SH  SHARED      02             20                  
D FUSHI COPPERWELD INC           COM              36113E10         9       965 SH  SHARED      21            965                  
D G & K SVCS INC                 CL A             36126810       291      8820 SH  SHARED                   8820                  
D G & K SVCS INC                 CL A             36126810        13       400 SH  SHARED      01            400                  
D G & K SVCS INC                 CL A             36126810       188      5705 SH  SHARED      02           5611                94
D G & K SVCS INC                 CL A             36126810       414     12554 SH  SHARED      10          12554                  
D GAMCO INVESTORS INC            COM              36143810         2        49 SH  SHARED                     49                  
D GATX CORP                      NOTE  5.000% 8/1 361448AE      3588   2250000 PRN SHARED                2250000                  
D GATX CORP                      COM              36144810      1776     44900 SH  SHARED                  44900                  
D GATX CORP                      COM              36144810       593     15000 SH  SHARED      01                            15000
D GATX CORP                      COM              36144810       350      8867 SH  SHARED      02           8867                  
D GATX CORP                      COM              36144810     11166    282200 SH  SHARED      10         282200                  
D GATX CORP                      COM              36144810        59      1500 SH  SHARED      23                             1500
D GEO GROUP INC                  COM              36159R10       117      5807 SH  SHARED                   5807                  
D GEO GROUP INC                  COM              36159R10        24      1229 SH  SHARED      02           1229                  
D GEO GROUP INC                  COM              36159R10        74      3668 SH  SHARED      10           3668                  
D GEO GROUP INC                  COM              36159R10        21      1070 SH  SHARED      21           1070                  
D GFI GROUP INC                  COM              36165220       170     36124 SH  SHARED                  36124                  
D GFI GROUP INC                  COM              36165220       159     33780 SH  SHARED      02          33656               124
D GFI GROUP INC                  COM              36165220       471    100000 SH  SHARED      04         100000                  
D GFI GROUP INC                  COM              36165220         9      1983 SH  SHARED      10           1983                  
D GHL ACQUISITION CORP           COM              36172H10      4376    475700 SH  SHARED                 475700                  
D GHL ACQUISITION CORP           UNIT 99/99/9999  36172H20        40      4147 SH  SHARED                   4147                  
D GHL ACQUISITION CORP           UNIT 99/99/9999  36172H20         1       200 SH  SHARED      02            200                  
D GP STRATEGIES CORP             COM              36225V10        28      3769 SH  SHARED                   3769                  
D GP STRATEGIES CORP             COM              36225V10        34      4600 SH  SHARED      02           4600                  
D GSE SYS INC                    COM              36227K10         2       395 SH  SHARED                    395                  
D GSI GROUP INC CDA              COM              36229U10        10      2911 SH  SHARED                   2911                  
D GT SOLAR INTL INC              COM              3623E020        11      1050 SH  SHARED                                     1050
D GT SOLAR INTL INC              COM              3623E020        82      7621 SH  SHARED                   7621                  
D GT SOLAR INTL INC              COM              3623E020       864     79693 SH  SHARED      02          79593               100
D GT SOLAR INTL INC              COM              3623E020       683     62950 SH  SHARED      04          62950                  
D GT SOLAR INTL INC              COM              3623E020      1050     96850 SH  SHARED      05          96850                  
D GT SOLAR INTL INC              COM              3623E020       649     59900 SH  SHARED      06                            59900
D G-III APPAREL GROUP LTD        COM              36237H10         1        64 SH  SHARED                     64                  
D G-III APPAREL GROUP LTD        COM              36237H10        14       800 SH  SHARED      01            800                  
D G-III APPAREL GROUP LTD        COM              36237H10         0         7 SH  SHARED      02              7                  
D G-III APPAREL GROUP LTD        COM              36237H10       523     28000 SH  SHARED      10          28000                  
D GSI COMMERCE INC               COM              36238G10        41      2700 SH  SHARED      01           2700                  
D GSI COMMERCE INC               COM              36238G10       263     16997 SH  SHARED      02           3197             13800
D GSI COMMERCE INC               COM              36238G10       298     19300 SH  SHARED      10          19300                  
D GTSI CORP                      COM              36238K10         1       179 SH  SHARED                    179                  
D GTC BIOTHERAPEUTICS INC        COM              36238T10         5     16153 SH  SHARED                  16153                  
D GABELLI EQUITY TR INC          COM              36239710       108     15715 SH  SHARED      01                            15715
D GABELLI UTIL TR                COM              36240A10        45      5000 SH  SHARED      01                             5000
D GSI TECHNOLOGY                 COM              36241U10         1       519 SH  SHARED                    519                  
D GABELLI DIVD & INCOME TR       COM              36242H10      1711    124211 SH  SHARED      02                           124211
D GABELLI GLB GLD NAT RES & IN   COM SHS BN INT   36244N10       195      9700 SH  SHARED      02                             9700
D GABELLI GLOBAL DEAL FD         COM SBI          36245G10        11       850 SH  SHARED      02                              850
D GSC INVESTMENT CORP            COM              36249310         9      1505 SH  SHARED                   1505                  
D GAFISA S A                     SPONS ADR        36260730       110      4313 SH  SHARED                   4313                  
D GAFISA S A                     SPONS ADR        36260730      1616     62900 SH  SHARED      02          62900                  
D GAIAM INC                      CL A             36268Q10         0        32 SH  SHARED                     32                  
D GAIAM INC                      CL A             36268Q10         9       910 SH  SHARED      02            910                  
D GAIAM INC                      CL A             36268Q10        15      1448 SH  SHARED      10           1448                  
D GAINSCO INC                    COM              36312720         4      1393 SH  SHARED                   1393                  
D GALLAGHER ARTHUR J & CO        COM              36357610      2471     96302 SH  SHARED                  96302                  
D GALLAGHER ARTHUR J & CO        COM              36357610       695     27100 SH  SHARED      01                            27100
D GALLAGHER ARTHUR J & CO        COM              36357610       179      7000 SH  SHARED      02           7000                  
D GALLAGHER ARTHUR J & CO        COM              36357610      1301     50705 SH  SHARED      10          50705                  
D GALLAGHER ARTHUR J & CO        COM              36357610        33      1316 SH  SHARED      21           1316                  
D GALLERY OF HISTORY INC         COM              36381210         0        22 SH  SHARED                     22                  
D GAMETECH INTERNATIONAL INC     COM              36466D10         3      1185 SH  SHARED                   1185                  
D GAMING PARTNERS INTL CORP      COM              36467A10         7      1283 SH  SHARED                   1283                  
D GAMMON GOLD INC                COM              36467T10       921    124464 SH  SHARED                 124464                  
D GAMMON GOLD INC                COM              36467T10      6317    853717 SH  SHARED      10         853717                  
D GAMESTOP CORP NEW              CL A             36467W10      3894    113839 SH  SHARED                 113839                  
D GAMESTOP CORP NEW              CL A             36467W10      1361     39791 SH  SHARED      01          39791                  
D GAMESTOP CORP NEW              CL A             36467W10       284      8326 SH  SHARED      02           7901               425
D GAMESTOP CORP NEW              CL A             36467W10      1024     29950 SH  SHARED      06          24750              5200
D GAMESTOP CORP NEW              CL A             36467W10     32453    948657 SH  SHARED      10         948657                  
D GAMESTOP CORP NEW              CL A             36467W10        18       535 SH  SHARED      21            535                  
D GANDER MOUNTAIN CO             COM              36471P10         0       180 SH  SHARED                    180                  
D GANNETT INC                    COM              36473010       963     57004 SH  SHARED                                    57004
D GANNETT INC                    COM              36473010     18096   1070143 SH  SHARED                1070143                  
D GANNETT INC                    COM              36473010       763     45135 SH  SHARED      01          45135                  
D GANNETT INC                    COM              36473010       267     15833 SH  SHARED      02          13539              2294
D GANNETT INC                    COM              36473010        42      2500 SH  SHARED      04           2500                  
D GANNETT INC                    COM              36473010         1       100 SH  SHARED      05            100                  
D GANNETT INC                    COM              36473010      1296     76700 SH  SHARED      06          70650              6050
D GANNETT INC                    COM              36473010      5266    311459 SH  SHARED      10         311459                  
D GANNETT INC                    COM              36473010       464     27459 SH  SHARED      14                            27459
D GANNETT INC                    COM              36473010        53      3140 SH  SHARED      20           1915              1225
D GANNETT INC                    COM              36473010        50      3000 SH  SHARED      23           3000                  
D GANNETT INC                    COM              36473010        32      1900 SH  SHR/OTHR    23                             1900
D GAP INC DEL                    COM              36476010        76      4300 SH  SHARED                                     4300
D GAP INC DEL                    COM              36476010     46431   2611431 SH  SHARED                2582031             29400
D GAP INC DEL                    COM              36476010      1894    106573 SH  SHARED      01         101403              5170
D GAP INC DEL                    COM              36476010        14       825 SH  SHR/OTHR    01                              825
D GAP INC DEL                    COM              36476010      7605    427758 SH  SHARED      02         420482              7276
D GAP INC DEL                    COM              36476010        35      2000 SH  SHARED      04           2000                  
D GAP INC DEL                    COM              36476010         6       355 SH  SHARED      05            355                  
D GAP INC DEL                    COM              36476010      2707    152265 SH  SHARED      06         136975             15290
D GAP INC DEL                    COM              36476010     20709   1164788 SH  SHARED      10        1136288             28500
D GAP INC DEL                    COM              36476010      1667     93758 SH  SHARED      14                            93758
D GAP INC DEL                    COM              36476010        16       950 SH  SHARED      20            950                  
D GAP INC DEL                    COM              36476010       201     11345 SH  SHARED      21          11345                  
D GAP INC DEL                    COM              36476010        11       656 SH  SHR/OTHR    21                              656
D GARDNER DENVER INC             COM              36555810       614     17701 SH  SHARED                  17701                  
D GARDNER DENVER INC             COM              36555810      1987     57246 SH  SHARED      01          34128             23118
D GARDNER DENVER INC             COM              36555810      1374     39600 SH  SHR/OTHR    01                            39600
D GARDNER DENVER INC             COM              36555810       291      8390 SH  SHARED      02           8328                62
D GARDNER DENVER INC             COM              36555810     27620    795524 SH  SHARED      10         735704             59820
D GARDNER DENVER INC             COM              36555810         4       128 SH  SHARED      20            128                  
D GARDNER DENVER INC             COM              36555810        53      1536 SH  SHARED      22           1536                  
D GARTNER INC                    COM              36665110         4       185 SH  SHARED                    185                  
D GARTNER INC                    COM              36665110       605     26703 SH  SHARED      01           5137             21566
D GARTNER INC                    COM              36665110       474     20904 SH  SHARED      02          16904              4000
D GARTNER INC                    COM              36665110      1077     47500 SH  SHARED      10          45500              2000
D GARTNER INC                    COM              36665110       587     25909 SH  SHARED      23          25909                  
D GARTNER INC                    COM              36665110       689     30393 SH  SHR/OTHR    23                            30393
D GASCO ENERGY INC               COM              36722010         0       349 SH  SHARED                    349                  
D GASCO ENERGY INC               COM              36722010         3      1900 SH  SHARED      10           1900                  
D GASTAR EXPL LTD                COM              36729910       623    479232 SH  SHARED                 479232                  
D GASTAR EXPL LTD                COM              36729910      1130    869800 SH  SHARED      02                           869800
D GATEHOUSE MEDIA INC            COM              36734810       122    250253 SH  SHARED                 250253                  
D GAYLORD ENTMT CO NEW           COM              36790510     23839    811686 SH  SHARED                 811686                  
D GAYLORD ENTMT CO NEW           COM              36790510       179      6100 SH  SHARED      02           6100                  
D GAYLORD ENTMT CO NEW           COM              36790510       552     18805 SH  SHARED      10          17205              1600
D GAYLORD ENTMT CO NEW           COM              36790510        88      3000 SH  SHARED      23                             3000
D GATEWAY FINL HLDGS INC         COM              36814010         5       938 SH  SHARED                    938                  
D GEHL CO                        COM              36848310         0        15 SH  SHARED                     15                  
D GEHL CO                        COM              36848310         0         5 SH  SHARED      02              5                  
D GEN-PROBE INC NEW              COM              36866T10       307      5794 SH  SHARED                   5794                  
D GEN-PROBE INC NEW              COM              36866T10       896     16900 SH  SHARED      01                            16900
D GEN-PROBE INC NEW              COM              36866T10       474      8944 SH  SHARED      02           8944                  
D GEN-PROBE INC NEW              COM              36866T10      4788     90259 SH  SHARED      04          90259                  
D GEN-PROBE INC NEW              COM              36866T10      2299     43340 SH  SHARED      10          43340                  
D GENAERA CORP                   COM NEW          36867G20         0       452 SH  SHARED                    452                  
D GENCOR INDS INC                COM              36867810         1       145 SH  SHARED                    145                  
D GENCORP INC                    NOTE  4.000% 1/1 368682AJ       214    250000 PRN SHARED                 250000                  
D GENCORP INC                    NOTE  4.000% 1/1 368682AJ      8638  10068000 PRN SHARED      02       10068000                  
D GENCORP INC                    SDCV  2.250%11/1 368682AL      1127   1532000 PRN SHARED                1532000                  
D GENCORP INC                    SDCV  2.250%11/1 368682AL       515    700000 PRN SHARED      02         700000                  
D GENCORP INC                    COM              36868210       681    101080 SH  SHARED                 101080                  
D GENCORP INC                    COM              36868210         2       349 SH  SHARED      02            349                  
D GENCORP INC                    COM              36868210        33      4898 SH  SHARED      10           4898                  
D GENELABS TECHNOLOGIES INC      COM NEW          36870620         0      1123 SH  SHARED                   1123                  
D GENENTECH INC                  COM NEW          36871040       555      6264 SH  SHARED                   6264                  
D GENENTECH INC                  COM NEW          36871040     15313    172683 SH  SHARED                 172683                  
D GENENTECH INC                  COM NEW          36871040      1240     13988 SH  SHARED      01          10400              3588
D GENENTECH INC                  COM NEW          36871040      2803     31615 SH  SHARED      02          27330              4285
D GENENTECH INC                  COM NEW          36871040      6684     75374 SH  SHARED      04          75374                  
D GENENTECH INC                  COM NEW          36871040        20       230 SH  SHARED      05            230                  
D GENENTECH INC                  COM NEW          36871040       892     10063 SH  SHARED      06           5343              4720
D GENENTECH INC                  COM NEW          36871040     58146    655685 SH  SHARED      10         646185              9500
D GENENTECH INC                  COM NEW          36871040      1693     19092 SH  SHARED      14           1000             18092
D GENENTECH INC                  COM NEW          36871040       638      7200 SH  SHARED      20                             7200
D GENENTECH INC                  COM NEW          36871040       409      4614 SH  SHARED      21                             4614
D GENERAL CABLE CORP DEL NEW     NOTE  0.875%11/1 369300AD      9328  10517000 PRN SHARED      02       10517000                  
D GENERAL CABLE CORP DEL NEW     COM              36930010        32       917 SH  SHARED                    917                  
D GENERAL CABLE CORP DEL NEW     COM              36930010       150      4225 SH  SHARED      01           4225                  
D GENERAL CABLE CORP DEL NEW     COM              36930010       285      8003 SH  SHARED      02           8003                  
D GENERAL CABLE CORP DEL NEW     COM              36930010       577     16200 SH  SHARED      06          16200                  
D GENERAL CABLE CORP DEL NEW     COM              36930010     18504    519350 SH  SHARED      10         519350                  
D GENERAL CABLE CORP DEL NEW     COM              36930010        41      1172 SH  SHARED      21                             1172
D GENERAL COMMUNICATION INC      CL A             36938510         0        48 SH  SHARED                     48                  
D GENERAL COMMUNICATION INC      CL A             36938510        82      8925 SH  SHARED      02           8925                  
D GENERAL COMMUNICATION INC      CL A             36938510       155     16800 SH  SHARED      10          16800                  
D GENERAL DYNAMICS CORP          COM              36955010       156      2130 SH  SHARED                                     2130
D GENERAL DYNAMICS CORP          COM              36955010     66178    898915 SH  SHARED                 859875             39040
D GENERAL DYNAMICS CORP          COM              36955010      6827     92739 SH  SHARED      01          56184             36555
D GENERAL DYNAMICS CORP          COM              36955010        44       600 SH  SHR/OTHR    01                              600
D GENERAL DYNAMICS CORP          COM              36955010      2400     32607 SH  SHARED      02          29913              2694
D GENERAL DYNAMICS CORP          COM              36955010      1141     15500 SH  SHARED      04          15500                  
D GENERAL DYNAMICS CORP          COM              36955010        11       160 SH  SHARED      05            160                  
D GENERAL DYNAMICS CORP          COM              36955010      3889     52830 SH  SHARED      06          41050             11780
D GENERAL DYNAMICS CORP          COM              36955010     90892   1234611 SH  SHARED      10        1154011             80600
D GENERAL DYNAMICS CORP          COM              36955010       180      2453 SH  SHARED      14                             2453
D GENERAL DYNAMICS CORP          COM              36955010       538      7315 SH  SHARED      20           1890              5425
D GENERAL DYNAMICS CORP          COM              36955010      1273     17300 SH  SHR/OTHR    20                            17300
D GENERAL DYNAMICS CORP          COM              36955010       909     12351 SH  SHARED      21           1400             10951
D GENERAL DYNAMICS CORP          COM              36955010       125      1700 SH  SHR/OTHR    21                             1700
D GENERAL DYNAMICS CORP          COM              36955010       138      1884 SH  SHARED      22           1484               400
D GENERAL DYNAMICS CORP          COM              36955010        29       400 SH  SHR/OTHR    22                              400
D GENERAL DYNAMICS CORP          COM              36955010     20851    283238 SH  SHARED      23           8429            274809
D GENERAL DYNAMICS CORP          COM              36955010     34902    474086 SH  SHR/OTHR    23                           474086
D GENERAL ELECTRIC CO            COM              36960410      6740    264333 SH  SHARED                  77291            187042
D GENERAL ELECTRIC CO            COM              36960410    400951  15723591 SH  SHARED               15406126            317465
D GENERAL ELECTRIC CO            COM              36960410     86207   3380702 SH  SHARED      01        1985736      400  1394566
D GENERAL ELECTRIC CO            COM              36960410     13913    545610 SH  SHR/OTHR    01                           545610
D GENERAL ELECTRIC CO            COM              36960410    150058   5884653 SH  SHARED      02        5497516            387137
D GENERAL ELECTRIC CO            COM              36960410       914     35874 SH  SHARED      04                            35874
D GENERAL ELECTRIC CO            COM              36960410     71510   2804325 SH  SHARED      04        2804325                  
D GENERAL ELECTRIC CO            COM              36960410      6795    266503 SH  SHARED      05         266503                  
D GENERAL ELECTRIC CO            COM              36960410     36216   1420266 SH  SHARED      06        1107978            312288
D GENERAL ELECTRIC CO            COM              36960410    364044  14276236 SH  SHARED      10       13099674           1176562
D GENERAL ELECTRIC CO            COM              36960410      4023    157798 SH  SHARED      14                           157798
D GENERAL ELECTRIC CO            COM              36960410      2167     85000 SH  SHARED      15                            85000
D GENERAL ELECTRIC CO            COM              36960410      3130    122749 SH  SHARED      19                           122749
D GENERAL ELECTRIC CO            COM              36960410      8334    326828 SH  SHARED      20         185506      350   140972
D GENERAL ELECTRIC CO            COM              36960410      4547    178336 SH  SHR/OTHR    20                           178336
D GENERAL ELECTRIC CO            COM              36960410      2679    105093 SH  SHARED      21          76528             28565
D GENERAL ELECTRIC CO            COM              36960410      1123     44058 SH  SHR/OTHR    21                            44058
D GENERAL ELECTRIC CO            COM              36960410      3197    125379 SH  SHARED      22          80716             44663
D GENERAL ELECTRIC CO            COM              36960410       986     38669 SH  SHR/OTHR    22                            38669
D GENERAL ELECTRIC CO            COM              36960410     38495   1509633 SH  SHARED      23        1433908             75725
D GENERAL ELECTRIC CO            COM              36960410     53849   2111755 SH  SHR/OTHR    23                          2111755
D GENERAL ELECTRIC CO            COM              36960410       334     13100 SH  SHARED      24          13100                  
D GENERAL EMPLOYMENT ENTERPRIS   COM              36973010         0       109 SH  SHARED                    109                  
D GENERAL FINANCE CORP           COM              36982210         1       250 SH  SHARED                    250                  
D GENERAL GROWTH PPTYS INC       COM              37002110     11481    760339 SH  SHARED                 670439             89900
D GENERAL GROWTH PPTYS INC       COM              37002110       414     27475 SH  SHARED      01          27475                  
D GENERAL GROWTH PPTYS INC       COM              37002110      1167     77304 SH  SHARED      02          77304                  
D GENERAL GROWTH PPTYS INC       COM              37002110         1       130 SH  SHARED      05            130                  
D GENERAL GROWTH PPTYS INC       COM              37002110        77      5100 SH  SHARED      06                             5100
D GENERAL GROWTH PPTYS INC       COM              37002110     12892    853788 SH  SHARED      10         853788                  
D GENERAL GROWTH PPTYS INC       COM              37002110    106341   7042496 SH  SHARED      11        2727698           4314798
D GENERAL GROWTH PPTYS INC       COM              37002110       162     10751 SH  SHARED      14                            10751
D GENERAL GROWTH PPTYS INC       COM              37002110         5       358 SH  SHARED      20            358                  
D GENERAL GROWTH PPTYS INC       COM              37002110         0         1 SH  SHR/OTHR    20                                1
D GENERAL MLS INC                COM              37033410     37233    541819 SH  SHARED                 487519             54300
D GENERAL MLS INC                COM              37033410      5006     72856 SH  SHARED      01          60976             11880
D GENERAL MLS INC                COM              37033410        12       175 SH  SHR/OTHR    01                              175
D GENERAL MLS INC                COM              37033410      1886     27449 SH  SHARED      02          23842              3607
D GENERAL MLS INC                COM              37033410       446      6500 SH  SHARED      04           6500                  
D GENERAL MLS INC                COM              37033410        13       200 SH  SHARED      05            200                  
D GENERAL MLS INC                COM              37033410      5049     73480 SH  SHARED      06          38050             35430
D GENERAL MLS INC                COM              37033410     98866   1438682 SH  SHARED      10        1174282            264400
D GENERAL MLS INC                COM              37033410      1227     17861 SH  SHARED      14                            17861
D GENERAL MLS INC                COM              37033410       178      2600 SH  SHARED      15                             2600
D GENERAL MLS INC                COM              37033410        81      1185 SH  SHARED      20           1125                60
D GENERAL MLS INC                COM              37033410         3        55 SH  SHR/OTHR    20                               55
D GENERAL MLS INC                COM              37033410        61       900 SH  SHARED      21            900                  
D GENERAL MLS INC                COM              37033410         9       135 SH  SHR/OTHR    21                              135
D GENERAL MLS INC                COM              37033410       443      6450 SH  SHARED      22           3700              2750
D GENERAL MLS INC                COM              37033410      1051     15300 SH  SHARED      23           8600              6700
D GENERAL MLS INC                COM              37033410      2069     30120 SH  SHR/OTHR    23                            30120
D GENERAL MLS INC                COM              37033410       288      4200 SH  SHARED      24           4200                  
D GENERAL MOLY INC               COM              37037310         1       236 SH  SHARED                    236                  
D GENERAL MOLY INC               COM              37037310         0       155 SH  SHARED      01            155                  
D GENERAL MTRS CORP              COM              37044210         9      1000 SH  SHARED                   1000                  
D GENERAL MTRS CORP              COM              37044210     12078   1278144 SH  SHARED                1278144                  
D GENERAL MTRS CORP              COM              37044210       470     49800 SH  SHARED      01          49200               600
D GENERAL MTRS CORP              COM              37044210      4914    520093 SH  SHARED      02         468753             51340
D GENERAL MTRS CORP              COM              37044210        16      1700 SH  SHARED      04           1700                  
D GENERAL MTRS CORP              COM              37044210         2       235 SH  SHARED      05            235                  
D GENERAL MTRS CORP              COM              37044210       665     70430 SH  SHARED      06          54650             15780
D GENERAL MTRS CORP              COM              37044210      2583    273404 SH  SHARED      10         273404                  
D GENERAL MTRS CORP              COM              37044210        22      2339 SH  SHARED      14                             2339
D GENERAL MTRS CORP              COM              37044210         4       472 SH  SHARED      23            272               200
D GENERAL MTRS CORP              COM              37044210        80      8556 SH  SHR/OTHR    23                             8556
D GENERAL MTRS CORP              SENIOR DEBEN D   37044269       506     25000 SH  SHARED                  25000                  
D GENERAL MTRS CORP              DEB SR CV C 33   37044271     91193  11399223 SH  SHARED               11399223                  
D GENERAL MTRS CORP              DEB SR CV C 33   37044271      3395    424459 SH  SHARED      02         423344              1115
D GENERAL MTRS CORP              DEB SR CONV B    37044273     22556   2534392 SH  SHARED                2534392                  
D GENERAL MTRS CORP              DEB SR CONV B    37044273       624     70200 SH  SHARED      02          70200                  
D GENERAL MTRS CORP              DEB SR CONV A    37044274         1       100 SH  SHARED                    100                  
D GENERAL STEEL HOLDINGS INC     COM              37085310         5       703 SH  SHARED                    703                  
D GENERAL STEEL HOLDINGS INC     COM              37085310         4       700 SH  SHARED      10            700                  
D GENESCO INC                    SDCV  4.125% 6/1 371532AN       400    250000 PRN SHARED                 250000                  
D GENESCO INC                    COM              37153210        33      1015 SH  SHARED                   1015                  
D GENESCO INC                    COM              37153210        53      1609 SH  SHARED      02           1609                  
D GENESCO INC                    COM              37153210       508     15200 SH  SHARED      10          15200                  
D GENESEE & WYO INC              CL A             37155910        12       321 SH  SHARED                    321                  
D GENESEE & WYO INC              CL A             37155910        57      1527 SH  SHARED      02            917               610
D GENESEE & WYO INC              CL A             37155910     21969    585548 SH  SHARED      10         585548                  
D GENEVA ACQUISITION CORP        COM              37185Y10      2052    370573 SH  SHARED                 370573                  
D GENEVA ACQUISITION CORP        COM              37185Y10       218     39400 SH  SHARED      02          39400                  
D GENEVA ACQUISITION CORP        *W EXP 02/12/201 37185Y11         4     57500 SH  SHARED      02          57500                  
D GENTEX CORP                    COM              37190110       102      7195 SH  SHARED                   7195                  
D GENTEX CORP                    COM              37190110       687     48100 SH  SHARED      01                            48100
D GENTEX CORP                    COM              37190110       347     24268 SH  SHARED      02          22862              1406
D GENTEX CORP                    COM              37190110      4314    301700 SH  SHARED      10         301700                  
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710       325     22766 SH  SHARED                  22766                  
D GENOPTIX INC                   COM              37243V10        10       311 SH  SHARED                    311                  
D GENOPTIX INC                   COM              37243V10         0         4 SH  SHARED      02              4                  
D GENOPTIX INC                   COM              37243V10      3964    121340 SH  SHARED      10         121340                  
D GENOPTIX INC                   COM              37243V10        39      1208 SH  SHARED      23                             1208
D GENOMIC HEALTH INC             COM              37244C10         5       227 SH  SHARED                    227                  
D GENOMIC HEALTH INC             COM              37244C10        22      1010 SH  SHARED      02           1010                  
D GENOMIC HEALTH INC             COM              37244C10       332     14699 SH  SHARED      10          14699                  
D GENTEK INC                     COM NEW          37245X20      4582    178222 SH  SHARED                 178222                  
D GENTEK INC                     COM NEW          37245X20         0         5 SH  SHARED      02              5                  
D GENTEK INC                     COM NEW          37245X20       206      8019 SH  SHARED      10           8019                  
D GENVEC INC                     COM              37246C10         2      1829 SH  SHARED                   1829                  
D GENVEC INC                     COM              37246C10         2      2464 SH  SHARED      02           2464                  
D GENUINE PARTS CO               COM              37246010     16146    401552 SH  SHARED                 401552                  
D GENUINE PARTS CO               COM              37246010       956     23776 SH  SHARED      01          21951              1825
D GENUINE PARTS CO               COM              37246010       269      6712 SH  SHARED      02           6110               602
D GENUINE PARTS CO               COM              37246010       907     22581 SH  SHARED      06          17900              4681
D GENUINE PARTS CO               COM              37246010      6880    171111 SH  SHARED      10         171111                  
D GENUINE PARTS CO               COM              37246010       180      4500 SH  SHARED      20           4500                  
D GENUINE PARTS CO               COM              37246010     18115    450518 SH  SHR/OTHR    20                           450518
D GENUINE PARTS CO               COM              37246010       120      3000 SH  SHARED      23                             3000
D GENTIVA HEALTH SERVICES INC    COM              37247A10         2       107 SH  SHARED                    107                  
D GENTIVA HEALTH SERVICES INC    COM              37247A10        20       775 SH  SHARED      01            775                  
D GENTIVA HEALTH SERVICES INC    COM              37247A10       129      4814 SH  SHARED      02           4814                  
D GENTIVA HEALTH SERVICES INC    COM              37247A10      4981    184900 SH  SHARED      10         184900                  
D GENWORTH FINL INC              COM CL A         37247D10      8585    997122 SH  SHARED                 997122                  
D GENWORTH FINL INC              COM CL A         37247D10       352     40900 SH  SHARED      01          37000              3900
D GENWORTH FINL INC              COM CL A         37247D10        16      1900 SH  SHR/OTHR    01                             1900
D GENWORTH FINL INC              COM CL A         37247D10       505     58744 SH  SHARED      02          58002               742
D GENWORTH FINL INC              COM CL A         37247D10       548     63700 SH  SHARED      04          63700                  
D GENWORTH FINL INC              COM CL A         37247D10         1       210 SH  SHARED      05            210                  
D GENWORTH FINL INC              COM CL A         37247D10       523     60746 SH  SHARED      06          47296             13450
D GENWORTH FINL INC              COM CL A         37247D10      4473    519543 SH  SHARED      10         519543                  
D GENWORTH FINL INC              COM CL A         37247D10        80      9359 SH  SHARED      14                             9359
D GENWORTH FINL INC              COM CL A         37247D10         5       660 SH  SHARED      20            660                  
D GENWORTH FINL INC              COM CL A         37247D10         3       400 SH  SHR/OTHR    20                              400
D GENWORTH FINL INC              COM CL A         37247D10        27      3185 SH  SHARED      23           3185                  
D GENWORTH FINL INC              COM CL A         37247D10         6       800 SH  SHR/OTHR    23                              800
D GEORESOURCES INC               COM              37247610         5       469 SH  SHARED                    469                  
D GEORESOURCES INC               COM              37247610        17      1500 SH  SHARED      01           1500                  
D GEORESOURCES INC               COM              37247610         8       700 SH  SHARED      10            700                  
D GEOPETRO RESOURCES CO          COM              37248H30         1       741 SH  SHARED                    741                  
D GEOGLOBAL RESOURCES INC        COM              37249T10        16      6645 SH  SHARED                   6645                  
D GEOGLOBAL RESOURCES INC        COM              37249T10        16      6400 SH  SHARED      01           6400                  
D GEOPHARMA INC                  COM              37250A10         0       259 SH  SHARED                    259                  
D GENTIUM S P A                  SPONSORED ADR    37250B10         5      3200 SH  SHARED                   3200                  
D GEOMET INC DEL                 COM              37250U20         0       105 SH  SHARED                    105                  
D GEOMET INC DEL                 COM              37250U20         0        10 SH  SHARED      02             10                  
D GEOEYE INC                     COM              37250W10      1729     78165 SH  SHARED                  78165                  
D GEOEYE INC                     COM              37250W10         0        10 SH  SHARED      01             10                  
D GEOEYE INC                     COM              37250W10         0        14 SH  SHARED      02             14                  
D GEOEYE INC                     COM              37250W10       126      5701 SH  SHARED      10           5701                  
D GEOKINETICS INC                COM PAR $0.01    37291030         2       114 SH  SHARED                    114                  
D GEOKINETICS INC                COM PAR $0.01    37291030         0         2 SH  SHARED      02              2                  
D GENZYME CORP                   NOTE  1.250%12/0 372917AN      5890   5100000 PRN SHARED      06        5100000                  
D GENZYME CORP                   COM              37291710     15673    193768 SH  SHARED                 193768                  
D GENZYME CORP                   COM              37291710      2587     31990 SH  SHARED      01          28200              3790
D GENZYME CORP                   COM              37291710      1637     20244 SH  SHR/OTHR    01                            20244
D GENZYME CORP                   COM              37291710      3296     40751 SH  SHARED      02          29709             11042
D GENZYME CORP                   COM              37291710     32367    400147 SH  SHARED      04         400147                  
D GENZYME CORP                   COM              37291710        11       140 SH  SHARED      05            140                  
D GENZYME CORP                   COM              37291710     19375    239533 SH  SHARED      06         112673            126860
D GENZYME CORP                   COM              37291710     29771    368045 SH  SHARED      10         363545              4500
D GENZYME CORP                   COM              37291710      1439     17800 SH  SHARED      14                            17800
D GENZYME CORP                   COM              37291710       121      1500 SH  SHARED      21                             1500
D GENZYME CORP                   COM              37291710      1369     16930 SH  SHR/OTHR    23                            16930
D GEORGIA GULF CORP              COM PAR $0.01    37320020         8      3280 SH  SHARED                   3280                  
D GEORGIA GULF CORP              COM PAR $0.01    37320020        28     11413 SH  SHARED      02          11413                  
D GERDAU AMERISTEEL CORP         COM              37373P10       427     43458 SH  SHARED                  43458                  
D GERDAU AMERISTEEL CORP         COM              37373P10        20      2033 SH  SHARED      02           2033                  
D GERDAU AMERISTEEL CORP         COM              37373P10       331     33700 SH  SHARED      06          33700                  
D GERDAU AMERISTEEL CORP         COM              37373P10      8199    833300 SH  SHARED      10         833300                  
D GERBER SCIENTIFIC INC          COM              37373010         0        15 SH  SHARED                     15                  
D GERBER SCIENTIFIC INC          COM              37373010        54      6000 SH  SHARED      01                             6000
D GERBER SCIENTIFIC INC          COM              37373010         0        13 SH  SHARED      02             13                  
D GERDAU S A                     SPONSORED ADR    37373710      3918    353007 SH  SHARED                 353007                  
D GERDAU S A                     SPONSORED ADR    37373710      5804    522902 SH  SHARED      01         522902                  
D GERDAU S A                     SPONSORED ADR    37373710      2573    231851 SH  SHARED      02         229851              2000
D GERDAU S A                     SPONSORED ADR    37373710       177     16000 SH  SHARED      06          16000                  
D GERDAU S A                     SPONSORED ADR    37373710     12544   1130100 SH  SHARED      10        1130100                  
D GERDAU S A                     SPONSORED ADR    37373710      1257    113300 SH  SHARED      14                           113300
D GERMAN AMERN BANCORP INC       COM              37386510         3       287 SH  SHARED                    287                  
D GERMAN AMERN BANCORP INC       COM              37386510        31      2700 SH  SHARED      02           2700                  
D GERON CORP                     COM              37416310         2       559 SH  SHARED                    559                  
D GERON CORP                     COM              37416310        46     11700 SH  SHARED      01          11700                  
D GERON CORP                     COM              37416310        12      3255 SH  SHARED      02           3255                  
D GETTY RLTY CORP NEW            COM              37429710       119      5373 SH  SHARED                   5373                  
D GETTY RLTY CORP NEW            COM              37429710        51      2309 SH  SHARED      02           2309                  
D GETTY RLTY CORP NEW            COM              37429710       133      6000 SH  SHARED      10           6000                  
D GEVITY HR INC                  COM              37439310         0        71 SH  SHARED                     71                  
D GEVITY HR INC                  COM              37439310         4       580 SH  SHARED      01            580                  
D GEVITY HR INC                  COM              37439310         5       816 SH  SHARED      02            816                  
D GIANT INTERACTIVE GROUP INC    ADR              37451110        29      4501 SH  SHARED                   4501                  
D GIANT INTERACTIVE GROUP INC    ADR              37451110         2       367 SH  SHARED      02            367                  
D GIBRALTAR INDS INC             COM              37468910       119      6390 SH  SHARED                   6390                  
D GIBRALTAR INDS INC             COM              37468910        59      3200 SH  SHARED      01           3200                  
D GIBRALTAR INDS INC             COM              37468910        63      3388 SH  SHARED      02           3388                  
D GIBRALTAR INDS INC             COM              37468910       916     49000 SH  SHARED      10          49000                  
D GIGA TRONICS INC               COM              37517510         0       113 SH  SHARED                    113                  
D GILEAD SCIENCES INC            NOTE  0.500% 5/0 375558AG      3075   2500000 PRN SHARED                2500000                  
D GILEAD SCIENCES INC            NOTE  0.500% 5/0 375558AG      1434   1166000 PRN SHARED      02        1166000                  
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH     16851  13300000 PRN SHARED               13300000                  
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH      8235   6500000 PRN SHARED      04        6500000                  
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH      3547   2800000 PRN SHARED      06        2800000                  
D GILEAD SCIENCES INC            COM              37555810      1369     30012 SH  SHARED                  25812              4200
D GILEAD SCIENCES INC            COM              37555810     16853    369341 SH  SHARED                 299191             70150
D GILEAD SCIENCES INC            COM              37555810     25993    569656 SH  SHARED      01         340831            228825
D GILEAD SCIENCES INC            COM              37555810      8288    181655 SH  SHR/OTHR    01                           181655
D GILEAD SCIENCES INC            COM              37555810     28084    615486 SH  SHARED      02         120922            494564
D GILEAD SCIENCES INC            COM              37555810       752     16483 SH  SHARED      04                            16483
D GILEAD SCIENCES INC            COM              37555810     48111   1054375 SH  SHARED      04        1054375                  
D GILEAD SCIENCES INC            COM              37555810      2302     50450 SH  SHARED      05          50450                  
D GILEAD SCIENCES INC            COM              37555810      9719    213016 SH  SHARED      06         132876             80140
D GILEAD SCIENCES INC            COM              37555810    202936   4447436 SH  SHARED      10        4418236             29200
D GILEAD SCIENCES INC            COM              37555810       180      3948 SH  SHARED      14                             3948
D GILEAD SCIENCES INC            COM              37555810      4381     96032 SH  SHARED      19                            96032
D GILEAD SCIENCES INC            COM              37555810      3229     70765 SH  SHARED      20          50495      200    20070
D GILEAD SCIENCES INC            COM              37555810       752     16485 SH  SHR/OTHR    20                            16485
D GILEAD SCIENCES INC            COM              37555810      1037     22748 SH  SHARED      21          12748             10000
D GILEAD SCIENCES INC            COM              37555810       192      4220 SH  SHR/OTHR    21                             4220
D GILEAD SCIENCES INC            COM              37555810      1800     39460 SH  SHARED      22          28950             10510
D GILEAD SCIENCES INC            COM              37555810       236      5175 SH  SHR/OTHR    22                             5175
D GILEAD SCIENCES INC            COM              37555810      6358    139344 SH  SHARED      23         125404             13940
D GILEAD SCIENCES INC            COM              37555810      8328    182530 SH  SHR/OTHR    23                           182530
D GILDAN ACTIVEWEAR INC          COM              37591610      3375    148196 SH  SHARED                 148196                  
D GILDAN ACTIVEWEAR INC          COM              37591610        13       600 SH  SHARED      01            600                  
D GILDAN ACTIVEWEAR INC          COM              37591610       142      6240 SH  SHARED      02           6240                  
D GILDAN ACTIVEWEAR INC          COM              37591610        18       800 SH  SHARED      06            200               600
D GILDAN ACTIVEWEAR INC          COM              37591610       113      5000 SH  SHARED      10           5000                  
D GILDAN ACTIVEWEAR INC          COM              37591610        23      1020 SH  SHARED      21           1020                  
D GLACIER BANCORP INC NEW        COM              37637Q10         1        53 SH  SHARED                     53                  
D GLACIER BANCORP INC NEW        COM              37637Q10       101      4100 SH  SHARED      01           4100                  
D GLACIER BANCORP INC NEW        COM              37637Q10        58      2361 SH  SHARED      02             12              2349
D GLACIER BANCORP INC NEW        COM              37637Q10      1409     56900 SH  SHARED      10          56900                  
D GLADSTONE CAPITAL CORP         COM              37653510        16      1107 SH  SHARED                   1107                  
D GLADSTONE CAPITAL CORP         COM              37653510        45      2980 SH  SHARED      02            275              2705
D GLADSTONE CAPITAL CORP         COM              37653510        59      3900 SH  SHARED      10           3900                  
D GLADSTONE COML CORP            COM              37653610        21      1427 SH  SHARED                   1427                  
D GLADSTONE COML CORP            COM              37653610        45      2975 SH  SHARED      02                             2975
D GLADSTONE INVT CORP            COM              37654610       895    130186 SH  SHARED                 130186                  
D GLADSTONE INVT CORP            COM              37654610         1       278 SH  SHARED      02            278                  
D GLATFELTER                     COM              37731610         0        51 SH  SHARED                     51                  
D GLATFELTER                     COM              37731610      1159     85665 SH  SHARED      02           5025             80640
D GLATFELTER                     COM              37731610       430     31785 SH  SHARED      10          31785                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        14       341 SH  SHARED                    341                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       435     10016 SH  SHARED                  10016                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       156      3600 SH  SHARED      01                             3600
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        69      1600 SH  SHR/OTHR    01                             1600
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       219      5057 SH  SHARED      02           1100              3957
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       369      8501 SH  SHARED      06           8501                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10      1288     29644 SH  SHARED      20          28279              1365
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10      1572     36177 SH  SHR/OTHR    20                            36177
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       573     13195 SH  SHARED      21          12485               710
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10         8       200 SH  SHARED      22                              200
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        98      2276 SH  SHR/OTHR    22                             2276
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       147      3400 SH  SHARED      23           3400                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       538     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        29      5751 SH  SHARED                   5751                  
D GLOBAL CASH ACCESS HLDGS INC   COM              37896710        11      2315 SH  SHARED      01           2315                  
D GLOBAL CASH ACCESS HLDGS INC   COM              37896710       151     30000 SH  SHARED      10          30000                  
D GLOBALSTAR INC                 COM              37897340         1       713 SH  SHARED                    713                  
D GLOBALSTAR INC                 COM              37897340         0       270 SH  SHARED      02                              270
D GLOBAL BRANDS ACQUISITION CO   COM              37898210      9117    991057 SH  SHARED                 991057                  
D GLOBAL BRANDS ACQUISITION CO   COM              37898210      1281    139300 SH  SHARED      02         139300                  
D GLOBAL BRANDS ACQUISITION CO   *W EXP 12/06/201 37898211        25    125944 SH  SHARED                 125944                  
D GLOBAL BRANDS ACQUISITION CO   UNIT 99/99/9999  37898220       233     25000 SH  SHARED      02          25000                  
D GLOBAL CONSUMER ACQST CORP     COM              37898310      1938    220337 SH  SHARED                 220337                  
D GLOBAL CONSUMER ACQST CORP     COM              37898310     10009   1137400 SH  SHARED      02        1137400                  
D GLOBAL CONSUMER ACQST CORP     *W EXP 11/27/201 37898311        46    212010 SH  SHARED                 212010                  
D GLOBAL CONSUMER ACQST CORP     *W EXP 11/27/201 37898311         6     29400 SH  SHARED      02          29400                  
D GLG PARTNERS INC               COM              37929X10       899    165912 SH  SHARED                 165912                  
D GLG PARTNERS INC               COM              37929X10         7      1378 SH  SHARED      02           1378                  
D GLG PARTNERS INC               COM              37929X10        52      9600 SH  SHARED      10           9600                  
D GLG PARTNERS INC               *W EXP 12/28/201 37929X11       110    153877 SH  SHARED                 153877                  
D GLIMCHER RLTY TR               SH BEN INT       37930210       265     25396 SH  SHARED                  25396                  
D GLIMCHER RLTY TR               SH BEN INT       37930210        21      2100 SH  SHARED      01           2100                  
D GLIMCHER RLTY TR               SH BEN INT       37930210       114     10921 SH  SHARED      02          10621               300
D GLIMCHER RLTY TR               SH BEN INT       37930210       324     31100 SH  SHARED      10          31100                  
D GLOBAL INDS LTD                COM              37933610         8      1233 SH  SHARED                   1233                  
D GLOBAL INDS LTD                COM              37933610       362     52184 SH  SHARED      02          52184                  
D GLOBAL INDS LTD                COM              37933610        24      3543 SH  SHARED      10           3543                  
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        42       952 SH  SHARED                    952                  
D GLOBAL PMTS INC                COM              37940X10      1271     28335 SH  SHARED      01           2235             26100
D GLOBAL PMTS INC                COM              37940X10       525     11709 SH  SHARED      02          11679                30
D GLOBAL PMTS INC                COM              37940X10      9846    219505 SH  SHARED      10         219505                  
D GLOBAL PARTNERS LP             COM UNITS        37946R10         1       194 SH  SHARED                    194                  
D GLOBAL PARTNERS LP             COM UNITS        37946R10         4       500 SH  SHARED      02                              500
D GLOBAL TRAFFIC NETWORK INC     COM              37947B10         0         6 SH  SHARED      02              6                  
D GLOBECOMM SYSTEMS INC          COM              37956X10         0        24 SH  SHARED                     24                  
D GLOBECOMM SYSTEMS INC          COM              37956X10         0        11 SH  SHARED      02             11                  
D GLU MOBILE INC                 COM              37989010         0       479 SH  SHARED                    479                  
D GMX RES INC                    COM              38011M10       277      5800 SH  SHARED      01           5800                  
D GMX RES INC                    COM              38011M10       233      4887 SH  SHARED      02           4887                  
D GMX RES INC                    COM              38011M10       143      3000 SH  SHARED      10           3000                  
D GMARKET INC                    SPON ADR         38012G10      3112    133918 SH  SHARED                 133918                  
D GOAMERICA INC                  COM PAR $0.01    38020R30         0        64 SH  SHARED                     64                  
D GOAMERICA INC                  COM PAR $0.01    38020R30         2       400 SH  SHARED      02            400                  
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10      1206    185690 SH  SHARED                 185690                  
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10         1       200 SH  SHARED      02                              200
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10      1625    250000 SH  SHARED      05         250000                  
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10        33      5200 SH  SHARED      10           5200                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10      3282    342323 SH  SHARED                 342323                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       143     15000 SH  SHARED      01                            15000
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10      2041    212906 SH  SHARED      02         212600               306
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       719     75000 SH  SHARED      04          75000                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10         1       135 SH  SHARED      20            135                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       199     20800 SH  SHARED      23          20800                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       230     24000 SH  SHR/OTHR    23                            24000
D GOLDCORP INC NEW               COM              38095640     38933   1230892 SH  SHARED                1230892                  
D GOLDCORP INC NEW               COM              38095640        13       438 SH  SHARED      01            438                  
D GOLDCORP INC NEW               COM              38095640      5126    162082 SH  SHARED      02          69382             92700
D GOLDCORP INC NEW               COM              38095640     28381    897290 SH  SHARED      04         897290                  
D GOLDCORP INC NEW               COM              38095640        12       400 SH  SHARED      05            400                  
D GOLDCORP INC NEW               COM              38095640      7885    249301 SH  SHARED      06         246016              3285
D GOLDCORP INC NEW               COM              38095640     68293   2159148 SH  SHARED      10        2159148                  
D GOLDCORP INC NEW               COM              38095640       425     13461 SH  SHARED      14                            13461
D GOLDCORP INC NEW               COM              38095640       347     11000 SH  SHR/OTHR    23                            11000
D GOLDEN ENTERPRISES INC         COM              38101010         0       110 SH  SHARED                    110                  
D GOLDEN POND HEALTHCARE INC     COM              38116J10       964    133903 SH  SHARED                 133903                  
D GOLDEN POND HEALTHCARE INC     *W EXP 11/06/201 38116J11        16     80564 SH  SHARED                  80564                  
D GOLDEN POND HEALTHCARE INC     UNIT 99/99/9999  38116J20        87     11500 SH  SHARED      02                            11500
D GOLDEN STAR RES LTD CDA        COM              38119T10       805    530089 SH  SHARED                 530089                  
D GOLDEN STAR RES LTD CDA        COM              38119T10        22     14600 SH  SHARED      02          14600                  
D GOLDEN STAR RES LTD CDA        COM              38119T10        15     10000 SH  SHARED      04          10000                  
D GOLDFIELD CORP                 COM              38137010         0       632 SH  SHARED                    632                  
D GOLDMAN SACHS GROUP INC        COM              38141G10       258      2019 SH  SHARED                    999              1020
D GOLDMAN SACHS GROUP INC        COM              38141G10    141870   1108365 SH  SHARED                1098765              9600
D GOLDMAN SACHS GROUP INC        COM              38141G10     11272     88070 SH  SHARED      01          65660             22410
D GOLDMAN SACHS GROUP INC        COM              38141G10       435      3405 SH  SHR/OTHR    01                             3405
D GOLDMAN SACHS GROUP INC        COM              38141G10     85458    667648 SH  SHARED      02         664097              3551
D GOLDMAN SACHS GROUP INC        COM              38141G10      6280     49070 SH  SHARED      04          49070                  
D GOLDMAN SACHS GROUP INC        COM              38141G10        23       180 SH  SHARED      05            180                  
D GOLDMAN SACHS GROUP INC        COM              38141G10      8157     63733 SH  SHARED      06          51763             11970
D GOLDMAN SACHS GROUP INC        COM              38141G10     68418    534517 SH  SHARED      10         502317             32200
D GOLDMAN SACHS GROUP INC        COM              38141G10      3499     27336 SH  SHARED      14                            27336
D GOLDMAN SACHS GROUP INC        COM              38141G10      2560     20000 SH  SHARED      15                            20000
D GOLDMAN SACHS GROUP INC        COM              38141G10      2317     18107 SH  SHARED      19                            18107
D GOLDMAN SACHS GROUP INC        COM              38141G10       986      7708 SH  SHARED      20           6178              1530
D GOLDMAN SACHS GROUP INC        COM              38141G10        97       760 SH  SHR/OTHR    20                              760
D GOLDMAN SACHS GROUP INC        COM              38141G10        88       689 SH  SHARED      21                              689
D GOLDMAN SACHS GROUP INC        COM              38141G10       163      1280 SH  SHR/OTHR    21                             1280
D GOLDMAN SACHS GROUP INC        COM              38141G10       230      1800 SH  SHARED      22            400              1400
D GOLDMAN SACHS GROUP INC        COM              38141G10        95       749 SH  SHR/OTHR    22                              749
D GOLDMAN SACHS GROUP INC        COM              38141G10       973      7603 SH  SHARED      23           7353               250
D GOLDMAN SACHS GROUP INC        COM              38141G10      1302     10176 SH  SHR/OTHR    23                            10176
D GOLDLEAF FINANCIAL SOLUTIONS   COM NEW          38144H20         0       388 SH  SHARED                    388                  
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        41      1000 SH  SHARED                   1000                  
D GOODRICH CORP                  COM              38238810      7788    187235 SH  SHARED                 187235                  
D GOODRICH CORP                  COM              38238810      2960     71159 SH  SHARED      01          18249             52910
D GOODRICH CORP                  COM              38238810        93      2250 SH  SHR/OTHR    01                             2250
D GOODRICH CORP                  COM              38238810       787     18940 SH  SHARED      02          18673               267
D GOODRICH CORP                  COM              38238810      1664     40000 SH  SHARED      04          40000                  
D GOODRICH CORP                  COM              38238810       738     17750 SH  SHARED      06          14050              3700
D GOODRICH CORP                  COM              38238810     55081   1324081 SH  SHARED      10        1316981              7100
D GOODRICH CORP                  COM              38238810       116      2797 SH  SHARED      14                             2797
D GOODRICH CORP                  COM              38238810         3        75 SH  SHR/OTHR    20                               75
D GOODRICH CORP                  COM              38238810        47      1150 SH  SHARED      22            150              1000
D GOODRICH CORP                  COM              38238810       635     15283 SH  SHARED      23          15283                  
D GOODRICH CORP                  COM              38238810       122      2950 SH  SHR/OTHR    23                             2950
D GOODRICH PETE CORP             NOTE  3.250%12/0 382410AB      9027   9000000 PRN SHARED                9000000                  
D GOODRICH PETE CORP             NOTE  3.250%12/0 382410AB       819    817000 PRN SHARED      02         817000                  
D GOODRICH PETE CORP             COM NEW          38241040         1        41 SH  SHARED                     41                  
D GOODRICH PETE CORP             COM NEW          38241040        95      2195 SH  SHARED      01           2195                  
D GOODRICH PETE CORP             COM NEW          38241040       244      5616 SH  SHARED      02           5616                  
D GOODRICH PETE CORP             COM NEW          38241040      1911     43854 SH  SHARED      10          43854                  
D GOODRICH PETE CORP             COM NEW          38241040         2        54 SH  SHARED      20             54                  
D GOODYEAR TIRE & RUBR CO        COM              38255010     11013    719392 SH  SHARED                 719392                  
D GOODYEAR TIRE & RUBR CO        COM              38255010       678     44310 SH  SHARED      01          43450               860
D GOODYEAR TIRE & RUBR CO        COM              38255010      3591    234587 SH  SHARED      02         233767               820
D GOODYEAR TIRE & RUBR CO        COM              38255010       375     24550 SH  SHARED      06          19350              5200
D GOODYEAR TIRE & RUBR CO        COM              38255010     10837    707878 SH  SHARED      10         650378             57500
D GOODYEAR TIRE & RUBR CO        COM              38255010       711     46500 SH  SHARED      14                            46500
D GOODYEAR TIRE & RUBR CO        COM              38255010        30      2000 SH  SHR/OTHR    23                             2000
D GOOGLE INC                     CL A             38259P50    457441   1132338 SH  SHARED                1113838             18500
D GOOGLE INC                     CL A             38259P50     15650     38740 SH  SHARED      01          36061              2679
D GOOGLE INC                     CL A             38259P50       637      1578 SH  SHR/OTHR    01                             1578
D GOOGLE INC                     CL A             38259P50      4430     10968 SH  SHARED      02           8537              2431
D GOOGLE INC                     CL A             38259P50       389       964 SH  SHARED      04                              964
D GOOGLE INC                     CL A             38259P50     35709     88395 SH  SHARED      04          88395                  
D GOOGLE INC                     CL A             38259P50        44       110 SH  SHARED      05            110                  
D GOOGLE INC                     CL A             38259P50     17003     42090 SH  SHARED      06          30170             11920
D GOOGLE INC                     CL A             38259P50    305384    755939 SH  SHARED      10         636939            119000
D GOOGLE INC                     CL A             38259P50       692      1715 SH  SHARED      14                             1715
D GOOGLE INC                     CL A             38259P50      2488      6160 SH  SHARED      15                             6160
D GOOGLE INC                     CL A             38259P50        79       196 SH  SHARED      20            164                32
D GOOGLE INC                     CL A             38259P50         1         3 SH  SHR/OTHR    20                                3
D GOOGLE INC                     CL A             38259P50        60       149 SH  SHARED      21             33               116
D GOOGLE INC                     CL A             38259P50        40       100 SH  SHR/OTHR    21                              100
D GOOGLE INC                     CL A             38259P50        96       240 SH  SHARED      22            225                15
D GOOGLE INC                     CL A             38259P50        21        52 SH  SHR/OTHR    22                               52
D GOOGLE INC                     CL A             38259P50       232       575 SH  SHARED      23            465               110
D GOOGLE INC                     CL A             38259P50       494      1225 SH  SHR/OTHR    23                             1225
D GOOGLE INC                     CL A             38259P50       799      1980 SH  SHARED      24           1980                  
D GORMAN RUPP CO                 COM              38308210         0         1 SH  SHARED                      1                  
D GORMAN RUPP CO                 COM              38308210         7       200 SH  SHARED      01            200                  
D GORMAN RUPP CO                 COM              38308210         6       167 SH  SHARED      02            167                  
D GORMAN RUPP CO                 COM              38308210        94      2500 SH  SHARED      10           2500                  
D GOTTSCHALKS INC                COM              38348510         1      1041 SH  SHARED                   1041                  
D GRACE W R & CO DEL NEW         COM              38388F10       158     10500 SH  SHARED                  10500                  
D GRACE W R & CO DEL NEW         COM              38388F10        49      3250 SH  SHARED      01           2800               450
D GRACE W R & CO DEL NEW         COM              38388F10        71      4723 SH  SHARED      02           4723                  
D GRACE W R & CO DEL NEW         COM              38388F10       244     16200 SH  SHARED      10          14400              1800
D GRACO INC                      COM              38410910        18       508 SH  SHARED                    508                  
D GRACO INC                      COM              38410910       624     17550 SH  SHARED      01                            17550
D GRACO INC                      COM              38410910       177      4978 SH  SHARED      02           4978                  
D GRACO INC                      COM              38410910       106      3000 SH  SHARED      10           3000                  
D GRAFTECH INTL LTD              COM              38431310        87      5800 SH  SHARED                   5800                  
D GRAFTECH INTL LTD              COM              38431310        11       728 SH  SHARED                    728                  
D GRAFTECH INTL LTD              COM              38431310       808     53515 SH  SHARED      01          51015              2500
D GRAFTECH INTL LTD              COM              38431310       911     60300 SH  SHR/OTHR    01                            60300
D GRAFTECH INTL LTD              COM              38431310        59      3948 SH  SHARED      02           3768               180
D GRAFTECH INTL LTD              COM              38431310     32092   2123900 SH  SHARED      10        2119200              4700
D GRAHAM CORP                    COM              38455610       205      3792 SH  SHARED                   3792                  
D GRAHAM CORP                    COM              38455610         6       125 SH  SHARED      01                              125
D GRAHAM CORP                    COM              38455610         0         2 SH  SHARED      02              2                  
D GRAHAM CORP                    COM              38455610        10       200 SH  SHARED      10            200                  
D GRAINGER W W INC               COM              38480210      6229     71630 SH  SHARED                  71630                  
D GRAINGER W W INC               COM              38480210      1006     11574 SH  SHARED      01          11574                  
D GRAINGER W W INC               COM              38480210        34       400 SH  SHR/OTHR    01                              400
D GRAINGER W W INC               COM              38480210       466      5363 SH  SHARED      02           5138               225
D GRAINGER W W INC               COM              38480210       828      9530 SH  SHARED      06           7600              1930
D GRAINGER W W INC               COM              38480210      5765     66295 SH  SHARED      10          66295                  
D GRAINGER W W INC               COM              38480210        67       773 SH  SHARED      20            223               550
D GRAINGER W W INC               COM              38480210       347      4000 SH  SHR/OTHR    20                             4000
D GRAINGER W W INC               COM              38480210        17       200 SH  SHARED      23            200                  
D GRAINGER W W INC               COM              38480210        71       825 SH  SHR/OTHR    23                              825
D GRAMERCY CAP CORP              COM              38487110        75     29161 SH  SHARED                  29161                  
D GRAMERCY CAP CORP              COM              38487110        89     34644 SH  SHARED      02            985             33659
D GRAMERCY CAP CORP              COM              38487110       266    102725 SH  SHARED      10         102725                  
D GRAN TIERRA ENERGY INC         COM              38500T10       141     38130 SH  SHARED                  38130                  
D GRAN TIERRA ENERGY INC         COM              38500T10        33      8900 SH  SHARED      01           3900              5000
D GRAN TIERRA ENERGY INC         COM              38500T10        15      4059 SH  SHARED      02             59              4000
D GRAN TIERRA ENERGY INC         COM              38500T10         7      2000 SH  SHARED      10           2000                  
D GRANAHAN MCCOURT ACQ CORP      COM              38503410      1448    176600 SH  SHARED                 176600                  
D GRANAHAN MCCOURT ACQ CORP      UNIT 10/18/2010  38503420      2344    289500 SH  SHARED      02         289500                  
D GRANITE CITY FOOD & BREWERY    COM              38724Q10         0       358 SH  SHARED                    358                  
D GRANITE CONSTR INC             COM              38732810         0         2 SH  SHARED                      2                  
D GRANITE CONSTR INC             COM              38732810       392     10950 SH  SHARED      01                            10950
D GRANITE CONSTR INC             COM              38732810       365     10214 SH  SHARED      02           7089              3125
D GRANITE CONSTR INC             COM              38732810      6667    186150 SH  SHARED      10         184550              1600
D GRAPHIC PACKAGING HLDG CO      COM              38868910       990    396380 SH  SHARED                 396380                  
D GRAPHIC PACKAGING HLDG CO      COM              38868910         0        82 SH  SHARED      02             82                  
D GRAVITY CO LTD                 SPONSORED ADR    38911N10         2      2174 SH  SHARED                   2174                  
D GRAY TELEVISION INC            COM              38937510        29     17049 SH  SHARED                  17049                  
D GRAY TELEVISION INC            COM              38937510         0        24 SH  SHARED      02             24                  
D GREAT ATLANTIC & PAC TEA INC   COM              39006410      6125    566095 SH  SHARED                 566095                  
D GREAT ATLANTIC & PAC TEA INC   COM              39006410       111     10321 SH  SHARED      02           4321              6000
D GREAT ATLANTIC & PAC TEA INC   COM              39006410        69      6400 SH  SHARED      10           6400                  
D GREAT ATLANTIC & PAC TEA INC   COM              39006410         0        91 SH  SHARED      20             91                  
D GREAT BASIN GOLD LTD           COM              39012410        24     11876 SH  SHARED                  11876                  
D GREAT BASIN GOLD LTD           COM              39012410      4448   2118500 SH  SHARED      10        2118500                  
D GREAT FLA BK MIAMI LAKES FLA   CL A             39052810       109     26768 SH  SHARED                  26768                  
D GREAT LAKES DREDGE & DOCK CO   COM              39060710         0        87 SH  SHARED                     87                  
D GREAT LAKES DREDGE & DOCK CO   COM              39060710        83     13272 SH  SHARED      02             22             13250
D GREAT LAKES DREDGE & DOCK CO   COM              39060710        99     15700 SH  SHARED      10          15700                  
D GREAT SOUTHN BANCORP INC       COM              39090510         3       302 SH  SHARED                    302                  
D GREAT SOUTHN BANCORP INC       COM              39090510        38      3000 SH  SHARED      02           3000                  
D GREAT SOUTHN BANCORP INC       COM              39090510        47      3700 SH  SHARED      10           3700                  
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        40       581 SH  SHARED      02                              581
D GREAT PLAINS ENERGY INC        COM              39116410       120      5438 SH  SHARED                   5438                  
D GREAT PLAINS ENERGY INC        COM              39116410       904     40696 SH  SHARED      01           2990             37706
D GREAT PLAINS ENERGY INC        COM              39116410       507     22861 SH  SHARED      02          21551              1310
D GREAT PLAINS ENERGY INC        COM              39116410       655     29517 SH  SHARED      10          29517                  
D GREAT PLAINS ENERGY INC        COM              39116410        46      2100 SH  SHARED      20            500              1600
D GREAT PLAINS ENERGY INC        COM              39116410        55      2500 SH  SHARED      21                             2500
D GREAT WOLF RESORTS INC         COM              39152310         4      1214 SH  SHARED                   1214                  
D GREAT WOLF RESORTS INC         COM              39152310         0        15 SH  SHARED      02             15                  
D GREAT WOLF RESORTS INC         COM              39152310        39     10700 SH  SHARED      10          10700                  
D GREATBATCH INC                 SDCV  2.250% 6/1 39153LAB     13976  16328000 PRN SHARED               16328000                  
D GREATBATCH INC                 SDCV  2.250% 6/1 39153LAB       856   1000000 PRN SHARED      02        1000000                  
D GREATBATCH INC                 COM              39153L10       293     11979 SH  SHARED                  11979                  
D GREATBATCH INC                 COM              39153L10       319     13014 SH  SHARED      02           9855              3159
D GREEN BUILDERS INC             COM              39274410         0       130 SH  SHARED                    130                  
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       188      4796 SH  SHARED                   4796                  
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       118      3000 SH  SHARED      01                             3000
D GREEN MTN COFFEE ROASTERS IN   COM              39312210         3       100 SH  SHARED      02            100                  
D GREEN MTN COFFEE ROASTERS IN   COM              39312210     11432    290600 SH  SHARED      10         290600                  
D GREEN PLAINS RENEWABLE ENERG   COM              39322210         0       132 SH  SHARED                    132                  
D GREENBRIER COS INC             NOTE  2.375% 5/1 393657AD      1736   2700000 PRN SHARED                2700000                  
D GREENBRIER COS INC             NOTE  2.375% 5/1 393657AD        64    100000 PRN SHARED      23                           100000
D GREENBRIER COS INC             COM              39365710         0        18 SH  SHARED                     18                  
D GREENBRIER COS INC             COM              39365710        40      2060 SH  SHARED      02           1810               250
D GREEN BANKSHARES INC           COM NEW          39436120         0         8 SH  SHARED                      8                  
D GREEN BANKSHARES INC           COM NEW          39436120       493     21000 SH  SHARED      10          21000                  
D GREENFIELD ONLINE INC          COM              39515010         0        14 SH  SHARED      02             14                  
D GREENHILL & CO INC             COM              39525910      1352     18342 SH  SHARED                  18342                  
D GREENHILL & CO INC             COM              39525910        22       300 SH  SHARED      01            300                  
D GREENHILL & CO INC             COM              39525910      1297     17587 SH  SHARED      02          17587                  
D GREENHILL & CO INC             COM              39525910        22       300 SH  SHARED      10            300                  
D GREENHUNTER ENERGY INC         COM              39530A10        32      2277 SH  SHARED                   2277                  
D GREIF INC                      CL A             39762410        85      1297 SH  SHARED                   1297                  
D GREIF INC                      CL A             39762410       708     10800 SH  SHARED      01                            10800
D GREIF INC                      CL A             39762410       171      2610 SH  SHARED      02           1585              1025
D GREIF INC                      CL A             39762410       203      3100 SH  SHARED      10           3100                  
D GREY WOLF INC                  NOTE  3.750% 5/0 397888AD      8984   7322000 PRN SHARED      02        7322000                  
D GREY WOLF INC                  FRNT         4/0 397888AF      1184   1000000 PRN SHARED                1000000                  
D GREY WOLF INC                  FRNT         4/0 397888AF      3093   2613000 PRN SHARED      02        2613000                  
D GREY WOLF INC                  COM              39788810      1652    212379 SH  SHARED                 212379                  
D GREY WOLF INC                  COM              39788810       241     31100 SH  SHARED      01          31100                  
D GREY WOLF INC                  COM              39788810         0       117 SH  SHARED      02            117                  
D GREY WOLF INC                  COM              39788810       348     44800 SH  SHARED      10          44800                  
D GREY WOLF INC                  COM              39788810         2       366 SH  SHARED      20            366                  
D GRIFFON CORP                   NOTE  4.000% 7/1 398433AC      2401   2773000 PRN SHARED                2773000                  
D GRIFFON CORP                   NOTE  4.000% 7/1 398433AC      9196  10620000 PRN SHARED      02       10620000                  
D GRIFFON CORP                   COM              39843310       188     20879 SH  SHARED                  20879                  
D GRIFFON CORP                   COM              39843310        35      3910 SH  SHARED      01           3910                  
D GRIFFON CORP                   COM              39843310        75      8330 SH  SHARED      02           6830              1500
D GRIFFON CORP                   COM              39843310       365     40500 SH  SHARED      10          40500                  
D GRIFFON CORP                   RIGHT 09/19/2008 39843311         0      5400 SH  SHARED      02           3400              2000
D GRILL CONCEPTS INC             COM NEW          39850220         0       190 SH  SHARED                    190                  
D GROUP 1 AUTOMOTIVE INC         FRNT  2.250% 6/1 398905AE      8228  14800000 PRN SHARED               14800000                  
D GROUP 1 AUTOMOTIVE INC         FRNT  2.250% 6/1 398905AE       556   1000000 PRN SHARED      02        1000000                  
D GROUP 1 AUTOMOTIVE INC         COM              39890510       325     14989 SH  SHARED                  14989                  
D GROUP 1 AUTOMOTIVE INC         COM              39890510       199      9201 SH  SHARED      02           9201                  
D GROUP 1 AUTOMOTIVE INC         COM              39890510       235     10818 SH  SHARED      10          10818                  
D GROUPE CGI INC                 CL A SUB VTG     39945C10      1092    123594 SH  SHARED                 123594                  
D GROUPE CGI INC                 CL A SUB VTG     39945C10         8       934 SH  SHARED      01            934                  
D GROUPE CGI INC                 CL A SUB VTG     39945C10        91     10300 SH  SHARED      06           6300              4000
D GROUPE CGI INC                 CL A SUB VTG     39945C10        30      3500 SH  SHARED      10           3500                  
D GROUPE CGI INC                 CL A SUB VTG     39945C10       238     27000 SH  SHARED      14                            27000
D GRUPO FINANCIERO GALICIA S A   SP ADR 10 SH B   39990910      2717    582000 SH  SHARED                 582000                  
D GRUPO FINANCIERO GALICIA S A   SP ADR 10 SH B   39990910       101     21800 SH  SHARED                  21800                  
D GRUBB & ELLIS CO               COM PAR $0.01    40009520         3      1372 SH  SHARED                   1372                  
D GRUBB & ELLIS CO               COM PAR $0.01    40009520        78     28900 SH  SHARED      02                            28900
D GRUMA SAB DE CV                SPON ADR CL B    40013130        20      2608 SH  SHARED                   2608                  
D GRUPO CASA SABA S A DE C V     SPONSORED ADR    40048P10         2       100 SH  SHARED                    100                  
D GRUPO RADIO CENTRO S A B DE    SPONSORED ADR    40049C10         8       785 SH  SHARED                    785                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20       269     12300 SH  SHARED                                    12300
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20       837     38312 SH  SHARED                  38312                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20      2062     94300 SH  SHARED      01          94300                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20       440     20150 SH  SHARED      02            100             20050
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20      1968     90000 SH  SHARED      04          90000                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20     52942   2420790 SH  SHARED      10        2420790                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20         2       127 SH  SHARED      20            127                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20        98      4500 SH  SHARED      23                             4500
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20        56      2589 SH  SHARED      24           2589                  
D GRUPO SIMEC S A B DE C V       ADR              40049110         7       831 SH  SHARED                    831                  
D GRUPO SIMEC S A B DE C V       ADR              40049110         4       462 SH  SHARED      02            462                  
D GRUPO SIMEC S A B DE C V       ADR              40049110       355     40000 SH  SHARED      04          40000                  
D GRUPO AEROPORTUARIO CTR NORT   SPON ADR         40050110        14      1204 SH  SHARED                   1204                  
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610      9693    379242 SH  SHARED                 313842             65400
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610      3542    138583 SH  SHARED      01         138583                  
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610      2402     94000 SH  SHARED      04          94000                  
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610       500     19600 SH  SHARED      06          19600                  
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610     91394   3575691 SH  SHARED      10        2131775           1443916
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610       491     19220 SH  SHARED      15                            19220
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610       659     25800 SH  SHARED      24          25800                  
D GRUPO TMM S A B                SP ADR A SHS     40051D10         1      2101 SH  SHARED                   2101                  
D GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E20       330      6656 SH  SHARED                   6656                  
D GTX INC DEL                    COM              40052B10        16       876 SH  SHARED                    876                  
D GTX INC DEL                    COM              40052B10        23      1246 SH  SHARED      02           1246                  
D GSC ACQUISITION COMPANY        COM              40053G10      3761    400200 SH  SHARED                 400200                  
D GSC ACQUISITION COMPANY        *W EXP 06/25/201 40053G11        13     69390 SH  SHARED                  69390                  
D GUANGSHEN RY LTD               SPONSORED ADR    40065W10        10       432 SH  SHARED                    432                  
D GUANGSHEN RY LTD               SPONSORED ADR    40065W10         3       165 SH  SHARED      02            165                  
D GUARANTY BANCORP DEL           COM              40075T10         7      1231 SH  SHARED                   1231                  
D GUARANTY BANCORP DEL           COM              40075T10        37      6100 SH  SHARED      01           6100                  
D GUARANTY BANCORP DEL           COM              40075T10       156     25600 SH  SHARED      10          18100              7500
D GUARANTY FINL GROUP INC        COM              40108N10        97     24584 SH  SHARED                  24584                  
D GUARANTY FINL GROUP INC        COM              40108N10        10      2770 SH  SHARED      01           1451              1319
D GUARANTY FINL GROUP INC        COM              40108N10         2       562 SH  SHARED      02            286               276
D GUARANTY FINL GROUP INC        COM              40108N10        70     17900 SH  SHARED      10          17900                  
D GUARANTY FINL GROUP INC        COM              40108N10        68     17319 SH  SHARED      20          17319                  
D GUARANTY FINL GROUP INC        COM              40108N10        68     17319 SH  SHR/OTHR    20                            17319
D GUARANTY FED BANCSHARES INC    COM              40108P10         0        64 SH  SHARED                     64                  
D GUESS INC                      COM              40161710       197      5678 SH  SHARED                   5678                  
D GUESS INC                      COM              40161710      1564     44960 SH  SHARED      01          23900             21060
D GUESS INC                      COM              40161710      1498     43075 SH  SHR/OTHR    01                            43075
D GUESS INC                      COM              40161710       903     25958 SH  SHARED      02          19808              6150
D GUESS INC                      COM              40161710     50630   1455324 SH  SHARED      10        1455324                  
D GUESS INC                      COM              40161710         4       136 SH  SHARED      20            136                  
D GUESS INC                      COM              40161710        11       330 SH  SHARED      21                              330
D GUIDANCE SOFTWARE INC          COM              40169210         0         8 SH  SHARED                      8                  
D GUIDANCE SOFTWARE INC          COM              40169210         0         5 SH  SHARED      02              5                  
D GULF ISLAND FABRICATION INC    COM              40230710         5       155 SH  SHARED                    155                  
D GULF ISLAND FABRICATION INC    COM              40230710         0         6 SH  SHARED      02              6                  
D GULF ISLAND FABRICATION INC    COM              40230710       117      3400 SH  SHARED      10           3400                  
D GULFMARK OFFSHORE INC          COM              40262910        37       846 SH  SHARED                    846                  
D GULFMARK OFFSHORE INC          COM              40262910       184      4100 SH  SHARED      01           4100                  
D GULFMARK OFFSHORE INC          COM              40262910         0        12 SH  SHARED      02             12                  
D GULFMARK OFFSHORE INC          COM              40262910       866     19300 SH  SHARED      10          19300                  
D GULFPORT ENERGY CORP           COM NEW          40263530         6       643 SH  SHARED                    643                  
D GULFPORT ENERGY CORP           COM NEW          40263530        18      1814 SH  SHARED      02           1814                  
D GULFPORT ENERGY CORP           COM NEW          40263530       102     10200 SH  SHARED      10          10200                  
D GYMBOREE CORP                  COM              40377710       339      9555 SH  SHARED                   9555                  
D GYMBOREE CORP                  COM              40377710        67      1900 SH  SHARED      01           1900                  
D GYMBOREE CORP                  COM              40377710       235      6639 SH  SHARED      02           6638                 1
D GYMBOREE CORP                  COM              40377710       698     19683 SH  SHARED      10          19683                  
D GYRODYNE CO AMER INC           COM              40382010       163      4290 SH  SHARED                   4290                  
D H & E EQUIPMENT SERVICES INC   COM              40403010        31      3294 SH  SHARED                   3294                  
D H & E EQUIPMENT SERVICES INC   COM              40403010        15      1592 SH  SHARED      01           1592                  
D H & E EQUIPMENT SERVICES INC   COM              40403010        10      1111 SH  SHARED      02            909               202
D H & Q LIFE SCIENCES INVS       SH BEN INT       40405310        18      1755 SH  SHARED      02                             1755
D HCC INS HLDGS INC              NOTE  1.300% 4/0 404132AB      5155   4351000 PRN SHARED      02        4351000                  
D HCC INS HLDGS INC              COM              40413210      1605     59474 SH  SHARED                  59474                  
D HCC INS HLDGS INC              COM              40413210      1045     38725 SH  SHARED      01           2125             36600
D HCC INS HLDGS INC              COM              40413210       110      4075 SH  SHARED      02           4034                41
D HCC INS HLDGS INC              COM              40413210     13134    486450 SH  SHARED      10         486450                  
D HCC INS HLDGS INC              COM              40413210        92      3439 SH  SHARED      21                             3439
D HCC INS HLDGS INC              COM              40413210       105      3900 SH  SHARED      23           3900                  
D HCP INC                        COM              40414L10      2322     57872 SH  SHARED                  57872                  
D HCP INC                        COM              40414L10       785     19575 SH  SHARED      01          19575                  
D HCP INC                        COM              40414L10      1169     29139 SH  SHARED      02          23200              5939
D HCP INC                        COM              40414L10         1        30 SH  SHARED      05             30                  
D HCP INC                        COM              40414L10       184      4600 SH  SHARED      06                             4600
D HCP INC                        COM              40414L10      5805    144663 SH  SHARED      10         139763              4900
D HCP INC                        COM              40414L10     10546    262800 SH  SHARED      11                           262800
D HCP INC                        COM              40414L10        40      1000 SH  SHARED      14                             1000
D HCP INC                        COM              40414L10        54      1368 SH  SHARED      20           1368                  
D HCP INC                        COM              40414L10       240      6000 SH  SHR/OTHR    20                             6000
D HCP INC                        COM              40414L10       128      3200 SH  SHARED      21                             3200
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10       679      8000 SH  SHARED                                     8000
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10     11881    139867 SH  SHARED                 139867                  
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10       113      1339 SH  SHARED      02           1339                  
D HF FINL CORP                   COM              40417210         1        96 SH  SHARED                     96                  
D HFF INC                        CL A             40418F10        22      5656 SH  SHARED                   5656                  
D HFF INC                        CL A             40418F10         8      2000 SH  SHARED      02                             2000
D HKN INC                        COM              40420K10        10      1339 SH  SHARED                   1339                  
D HKN INC                        COM              40420K10        96     12225 SH  SHARED      10          12225                  
D HLTH CORPORATION               COM              40422Y10        38      3401 SH  SHARED                   3401                  
D HLTH CORPORATION               COM              40422Y10        28      2500 SH  SHR/OTHR    01                             2500
D HLTH CORPORATION               COM              40422Y10        11      1012 SH  SHARED      02             12              1000
D HLTH CORPORATION               COM              40422Y10      7252    634500 SH  SHARED      04         634500                  
D HLTH CORPORATION               COM              40422Y10        82      7200 SH  SHARED      10           7200                  
D HMG COURTLAND PPTYS INC        COM              40423210         0        12 SH  SHARED                     12                  
D HMN FINL INC                   COM              40424G10         1        91 SH  SHARED                     91                  
D HMS HLDGS CORP                 COM              40425J10        30      1286 SH  SHARED                   1286                  
D HMS HLDGS CORP                 COM              40425J10         4       190 SH  SHARED      01            190                  
D HMS HLDGS CORP                 COM              40425J10       103      4305 SH  SHARED      02           4305                  
D HMS HLDGS CORP                 COM              40425J10        62      2616 SH  SHARED      10           2616                  
D HMS HLDGS CORP                 COM              40425J10         2       110 SH  SHARED      21                              110
D HNI CORP                       COM              40425110      1330     52487 SH  SHARED                  52487                  
D HNI CORP                       COM              40425110       377     14900 SH  SHARED      01                            14900
D HNI CORP                       COM              40425110       271     10701 SH  SHARED      02          10701                  
D HNI CORP                       COM              40425110       356     14076 SH  SHARED      10          12076              2000
D HQ SUSTAINABLE MARITIM IND I   COM NEW          40426A20        40      7970 SH  SHARED                   7970                  
D HQ SUSTAINABLE MARITIM IND I   COM NEW          40426A20         0        52 SH  SHARED                     52                  
D HQ SUSTAINABLE MARITIM IND I   COM NEW          40426A20         0         3 SH  SHARED      02              3                  
D HRPT PPTYS TR                  COM SH BEN INT   40426W10      1786    259348 SH  SHARED                 259348                  
D HRPT PPTYS TR                  COM SH BEN INT   40426W10        49      7175 SH  SHARED      02           6375               800
D HRPT PPTYS TR                  COM SH BEN INT   40426W10        11      1600 SH  SHARED      10           1600                  
D HRPT PPTYS TR                  COM SH BEN INT   40426W10     47669   6918671 SH  SHARED      11                          6918671
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        24       300 SH  SHARED                    300                  
D HSBC HLDGS PLC                 SPON ADR NEW     40428040      1651     20434 SH  SHARED                  20434                  
D HSBC HLDGS PLC                 SPON ADR NEW     40428040      1989     24614 SH  SHARED      01          19125              5489
D HSBC HLDGS PLC                 SPON ADR NEW     40428040      2322     28731 SH  SHARED      02          27799               932
D HSBC HLDGS PLC                 SPON ADR NEW     40428040       359      4446 SH  SHARED      20             26              4420
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        55       687 SH  SHARED      21            687                  
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        96      1200 SH  SHARED      23           1200                  
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        24       300 SH  SHR/OTHR    23                              300
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060       105      6000 SH  SHARED      21           6000                  
D HSN INC                        COM              40430310        53      4901 SH  SHARED                   4901                  
D HSN INC                        COM              40430310        14      1276 SH  SHARED      01           1276                  
D HSN INC                        COM              40430310       317     28838 SH  SHARED      02          27578              1260
D HSN INC                        COM              40430310        32      2983 SH  SHARED      10           2983                  
D HSN INC                        COM              40430310       428     38941 SH  SHARED      14                            38941
D HSN INC                        COM              40430310         0        30 SH  SHARED      20                               30
D HSN INC                        COM              40430310         1       100 SH  SHR/OTHR    20                              100
D HSN INC                        COM              40430310         0        10 SH  SHARED      23                               10
D HSW INTERNATIONAL INC          COM              40431N10      1132    435400 SH  SHARED                 435400                  
D HSW INTERNATIONAL INC          COM              40431N10         0        76 SH  SHARED      02             76                  
D HSW INTERNATIONAL INC          COM              40431N10       713    274435 SH  SHARED      04         274435                  
D HABERSHAM BANCORP INC          COM              40445910         0        44 SH  SHARED                     44                  
D HACKETT GROUP INC              COM              40460910         0        77 SH  SHARED                     77                  
D HACKETT GROUP INC              COM              40460910        19      3523 SH  SHARED      02           3523                  
D HAEMONETICS CORP               COM              40502410       151      2447 SH  SHARED      02           2447                  
D HAEMONETICS CORP               COM              40502410       204      3307 SH  SHARED      10           3307                  
D HAEMONETICS CORP               COM              40502410         6       101 SH  SHARED      21                              101
D HAIN CELESTIAL GROUP INC       COM              40521710        62      2270 SH  SHARED                   2270                  
D HAIN CELESTIAL GROUP INC       COM              40521710        27      1000 SH  SHARED      01                             1000
D HAIN CELESTIAL GROUP INC       COM              40521710       113      4110 SH  SHARED      02           3123               987
D HAIN CELESTIAL GROUP INC       COM              40521710       465     16900 SH  SHARED      10          16900                  
D HAIN CELESTIAL GROUP INC       COM              40521710         1        58 SH  SHARED      20             58                  
D HAIN CELESTIAL GROUP INC       COM              40521710        29      1065 SH  SHARED      21           1065                  
D HALIFAX CORP                   COM              40575210         0        68 SH  SHARED                     68                  
D HALLIBURTON CO                 COM              40621610    202227   6243503 SH  SHARED                6213353             30150
D HALLIBURTON CO                 COM              40621610      3280    101275 SH  SHARED      01          97955              3320
D HALLIBURTON CO                 COM              40621610        72      2225 SH  SHR/OTHR    01                             2225
D HALLIBURTON CO                 COM              40621610     19386    598522 SH  SHARED      02         560991             37531
D HALLIBURTON CO                 COM              40621610     37448   1156176 SH  SHARED      04        1156176                  
D HALLIBURTON CO                 COM              40621610        12       392 SH  SHARED      05            392                  
D HALLIBURTON CO                 COM              40621610      7174    221494 SH  SHARED      06         134234             87260
D HALLIBURTON CO                 COM              40621610     54936   1696103 SH  SHARED      10        1696103                  
D HALLIBURTON CO                 COM              40621610       637     19695 SH  SHARED      14                            19695
D HALLIBURTON CO                 COM              40621610        13       410 SH  SHARED      20            410                  
D HALLIBURTON CO                 COM              40621610        25       790 SH  SHARED      21                              790
D HALLIBURTON CO                 COM              40621610         9       291 SH  SHR/OTHR    21                              291
D HALLIBURTON CO                 COM              40621610      1326     40960 SH  SHARED      22          40960                  
D HALLIBURTON CO                 COM              40621610        97      3000 SH  SHR/OTHR    22                             3000
D HALLIBURTON CO                 COM              40621610       165      5100 SH  SHARED      23           2600              2500
D HALLIBURTON CO                 COM              40621610      1454     44900 SH  SHR/OTHR    23                            44900
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20         1       192 SH  SHARED                    192                  
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20        17      1915 SH  SHARED      01           1915                  
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20       226     24900 SH  SHARED      10          24900                  
D HALLWOOD GROUP INC             COM PAR $0.10    40636440         0        13 SH  SHARED                     13                  
D HALOZYME THERAPEUTICS INC      COM              40637H10      2680    365235 SH  SHARED                 365235                  
D HALOZYME THERAPEUTICS INC      COM              40637H10        18      2514 SH  SHARED      02           2514                  
D HAMPDEN BANCORP INC            COM              40867E10        11      1205 SH  SHARED                   1205                  
D HAMPTON ROADS BANKSHARES INC   COM              40932110         2       247 SH  SHARED                    247                  
D HAMPTON ROADS BANKSHARES INC   COM              40932110        18      1800 SH  SHARED      02           1800                  
D HANA BIOSCIENCES INC           COM              40963P10         0       729 SH  SHARED                    729                  
D JOHN HANCOCK BK &THRIFT OPP    SH BEN INT       40973510        45      8934 SH  SHR/OTHR    23                             8934
D HANCOCK HLDG CO                COM              41012010       548     10753 SH  SHARED                  10753                  
D HANCOCK HLDG CO                COM              41012010        32       638 SH  SHARED      02            638                  
D HANCOCK HLDG CO                COM              41012010       846     16600 SH  SHARED      10          16600                  
D HANCOCK JOHN PATRIOT PREM II   COM SH BEN INT   41013T10         1       253 SH  SHARED                    253                  
D HANCOCK JOHN TAX-ADV DIV INC   COM              41013V10       356     31595 SH  SHARED      02                            31595
D HANESBRANDS INC                COM              41034510        20       946 SH  SHARED                    946                  
D HANESBRANDS INC                COM              41034510      1464     67335 SH  SHARED                  56335             11000
D HANESBRANDS INC                COM              41034510      3008    138316 SH  SHARED      01          87212             51104
D HANESBRANDS INC                COM              41034510       412     18975 SH  SHR/OTHR    01                            18975
D HANESBRANDS INC                COM              41034510       265     12204 SH  SHARED      02          12204                  
D HANESBRANDS INC                COM              41034510        12       575 SH  SHARED      04            575                  
D HANESBRANDS INC                COM              41034510     11623    534400 SH  SHARED      10         534400                  
D HANESBRANDS INC                COM              41034510        24      1118 SH  SHARED      19                             1118
D HANESBRANDS INC                COM              41034510        66      3065 SH  SHARED      20           1160              1905
D HANESBRANDS INC                COM              41034510         0        45 SH  SHR/OTHR    20                               45
D HANESBRANDS INC                COM              41034510        17       800 SH  SHARED      21            650               150
D HANESBRANDS INC                COM              41034510        31      1445 SH  SHARED      22           1220               225
D HANESBRANDS INC                COM              41034510        17       825 SH  SHR/OTHR    22                              825
D HANESBRANDS INC                COM              41034510       235     10810 SH  SHARED      23           8760              2050
D HANESBRANDS INC                COM              41034510        91      4225 SH  SHR/OTHR    23                             4225
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       311     17876 SH  SHARED                  17876                  
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       612     35100 SH  SHARED      01          35100                  
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       119      6843 SH  SHARED      02           6012               831
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       357     20500 SH  SHARED      10          20500                  
D HANMI FINL CORP                COM              41049510         9      1882 SH  SHARED                   1882                  
D HANMI FINL CORP                COM              41049510        17      3443 SH  SHARED      02           3340               103
D HANMI FINL CORP                COM              41049510       102     20200 SH  SHARED      10          20200                  
D HANOVER CAP MTG HLDGS INC      COM              41076110         0       194 SH  SHARED                    194                  
D HANOVER COMPRESSOR CO          NOTE  4.750% 1/1 410768AE      1876   2000000 PRN SHARED      02        2000000                  
D HANOVER INS GROUP INC          COM              41086710      2786     61213 SH  SHARED                  61213                  
D HANOVER INS GROUP INC          COM              41086710      1461     32105 SH  SHARED      01          15050             17055
D HANOVER INS GROUP INC          COM              41086710       136      2989 SH  SHARED      02           2989                  
D HANOVER INS GROUP INC          COM              41086710     29530    648735 SH  SHARED      10         648735                  
D HANSEN MEDICAL INC             COM              41130710        95      7091 SH  SHARED                   7091                  
D HANSEN MEDICAL INC             COM              41130710        26      2000 SH  SHARED      01           2000                  
D HANSEN MEDICAL INC             COM              41130710         1       136 SH  SHARED      10            136                  
D HANSEN NAT CORP                COM              41131010     24439    807903 SH  SHARED                 807903                  
D HANSEN NAT CORP                COM              41131010       677     22400 SH  SHARED      01                            22400
D HANSEN NAT CORP                COM              41131010      3676    121524 SH  SHARED      02          67428             54096
D HANSEN NAT CORP                COM              41131010      3025    100000 SH  SHARED      04         100000                  
D HANSEN NAT CORP                COM              41131010       774     25600 SH  SHARED      05          25600                  
D HANSEN NAT CORP                COM              41131010       163      5400 SH  SHARED      06                             5400
D HANSEN NAT CORP                COM              41131010       108      3600 SH  SHARED      10           3600                  
D HANSEN NAT CORP                COM              41131010       765     25300 SH  SHARED      20          25300                  
D HARBIN ELECTRIC INC            COM              41145W10        91      7681 SH  SHARED                   7681                  
D HARDINGE INC                   COM              41232430         3       305 SH  SHARED                    305                  
D HARDINGE INC                   COM              41232430        40      3200 SH  SHARED      02           3200                  
D HARDINGE INC                   COM              41232430        35      2800 SH  SHARED      10           2800                  
D HARLEY DAVIDSON INC            COM              41282210       123      3300 SH  SHARED                                     3300
D HARLEY DAVIDSON INC            COM              41282210     23902    640821 SH  SHARED                 640821                  
D HARLEY DAVIDSON INC            COM              41282210       783     21000 SH  SHARED      01          20700               300
D HARLEY DAVIDSON INC            COM              41282210        41      1100 SH  SHR/OTHR    01                             1100
D HARLEY DAVIDSON INC            COM              41282210       707     18965 SH  SHARED      02          18965                  
D HARLEY DAVIDSON INC            COM              41282210        48      1300 SH  SHARED      04           1300                  
D HARLEY DAVIDSON INC            COM              41282210         4       130 SH  SHARED      05            130                  
D HARLEY DAVIDSON INC            COM              41282210      1797     48202 SH  SHARED      06          40500              7702
D HARLEY DAVIDSON INC            COM              41282210     28085    752958 SH  SHARED      10         752958                  
D HARLEY DAVIDSON INC            COM              41282210       119      3200 SH  SHARED      14                             3200
D HARLEY DAVIDSON INC            COM              41282210        13       370 SH  SHARED      20            120               250
D HARLEY DAVIDSON INC            COM              41282210         3       105 SH  SHARED      21                              105
D HARLEY DAVIDSON INC            COM              41282210       141      3800 SH  SHR/OTHR    23                             3800
D HARLEYSVILLE GROUP INC         COM              41282410       297      7866 SH  SHARED                   7866                  
D HARLEYSVILLE GROUP INC         COM              41282410        11       300 SH  SHARED      01            300                  
D HARLEYSVILLE GROUP INC         COM              41282410        49      1307 SH  SHARED      02           1307                  
D HARLEYSVILLE GROUP INC         COM              41282410        98      2600 SH  SHARED      10           2600                  
D HARLEYSVILLE NATL CORP PA      COM              41285010        13       823 SH  SHARED                    823                  
D HARLEYSVILLE NATL CORP PA      COM              41285010        12       717 SH  SHARED      02            717                  
D HARLEYSVILLE NATL CORP PA      COM              41285010       283     16701 SH  SHARED      10          12401              4300
D HARLEYSVILLE SVGS FINL CORP    COM              41286510         1        88 SH  SHARED                     88                  
D HARMAN INTL INDS INC           COM              41308610      2522     74033 SH  SHARED                  74033                  
D HARMAN INTL INDS INC           COM              41308610       284      8350 SH  SHARED      01           8350                  
D HARMAN INTL INDS INC           COM              41308610       167      4903 SH  SHARED      02           4103               800
D HARMAN INTL INDS INC           COM              41308610       255      7500 SH  SHARED      06           6000              1500
D HARMAN INTL INDS INC           COM              41308610      4755    139593 SH  SHARED      10         139593                  
D HARMAN INTL INDS INC           COM              41308610        73      2166 SH  SHARED      14                             2166
D HARMONIC INC                   COM              41316010       351     41632 SH  SHARED                  41632                  
D HARMONIC INC                   COM              41316010         0        15 SH  SHARED      01             15                  
D HARMONIC INC                   COM              41316010        65      7734 SH  SHARED      02           7484               250
D HARMONIC INC                   COM              41316010       647     76600 SH  SHARED      10          76600                  
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630      2147    221844 SH  SHARED                 221844                  
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630      2421    250199 SH  SHARED      02         249899               300
D HARRINGTON WEST FINL GROUP I   COM              41383L10         0       118 SH  SHARED                    118                  
D HARRIS & HARRIS GROUP INC      COM              41383310       191     30010 SH  SHARED                  30010                  
D HARRIS & HARRIS GROUP INC      COM              41383310        33      5252 SH  SHARED      02           5252                  
D HARRIS CORP DEL                COM              41387510     10388    224859 SH  SHARED                 224859                  
D HARRIS CORP DEL                COM              41387510       368      7970 SH  SHARED      01           5675              2295
D HARRIS CORP DEL                COM              41387510        50      1100 SH  SHR/OTHR    01                             1100
D HARRIS CORP DEL                COM              41387510       533     11558 SH  SHARED      02          11447               111
D HARRIS CORP DEL                COM              41387510       836     18100 SH  SHARED      06          13200              4900
D HARRIS CORP DEL                COM              41387510      9043    195750 SH  SHARED      10         195750                  
D HARRIS CORP DEL                COM              41387510       417      9041 SH  SHARED      14                             9041
D HARRIS CORP DEL                COM              41387510        27       595 SH  SHARED      20            595                  
D HARRIS INTERACTIVE INC         COM              41454910        22     12753 SH  SHARED                  12753                  
D HARRIS STRATEX NTWRKS INC      CL A             41457P10         4       620 SH  SHARED                    620                  
D HARRIS STRATEX NTWRKS INC      CL A             41457P10         0        14 SH  SHARED      02             14                  
D HARRIS STRATEX NTWRKS INC      CL A             41457P10        68      8800 SH  SHARED      10           8800                  
D HARSCO CORP                    COM              41586410       965     25965 SH  SHARED                  25965                  
D HARSCO CORP                    COM              41586410      1011     27200 SH  SHARED      01                            27200
D HARSCO CORP                    COM              41586410       417     11216 SH  SHARED      02          10716               500
D HARSCO CORP                    COM              41586410        33       900 SH  SHARED      06            300               600
D HARSCO CORP                    COM              41586410     11652    313336 SH  SHARED      10         313336                  
D HARSCO CORP                    COM              41586410       189      5100 SH  SHARED      14                             5100
D HARSCO CORP                    COM              41586410         1        40 SH  SHARED      21                               40
D HARSCO CORP                    COM              41586410         3       100 SH  SHR/OTHR    23                              100
D HARRY WINSTON DIAMOND CORP     COM              41587B10       208     15682 SH  SHARED                  15682                  
D HARTE-HANKS INC                COM              41619610       868     83764 SH  SHARED                  83764                  
D HARTE-HANKS INC                COM              41619610       155     14950 SH  SHARED      01                            14950
D HARTE-HANKS INC                COM              41619610        19      1848 SH  SHARED      02           1848                  
D HARTE-HANKS INC                COM              41619610         0        21 SH  SHARED      10             21                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510     30328    739889 SH  SHARED                 739889                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510      2095     51115 SH  SHARED      01          46499              4616
D HARTFORD FINL SVCS GROUP INC   COM              41651510        16       400 SH  SHR/OTHR    01                              400
D HARTFORD FINL SVCS GROUP INC   COM              41651510       646     15775 SH  SHARED      02          14908               867
D HARTFORD FINL SVCS GROUP INC   COM              41651510       811     19800 SH  SHARED      04          19800                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510       506     12360 SH  SHARED      05          12360                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510     13979    341050 SH  SHARED      06         178640            162410
D HARTFORD FINL SVCS GROUP INC   COM              41651510     66338   1618413 SH  SHARED      10        1552113             66300
D HARTFORD FINL SVCS GROUP INC   COM              41651510       196      4800 SH  SHARED      14                             4800
D HARTFORD FINL SVCS GROUP INC   COM              41651510        20       510 SH  SHARED      20            510                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510         8       210 SH  SHARED      21                              210
D HARTFORD FINL SVCS GROUP INC   COM              41651510        81      2000 SH  SHARED      23           2000                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510        74      1825 SH  SHR/OTHR    23                             1825
D HARVARD BIOSCIENCE INC         COM              41690610         2       636 SH  SHARED                    636                  
D HARVARD BIOSCIENCE INC         COM              41690610         4       903 SH  SHARED      02            903                  
D HARTMARX CORP                  COM              41711910         3      1663 SH  SHARED                   1663                  
D HARTMARX CORP                  COM              41711910         0       200 SH  SHARED      02            200                  
D HARVEST ENERGY TR              TRUST UNIT       41752X10     13091    774625 SH  SHARED                 774625                  
D HARVEST ENERGY TR              TRUST UNIT       41752X10       437     25900 SH  SHARED      02                            25900
D HARVEST ENERGY TR              TRUST UNIT       41752X10     18924   1119800 SH  SHARED      10        1119800                  
D HARVEST ENERGY TR              TRUST UNIT       41752X10        20      1200 SH  SHR/OTHR    23                             1200
D HARVEST NATURAL RESOURCES IN   COM              41754V10       145     14344 SH  SHARED                  14344                  
D HARVEST NATURAL RESOURCES IN   COM              41754V10        59      5920 SH  SHARED      02           5920                  
D HARVEST NATURAL RESOURCES IN   COM              41754V10       211     20900 SH  SHARED      10          20900                  
D HASBRO INC                     COM              41805610      6769    194968 SH  SHARED                 181468             13500
D HASBRO INC                     COM              41805610       797     22974 SH  SHARED      01          22974                  
D HASBRO INC                     COM              41805610        65      1900 SH  SHR/OTHR    01                             1900
D HASBRO INC                     COM              41805610      1260     36311 SH  SHARED      02          36133               178
D HASBRO INC                     COM              41805610      1294     37290 SH  SHARED      06          33700              3590
D HASBRO INC                     COM              41805610     12202    351447 SH  SHARED      10         343147              8300
D HASBRO INC                     COM              41805610       399     11503 SH  SHARED      14                            11503
D HASTINGS ENTMT INC             COM              41836510         0       163 SH  SHARED                    163                  
D HASTINGS ENTMT INC             COM              41836510        51      8815 SH  SHARED      10           8815                  
D HATTERAS FINL CORP             COM              41902R10        23      1006 SH  SHARED      02              6              1000
D HATTERAS FINL CORP             COM              41902R10       285     12300 SH  SHARED      10          12300                  
D HATTERAS FINL CORP             COM              41902R10      3698    159400 SH  SHARED      11                           159400
D HAUPPAUGE DIGITAL INC          COM              41913110         5      4239 SH  SHARED                   4239                  
D HAVERTY FURNITURE INC          COM              41959610        80      7010 SH  SHARED      02             10              7000
D HAVERTY FURNITURE INC          COM              41959610        65      5725 SH  SHARED      10           5725                  
D HAWAIIAN ELEC INDUSTRIES       COM              41987010        23       805 SH  SHARED                    805                  
D HAWAIIAN ELEC INDUSTRIES       COM              41987010       825     28375 SH  SHARED      01            975             27400
D HAWAIIAN ELEC INDUSTRIES       COM              41987010       462     15900 SH  SHARED      02          10958              4942
D HAWAIIAN ELEC INDUSTRIES       COM              41987010       107      3700 SH  SHARED      10           3700                  
D HAWAIIAN HOLDINGS INC          COM              41987910      1617    174337 SH  SHARED                 174337                  
D HAWAIIAN HOLDINGS INC          COM              41987910        47      5100 SH  SHARED      01           5100                  
D HAWAIIAN HOLDINGS INC          COM              41987910         0        22 SH  SHARED      02             22                  
D HAWAIIAN HOLDINGS INC          COM              41987910       540     58200 SH  SHARED      10          58200                  
D HAWK CORP                      CL A             42008910         3       155 SH  SHARED                    155                  
D HAWK CORP                      CL A             42008910        36      1800 SH  SHARED      02           1800                  
D HAWKINS INC                    COM              42026110         3       220 SH  SHARED                    220                  
D HAWKINS INC                    COM              42026110        38      2200 SH  SHARED      02           2200                  
D HAWTHORN BANCSHARES INC        COM              42047610         2       102 SH  SHARED                    102                  
D HAYES LEMMERZ INTL INC         COM NEW          42078130      4844   1774504 SH  SHARED                1774504                  
D HAYES LEMMERZ INTL INC         COM NEW          42078130      7114   2605964 SH  SHARED      02        2603964              2000
D HAYES LEMMERZ INTL INC         COM NEW          42078130        98     36100 SH  SHARED      10          36100                  
D HAYNES INTERNATIONAL INC       COM NEW          42087720         0         4 SH  SHARED                      4                  
D HAYNES INTERNATIONAL INC       COM NEW          42087720         0         6 SH  SHARED      02              6                  
D HAYNES INTERNATIONAL INC       COM NEW          42087720        88      1900 SH  SHARED      10           1900                  
D HEALTHCARE SVCS GRP INC        COM              42190610        28      1553 SH  SHARED                   1553                  
D HEALTHCARE SVCS GRP INC        COM              42190610      4127    225685 SH  SHARED      02             24            225661
D HEALTHCARE SVCS GRP INC        COM              42190610        22      1221 SH  SHARED      10           1221                  
D HEALTHCARE SVCS GRP INC        COM              42190610        32      1776 SH  SHARED      21                             1776
D HEALTHSOUTH CORP               COM NEW          42192430     35613   1932346 SH  SHARED                1932346                  
D HEALTHSOUTH CORP               COM NEW          42192430        25      1400 SH  SHARED      01           1400                  
D HEALTHSOUTH CORP               COM NEW          42192430        42      2287 SH  SHARED      02           1447               840
D HEALTHSOUTH CORP               COM NEW          42192430       708     38456 SH  SHARED      10          36056              2400
D HEALTH MGMT ASSOC INC NEW      CL A             42193310       718    172708 SH  SHARED                  76708             96000
D HEALTH MGMT ASSOC INC NEW      CL A             42193310       385     92700 SH  SHARED      01          14900             77800
D HEALTH MGMT ASSOC INC NEW      CL A             42193310       159     38231 SH  SHARED      02          37901               330
D HEALTH MGMT ASSOC INC NEW      CL A             42193310      4471   1074776 SH  SHARED      10         880271            194505
D HEALTH MGMT ASSOC INC NEW      CL A             42193310        54     13060 SH  SHARED      21          13060                  
D HEALTHCARE RLTY TR             COM              42194610       220      7560 SH  SHARED                   7560                  
D HEALTHCARE RLTY TR             COM              42194610       179      6150 SH  SHARED      01           6150                  
D HEALTHCARE RLTY TR             COM              42194610      2425     83213 SH  SHARED      02          83213                  
D HEALTHCARE RLTY TR             COM              42194610      1393     47800 SH  SHARED      10          47800                  
D HEADWATERS INC                 NOTE  2.875% 6/0 42210PAB       830    995000 PRN SHARED      02         995000                  
D HEADWATERS INC                 NOTE  2.500% 2/0 42210PAD      1149   1700000 PRN SHARED                1700000                  
D HEADWATERS INC                 NOTE  2.500% 2/0 42210PAD     10072  14900000 PRN SHARED      02       14900000                  
D HEADWATERS INC                 COM              42210P10       245     18385 SH  SHARED                  18385                  
D HEADWATERS INC                 COM              42210P10         9       700 SH  SHARED      01                              700
D HEADWATERS INC                 COM              42210P10       107      8025 SH  SHARED      02           8025                  
D HEADWATERS INC                 COM              42210P10      1968    147485 SH  SHARED      10         147485                  
D HEALTH CARE REIT INC           NOTE  4.750%12/0 42217KAP     14312  12500000 PRN SHARED               12500000                  
D HEALTH CARE REIT INC           NOTE  4.750%12/0 42217KAP      3235   2826000 PRN SHARED      02        2826000                  
D HEALTH CARE REIT INC           COM              42217K10       276      5191 SH  SHARED                   5191                  
D HEALTH CARE REIT INC           COM              42217K10      1660     31200 SH  SHARED      01            100             31100
D HEALTH CARE REIT INC           COM              42217K10      3786     71137 SH  SHARED      02          59257             11880
D HEALTH CARE REIT INC           COM              42217K10      1916     36000 SH  SHARED      10          36000                  
D HEALTH GRADES INC              COM              42218Q10         7      2706 SH  SHARED                   2706                  
D HEALTHAXIS INC                 COM NEW          42219D30         0       163 SH  SHARED                    163                  
D HEALTHEXTRAS INC               COM              42221110       323     12394 SH  SHARED                  12394                  
D HEALTHEXTRAS INC               COM              42221110       161      6174 SH  SHARED      02           3118              3056
D HEALTHEXTRAS INC               COM              42221110        87      3337 SH  SHARED      10           3337                  
D HEALTH NET INC                 COM              42222G10      4285    181576 SH  SHARED                 181576                  
D HEALTH NET INC                 COM              42222G10       809     34300 SH  SHARED      01                            34300
D HEALTH NET INC                 COM              42222G10       460     19509 SH  SHARED      02          19389               120
D HEALTH NET INC                 COM              42222G10      1405     59558 SH  SHARED      04          59558                  
D HEALTH NET INC                 COM              42222G10        51      2200 SH  SHARED      06            750              1450
D HEALTH NET INC                 COM              42222G10       316     13400 SH  SHARED      10          13400                  
D HEALTH NET INC                 COM              42222G10        88      3732 SH  SHARED      14                             3732
D HEALTH NET INC                 COM              42222G10       190      8055 SH  SHARED      21           8055                  
D HEALTHTRONICS INC              COM              42222L10         2       834 SH  SHARED                    834                  
D HEALTHTRONICS INC              COM              42222L10        30     10400 SH  SHARED      02          10400                  
D HEALTHTRONICS INC              COM              42222L10        48     16600 SH  SHARED      10          16600                  
D HEALTHSTREAM INC               COM              42222N10         0       393 SH  SHARED                    393                  
D HEALTHSPRING INC               COM              42224N10       509     24064 SH  SHARED                  24064                  
D HEALTHSPRING INC               COM              42224N10       112      5300 SH  SHARED      01           5300                  
D HEALTHSPRING INC               COM              42224N10         1        56 SH  SHARED      02             56                  
D HEALTHSPRING INC               COM              42224N10     37122   1754350 SH  SHARED      10        1754350                  
D HEALTHSPRING INC               COM              42224N10        55      2606 SH  SHARED      21                             2606
D HEALTHWAYS INC                 COM              42224510        46      2865 SH  SHARED                   2865                  
D HEALTHWAYS INC                 COM              42224510        29      1800 SH  SHARED      01           1800                  
D HEALTHWAYS INC                 COM              42224510         1        70 SH  SHARED      02             70                  
D HEALTHWAYS INC                 COM              42224510       426     26384 SH  SHARED      10          26384                  
D HEARST-ARGYLE TELEVISION INC   COM              42231710         5       268 SH  SHARED                    268                  
D HEARST-ARGYLE TELEVISION INC   COM              42231710        20       900 SH  SHARED      01            900                  
D HEARST-ARGYLE TELEVISION INC   COM              42231710        18       836 SH  SHARED      02            836                  
D HEARTLAND FINL USA INC         COM              42234Q10         1        74 SH  SHARED                     74                  
D HEARTLAND EXPRESS INC          COM              42234710         1       101 SH  SHARED                    101                  
D HEARTLAND EXPRESS INC          COM              42234710       187     12056 SH  SHARED      02          12056                  
D HEARTLAND EXPRESS INC          COM              42234710       351     22620 SH  SHARED      10          22620                  
D HEARTLAND PMT SYS INC          COM              42235N10        37      1448 SH  SHARED                   1448                  
D HEARTLAND PMT SYS INC          COM              42235N10       401     15713 SH  SHARED      02          15713                  
D HEARTLAND PMT SYS INC          COM              42235N10       314     12300 SH  SHARED      10          12300                  
D HEARUSA INC                    COM NEW          42236030         0       781 SH  SHARED                    781                  
D HECKMANN CORP                  COM              42268010         0        30 SH  SHARED                     30                  
D HECKMANN CORP                  *W EXP 11/09/201 42268011       422    196530 SH  SHARED                 196530                  
D HECLA MNG CO                   COM              42270410      1527    326439 SH  SHARED                 326439                  
D HECLA MNG CO                   COM              42270410       133     28475 SH  SHARED      01          28475                  
D HECLA MNG CO                   COM              42270410       136     29181 SH  SHARED      02          29181                  
D HECLA MNG CO                   COM              42270410       175     37417 SH  SHARED      10          37417                  
D HECLA MNG CO                   6.5% CONV PFD    42270430     25367    475850 SH  SHARED                 475850                  
D HEELYS INC                     COM              42279M10         1       275 SH  SHARED                    275                  
D HEICO CORP NEW                 COM              42280610       147      4486 SH  SHARED                   4486                  
D HEICO CORP NEW                 COM              42280610        65      2000 SH  SHARED      01                             2000
D HEICO CORP NEW                 COM              42280610        49      1512 SH  SHARED      02           1512                  
D HEICO CORP NEW                 COM              42280610        65      2003 SH  SHARED      10           2003                  
D HEICO CORP NEW                 CL A             42280620        15       556 SH  SHARED                    556                  
D HEICO CORP NEW                 CL A             42280620        18       662 SH  SHARED      01                              662
D HEICO CORP NEW                 CL A             42280620         4       159 SH  SHARED      21                              159
D HEIDRICK & STRUGGLES INTL IN   COM              42281910        33      1126 SH  SHARED                   1126                  
D HEIDRICK & STRUGGLES INTL IN   COM              42281910       327     10867 SH  SHARED      02          10867                  
D HEIDRICK & STRUGGLES INTL IN   COM              42281910      5505    182600 SH  SHARED      10         182600                  
D HEINZ H J CO                   COM              42307410        89      1800 SH  SHARED                   1800                  
D HEINZ H J CO                   COM              42307410     53653   1073716 SH  SHARED                1073716                  
D HEINZ H J CO                   COM              42307410      2599     52024 SH  SHARED      01          41874             10150
D HEINZ H J CO                   COM              42307410       216      4325 SH  SHR/OTHR    01                             4325
D HEINZ H J CO                   COM              42307410      1809     36205 SH  SHARED      02          31965              4240
D HEINZ H J CO                   COM              42307410        94      1900 SH  SHARED      04           1900                  
D HEINZ H J CO                   COM              42307410         9       190 SH  SHARED      05            190                  
D HEINZ H J CO                   COM              42307410      2037     40780 SH  SHARED      06          31400              9380
D HEINZ H J CO                   COM              42307410     12360    247350 SH  SHARED      10         220583             26767
D HEINZ H J CO                   COM              42307410       114      2300 SH  SHARED      14                             2300
D HEINZ H J CO                   COM              42307410       856     17150 SH  SHARED      20           9766              7384
D HEINZ H J CO                   COM              42307410       287      5750 SH  SHR/OTHR    20                             5750
D HEINZ H J CO                   COM              42307410       119      2388 SH  SHARED      21           2388                  
D HEINZ H J CO                   COM              42307410       262      5250 SH  SHR/OTHR    21                             5250
D HEINZ H J CO                   COM              42307410      1286     25750 SH  SHARED      22                            25750
D HEINZ H J CO                   COM              42307410        49      1000 SH  SHR/OTHR    22                             1000
D HEINZ H J CO                   COM              42307410      1038     20775 SH  SHARED      23          19775              1000
D HEINZ H J CO                   COM              42307410      1261     25250 SH  SHR/OTHR    23                            25250
D HELICOS BIOSCIENCES CORP       COM              42326R10         0       205 SH  SHARED                    205                  
D HELIOS & MATHESON NORTH AMER   COM              42327L10         0        30 SH  SHARED                     30                  
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10        20       859 SH  SHARED                    859                  
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10      2901    119495 SH  SHARED      01          89595             29900
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10        92      3823 SH  SHARED      02           3422               401
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10         2       100 SH  SHARED      06            100                  
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10      3897    160518 SH  SHARED      10         160518                  
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10         4       185 SH  SHARED      20            185                  
D HELLENIC TELECOM ORGANIZATN    SPONSORED ADR    42332530        33      3772 SH  SHARED                   3772                  
D HELMERICH & PAYNE INC          COM              42345210       638     14776 SH  SHARED                  14776                  
D HELMERICH & PAYNE INC          COM              42345210      1627     37675 SH  SHARED      01           5575             32100
D HELMERICH & PAYNE INC          COM              42345210       309      7166 SH  SHARED      02           7098                68
D HELMERICH & PAYNE INC          COM              42345210        30       700 SH  SHARED      06            100               600
D HELMERICH & PAYNE INC          COM              42345210       380      8806 SH  SHARED      10           8806                  
D HELMERICH & PAYNE INC          COM              42345210        43      1000 SH  SHARED      14                             1000
D HELMERICH & PAYNE INC          COM              42345210        13       310 SH  SHARED      21                              310
D HEMISPHERX BIOPHARMA INC       COM              42366C10         0      1877 SH  SHARED                   1877                  
D HENRY JACK & ASSOC INC         COM              42628110        22      1086 SH  SHARED                   1086                  
D HENRY JACK & ASSOC INC         COM              42628110       745     36688 SH  SHARED      01          11988             24700
D HENRY JACK & ASSOC INC         COM              42628110        39      1961 SH  SHARED      02           1111               850
D HENRY JACK & ASSOC INC         COM              42628110     27546   1354950 SH  SHARED      10        1354950                  
D HENRY JACK & ASSOC INC         COM              42628110         6       324 SH  SHARED      21                              324
D HENRY JACK & ASSOC INC         COM              42628110        16       800 SH  SHR/OTHR    23                              800
D HENRY BROS ELECTRONICS INC     COM              42628610         0       110 SH  SHARED                    110                  
D HERITAGE COMMERCE CORP         COM              42692710         4       270 SH  SHARED                    270                  
D HERITAGE COMMERCE CORP         COM              42692710        70      4600 SH  SHARED      10           4600                  
D HERCULES INC                   SDCV  8.000% 8/1 427056AK         0     19500 PRN SHR/OTHR    01                            19500
D HERCULES INC                   SDCV  8.000% 8/1 427056AK         0       750 PRN SHR/OTHR    23                              750
D HERCULES INC                   COM              42705610      2713    137119 SH  SHARED                 137119                  
D HERCULES INC                   COM              42705610       267     13500 SH  SHARED      01          13500                  
D HERCULES INC                   COM              42705610       619     31313 SH  SHARED      02          30813               500
D HERCULES INC                   COM              42705610       213     10800 SH  SHARED      06           7800              3000
D HERCULES INC                   COM              42705610      1994    100776 SH  SHARED      10          97476              3300
D HERCULES INC                   COM              42705610        47      2400 SH  SHR/OTHR    20                             2400
D HERCULES INC                   COM              42705610        10       530 SH  SHARED      21                              530
D HERCULES INC                   COM              42705610        59      3000 SH  SHR/OTHR    23                             3000
D HERCULES OFFSHORE INC          NOTE  3.375% 6/0 427093AA      2970   4004000 PRN SHARED      02        4004000                  
D HERCULES OFFSHORE INC          COM              42709310       356     23521 SH  SHARED                  23521                  
D HERCULES OFFSHORE INC          COM              42709310        50      3320 SH  SHARED      01           3320                  
D HERCULES OFFSHORE INC          COM              42709310       224     14815 SH  SHARED      02             29             14786
D HERCULES OFFSHORE INC          COM              42709310      5213    343870 SH  SHARED      06         149270            194600
D HERCULES OFFSHORE INC          COM              42709310     11793    777927 SH  SHARED      10         777927                  
D HERCULES OFFSHORE INC          COM              42709310       120      7950 SH  SHARED      21           7950                  
D HERCULES TECH GROWTH CAP INC   COM              42709650        18      1932 SH  SHARED                   1932                  
D HERCULES TECH GROWTH CAP INC   COM              42709650        48      5004 SH  SHARED      02            204              4800
D HERCULES TECH GROWTH CAP INC   COM              42709650        64      6608 SH  SHARED      10           6608                  
D HERITAGE FINL CORP WASH        COM              42722X10         9       765 SH  SHARED                    765                  
D HERITAGE OAKS BANCORP          COM              42724R10         1       141 SH  SHARED                    141                  
D HERITAGE FINL GROUP            COM              42725U10         0        86 SH  SHARED                     86                  
D HERITAGE CRYSTAL CLEAN INC     COM              42726M10         6       500 SH  SHARED      02            500                  
D HERLEY INDS INC DEL            COM              42739810         0        10 SH  SHARED                     10                  
D HERLEY INDS INC DEL            COM              42739810         0         7 SH  SHARED      02              7                  
D HERLEY INDS INC DEL            COM              42739810       158      9260 SH  SHARED      10           9260                  
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510        10      1361 SH  SHARED                   1361                  
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510       109     14700 SH  SHARED      10          14700                  
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510         3       530 SH  SHARED      20            530                  
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510        13      1850 SH  SHARED      21           1850                  
D HERSHEY CO                     COM              42786610      8001    202362 SH  SHARED                 202362                  
D HERSHEY CO                     COM              42786610      1166     29499 SH  SHARED      01          28899               600
D HERSHEY CO                     COM              42786610       863     21847 SH  SHARED      02          17894              3953
D HERSHEY CO                     COM              42786610        47      1200 SH  SHARED      04           1200                  
D HERSHEY CO                     COM              42786610       911     23060 SH  SHARED      06          18600              4460
D HERSHEY CO                     COM              42786610      3613     91384 SH  SHARED      10          91384                  
D HERSHEY CO                     COM              42786610        19       500 SH  SHARED      20            500                  
D HESKA CORP                     COM              42805E10         0      1165 SH  SHARED                   1165                  
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10       284     37630 SH  SHARED                  37630                  
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10         7      1021 SH  SHARED      02           1021                  
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10         6       800 SH  SHARED      06                              800
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10       153     20226 SH  SHARED      10          20226                  
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10        56      7400 SH  SHARED      14                             7400
D HESS CORP                      COM              42809H10        41       500 SH  SHARED                    500                  
D HESS CORP                      COM              42809H10     64233    782571 SH  SHARED                 758971             23600
D HESS CORP                      COM              42809H10      4567     55642 SH  SHARED      01          50372              5270
D HESS CORP                      COM              42809H10      2234     27227 SH  SHARED      02          20027              7200
D HESS CORP                      COM              42809H10    113208   1379240 SH  SHARED      04        1379240                  
D HESS CORP                      COM              42809H10        12       150 SH  SHARED      05            150                  
D HESS CORP                      COM              42809H10     49243    599950 SH  SHARED      06         434600            165350
D HESS CORP                      COM              42809H10    115537   1407619 SH  SHARED      10        1375814             31805
D HESS CORP                      COM              42809H10      1658     20200 SH  SHARED      14           6000             14200
D HESS CORP                      COM              42809H10        55       676 SH  SHARED      21                              676
D HESS CORP                      COM              42809H10      1101     13416 SH  SHR/OTHR    23                            13416
D HEWITT ASSOCS INC              COM              42822Q10       399     10953 SH  SHARED                  10953                  
D HEWITT ASSOCS INC              COM              42822Q10        84      2306 SH  SHARED      02           2306                  
D HEWITT ASSOCS INC              COM              42822Q10        18       500 SH  SHARED      06            500                  
D HEWITT ASSOCS INC              COM              42822Q10       332      9134 SH  SHARED      10           9134                  
D HEWLETT PACKARD CO             COM              42823610        44       959 SH  SHARED                    959                  
D HEWLETT PACKARD CO             COM              42823610    163609   3538258 SH  SHARED                3462858             75400
D HEWLETT PACKARD CO             COM              42823610     23586    510093 SH  SHARED      01         408518            101575
D HEWLETT PACKARD CO             COM              42823610      4303     93078 SH  SHR/OTHR    01                            93078
D HEWLETT PACKARD CO             COM              42823610      5195    112365 SH  SHARED      02          87697             24668
D HEWLETT PACKARD CO             COM              42823610        43       940 SH  SHARED      04                              940
D HEWLETT PACKARD CO             COM              42823610     29017    627540 SH  SHARED      04         627540                  
D HEWLETT PACKARD CO             COM              42823610      2272     49150 SH  SHARED      05          49150                  
D HEWLETT PACKARD CO             COM              42823610     22100    477955 SH  SHARED      06         304905            173050
D HEWLETT PACKARD CO             COM              42823610    292282   6320993 SH  SHARED      10        6153616            167377
D HEWLETT PACKARD CO             COM              42823610      1507     32597 SH  SHARED      14                            32597
D HEWLETT PACKARD CO             COM              42823610      3863     83543 SH  SHARED      20          61938             21605
D HEWLETT PACKARD CO             COM              42823610      4487     97050 SH  SHR/OTHR    20                            97050
D HEWLETT PACKARD CO             COM              42823610      2035     44031 SH  SHARED      21          33819             10212
D HEWLETT PACKARD CO             COM              42823610       568     12300 SH  SHR/OTHR    21                            12300
D HEWLETT PACKARD CO             COM              42823610       806     17446 SH  SHARED      22          11789              5657
D HEWLETT PACKARD CO             COM              42823610        61      1325 SH  SHR/OTHR    22                             1325
D HEWLETT PACKARD CO             COM              42823610      4423     95669 SH  SHARED      23          93969              1700
D HEWLETT PACKARD CO             COM              42823610      9762    211124 SH  SHR/OTHR    23                           211124
D HEXCEL CORP NEW                COM              42829110        38      2800 SH  SHARED                   2800                  
D HEXCEL CORP NEW                COM              42829110       868     63451 SH  SHARED                  63451                  
D HEXCEL CORP NEW                COM              42829110        54      3955 SH  SHARED      02           1055              2900
D HEXCEL CORP NEW                COM              42829110       913     66761 SH  SHARED      10          64061              2700
D HHGREGG INC                    COM              42833L10         0        57 SH  SHARED                     57                  
D HHGREGG INC                    COM              42833L10         0         7 SH  SHARED      02              7                  
D HI / FN INC                    COM              42835810         1       336 SH  SHARED                    336                  
D HI / FN INC                    COM              42835810         2       700 SH  SHARED      02            700                  
D HI SHEAR TECHNOLOGY CORP       COM              42839Y10         4       458 SH  SHARED                    458                  
D HI-TECH PHARMACAL INC          COM              42840B10         7       716 SH  SHARED                    716                  
D HI-TECH PHARMACAL INC          COM              42840B10         3       406 SH  SHARED      02            406                  
D HIBBETT SPORTS INC             COM              42856710         2       117 SH  SHARED                    117                  
D HIBBETT SPORTS INC             COM              42856710        82      4098 SH  SHARED      02           4098                  
D HIBBETT SPORTS INC             COM              42856710        35      1780 SH  SHARED      10           1780                  
D HICKORY TECH CORP              COM              42906010       719    123861 SH  SHARED                 123861                  
D HICKS ACQUISITION CO I INC     *W EXP 09/28/201 42908612        34    170272 SH  SHARED                 170272                  
D HICKS ACQUISITION CO I INC     *W EXP 09/28/201 42908612        23    116400 SH  SHARED      02         116400                  
D HICKS ACQUISITION CO I INC     COM              42908630      7994    893192 SH  SHARED                 893192                  
D HIGHLAND CR STRATEGIES FD      COM              43005Q10        19      2000 SH  SHARED      02                             2000
D HIGHLAND DISTRESSED OPPORT I   COM              43006710        11      3710 SH  SHARED                   3710                  
D HIGHLAND DISTRESSED OPPORT I   COM              43006710        41     14000 SH  SHARED      02                            14000
D HIGHLANDS ACQUISITION CORP     COM              43088010       383     42629 SH  SHARED                  42629                  
D HIGHLANDS ACQUISITION CORP     *W EXP 10/03/201 43088011         1      5337 SH  SHARED                   5337                  
D HIGHVELD STL & VANADIUM LTD    ADR              43123220         7       464 SH  SHARED                    464                  
D HIGHWOODS PPTYS INC            COM              43128410         0        16 SH  SHARED                     16                  
D HIGHWOODS PPTYS INC            COM              43128410       728     20500 SH  SHARED      01                            20500
D HIGHWOODS PPTYS INC            COM              43128410       881     24801 SH  SHARED      02          16021              8780
D HIGHWOODS PPTYS INC            COM              43128410       412     11600 SH  SHARED      10          11600                  
D HIGHWOODS PPTYS INC            COM              43128410     12966    364650 SH  SHARED      11                           364650
D HILAND HLDGS GP LP             UNIT LP INT      43129M10         4       204 SH  SHARED                    204                  
D HILAND PARTNERS L P            UT LTD PARTNR    43129110         4       117 SH  SHARED                    117                  
D HILB ROGAL & HOBBS CO          COM              43129410       670     14342 SH  SHARED                  14342                  
D HILB ROGAL & HOBBS CO          COM              43129410        18       404 SH  SHARED      02            365                39
D HILB ROGAL & HOBBS CO          COM              43129410     22547    482400 SH  SHARED      10         482400                  
D HILL INTERNATIONAL INC         COM              43146610        48      3486 SH  SHARED                   3486                  
D HILL INTERNATIONAL INC         COM              43146610         0        46 SH  SHARED      02             13                33
D HILL INTERNATIONAL INC         COM              43146610      2983    215400 SH  SHARED      10         215400                  
D HILL ROM HLDGS INC             COM              43147510       669     22072 SH  SHARED                  22072                  
D HILL ROM HLDGS INC             COM              43147510       575     19000 SH  SHARED      01                            19000
D HILL ROM HLDGS INC             COM              43147510        33      1108 SH  SHARED      02           1108                  
D HILL ROM HLDGS INC             COM              43147510        18       600 SH  SHARED      04            600                  
D HILL ROM HLDGS INC             COM              43147510       160      5300 SH  SHARED      10           5300                  
D HILL ROM HLDGS INC             COM              43147510        22       753 SH  SHR/OTHR    23                              753
D HILLENBRAND INC                COM              43157110      1020     50625 SH  SHARED                  50625                  
D HILLENBRAND INC                COM              43157110         8       404 SH  SHARED      02            404                  
D HILLENBRAND INC                COM              43157110        60      3000 SH  SHARED      10           3000                  
D HILLENBRAND INC                COM              43157110        15       753 SH  SHR/OTHR    23                              753
D HILLTOP HOLDINGS INC           COM              43274810      4725    457906 SH  SHARED                 457906                  
D HILLTOP HOLDINGS INC           COM              43274810       203     19700 SH  SHARED      10          19700                  
D HIMAX TECHNOLOGIES INC         SPONSORED ADR    43289P10        14      5115 SH  SHARED                   5115                  
D HINGHAM INSTN SVGS MASS        COM              43332310         1        49 SH  SHARED                     49                  
D HIRSCH INTL CORP               CL A             43355010         0       170 SH  SHARED                    170                  
D HITACHI LIMITED                ADR 10 COM       43357850         4        65 SH  SHARED                     65                  
D HITTITE MICROWAVE CORP         COM              43365Y10         0         1 SH  SHARED                      1                  
D HITTITE MICROWAVE CORP         COM              43365Y10        33      1011 SH  SHARED      02           1011                  
D HOKU SCIENTIFIC INC            COM              43471210      2345    400205 SH  SHARED                 400205                  
D HOKU SCIENTIFIC INC            COM              43471210         8      1500 SH  SHARED      02           1500                  
D HOLLY CORP                     COM PAR $0.01    43575830       284      9848 SH  SHARED                   9848                  
D HOLLY CORP                     COM PAR $0.01    43575830         3       106 SH  SHARED      02            106                  
D HOLLY CORP                     COM PAR $0.01    43575830     14003    484200 SH  SHARED      10         484200                  
D HOLLY ENERGY PARTNERS L P      COM UT LTD PTN   43576310         5       198 SH  SHARED                    198                  
D HOLLY ENERGY PARTNERS L P      COM UT LTD PTN   43576310         7       265 SH  SHARED      02                              265
D HOLLIS-EDEN PHARMACEUTICALS    COM              43590210         0       695 SH  SHARED                    695                  
D HOLLYWOOD MEDIA CORP           COM              43623310         1       872 SH  SHARED                    872                  
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA        92    125000 PRN SHARED      02         122000              3000
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA     11792  16000000 PRN SHARED      04       16000000                  
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA      2432   3300000 PRN SHARED      06        3300000                  
D HOLOGIC INC                    COM              43644010      3229    167094 SH  SHARED                 167094                  
D HOLOGIC INC                    COM              43644010      1639     84822 SH  SHARED      01           3280             81542
D HOLOGIC INC                    COM              43644010      1723     89141 SH  SHARED      02          88765               376
D HOLOGIC INC                    COM              43644010     27353   1415100 SH  SHARED      04        1415100                  
D HOLOGIC INC                    COM              43644010       126      6524 SH  SHARED      06           3100              3424
D HOLOGIC INC                    COM              43644010     26251   1358052 SH  SHARED      10        1358052                  
D HOLOGIC INC                    COM              43644010         2       104 SH  SHARED      14                              104
D HOLOGIC INC                    COM              43644010        20      1035 SH  SHARED      21            880               155
D HOME BANCSHARES INC            COM              43689320        17       692 SH  SHARED                    692                  
D HOME DEPOT INC                 COM              43707610      3236    125000 SH  SHARED                 125000                  
D HOME DEPOT INC                 COM              43707610     72319   2793317 SH  SHARED                2793317                  
D HOME DEPOT INC                 COM              43707610      6213    239995 SH  SHARED      01         228011             11984
D HOME DEPOT INC                 COM              43707610         5       200 SH  SHR/OTHR    01                              200
D HOME DEPOT INC                 COM              43707610      7908    305451 SH  SHARED      02         265691             39760
D HOME DEPOT INC                 COM              43707610       132      5100 SH  SHARED      04           5100                  
D HOME DEPOT INC                 COM              43707610        19       750 SH  SHARED      05            750                  
D HOME DEPOT INC                 COM              43707610      7067    272989 SH  SHARED      06         220879             52110
D HOME DEPOT INC                 COM              43707610     22198    857432 SH  SHARED      10         857432                  
D HOME DEPOT INC                 COM              43707610       398     15397 SH  SHARED      14                            15397
D HOME DEPOT INC                 COM              43707610        58      2260 SH  SHARED      19                             2260
D HOME DEPOT INC                 COM              43707610       634     24511 SH  SHARED      20           6416             18095
D HOME DEPOT INC                 COM              43707610        93      3622 SH  SHR/OTHR    20                             3622
D HOME DEPOT INC                 COM              43707610       229      8870 SH  SHARED      21           8360               510
D HOME DEPOT INC                 COM              43707610        16       650 SH  SHR/OTHR    21                              650
D HOME DEPOT INC                 COM              43707610        58      2250 SH  SHARED      22                             2250
D HOME DEPOT INC                 COM              43707610       243      9400 SH  SHARED      23           4450              4950
D HOME DEPOT INC                 COM              43707610       556     21505 SH  SHR/OTHR    23                            21505
D HOME DIAGNOSTICS INC DEL       COM              43708010        22      2362 SH  SHARED                   2362                  
D HOME DIAGNOSTICS INC DEL       COM              43708010        88      9100 SH  SHARED      02           3500              5600
D HOME FED BANCORP INC MD        COM              43710G10       442     34719 SH  SHARED                  34719                  
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10      9812    703395 SH  SHARED                 703395                  
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10        11       842 SH  SHARED      02             42               800
D HOME PROPERTIES INC            COM              43730610       402      6943 SH  SHARED                   6943                  
D HOME PROPERTIES INC            COM              43730610        63      1100 SH  SHARED      01           1100                  
D HOME PROPERTIES INC            COM              43730610       154      2671 SH  SHARED      02           2671                  
D HOME PROPERTIES INC            COM              43730610       898     15500 SH  SHARED      10          15500                  
D HOME PROPERTIES INC            COM              43730610     13427    231700 SH  SHARED      11                           231700
D HOME PROPERTIES INC            COM              43730610        28       490 SH  SHARED      21            490                  
D HONDA MOTOR LTD                AMERN SHS        43812830       283      9413 SH  SHARED      02           7035              2378
D HONDA MOTOR LTD                AMERN SHS        43812830        90      3000 SH  SHR/OTHR    23                             3000
D HONEYWELL INTL INC             COM              43851610     61005   1468247 SH  SHARED                1431485             36762
D HONEYWELL INTL INC             COM              43851610      5743    138243 SH  SHARED      01         113204             25039
D HONEYWELL INTL INC             COM              43851610        93      2250 SH  SHR/OTHR    01                             2250
D HONEYWELL INTL INC             COM              43851610      1919     46197 SH  SHARED      02          31629             14568
D HONEYWELL INTL INC             COM              43851610        39       960 SH  SHARED      04                              960
D HONEYWELL INTL INC             COM              43851610      4612    111000 SH  SHARED      04         111000                  
D HONEYWELL INTL INC             COM              43851610        13       330 SH  SHARED      05            330                  
D HONEYWELL INTL INC             COM              43851610     13563    326447 SH  SHARED      06         226617             99830
D HONEYWELL INTL INC             COM              43851610    144350   3474129 SH  SHARED      10        3420529             53600
D HONEYWELL INTL INC             COM              43851610      2836     68267 SH  SHARED      14                            68267
D HONEYWELL INTL INC             COM              43851610       400      9650 SH  SHARED      15                             9650
D HONEYWELL INTL INC             COM              43851610       178      4300 SH  SHARED      19                             4300
D HONEYWELL INTL INC             COM              43851610      5817    140018 SH  SHARED      20         124442             15576
D HONEYWELL INTL INC             COM              43851610      2044     49213 SH  SHR/OTHR    20                            49213
D HONEYWELL INTL INC             COM              43851610       261      6290 SH  SHARED      21           6290                  
D HONEYWELL INTL INC             COM              43851610        20       500 SH  SHR/OTHR    21                              500
D HONEYWELL INTL INC             COM              43851610       253      6100 SH  SHARED      22           3800              2300
D HONEYWELL INTL INC             COM              43851610      1159     27905 SH  SHARED      23          23025              4880
D HONEYWELL INTL INC             COM              43851610      1509     36325 SH  SHR/OTHR    23                            36325
D HOOKER FURNITURE CORP          COM              43903810         2       122 SH  SHARED                    122                  
D HOOKER FURNITURE CORP          COM              43903810         4       238 SH  SHARED      02            238                  
D HOOKER FURNITURE CORP          COM              43903810       291     16400 SH  SHARED      10          16400                  
D HOOPER HOLMES INC              COM              43910410         2      1787 SH  SHARED                   1787                  
D HOOPER HOLMES INC              COM              43910410         0       200 SH  SHARED      02            200                  
D HOPFED BANCORP INC             COM              43973410         1        95 SH  SHARED                     95                  
D HORACE MANN EDUCATORS CORP N   COM              44032710       233     18157 SH  SHARED                  18157                  
D HORACE MANN EDUCATORS CORP N   COM              44032710       162     12600 SH  SHARED      01                            12600
D HORACE MANN EDUCATORS CORP N   COM              44032710        13      1085 SH  SHARED      02           1085                  
D HORACE MANN EDUCATORS CORP N   COM              44032710       435     33871 SH  SHARED      10          28671              5200
D HORIZON FINL CORP WASH         COM              44041F10         5       595 SH  SHARED                    595                  
D HORIZON LINES INC              COM              44044K10       152     15405 SH  SHARED                  15405                  
D HORIZON LINES INC              COM              44044K10       338     34342 SH  SHARED      02          32917              1425
D HORIZON LINES INC              COM              44044K10        20      2029 SH  SHARED      10           2029                  
D HORMEL FOODS CORP              COM              44045210       880     24282 SH  SHARED                  24282                  
D HORMEL FOODS CORP              COM              44045210       990     27300 SH  SHARED      01                            27300
D HORMEL FOODS CORP              COM              44045210       441     12171 SH  SHARED      02          12171                  
D HORMEL FOODS CORP              COM              44045210      8163    225000 SH  SHARED      10         225000                  
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       130      3389 SH  SHARED                   3389                  
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       247      6420 SH  SHARED      01           6420                  
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       144      3750 SH  SHARED      02           3750                  
D HORNBECK OFFSHORE SVCS INC N   COM              44054310      8755    226700 SH  SHARED      10         226700                  
D HORSEHEAD HLDG CORP            COM              44069430      2959    501545 SH  SHARED                 501545                  
D HORSEHEAD HLDG CORP            COM              44069430         0        20 SH  SHARED      02             20                  
D HORSEHEAD HLDG CORP            COM              44069430        50      8600 SH  SHARED      10           8600                  
D HOSPITALITY PPTYS TR           NOTE  3.800% 3/1 44106MAK     16886  22016000 PRN SHARED      02       22016000                  
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10      7458    363484 SH  SHARED                 357784              5700
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10       689     33600 SH  SHARED      01           2100             31500
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10       601     29321 SH  SHARED      02          29201               120
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10      8557    417050 SH  SHARED      10         410550              6500
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10     13488    657350 SH  SHARED      11                           657350
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10        37      1822 SH  SHARED      14                             1822
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10         3       190 SH  SHARED      21                              190
D HOSPIRA INC                    COM              44106010        20       534 SH  SHARED                    534                  
D HOSPIRA INC                    COM              44106010      7459    195268 SH  SHARED                 195268                  
D HOSPIRA INC                    COM              44106010       963     25221 SH  SHARED      01          22411              2810
D HOSPIRA INC                    COM              44106010        80      2113 SH  SHR/OTHR    01                             2113
D HOSPIRA INC                    COM              44106010       713     18673 SH  SHARED      02          18016               657
D HOSPIRA INC                    COM              44106010        64      1700 SH  SHARED      04           1700                  
D HOSPIRA INC                    COM              44106010         4       120 SH  SHARED      05            120                  
D HOSPIRA INC                    COM              44106010       767     20100 SH  SHARED      06          15660              4440
D HOSPIRA INC                    COM              44106010      2955     77373 SH  SHARED      10          77373                  
D HOSPIRA INC                    COM              44106010         3       100 SH  SHARED      14                              100
D HOSPIRA INC                    COM              44106010        63      1660 SH  SHARED      20           1500               160
D HOSPIRA INC                    COM              44106010        11       300 SH  SHR/OTHR    20                              300
D HOSPIRA INC                    COM              44106010         8       220 SH  SHARED      21            220                  
D HOSPIRA INC                    COM              44106010         6       160 SH  SHARED      22            160                  
D HOSPIRA INC                    COM              44106010         9       240 SH  SHR/OTHR    22                              240
D HOSPIRA INC                    COM              44106010       459     12038 SH  SHARED      23           9388              2650
D HOSPIRA INC                    COM              44106010       600     15715 SH  SHR/OTHR    23                            15715
D HOST HOTELS & RESORTS INC      COM              44107P10     26991   2030931 SH  SHARED                1835779            195152
D HOST HOTELS & RESORTS INC      COM              44107P10      1600    120416 SH  SHARED      01          46357             74059
D HOST HOTELS & RESORTS INC      COM              44107P10      8597    646906 SH  SHR/OTHR    01                           646906
D HOST HOTELS & RESORTS INC      COM              44107P10       378     28475 SH  SHARED      02          27939               536
D HOST HOTELS & RESORTS INC      COM              44107P10         2       191 SH  SHARED      05            191                  
D HOST HOTELS & RESORTS INC      COM              44107P10       135     10200 SH  SHARED      06                            10200
D HOST HOTELS & RESORTS INC      COM              44107P10     34369   2586141 SH  SHARED      10        2553841             32300
D HOST HOTELS & RESORTS INC      COM              44107P10    167801  12626178 SH  SHARED      11        6661717           5964461
D HOST HOTELS & RESORTS INC      COM              44107P10       370     27860 SH  SHARED      14                            27860
D HOST HOTELS & RESORTS INC      COM              44107P10        11       860 SH  SHARED      21                              860
D HOST HOTELS & RESORTS INC      COM              44107P10         4       338 SH  SHR/OTHR    23                              338
D HOT TOPIC INC                  COM              44133910        29      4480 SH  SHARED                   4480                  
D HOT TOPIC INC                  COM              44133910        15      2400 SH  SHARED      01           2400                  
D HOT TOPIC INC                  COM              44133910       192     29078 SH  SHARED      02          29078                  
D HOT TOPIC INC                  COM              44133910       482     73000 SH  SHARED      10          73000                  
D HOUSTON AMERN ENERGY CORP      COM              44183U10         0        17 SH  SHARED                     17                  
D HOUSTON AMERN ENERGY CORP      COM              44183U10         0         8 SH  SHARED      02              8                  
D HOUSEVALUES INC                COM              44183Y10         7      2683 SH  SHARED                   2683                  
D HOUSTON WIRE & CABLE CO        COM              44244K10       148      8639 SH  SHARED                   8639                  
D HOUSTON WIRE & CABLE CO        COM              44244K10         0        41 SH  SHARED      02                               41
D HOVNANIAN ENTERPRISES INC      CL A             44248720     11013   1378367 SH  SHARED                1378367                  
D HOVNANIAN ENTERPRISES INC      CL A             44248720       174     21800 SH  SHARED      01           7700             14100
D HOVNANIAN ENTERPRISES INC      CL A             44248720       164     20539 SH  SHARED      02          20539                  
D HOVNANIAN ENTERPRISES INC      CL A             44248720       135     17000 SH  SHARED      10          17000                  
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410       308     11593 SH  SHARED                  11593                  
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410        83      3143 SH  SHARED      02           3143                  
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410        10       405 SH  SHARED      21            405                  
D HUB GROUP INC                  CL A             44332010       615     16360 SH  SHARED                  16360                  
D HUB GROUP INC                  CL A             44332010       203      5400 SH  SHARED      01           5400                  
D HUB GROUP INC                  CL A             44332010       280      7458 SH  SHARED      02           3458              4000
D HUB GROUP INC                  CL A             44332010       927     24640 SH  SHARED      10          23140              1500
D HUB GROUP INC                  CL A             44332010      1016     27000 SH  SHR/OTHR    23                            27000
D HUBBELL INC                    CL A             44351010         3        95 SH  SHARED                     95                  
D HUBBELL INC                    CL B             44351020       579     16533 SH  SHARED                  16533                  
D HUBBELL INC                    CL B             44351020       588     16800 SH  SHARED      01                            16800
D HUBBELL INC                    CL B             44351020       448     12808 SH  SHARED      02          12808                  
D HUBBELL INC                    CL B             44351020       171      4900 SH  SHARED      06           4900                  
D HUBBELL INC                    CL B             44351020     19771    564100 SH  SHARED      10         563900               200
D HUBBELL INC                    CL B             44351020         7       210 SH  SHARED      20                              210
D HUBBELL INC                    CL B             44351020        42      1200 SH  SHARED      23           1200                  
D HUDSON CITY BANCORP            COM              44368310     20134   1091314 SH  SHARED                1028514             62800
D HUDSON CITY BANCORP            COM              44368310      1112     60285 SH  SHARED      01          60285                  
D HUDSON CITY BANCORP            COM              44368310        35      1923 SH  SHR/OTHR    01                             1923
D HUDSON CITY BANCORP            COM              44368310       481     26102 SH  SHARED      02          26102                  
D HUDSON CITY BANCORP            COM              44368310      1298     70370 SH  SHARED      06          55450             14920
D HUDSON CITY BANCORP            COM              44368310     23174   1256046 SH  SHARED      10        1189946             66100
D HUDSON CITY BANCORP            COM              44368310       619     33600 SH  SHARED      14                            33600
D HUDSON CITY BANCORP            COM              44368310       224     12191 SH  SHR/OTHR    23                            12191
D HUDSON HIGHLAND GROUP INC      COM              44379210      1452    208960 SH  SHARED                 208960                  
D HUDSON HIGHLAND GROUP INC      COM              44379210         2       425 SH  SHARED      01            425                  
D HUDSON HIGHLAND GROUP INC      COM              44379210         1       269 SH  SHARED      02             14               255
D HUDSON HIGHLAND GROUP INC      COM              44379210        79     11380 SH  SHARED      10          11380                  
D HUDSON TECHNOLOGIES INC        COM              44414410         0        61 SH  SHARED                     61                  
D HUGHES COMMUNICATIONS INC      COM              44439810         0        10 SH  SHARED                     10                  
D HUGHES COMMUNICATIONS INC      COM              44439810         0         9 SH  SHARED      02              3                 6
D HUGHES COMMUNICATIONS INC      COM              44439810         1        46 SH  SHARED      20             46                  
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710      2257     84114 SH  SHARED                  84114                  
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710       379     14129 SH  SHARED      02                            14129
D HUMANA INC                     COM              44485910      8152    197875 SH  SHARED                 197875                  
D HUMANA INC                     COM              44485910       702     17055 SH  SHARED      01          17055                  
D HUMANA INC                     COM              44485910      2120     51467 SH  SHARED      02          20867             30600
D HUMANA INC                     COM              44485910        82      2000 SH  SHARED      04           2000                  
D HUMANA INC                     COM              44485910       962     23350 SH  SHARED      06          16850              6500
D HUMANA INC                     COM              44485910     25947    629783 SH  SHARED      10         629783                  
D HUMANA INC                     COM              44485910      1634     39666 SH  SHARED      14                            39666
D HUMANA INC                     COM              44485910         7       180 SH  SHARED      20            180                  
D HUMAN GENOME SCIENCES INC      NOTE  2.250%10/1 444903AK      5914   8354000 PRN SHARED                8354000                  
D HUMAN GENOME SCIENCES INC      NOTE  2.250%10/1 444903AK     12885  18200000 PRN SHARED      02       18200000                  
D HUMAN GENOME SCIENCES INC      NOTE  2.250% 8/1 444903AM      1800   2700000 PRN SHARED                2700000                  
D HUMAN GENOME SCIENCES INC      NOTE  2.250% 8/1 444903AM        65     98000 PRN SHARED      02          98000                  
D HUMAN GENOME SCIENCES INC      COM              44490310       174     27549 SH  SHARED                  27549                  
D HUMAN GENOME SCIENCES INC      COM              44490310       110     17400 SH  SHARED      01          17400                  
D HUMAN GENOME SCIENCES INC      COM              44490310        30      4850 SH  SHARED      02           4850                  
D HUMAN GENOME SCIENCES INC      COM              44490310      3829    603055 SH  SHARED      04         603055                  
D HUMAN GENOME SCIENCES INC      COM              44490310      1426    224700 SH  SHARED      10         224700                  
D HUNGARIAN TEL & CABLE CORP     COM              44554210         1        91 SH  SHARED                     91                  
D HUNT J B TRANS SVCS INC        COM              44565810      2344     70258 SH  SHARED                  70258                  
D HUNT J B TRANS SVCS INC        COM              44565810      1097     32900 SH  SHARED      01           1100             31800
D HUNT J B TRANS SVCS INC        COM              44565810       130      3924 SH  SHARED      02           2524              1400
D HUNT J B TRANS SVCS INC        COM              44565810       300      9000 SH  SHARED      04           9000                  
D HUNT J B TRANS SVCS INC        COM              44565810      2666     79910 SH  SHARED      10          70610              9300
D HUNT J B TRANS SVCS INC        COM              44565810         4       135 SH  SHARED      21                              135
D HUNTINGTON BANCSHARES INC      COM              44615010      4041    505857 SH  SHARED                 505857                  
D HUNTINGTON BANCSHARES INC      COM              44615010      1131    141555 SH  SHARED      01         133130              8425
D HUNTINGTON BANCSHARES INC      COM              44615010        10      1275 SH  SHR/OTHR    01                             1275
D HUNTINGTON BANCSHARES INC      COM              44615010       343     42949 SH  SHARED      02          42623               326
D HUNTINGTON BANCSHARES INC      COM              44615010         2       300 SH  SHARED      05            300                  
D HUNTINGTON BANCSHARES INC      COM              44615010       339     42440 SH  SHARED      06          34450              7990
D HUNTINGTON BANCSHARES INC      COM              44615010      1253    156907 SH  SHARED      10         156907                  
D HUNTINGTON BANCSHARES INC      COM              44615010       155     19491 SH  SHARED      14                            19491
D HUNTINGTON BANCSHARES INC      COM              44615010        11      1470 SH  SHARED      20           1470                  
D HUNTINGTON BANCSHARES INC      COM              44615010         8      1020 SH  SHR/OTHR    21                             1020
D HUNTINGTON BANCSHARES INC      PFD CONV SER A   44615040     11641     15000 SH  SHARED                  15000                  
D HUNTSMAN CORP                  COM              44701110     29307   2326027 SH  SHARED                2326027                  
D HUNTSMAN CORP                  COM              44701110       930     73841 SH  SHARED      02          69291              4550
D HUNTSMAN CORP                  COM              44701110        17      1400 SH  SHARED      04           1400                  
D HUNTSMAN CORP                  COM              44701110        11       900 SH  SHARED      06                              900
D HUNTSMAN CORP                  COM              44701110        74      5900 SH  SHARED      10           5900                  
D HURCO COMPANIES INC            COM              44732410         5       200 SH  SHARED                    200                  
D HURCO COMPANIES INC            COM              44732410         0         3 SH  SHARED      02              3                  
D HURCO COMPANIES INC            COM              44732410        73      2500 SH  SHARED      10           2500                  
D HURCO COMPANIES INC            COM              44732410       147      5000 SH  SHR/OTHR    23                             5000
D HURON CONSULTING GROUP INC     COM              44746210       163      2871 SH  SHARED                   2871                  
D HURON CONSULTING GROUP INC     COM              44746210        68      1200 SH  SHARED      01                             1200
D HURON CONSULTING GROUP INC     COM              44746210         1        29 SH  SHARED      02             11                18
D HURON CONSULTING GROUP INC     COM              44746210     20666    362700 SH  SHARED      10         362700                  
D HURON CONSULTING GROUP INC     COM              44746210         3        70 SH  SHARED      21                               70
D HURRAY HLDGS CO LTD            SPONSORED ADR    44777310         0        94 SH  SHARED                     94                  
D HURRAY HLDGS CO LTD            SPONSORED ADR    44777310         0        26 SH  SHARED      02             26                  
D HUTCHINSON TECHNOLOGY INC      NOTE  2.250% 3/1 448407AE     10988  12182000 PRN SHARED               12182000                  
D HUTCHINSON TECHNOLOGY INC      NOTE  2.250% 3/1 448407AE       791    878000 PRN SHARED      02         878000                  
D HUTCHINSON TECHNOLOGY INC      COM              44840710         0        20 SH  SHARED                     20                  
D HUTCHINSON TECHNOLOGY INC      COM              44840710       101      8769 SH  SHARED                   8769                  
D HUTCHINSON TECHNOLOGY INC      COM              44840710        97      8413 SH  SHARED      02           8413                  
D HUTCHINSON TECHNOLOGY INC      COM              44840710       173     15013 SH  SHARED      10          15013                  
D HUTCHISON TELECOMM INTL LTD    SPONSORED ADR    44841T10        25      1532 SH  SHARED                   1532                  
D HUTCHISON TELECOMM INTL LTD    SPONSORED ADR    44841T10        23      1400 SH  SHARED      01           1400                  
D HUTCHISON TELECOMM INTL LTD    SPONSORED ADR    44841T10         3       210 SH  SHARED      02                              210
D HUTCHISON TELECOMM INTL LTD    SPONSORED ADR    44841T10        57      3470 SH  SHARED      21                             3470
D HUTTIG BLDG PRODS INC          COM              44845110         1       480 SH  SHARED                    480                  
D IDT CORP                       COM              44894710         0      1559 SH  SHARED                   1559                  
D IDT CORP                       CL B             44894730         0       159 SH  SHARED                    159                  
D IDT CORP                       CL B             44894730         0       531 SH  SHARED      02            531                  
D HYPERDYNAMICS CORP             COM              44895410        12      9660 SH  SHARED                   9660                  
D HYPERCOM CORP                  COM              44913M10        13      3325 SH  SHARED                   3325                  
D HYPERCOM CORP                  COM              44913M10        24      6230 SH  SHARED      02           6230                  
D HYPERION BRKFLD TOTAL RET FD   COM              44914510        23      5000 SH  SHARED      01                             5000
D HYTHIAM INC                    COM              44919F10         1       830 SH  SHARED                    830                  
D HYTHIAM INC                    COM              44919F10         0        30 SH  SHARED      01             30                  
D IAC INTERACTIVECORP            *W EXP 02/04/200 44919P11         0      1100 SH  SHARED                   1100                  
D IAC INTERACTIVECORP            *W EXP 02/04/200 44919P11         0       296 SH  SHARED      01            296                  
D IAC INTERACTIVECORP            *W EXP 02/04/200 44919P12      7097   1602079 SH  SHARED                1602079                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       330     19091 SH  SHARED                  19091                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50        55      3192 SH  SHARED      01           3192                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       152      8843 SH  SHARED      02           5693              3150
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       636     36773 SH  SHARED      04          36773                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50         8       500 SH  SHARED      06            500                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       302     17475 SH  SHARED      10          17475                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50      1268     73300 SH  SHARED      14                            73300
D IAC INTERACTIVECORP            COM PAR $.001    44919P50         1        75 SH  SHARED      20                               75
D IAC INTERACTIVECORP            COM PAR $.001    44919P50         0        25 SH  SHARED      23                               25
D IA GLOBAL INC                  COM              44920E10         0       644 SH  SHARED                    644                  
D ICF INTL INC                   COM              44925C10         3       200 SH  SHARED                    200                  
D ICF INTL INC                   COM              44925C10         0         3 SH  SHARED      02              3                  
D ICT GROUP INC                  COM              44929Y10         0       112 SH  SHARED                    112                  
D ICT GROUP INC                  COM              44929Y10         0         4 SH  SHARED      02              4                  
D ICO INC NEW                    COM              44929310         1       201 SH  SHARED                    201                  
D ICO INC NEW                    COM              44929310         0        15 SH  SHARED      02             15                  
D ICU MED INC                    COM              44930G10       311     10230 SH  SHARED                  10230                  
D ICU MED INC                    COM              44930G10         0         6 SH  SHARED      02              6                  
D ICO GLOBAL COMM HLDGS LTD DE   CL A             44930K10         6      5548 SH  SHARED                   5548                  
D ICO GLOBAL COMM HLDGS LTD DE   CL A             44930K10         0        59 SH  SHARED      02             59                  
D ICO GLOBAL COMM HLDGS LTD DE   CL A             44930K10        15     14600 SH  SHARED      10          14600                  
D ICOP DIGITAL INC               COM NEW          44930M20         0       152 SH  SHARED                    152                  
D ICAD INC                       COM              44934S10         2       883 SH  SHARED                    883                  
D ICAD INC                       COM              44934S10        27      8600 SH  SHARED      02           8600                  
D ICX TECHNOLOGIES INC           COM              44934T10       252     32800 SH  SHARED                  32800                  
D IDM PHARMA INC                 COM              44939410         1       492 SH  SHARED                    492                  
D I D SYSTEMS INC                COM              44948910         2       333 SH  SHARED                    333                  
D I D SYSTEMS INC                COM              44948910         6       750 SH  SHARED      02                              750
D I-FLOW CORP                    COM NEW          44952030        16      1785 SH  SHARED                   1785                  
D I-FLOW CORP                    COM NEW          44952030         0        12 SH  SHARED      02             12                  
D IGI LABS INC                   COM              44957510         0       169 SH  SHARED                    169                  
D IGO INC                        COM              44959310         0       780 SH  SHARED                    780                  
D ILX RESORTS INC                COM NEW          44966150         0        46 SH  SHARED                     46                  
D I-MANY INC                     COM              44973Q10         0      1179 SH  SHARED                   1179                  
D ING PRIME RATE TR              SH BEN INT       44977W10         3       800 SH  SHARED                    800                  
D ING CLARION REAL EST INCOME    COM SHS          44978810       452     54800 SH  SHARED                  54800                  
D IPG PHOTONICS CORP             COM              44980X10         0        11 SH  SHARED      02             11                  
D IPCS INC                       COM NEW          44980Y30         3       172 SH  SHARED                    172                  
D IPCS INC                       COM NEW          44980Y30        31      1400 SH  SHARED      01           1400                  
D IPCS INC                       COM NEW          44980Y30        46      2109 SH  SHARED      02           2109                  
D IPCS INC                       COM NEW          44980Y30       505     22700 SH  SHARED      10          22700                  
D ING RISK MANAGED NAT RES FD    COM              44981010         6       500 SH  SHARED      02                              500
D ING CLARION GLB RE EST INCM    COM              44982G10        42      4823 SH  SHARED      23           4823                  
D ING CLARION GLB RE EST INCM    COM              44982G10        29      3401 SH  SHR/OTHR    23                             3401
D IPC THE HOSPITALIST CO INC     COM              44984A10         0         3 SH  SHARED      02              3                  
D IPC THE HOSPITALIST CO INC     COM              44984A10        31      1245 SH  SHARED      21           1245                  
D IMS HEALTH INC                 COM              44993410      5068    268044 SH  SHARED                 268044                  
D IMS HEALTH INC                 COM              44993410      2917    154300 SH  SHARED      01         121475             32825
D IMS HEALTH INC                 COM              44993410       109      5775 SH  SHR/OTHR    01                             5775
D IMS HEALTH INC                 COM              44993410       303     16068 SH  SHARED      02          16068                  
D IMS HEALTH INC                 COM              44993410        49      2600 SH  SHARED      04           2600                  
D IMS HEALTH INC                 COM              44993410         3       200 SH  SHARED      05            200                  
D IMS HEALTH INC                 COM              44993410       537     28430 SH  SHARED      06          22700              5730
D IMS HEALTH INC                 COM              44993410      2003    105953 SH  SHARED      10         105953                  
D IMS HEALTH INC                 COM              44993410       462     24474 SH  SHARED      14                            24474
D IMS HEALTH INC                 COM              44993410        43      2300 SH  SHARED      20           2300                  
D IMS HEALTH INC                 COM              44993410        18      1000 SH  SHR/OTHR    20                             1000
D IMS HEALTH INC                 COM              44993410        16       889 SH  SHR/OTHR    21                              889
D IMS HEALTH INC                 COM              44993410      1215     64300 SH  SHARED      23          63500               800
D IMS HEALTH INC                 COM              44993410      1318     69750 SH  SHR/OTHR    23                            69750
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720      1502    206700 SH  SHARED                 206700                  
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720       110     15229 SH  SHARED                  15229                  
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720         5       800 SH  SHARED      02            800                  
D ISTAR FINL INC                 COM              45031U10       309    119134 SH  SHARED                 119134                  
D ISTAR FINL INC                 COM              45031U10        19      7400 SH  SHARED      01           7400                  
D ISTAR FINL INC                 COM              45031U10        59     23060 SH  SHARED      02          21083              1977
D ISTAR FINL INC                 COM              45031U10         8      3100 SH  SHARED      10           2400               700
D ISTAR FINL INC                 COM              45031U10        14      5418 SH  SHARED      14                             5418
D ISTAR FINL INC                 COM              45031U10         5      2000 SH  SHARED      21                             2000
D ISTA PHARMACEUTICALS INC       COM NEW          45031X20         0       579 SH  SHARED                    579                  
D ISTA PHARMACEUTICALS INC       COM NEW          45031X20         1      1071 SH  SHARED      02           1071                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       499      6170 SH  SHARED                   6170                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10      1118     13825 SH  SHARED      01           4325              9500
D ITT EDUCATIONAL SERVICES INC   COM              45068B10        24       300 SH  SHR/OTHR    01                              300
D ITT EDUCATIONAL SERVICES INC   COM              45068B10      1218     15057 SH  SHARED      02          15057                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10      6472     80000 SH  SHARED      05          80000                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       391      4834 SH  SHARED      10           4834                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10        25       310 SH  SHARED      21            310                  
D IVAX DIAGNOSTICS INC           COM              45070W10         0       201 SH  SHARED                    201                  
D IXIA                           COM              45071R10         3       485 SH  SHARED      01            485                  
D IXIA                           COM              45071R10        84     11524 SH  SHARED      02          11524                  
D IBASIS INC                     COM NEW          45073220         0         9 SH  SHARED                      9                  
D IBASIS INC                     COM NEW          45073220         0        17 SH  SHARED      02             17                  
D IBERIABANK CORP                COM              45082810       271      5146 SH  SHARED                   5146                  
D IBERIABANK CORP                COM              45082810       325      6150 SH  SHARED      10           6150                  
D ITT CORP NEW                   COM              45091110     15883    285626 SH  SHARED                 278726              6900
D ITT CORP NEW                   COM              45091110      1624     29214 SH  SHARED      01          26198              3016
D ITT CORP NEW                   COM              45091110       728     13109 SH  SHARED      02          12182               927
D ITT CORP NEW                   COM              45091110    173807   3125474 SH  SHARED      04        3125474                  
D ITT CORP NEW                   COM              45091110     15651    281444 SH  SHARED      05         281444                  
D ITT CORP NEW                   COM              45091110      1521     27355 SH  SHARED      06          19000              8355
D ITT CORP NEW                   COM              45091110      4213     75768 SH  SHARED      10          75768                  
D ITT CORP NEW                   COM              45091110      1045     18800 SH  SHARED      14          18800                  
D ITT CORP NEW                   COM              45091110       133      2400 SH  SHARED      20           2400                  
D ITT CORP NEW                   COM              45091110        12       220 SH  SHARED      21                              220
D ITT CORP NEW                   COM              45091110       129      2331 SH  SHARED      23            846              1485
D ITT CORP NEW                   COM              45091110        66      1200 SH  SHR/OTHR    23                             1200
D IAMGOLD CORP                   COM              45091310       281     50000 SH  SHARED                                    50000
D IAMGOLD CORP                   COM              45091310      4512    802873 SH  SHARED                 802873                  
D IAMGOLD CORP                   COM              45091310        19      3549 SH  SHARED      02           3549                  
D IAMGOLD CORP                   COM              45091310       674    120000 SH  SHARED      04         120000                  
D IAMGOLD CORP                   COM              45091310      2248    400000 SH  SHARED      05         400000                  
D IAMGOLD CORP                   COM              45091310     29911   5322310 SH  SHARED      10        5322310                  
D ICON PUB LTD CO                SPONSORED ADR    45103T10       292      7660 SH  SHARED                   7660                  
D ICON PUB LTD CO                SPONSORED ADR    45103T10        11       300 SH  SHARED                    300                  
D ICON PUB LTD CO                SPONSORED ADR    45103T10         4       118 SH  SHARED      02                              118
D ICON PUB LTD CO                SPONSORED ADR    45103T10     15112    395100 SH  SHARED      10         395100                  
D ICICI BK LTD                   ADR              45104G10       399     17000 SH  SHARED                                    17000
D ICICI BK LTD                   ADR              45104G10     51224   2177931 SH  SHARED                2098131             79800
D ICICI BK LTD                   ADR              45104G10       880     37450 SH  SHARED      01          37450                  
D ICICI BK LTD                   ADR              45104G10      3261    138674 SH  SHARED      02         137824               850
D ICICI BK LTD                   ADR              45104G10        78      3322 SH  SHARED      04                             3322
D ICICI BK LTD                   ADR              45104G10     18390    781900 SH  SHARED      04         781900                  
D ICICI BK LTD                   ADR              45104G10       371     15800 SH  SHARED      06          15800                  
D ICICI BK LTD                   ADR              45104G10     72783   3094530 SH  SHARED      10        1972730           1121800
D ICICI BK LTD                   ADR              45104G10       289     12300 SH  SHARED      15                            12300
D ICICI BK LTD                   ADR              45104G10         2       100 SH  SHARED      21            100                  
D ICICI BK LTD                   ADR              45104G10       493     21000 SH  SHARED      24          21000                  
D ICAGEN INC                     COM              45104P10      2802   2860185 SH  SHARED                2860185                  
D ICAGEN INC                     COM              45104P10         6      7000 SH  SHARED      02                             7000
D ICONIX BRAND GROUP INC         NOTE  1.875% 6/3 451055AB      9921  13300000 PRN SHARED               13300000                  
D ICONIX BRAND GROUP INC         COM              45105510         3       239 SH  SHARED                    239                  
D ICONIX BRAND GROUP INC         COM              45105510       362     27703 SH  SHARED      02          23203              4500
D ICONIX BRAND GROUP INC         COM              45105510       100      7658 SH  SHARED      10           7658                  
D ICONIX BRAND GROUP INC         COM              45105510        19      1480 SH  SHARED      21           1480                  
D ICAHN ENTERPRISES LP           DEPOSITRY UNIT   45110010        16       387 SH  SHARED                    387                  
D IDACORP INC                    COM              45110710      4163    143115 SH  SHARED                 143115                  
D IDACORP INC                    COM              45110710       415     14300 SH  SHARED      01                            14300
D IDACORP INC                    COM              45110710       304     10470 SH  SHARED      02           7886              2584
D IDACORP INC                    COM              45110710     24391    838471 SH  SHARED      10         838471                  
D IDENIX PHARMACEUTICALS INC     COM              45166R20       128     17731 SH  SHARED                  17731                  
D IDENIX PHARMACEUTICALS INC     COM              45166R20        12      1750 SH  SHARED      02           1750                  
D IDEARC INC                     COM              45166310         0        37 SH  SHARED                     37                  
D IDEARC INC                     COM              45166310       990    792006 SH  SHARED                 792006                  
D IDEARC INC                     COM              45166310         1      1297 SH  SHARED      01              1              1296
D IDEARC INC                     COM              45166310         0       197 SH  SHR/OTHR    01                              197
D IDEARC INC                     COM              45166310      3637   2909734 SH  SHARED      02        2909539               195
D IDEARC INC                     COM              45166310        58     46941 SH  SHARED      10          46941                  
D IDEARC INC                     COM              45166310         0       551 SH  SHARED      20            531                20
D IDEARC INC                     COM              45166310         0        30 SH  SHARED      23                               30
D IDEARC INC                     COM              45166310         1      1082 SH  SHR/OTHR    23                             1082
D IDEATION ACQUISITION CORP      COM              45166510      2838    397033 SH  SHARED                 397033                  
D IDEATION ACQUISITION CORP      COM              45166510       715    100000 SH  SHARED      02         100000                  
D IDEX CORP                      COM              45167R10       107      3456 SH  SHARED                   3456                  
D IDEX CORP                      COM              45167R10      3116    100470 SH  SHARED      01          66670             33800
D IDEX CORP                      COM              45167R10       120      3875 SH  SHR/OTHR    01                             3875
D IDEX CORP                      COM              45167R10       394     12723 SH  SHARED      02          12662                61
D IDEX CORP                      COM              45167R10        99      3200 SH  SHARED      10           3200                  
D IDEX CORP                      COM              45167R10       853     27500 SH  SHARED      14                            27500
D IDEX CORP                      COM              45167R10       524     16909 SH  SHARED      20          11407              5502
D IDEX CORP                      COM              45167R10         6       200 SH  SHR/OTHR    20                              200
D IDEX CORP                      COM              45167R10        23       750 SH  SHR/OTHR    22                              750
D IDEX CORP                      COM              45167R10        11       375 SH  SHARED      23            375                  
D IDEX CORP                      COM              45167R10        11       375 SH  SHR/OTHR    23                              375
D IDEXX LABS INC                 COM              45168D10       534      9760 SH  SHARED                   9760                  
D IDEXX LABS INC                 COM              45168D10      1041     19000 SH  SHARED      01                            19000
D IDEXX LABS INC                 COM              45168D10       251      4595 SH  SHARED      02           3471              1124
D IDEXX LABS INC                 COM              45168D10      3117     56882 SH  SHARED      10          56882                  
D IDEXX LABS INC                 COM              45168D10       811     14800 SH  SHARED      21                            14800
D IDERA PHARMACEUTICALS INC      COM NEW          45168K30       611     43469 SH  SHARED                  43469                  
D IGATE CORP                     COM              45169U10         4       489 SH  SHARED                    489                  
D IGATE CORP                     COM              45169U10       126     14600 SH  SHARED      01           5900              8700
D IGATE CORP                     COM              45169U10       122     14112 SH  SHARED      02          14112                  
D IGATE CORP                     COM              45169U10       639     73800 SH  SHARED      10          73800                  
D IKON OFFICE SOLUTIONS INC      COM              45171310        45      2667 SH  SHARED                   2667                  
D IKON OFFICE SOLUTIONS INC      COM              45171310      1078     63400 SH  SHARED      01          63400                  
D IKON OFFICE SOLUTIONS INC      COM              45171310         0        46 SH  SHARED      02             46                  
D IKON OFFICE SOLUTIONS INC      COM              45171310       656     38600 SH  SHARED      10          38600                  
D ILINC COMMUNICATIONS INC       COM              45172410         0       875 SH  SHARED                    875                  
D IKANOS COMMUNICATIONS          COM              45173E10         1       583 SH  SHARED                    583                  
D IKANOS COMMUNICATIONS          COM              45173E10         2      1500 SH  SHARED      02                             1500
D IHS INC                        CL A             45173410        26       549 SH  SHARED                    549                  
D IHS INC                        CL A             45173410       119      2500 SH  SHARED      01                             2500
D IHS INC                        CL A             45173410       428      9002 SH  SHARED      02           9002                  
D IHS INC                        CL A             45173410       631     13266 SH  SHARED      10          11966              1300
D IHS INC                        CL A             45173410        23       500 SH  SHARED      21            500                  
D ILLINOIS TOOL WKS INC          COM              45230810       266      6000 SH  SHARED                   6000                  
D ILLINOIS TOOL WKS INC          COM              45230810     86178   1938767 SH  SHARED                1938767                  
D ILLINOIS TOOL WKS INC          COM              45230810      3157     71045 SH  SHARED      01          69350              1695
D ILLINOIS TOOL WKS INC          COM              45230810        57      1300 SH  SHR/OTHR    01                             1300
D ILLINOIS TOOL WKS INC          COM              45230810      1054     23718 SH  SHARED      02          19586              4132
D ILLINOIS TOOL WKS INC          COM              45230810        48      1100 SH  SHARED      04           1100                  
D ILLINOIS TOOL WKS INC          COM              45230810         8       200 SH  SHARED      05            200                  
D ILLINOIS TOOL WKS INC          COM              45230810      2606     58640 SH  SHARED      06          45700             12940
D ILLINOIS TOOL WKS INC          COM              45230810     18212    409736 SH  SHARED      10         409736                  
D ILLINOIS TOOL WKS INC          COM              45230810       164      3700 SH  SHARED      14                             3700
D ILLINOIS TOOL WKS INC          COM              45230810      1395     31400 SH  SHARED      20          16620             14780
D ILLINOIS TOOL WKS INC          COM              45230810       480     10810 SH  SHR/OTHR    20                            10810
D ILLINOIS TOOL WKS INC          COM              45230810       680     15310 SH  SHARED      21          12810              2500
D ILLINOIS TOOL WKS INC          COM              45230810        35       800 SH  SHR/OTHR    21                              800
D ILLINOIS TOOL WKS INC          COM              45230810       246      5540 SH  SHR/OTHR    22                             5540
D ILLINOIS TOOL WKS INC          COM              45230810       220      4950 SH  SHARED      23           4650               300
D ILLINOIS TOOL WKS INC          COM              45230810       467     10522 SH  SHR/OTHR    23                            10522
D ILLUMINA INC                   NOTE  0.625% 2/1 452327AB     18620  10000000 PRN SHARED      02       10000000                  
D ILLUMINA INC                   COM              45232710        11       282 SH  SHARED                    282                  
D ILLUMINA INC                   COM              45232710       261      6450 SH  SHARED      01           6450                  
D ILLUMINA INC                   COM              45232710      1999     49327 SH  SHARED      02          39177             10150
D ILLUMINA INC                   COM              45232710     12313    303800 SH  SHARED      04         303800                  
D ILLUMINA INC                   COM              45232710     10416    256997 SH  SHARED      10         256997                  
D ILLUMINA INC                   COM              45232710        29       730 SH  SHARED      21            730                  
D IMAGE ENTMT INC                COM NEW          45243920         0       408 SH  SHARED                    408                  
D IMAGE SENSING SYS INC          COM              45244C10         4       375 SH  SHARED                    375                  
D IMATION CORP                   COM              45245A10       253     11238 SH  SHARED                  11238                  
D IMATION CORP                   COM              45245A10       288     12765 SH  SHARED      01           1565             11200
D IMATION CORP                   COM              45245A10       224      9955 SH  SHARED      02           9955                  
D IMATION CORP                   COM              45245A10       284     12600 SH  SHARED      06          12600                  
D IMATION CORP                   COM              45245A10       293     13000 SH  SHARED      10          13000                  
D IMCLONE SYS INC                NOTE  1.375% 5/1 45245WAF     19428  20238000 PRN SHARED               20238000                  
D IMCLONE SYS INC                COM              45245W10      3128     50134 SH  SHARED                  50134                  
D IMCLONE SYS INC                COM              45245W10       510      8175 SH  SHARED      01           8175                  
D IMCLONE SYS INC                COM              45245W10       234      3761 SH  SHARED      02           1261              2500
D IMCLONE SYS INC                COM              45245W10      5530     88627 SH  SHARED      04          88627                  
D IMCLONE SYS INC                COM              45245W10       143      2300 SH  SHARED      10           2300                  
D IMCLONE SYS INC                COM              45245W10        30       481 SH  SHARED      21            481                  
D IMERGENT INC                   COM              45247Q10         3       291 SH  SHARED                    291                  
D IMARX THERAPEUTICS INC         COM              45248L30         0        77 SH  SHARED                     77                  
D IMMTECH PHARMACEUTICALS INC    COM              45251910         9     15336 SH  SHARED                  15336                  
D IMMERSION CORP                 COM              45252110         7      1346 SH  SHARED                   1346                  
D IMMERSION CORP                 COM              45252110         4       717 SH  SHARED      02             17               700
D IMMERSION CORP                 COM              45252110        65     11300 SH  SHARED      10          11300                  
D IMMUCELL CORP                  COM PAR $0.10    45252530         0        67 SH  SHARED                     67                  
D IMMUCOR INC                    COM              45252610         1        60 SH  SHARED                     60                  
D IMMUCOR INC                    COM              45252610       175      5490 SH  SHARED      02           5490                  
D IMMUCOR INC                    COM              45252610      3835    120000 SH  SHARED      05         120000                  
D IMMUCOR INC                    COM              45252610       196      6148 SH  SHARED      10           4448              1700
D IMMUNOGEN INC                  COM              45253H10       318     64802 SH  SHARED                  64802                  
D IMMUNOGEN INC                  COM              45253H10        41      8472 SH  SHARED      02            972              7500
D IMPAC MTG HLDGS INC            COM              45254P10        32    130500 SH  SHARED                 130500                  
D IMPERIAL CAP BANCORP INC       COM              45268010         4       527 SH  SHARED                    527                  
D IMPERIAL INDS INC              COM NEW          45284840         2      2264 SH  SHARED                   2264                  
D IMMUNOMEDICS INC               COM              45290710         0        49 SH  SHARED                     49                  
D IMMUNOMEDICS INC               COM              45290710         4      2634 SH  SHARED      02           2634                  
D INCOME OPPORTUNITY RLTY INVS   COM              45292610         0        23 SH  SHARED                     23                  
D IMPERIAL OIL LTD               COM NEW          45303840     16620    390161 SH  SHARED                 388961              1200
D IMPERIAL OIL LTD               COM NEW          45303840         9       229 SH  SHARED      01            229                  
D IMPERIAL OIL LTD               COM NEW          45303840         8       200 SH  SHARED      02            200                  
D IMPERIAL OIL LTD               COM NEW          45303840       119      2800 SH  SHARED      04           2800                  
D IMPERIAL OIL LTD               COM NEW          45303840         8       200 SH  SHARED      05            200                  
D IMPERIAL OIL LTD               COM NEW          45303840       244      5751 SH  SHARED      06           4051              1700
D IMPERIAL OIL LTD               COM NEW          45303840       615     14460 SH  SHARED      10          14460                  
D IMPERIAL OIL LTD               COM NEW          45303840       310      7300 SH  SHARED      14                             7300
D IMPERIAL OIL LTD               COM NEW          45303840        38       900 SH  SHARED      19                              900
D IMPERIAL OIL LTD               COM NEW          45303840     10792    253350 SH  SHARED      20         190600             62750
D IMPERIAL OIL LTD               COM NEW          45303840      7565    177600 SH  SHR/OTHR    20                           177600
D IMPERIAL OIL LTD               COM NEW          45303840        17       403 SH  SHARED      21            403                  
D IMPERIAL OIL LTD               COM NEW          45303840       315      7400 SH  SHARED      23                             7400
D IMPERIAL SUGAR CO NEW          COM NEW          45309620         4       336 SH  SHARED                    336                  
D IMPERIAL SUGAR CO NEW          COM NEW          45309620        36      2700 SH  SHARED      01           2700                  
D IMPERIAL SUGAR CO NEW          COM NEW          45309620         4       344 SH  SHARED      02                              344
D IMPERIAL SUGAR CO NEW          COM NEW          45309620       668     49400 SH  SHARED      10          49400                  
D IMPLANT SCIENCES CORP          COM              45320R10         0       261 SH  SHARED                    261                  
D INCYTE CORP                    NOTE  3.500% 2/1 45337CAE      2175   2375000 PRN SHARED      02        2375000                  
D INCYTE CORP                    NOTE  3.500% 2/1 45337CAF      2733   3000000 PRN SHARED      02        3000000                  
D INCYTE CORP                    COM              45337C10        67      8768 SH  SHARED                   8768                  
D INCYTE CORP                    COM              45337C10        76     10000 SH  SHARED      01          10000                  
D INCYTE CORP                    COM              45337C10        35      4699 SH  SHARED      02           3449              1250
D INCYTE CORP                    COM              45337C10      5155    673950 SH  SHARED      04         673950                  
D INCYTE CORP                    COM              45337C10      1398    182791 SH  SHARED      10         182791                  
D INDEPENDENCE FED SVGS BK       COM              45343210         0        37 SH  SHARED                     37                  
D INDEPENDENCE HLDG CO NEW       COM NEW          45344030       452     39169 SH  SHARED                  39169                  
D INDEPENDENT BANK CORP MASS     COM              45383610        19       628 SH  SHARED                    628                  
D INDEPENDENT BANK CORP MASS     COM              45383610        34      1100 SH  SHARED      02           1100                  
D INDEPENDENT BANK CORP MASS     COM              45383610       374     12000 SH  SHARED      10           9400              2600
D INDEPENDENT BANK CORP MICH     COM              45383810        43      7012 SH  SHARED                   7012                  
D INDEPENDENT BANK CORP MICH     COM              45383810        44      7200 SH  SHARED      02           7200                  
D INDEPENDENT BANK CORP MICH     COM              45383810        32      5200 SH  SHARED      10           5200                  
D INDEVUS PHARMACEUTICALS INC    COM              45407210       846    252774 SH  SHARED                 252774                  
D INDEVUS PHARMACEUTICALS INC    COM              45407210       129     38532 SH  SHARED      01          37900               632
D INDEVUS PHARMACEUTICALS INC    COM              45407210        24      7298 SH  SHARED      02           2298              5000
D INDIA GLOBALIZATION CAP INC    COM              45408X10       247     51200 SH  SHARED      23                            51200
D INDIA FD INC                   COM              45408910        39      1200 SH  SHARED      01           1200                  
D INDIA FD INC                   COM              45408910       222      6779 SH  SHARED      02                             6779
D INDIA FD INC                   COM              45408910         4       142 SH  SHARED      10            142                  
D INDIA FD INC                   COM              45408910        38      1159 SH  SHR/OTHR    23                             1159
D INDIANA COMMUNITY BANCORP      COM              45467410         1        84 SH  SHARED                     84                  
D INDUSTRIAL SVCS AMER INC FLA   COM              45631410         0        49 SH  SHARED                     49                  
D INERGY HLDGS L P               COM              45661Q10         7       288 SH  SHARED                    288                  
D INERGY HLDGS L P               COM              45661Q10        38      1500 SH  SHARED      02                             1500
D INERGY L P                     UNIT LTD PTNR    45661510        36      1698 SH  SHARED                   1698                  
D INERGY L P                     UNIT LTD PTNR    45661510       455     21070 SH  SHARED      02                            21070
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N10      3681    658526 SH  SHARED                 658526                  
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N10        13      2400 SH  SHARED      02           2400                  
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N10         1       311 SH  SHARED      20            311                  
D INFOCUS CORP                   COM              45665B10        27     18576 SH  SHARED                  18576                  
D INFINITY PHARMACEUTICALS INC   COM              45665G30         1       187 SH  SHARED                    187                  
D INFINITY PHARMACEUTICALS INC   COM              45665G30        39      5100 SH  SHARED      02           4100              1000
D INFINITY PPTY & CAS CORP       COM              45665Q10         1        26 SH  SHARED                     26                  
D INFINITY PPTY & CAS CORP       COM              45665Q10        51      1256 SH  SHARED      02           1256                  
D INFINITY PPTY & CAS CORP       COM              45665Q10       350      8500 SH  SHARED      10           8500                  
D INFORMATICA CORP               NOTE  3.000% 3/1 45666QAB      6485   6700000 PRN SHARED                6700000                  
D INFORMATICA CORP               NOTE  3.000% 3/1 45666QAB       156    162000 PRN SHARED      02         162000                  
D INFORMATICA CORP               COM              45666Q10      1962    151107 SH  SHARED                 151107                  
D INFORMATICA CORP               COM              45666Q10       442     34030 SH  SHARED      02          28605              5425
D INFORMATICA CORP               COM              45666Q10      7137    549423 SH  SHARED      10         546523              2900
D INFORMATICA CORP               COM              45666Q10        42      3279 SH  SHARED      21           3279                  
D INFINERA CORPORATION           COM              45667G10         0       100 SH  SHARED                    100                  
D INFINERA CORPORATION           COM              45667G10        39      4100 SH  SHARED      01           4100                  
D INFINERA CORPORATION           COM              45667G10         0        53 SH  SHARED      02             53                  
D INFINERA CORPORATION           COM              45667G10      2415    252700 SH  SHARED      10         252700                  
D INFOLOGIX INC                  COM              45668X10         0       343 SH  SHARED                    343                  
D INFOLOGIX INC                  COM              45668X10         0         6 SH  SHARED      02              6                  
D INFOGROUP INC                  COM              45670G10        16      2463 SH  SHARED                   2463                  
D INFOGROUP INC                  COM              45670G10       249     37750 SH  SHARED      01          37750                  
D INFOGROUP INC                  COM              45670G10         0        18 SH  SHARED      02             18                  
D INFORMATION SERVICES GROUP I   COM              45675Y10         0        13 SH  SHARED                     13                  
D INFORMATION SERVICES GROUP I   COM              45675Y10      3194    651851 SH  SHARED      02         651851                  
D INFORMATION SERVICES GROUP I   COM              45675Y10        22      4500 SH  SHARED      21           4500                  
D INFORMATION SERVICES GROUP I   *W EXP 01/31/201 45675Y11        15     37890 SH  SHARED                  37890                  
D INFOSPACE INC                  COM NEW          45678T20         9       911 SH  SHARED                    911                  
D INFOSPACE INC                  COM NEW          45678T20        18      1700 SH  SHARED      01           1700                  
D INFOSPACE INC                  COM NEW          45678T20         0        19 SH  SHARED      02             19                  
D INFOSPACE INC                  COM NEW          45678T20       334     30800 SH  SHARED      10          30800                  
D INFOSONICS CORP                COM              45678410         0       230 SH  SHARED                    230                  
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810        86      2600 SH  SHARED                   2600                  
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810     15075    452595 SH  SHARED                 452595                  
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810        33      1000 SH  SHARED      01           1000                  
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810      6413    192530 SH  SHARED      02         191530              1000
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810        91      2750 SH  SHARED      04                             2750
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810       999     30000 SH  SHARED      04          30000                  
D ING GROEP N V                  SPONSORED ADR    45683710         5       265 SH  SHARED                    265                  
D ING GROEP N V                  SPONSORED ADR    45683710        10       500 SH  SHARED      01                              500
D ING GROEP N V                  SPONSORED ADR    45683710        73      3436 SH  SHARED      02            602              2834
D ING GROEP N V                  SPONSORED ADR    45683710        34      1627 SH  SHARED      21           1627                  
D ING GLOBAL EQTY DIV & PREM O   COM              45684E10        99      8985 SH  SHARED      02                             8985
D ING INTL HIGH DIVD EQTY INC    COM              45684Q10        58      5665 SH  SHARED      02                             5665
D INGLES MKTS INC                CL A             45703010        38      1705 SH  SHARED                   1705                  
D INGLES MKTS INC                CL A             45703010         0         7 SH  SHARED      02              7                  
D INGRAM MICRO INC               CL A             45715310       922     57384 SH  SHARED                  57384                  
D INGRAM MICRO INC               CL A             45715310       764     47600 SH  SHARED      01                            47600
D INGRAM MICRO INC               CL A             45715310       750     46721 SH  SHARED      02          46721                  
D INGRAM MICRO INC               CL A             45715310       170     10600 SH  SHARED      06          10600                  
D INGRAM MICRO INC               CL A             45715310       198     12343 SH  SHARED      10          12343                  
D INHIBITEX INC                  COM              45719T10       153    415185 SH  SHARED                 415185                  
D INLAND REAL ESTATE CORP        NOTE  4.625%11/1 457461AB       176    200000 PRN SHARED                 200000                  
D INLAND REAL ESTATE CORP        COM NEW          45746120      2775    176881 SH  SHARED                 176881                  
D INLAND REAL ESTATE CORP        COM NEW          45746120       160     10200 SH  SHARED      01          10200                  
D INLAND REAL ESTATE CORP        COM NEW          45746120        94      6032 SH  SHARED      02             32              6000
D INLAND REAL ESTATE CORP        COM NEW          45746120      1518     96750 SH  SHARED      10          96750                  
D INLAND REAL ESTATE CORP        COM NEW          45746120     33728   2149650 SH  SHARED      11                          2149650
D INNODATA ISOGEN INC            COM NEW          45764220         1       568 SH  SHARED                    568                  
D INSIGHT ENTERPRISES INC        COM              45765U10         0         3 SH  SHARED                      3                  
D INSIGHT ENTERPRISES INC        COM              45765U10       221     16515 SH  SHARED      02          16356               159
D INSIGHT ENTERPRISES INC        COM              45765U10       142     10600 SH  SHARED      06          10600                  
D INSIGHT ENTERPRISES INC        COM              45765U10       401     29907 SH  SHARED      10          29907                  
D INSIGNIA SYS INC               COM              45765Y10         0       370 SH  SHARED                    370                  
D INPUT/OUTPUT INC               NOTE  5.500%12/1 457652AB       675    200000 PRN SHARED      02         200000                  
D INSITE VISION INC              COM              45766010         1      2128 SH  SHARED                   2128                  
D INSITUFORM TECHNOLOGIES INC    CL A             45766710         0        32 SH  SHARED                     32                  
D INSITUFORM TECHNOLOGIES INC    CL A             45766710       106      7152 SH  SHARED      02           6652               500
D INSITUFORM TECHNOLOGIES INC    CL A             45766710      2039    136300 SH  SHARED      04         136300                  
D INSITUFORM TECHNOLOGIES INC    CL A             45766710      2004    134000 SH  SHARED      05         134000                  
D INSITUFORM TECHNOLOGIES INC    CL A             45766710       218     14600 SH  SHARED      10          14600                  
D INSMED INC                     COM NEW          45766920         1      2997 SH  SHARED                   2997                  
D INNOTRAC CORP                  COM              45767M10         0        68 SH  SHARED                     68                  
D INNOSPEC INC                   COM              45768S10         9       780 SH  SHARED                    780                  
D INNOSPEC INC                   COM              45768S10         0        13 SH  SHARED      02             13                  
D INNOSPEC INC                   COM              45768S10       101      8400 SH  SHARED      10           8400                  
D INNOVATIVE SOLUTIONS & SUPPO   COM              45769N10         1       290 SH  SHARED                    290                  
D INOVIO BIOMEDICAL CORP         COM              45773H10         4      7500 SH  SHARED                                     7500
D INOVIO BIOMEDICAL CORP         COM              45773H10         0      1132 SH  SHARED                   1132                  
D INPLAY TECHNOLOGIES INC        COM              45773L10         0       232 SH  SHARED                    232                  
D INNOVATIVE CARD TECHNLGS INC   COM              45773R10         0       506 SH  SHARED                    506                  
D INNERWORKINGS INC              COM              45773Y10         0        48 SH  SHARED                     48                  
D INNERWORKINGS INC              COM              45773Y10         2       230 SH  SHARED      02                              230
D INNERWORKINGS INC              COM              45773Y10         1       108 SH  SHARED      10            108                  
D INSPIRE PHARMACEUTICALS INC    COM              45773310        20      5772 SH  SHARED      02           2672              3100
D INSPIRE PHARMACEUTICALS INC    COM              45773310         1       415 SH  SHARED      06            415                  
D INNOPHOS HOLDINGS INC          COM              45774N10       311     12782 SH  SHARED                  12782                  
D INNOPHOS HOLDINGS INC          COM              45774N10        85      3490 SH  SHARED      01           2200              1290
D INNOPHOS HOLDINGS INC          COM              45774N10         0         5 SH  SHARED      02              5                  
D INNOPHOS HOLDINGS INC          COM              45774N10       414     17000 SH  SHARED      10          17000                  
D INSTEEL INDUSTRIES INC         COM              45774W10         1       102 SH  SHARED                    102                  
D INSTEEL INDUSTRIES INC         COM              45774W10        97      7200 SH  SHARED      01           3200              4000
D INSTEEL INDUSTRIES INC         COM              45774W10        15      1139 SH  SHARED      02           1139                  
D INSTEEL INDUSTRIES INC         COM              45774W10       843     62100 SH  SHARED      10          60300              1800
D INSULET CORP                   COM              45784P10         5       399 SH  SHARED                    399                  
D INSULET CORP                   COM              45784P10         1       110 SH  SHARED      02             10               100
D INSULET CORP                   COM              45784P10      1575    113200 SH  SHARED      10         113200                  
D INNSUITES HOSPITALITY TR       SH BEN INT       45791910         0        88 SH  SHARED                     88                  
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520      2202     50012 SH  SHARED                  50012                  
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520       209      4751 SH  SHARED      02           4727                24
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520        22       516 SH  SHARED      10            516                  
D INSURE COM INC                 COM              45807N10         0        56 SH  SHARED                     56                  
D INSURED MUN INCOME FD          COM              45809F10       335     31542 SH  SHARED                  31542                  
D INSWEB CORP                    COM NEW          45809K20         2       401 SH  SHARED                    401                  
D INTEGRAL SYS INC MD            COM              45810H10         8       400 SH  SHARED      01            400                  
D INTEGRAL SYS INC MD            COM              45810H10         0         9 SH  SHARED      02              9                  
D INTEGRAL SYS INC MD            COM              45810H10        29      1400 SH  SHARED      10           1400                  
D INTEGRAMED AMER INC            COM NEW          45810N30        12      1764 SH  SHARED                   1764                  
D INTEGRATED ELECTRICAL SVC      COM              45811E30       100      5725 SH  SHARED                   5725                  
D INTEGRATED ELECTRICAL SVC      COM              45811E30       187     10704 SH  SHARED      02              4             10700
D INTEGRATED BIOPHARMA INC       COM              45811V10         0       173 SH  SHARED                    173                  
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810       387     49799 SH  SHARED                  49799                  
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810       373     48070 SH  SHARED      01                            48070
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810       272     35048 SH  SHARED      02          35048                  
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810       259     33400 SH  SHARED      06          33400                  
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810      3614    464628 SH  SHARED      10         460128              4500
D INTEGRATED SILICON SOLUTION    COM              45812P10        10      4530 SH  SHARED                   4530                  
D INTEGRATED SILICON SOLUTION    COM              45812P10        48     20840 SH  SHARED      10          20840                  
D INTEGRA BK CORP                COM              45814P10         0        80 SH  SHARED                     80                  
D INTEGRA BK CORP                COM              45814P10        63      7911 SH  SHARED      02           7911                  
D INTEGRA BK CORP                COM              45814P10        74      9300 SH  SHARED      10           9300                  
D INTEL CORP                     SDCV  2.950%12/1 458140AD      1309   1500000 PRN SHARED                1500000                  
D INTEL CORP                     SDCV  2.950%12/1 458140AD         0      1000 PRN SHARED      02                             1000
D INTEL CORP                     SDCV  2.950%12/1 458140AD     10912  12500000 PRN SHARED      04       12500000                  
D INTEL CORP                     SDCV  2.950%12/1 458140AD      7857   9000000 PRN SHARED      06        9000000                  
D INTEL CORP                     COM              45814010       711     37991 SH  SHARED                  27081             10910
D INTEL CORP                     COM              45814010    153794   8211137 SH  SHARED                8022547            188590
D INTEL CORP                     COM              45814010     27133   1448653 SH  SHARED      01        1050792     1600   396261
D INTEL CORP                     COM              45814010      3675    196238 SH  SHR/OTHR    01                           196238
D INTEL CORP                     COM              45814010     51861   2768887 SH  SHARED      02        2600835            168052
D INTEL CORP                     COM              45814010        93      5000 SH  SHARED      04                             5000
D INTEL CORP                     COM              45814010     10716    572160 SH  SHARED      04         572160                  
D INTEL CORP                     COM              45814010      7074    377700 SH  SHARED      05         377700                  
D INTEL CORP                     COM              45814010     23536   1256594 SH  SHARED      06         829237            427357
D INTEL CORP                     COM              45814010    168338   8987623 SH  SHARED      10        8865483            122140
D INTEL CORP                     COM              45814010      4544    242616 SH  SHARED      14                           242616
D INTEL CORP                     COM              45814010       114      6100 SH  SHARED      19                             6100
D INTEL CORP                     COM              45814010      6804    363295 SH  SHARED      20         194092      260   168943
D INTEL CORP                     COM              45814010      4907    262026 SH  SHR/OTHR    20                           262026
D INTEL CORP                     COM              45814010      1574     84038 SH  SHARED      21          63638             20400
D INTEL CORP                     COM              45814010       103      5527 SH  SHR/OTHR    21                             5527
D INTEL CORP                     COM              45814010      1549     82708 SH  SHARED      22          64247             18461
D INTEL CORP                     COM              45814010       556     29710 SH  SHR/OTHR    22                            29710
D INTEL CORP                     COM              45814010      4406    235247 SH  SHARED      23         206147             29100
D INTEL CORP                     COM              45814010      7671    409600 SH  SHR/OTHR    23                           409600
D INTELLIGENT SYS CORP NEW       COM              45816D10         0        97 SH  SHARED                     97                  
D INTELLON CORP                  COM              45816W50         0       196 SH  SHARED                    196                  
D INTELLON CORP                  COM              45816W50       416    113800 SH  SHARED      02                           113800
D INTELLI CHECK MOBILISA INC     COM              45817G10         0       319 SH  SHARED                    319                  
D INTEGRYS ENERGY GROUP INC      COM              45822P10     14291    286175 SH  SHARED                 286175                  
D INTEGRYS ENERGY GROUP INC      COM              45822P10       498      9983 SH  SHARED      01           7013              2970
D INTEGRYS ENERGY GROUP INC      COM              45822P10       938     18794 SH  SHARED      02          18660               134
D INTEGRYS ENERGY GROUP INC      COM              45822P10       462      9268 SH  SHARED      06           7968              1300
D INTEGRYS ENERGY GROUP INC      COM              45822P10     33589    672590 SH  SHARED      10         672590                  
D INTEGRYS ENERGY GROUP INC      COM              45822P10        99      2000 SH  SHARED      21                             2000
D INTEGRYS ENERGY GROUP INC      COM              45822P10        61      1237 SH  SHR/OTHR    23                             1237
D INTER PARFUMS INC              COM              45833410         0         2 SH  SHARED                      2                  
D INTER PARFUMS INC              COM              45833410         2       180 SH  SHARED      01            180                  
D INTER PARFUMS INC              COM              45833410         0         7 SH  SHARED      02              7                  
D INTER PARFUMS INC              COM              45833410         2       158 SH  SHARED      20            158                  
D INTERACTIVE INTELLIGENCE INC   COM              45839M10         0         7 SH  SHARED      02              7                  
D INTERACTIVE DATA CORP          COM              45840J10      1175     46627 SH  SHARED                  46627                  
D INTERACTIVE DATA CORP          COM              45840J10        63      2525 SH  SHARED      01           2525                  
D INTERACTIVE DATA CORP          COM              45840J10       202      8020 SH  SHARED      02           8020                  
D INTERACTIVE DATA CORP          COM              45840J10       283     11229 SH  SHARED      10          11229                  
D INTERACTIVE BROKERS GROUP IN   COM              45841N10       626     28243 SH  SHARED                  28243                  
D INTERACTIVE BROKERS GROUP IN   COM              45841N10        77      3500 SH  SHARED      01           2400              1100
D INTERACTIVE BROKERS GROUP IN   COM              45841N10       216      9778 SH  SHARED      02           9778                  
D INTERACTIVE BROKERS GROUP IN   COM              45841N10      1272     57400 SH  SHARED      10          57400                  
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30         3       278 SH  SHARED                    278                  
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30         1       100 SH  SHARED      02            100                  
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       760      9428 SH  SHARED                   8303              1125
D INTERCONTINENTALEXCHANGE INC   COM              45865V10     12011    148881 SH  SHARED                 142881              6000
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      8432    104522 SH  SHARED      01          77045             27477
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      1879     23290 SH  SHR/OTHR    01                            23290
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2368     29360 SH  SHARED      02          26964              2396
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       337      4180 SH  SHARED      04                             4180
D INTERCONTINENTALEXCHANGE INC   COM              45865V10        32       400 SH  SHARED      04            400                  
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       754      9350 SH  SHARED      06           7350              2000
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2842     35227 SH  SHARED      10          34284               943
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2002     24820 SH  SHARED      19                            24820
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      1816     22520 SH  SHARED      20          20130       65     2325
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       385      4780 SH  SHR/OTHR    20                             4780
D INTERCONTINENTALEXCHANGE INC   COM              45865V10        57       710 SH  SHARED      21            710                  
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       911     11295 SH  SHARED      22           9285              2010
D INTERCONTINENTALEXCHANGE INC   COM              45865V10        80      1000 SH  SHR/OTHR    22                             1000
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      1271     15759 SH  SHARED      23          13924              1835
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       694      8603 SH  SHR/OTHR    23                             8603
D INTERFACE INC                  CL A             45866510        99      8786 SH  SHARED                   8786                  
D INTERFACE INC                  CL A             45866510       191     16855 SH  SHARED      02          16855                  
D INTERDIGITAL INC               COM              45867G10         4       199 SH  SHARED                    199                  
D INTERDIGITAL INC               COM              45867G10       351     14625 SH  SHARED      01          14625                  
D INTERDIGITAL INC               COM              45867G10        19       825 SH  SHARED      02            825                  
D INTERDIGITAL INC               COM              45867G10       310     12900 SH  SHARED      10          12900                  
D INTERGROUP CORP                COM              45868510        50      3015 SH  SHARED      20                             3015
D INTERLEUKIN GENETICS INC       COM              45873810         0       470 SH  SHARED                    470                  
D INTERLINE BRANDS INC           COM              45874310         5       332 SH  SHARED                    332                  
D INTERLINE BRANDS INC           COM              45874310        84      5218 SH  SHARED      02           5218                  
D INTERLINE BRANDS INC           COM              45874310       155      9600 SH  SHARED      10           9600                  
D INTERMEC INC                   COM              45878610         0        16 SH  SHARED                     16                  
D INTERMEC INC                   COM              45878610         6       335 SH  SHARED      02             35               300
D INTERMEC INC                   COM              45878610       109      5600 SH  SHARED      10           2800              2800
D INTERMEC INC                   COM              45878610        58      3000 SH  SHARED      23                             3000
D INTERMUNE INC                  COM              45884X10         7       428 SH  SHARED                    428                  
D INTERMUNE INC                  COM              45884X10        97      5700 SH  SHARED      01           5700                  
D INTERMUNE INC                  COM              45884X10       141      8277 SH  SHARED      02           8277                  
D INTERMUNE INC                  COM              45884X10      5366    313663 SH  SHARED      04         313663                  
D INTERMUNE INC                  COM              45884X10         8       501 SH  SHARED      10            501                  
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30         3      1079 SH  SHARED                   1079                  
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30        34     10028 SH  SHARED      02             28             10000
D INTERNATIONAL ABSORBENTS INC   COM NO PAR       45885E20        17      5500 SH  SHARED      02                             5500
D INTER ATLANTIC FINANCIAL INC   COM              45890H10      5125    703065 SH  SHARED                 703065                  
D INTER ATLANTIC FINANCIAL INC   COM              45890H10       546     75000 SH  SHARED      02          75000                  
D INTER ATLANTIC FINANCIAL INC   *W EXP 10/02/201 45890H11        25    126603 SH  SHARED                 126603                  
D INTERNATIONAL BANCSHARES COR   COM              45904410       576     21352 SH  SHARED                  21352                  
D INTERNATIONAL BANCSHARES COR   COM              45904410        24       904 SH  SHARED      02            904                  
D INTERNATIONAL BANCSHARES COR   COM              45904410       571     21165 SH  SHARED      10          21165                  
D INTERNATIONAL BUSINESS MACHS   COM              45920010      1568     13409 SH  SHARED                    194             13215
D INTERNATIONAL BUSINESS MACHS   COM              45920010    204837   1751347 SH  SHARED                1637482            113865
D INTERNATIONAL BUSINESS MACHS   COM              45920010     30103    257383 SH  SHARED      01         208795      400    48188
D INTERNATIONAL BUSINESS MACHS   COM              45920010     10875     92984 SH  SHR/OTHR    01                            92984
D INTERNATIONAL BUSINESS MACHS   COM              45920010     26680    228114 SH  SHARED      02         193383             34731
D INTERNATIONAL BUSINESS MACHS   COM              45920010        70       600 SH  SHARED      04                              600
D INTERNATIONAL BUSINESS MACHS   COM              45920010     36286    310250 SH  SHARED      04         310250                  
D INTERNATIONAL BUSINESS MACHS   COM              45920010      1980     16930 SH  SHARED      05          16930                  
D INTERNATIONAL BUSINESS MACHS   COM              45920010     30640    261977 SH  SHARED      06         198911             63066
D INTERNATIONAL BUSINESS MACHS   COM              45920010    349981   2992314 SH  SHARED      10        2945132             47182
D INTERNATIONAL BUSINESS MACHS   COM              45920010      2202     18835 SH  SHARED      14                            18835
D INTERNATIONAL BUSINESS MACHS   COM              45920010        17       150 SH  SHARED      19                              150
D INTERNATIONAL BUSINESS MACHS   COM              45920010      7345     62805 SH  SHARED      20          31733             31072
D INTERNATIONAL BUSINESS MACHS   COM              45920010      4266     36476 SH  SHR/OTHR    20                            36476
D INTERNATIONAL BUSINESS MACHS   COM              45920010       614      5250 SH  SHARED      21           5169                81
D INTERNATIONAL BUSINESS MACHS   COM              45920010       470      4025 SH  SHR/OTHR    21                             4025
D INTERNATIONAL BUSINESS MACHS   COM              45920010       961      8220 SH  SHARED      22           6359              1861
D INTERNATIONAL BUSINESS MACHS   COM              45920010       636      5442 SH  SHR/OTHR    22                             5442
D INTERNATIONAL BUSINESS MACHS   COM              45920010     13664    116832 SH  SHARED      23         102430             14402
D INTERNATIONAL BUSINESS MACHS   COM              45920010     28486    243554 SH  SHR/OTHR    23                           243554
D INTERNATIONAL COAL GRP INC N   COM              45928H10       582     93426 SH  SHARED                  93426                  
D INTERNATIONAL COAL GRP INC N   COM              45928H10        87     13990 SH  SHARED      01          13990                  
D INTERNATIONAL COAL GRP INC N   COM              45928H10       131     21000 SH  SHR/OTHR    01                            21000
D INTERNATIONAL COAL GRP INC N   COM              45928H10        73     11779 SH  SHARED      02           9779              2000
D INTERNATIONAL COAL GRP INC N   COM              45928H10      1560    250000 SH  SHARED      04         250000                  
D INTERNATIONAL COAL GRP INC N   COM              45928H10        36      5873 SH  SHARED      10           5873                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      1765     44745 SH  SHARED                  44745                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      3267     82815 SH  SHARED      01          68756             14059
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610       114      2907 SH  SHR/OTHR    01                             2907
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610       476     12068 SH  SHARED      02          11997                71
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      4005    101500 SH  SHARED      04         101500                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      1343     34050 SH  SHARED      06           7350             26700
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      6547    165932 SH  SHARED      10         165932                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      1065     27000 SH  SHARED      20          27000                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      1124     28500 SH  SHR/OTHR    20                            28500
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610        39      1000 SH  SHARED      23                             1000
D INTERNATIONAL GAME TECHNOLOG   DBCV  2.600%12/1 459902AP      3459   3700000 PRN SHARED      06        3700000                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      9565    556782 SH  SHARED                 556782                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       653     38056 SH  SHARED      01          37806               250
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      3428    199580 SH  SHARED      02         187293             12287
D INTERNATIONAL GAME TECHNOLOG   COM              45990210        20      1200 SH  SHARED      04           1200                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         2       130 SH  SHARED      05            130                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       715     41660 SH  SHARED      06          32450              9210
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      2682    156169 SH  SHARED      10         156169                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210        27      1580 SH  SHARED      20            310              1270
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         8       470 SH  SHR/OTHR    20                              470
D INTERNATIONAL GAME TECHNOLOG   COM              45990210        18      1100 SH  SHARED      23           1100                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210        13       800 SH  SHR/OTHR    23                              800
D INTL PAPER CO                  COM              46014610      1149     43907 SH  SHARED                  37907              6000
D INTL PAPER CO                  COM              46014610     17069    652007 SH  SHARED                 652007                  
D INTL PAPER CO                  COM              46014610      1274     48683 SH  SHARED      01          35812             12871
D INTL PAPER CO                  COM              46014610       154      5900 SH  SHR/OTHR    01                             5900
D INTL PAPER CO                  COM              46014610      1271     48573 SH  SHARED      02          48033               540
D INTL PAPER CO                  COM              46014610        62      2400 SH  SHARED      04           2400                  
D INTL PAPER CO                  COM              46014610         6       248 SH  SHARED      05            248                  
D INTL PAPER CO                  COM              46014610      8306    317270 SH  SHARED      06         304850             12420
D INTL PAPER CO                  COM              46014610     22852    872917 SH  SHARED      10         743728            129189
D INTL PAPER CO                  COM              46014610       588     22467 SH  SHARED      14                            22467
D INTL PAPER CO                  COM              46014610       102      3900 SH  SHARED      21           3900                  
D INTL PAPER CO                  COM              46014610       179      6842 SH  SHARED      23           6100               742
D INTL PAPER CO                  COM              46014610       770     29428 SH  SHR/OTHR    23                            29428
D INTERNATIONAL RECTIFIER CORP   COM              46025410      1213     63825 SH  SHARED                  63825                  
D INTERNATIONAL RECTIFIER CORP   COM              46025410       412     21700 SH  SHARED      01                            21700
D INTERNATIONAL RECTIFIER CORP   COM              46025410       260     13684 SH  SHARED      02          13684                  
D INTERNATIONAL RECTIFIER CORP   COM              46025410       114      6040 SH  SHARED      10           6040                  
D INTERNATIONAL ROYALTY CORP     COM              46027710        17      5800 SH  SHARED                   5800                  
D INTERNATIONAL ROYALTY CORP     COM              46027710         5      1800 SH  SHARED      02           1800                  
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120         1        64 SH  SHARED                     64                  
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120         0         3 SH  SHARED      02              3                  
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120       102      4700 SH  SHARED      10           4700                  
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520        55      1437 SH  SHARED                   1437                  
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520       354      9100 SH  SHARED      01                             9100
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520       254      6530 SH  SHARED      02           6530                  
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520     21272    546700 SH  SHARED      10         546700                  
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520        38      1000 SH  SHARED      23           1000                  
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520        35       900 SH  SHR/OTHR    23                              900
D INTERNET CAP GROUP INC         COM NEW          46059C20         0        32 SH  SHARED                     32                  
D INTERNET CAP GROUP INC         COM NEW          46059C20       117     14433 SH  SHARED      02          14433                  
D INTERNET CAP GROUP INC         COM NEW          46059C20         1       180 SH  SHARED      20            180                  
D INTERNET INITIATIVE JAPAN IN   SPONSORED ADR    46059T10        12      2211 SH  SHARED                   2211                  
D INTERNET INFRASTRUCTR HOLDS    DEPOSTRY RCPT    46059V10         0         8 SH  SHARED      02              8                  
D INTERNET HOLDRS TR             DEPOSIT RCPT     46059W10        44      1000 SH  SHARED      02          -1000              2000
D INTERNET HOLDRS TR             DEPOSIT RCPT     46059W10       862     19300 SH  SHARED      15                            19300
D INTERNET HOLDRS TR             DEPOSIT RCPT     46059W10       352      7900 SH  SHARED      19                             7900
D INTERPHASE CORP                COM              46059310         0       161 SH  SHARED                    161                  
D INTERNET BRANDS INC            COM CLASS A      46060810         0        97 SH  SHARED                     97                  
D INTERNET BRANDS INC            COM CLASS A      46060810         0        12 SH  SHARED      02             12                  
D INTERSIL CORP                  CL A             46069S10       650     39254 SH  SHARED                  39254                  
D INTERSIL CORP                  CL A             46069S10       890     53725 SH  SHARED      01          10425             43300
D INTERSIL CORP                  CL A             46069S10       241     14576 SH  SHARED      02          14576                  
D INTERSIL CORP                  CL A             46069S10        16      1000 SH  SHARED      06                             1000
D INTERSIL CORP                  CL A             46069S10      4780    288329 SH  SHARED      10         288329                  
D INTERSIL CORP                  CL A             46069S10         8       500 SH  SHARED      14                              500
D INTERSIL CORP                  CL A             46069S10        17      1040 SH  SHARED      21           1040                  
D INTERPUBLIC GROUP COS INC      COM              46069010     14921   1925297 SH  SHARED                1925297                  
D INTERPUBLIC GROUP COS INC      COM              46069010       890    114907 SH  SHARED      01         114907                  
D INTERPUBLIC GROUP COS INC      COM              46069010      2328    300394 SH  SHARED      02         300394                  
D INTERPUBLIC GROUP COS INC      COM              46069010        43      5600 SH  SHARED      04           5600                  
D INTERPUBLIC GROUP COS INC      COM              46069010         3       400 SH  SHARED      05            400                  
D INTERPUBLIC GROUP COS INC      COM              46069010       394     50960 SH  SHARED      06          40900             10060
D INTERPUBLIC GROUP COS INC      COM              46069010      3131    404049 SH  SHARED      10         365749             38300
D INTERPUBLIC GROUP COS INC      COM              46069010        20      2700 SH  SHARED      14                             2700
D INTERPUBLIC GROUP COS INC      COM              46069010         0         8 SH  SHARED      20              8                  
D INTERPUBLIC GROUP COS INC      COM              46069010         6       878 SH  SHARED      22            570               308
D INTERSTATE HOTELS & RESRTS I   COM              46088S10        29     12714 SH  SHARED                  12714                  
D INTERSTATE HOTELS & RESRTS I   COM              46088S10         0        15 SH  SHR/OTHR    23                               15
D INTERVEST BANCSHARES CORP      CL A             46092710         7       928 SH  SHARED                    928                  
D INTEROIL CORP                  COM              46095110        24       875 SH  SHARED                    875                  
D INTEROIL CORP                  COM              46095110        41      1500 SH  SHARED                   1500                  
D INTERSECTIONS INC              COM              46098130         7       936 SH  SHARED                    936                  
D INTERSECTIONS INC              COM              46098130        35      4400 SH  SHARED      02           4400                  
D INTERVAL LEISURE GROUP INC     COM              46113M10       541     52022 SH  SHARED                  52022                  
D INTERVAL LEISURE GROUP INC     COM              46113M10        13      1276 SH  SHARED      01           1276                  
D INTERVAL LEISURE GROUP INC     COM              46113M10       292     28135 SH  SHARED      02          26875              1260
D INTERVAL LEISURE GROUP INC     COM              46113M10        31      2983 SH  SHARED      10           2983                  
D INTERVAL LEISURE GROUP INC     COM              46113M10        12      1181 SH  SHARED      14                             1181
D INTERVAL LEISURE GROUP INC     COM              46113M10         0        30 SH  SHARED      20                               30
D INTERVAL LEISURE GROUP INC     COM              46113M10         1       100 SH  SHR/OTHR    20                              100
D INTERVAL LEISURE GROUP INC     COM              46113M10         0        10 SH  SHARED      23                               10
D INTERWOVEN INC                 COM NEW          46114T50       168     11908 SH  SHARED                  11908                  
D INTERWOVEN INC                 COM NEW          46114T50        31      2225 SH  SHARED      02           2225                  
D INTERWOVEN INC                 COM NEW          46114T50       444     31499 SH  SHARED      23                            31499
D INTEST CORP                    COM              46114710         0       200 SH  SHARED                    200                  
D INTEVAC INC                    COM              46114810         2       203 SH  SHARED                    203                  
D INTEVAC INC                    COM              46114810         0        12 SH  SHARED      02             12                  
D INTEVAC INC                    COM              46114810        88      8300 SH  SHARED      10           8300                  
D INTRAWARE INC                  COM NEW          46118M50         0       138 SH  SHARED                    138                  
D INTRAWARE INC                  COM NEW          46118M50         1       360 SH  SHARED      02            350                10
D INTROGEN THERAPEUTICS INC      COM              46119F10         0       898 SH  SHARED                    898                  
D INTROGEN THERAPEUTICS INC      COM              46119F10         0      1141 SH  SHARED      02           1141                  
D INTUITIVE SURGICAL INC         COM NEW          46120E60      3596     14923 SH  SHARED                  14923                  
D INTUITIVE SURGICAL INC         COM NEW          46120E60       981      4075 SH  SHARED      01           4050                25
D INTUITIVE SURGICAL INC         COM NEW          46120E60      1161      4821 SH  SHARED      02           4571               250
D INTUITIVE SURGICAL INC         COM NEW          46120E60        96       400 SH  SHARED      04            400                  
D INTUITIVE SURGICAL INC         COM NEW          46120E60      2337      9700 SH  SHARED      05           9700                  
D INTUITIVE SURGICAL INC         COM NEW          46120E60      1216      5050 SH  SHARED      06           3950              1100
D INTUITIVE SURGICAL INC         COM NEW          46120E60     11510     47765 SH  SHARED      10          47665               100
D INTUITIVE SURGICAL INC         COM NEW          46120E60        35       149 SH  SHARED      21            115                34
D INTUIT                         COM              46120210      1536     48620 SH  SHARED                  48620                  
D INTUIT                         COM              46120210      1145     36225 SH  SHARED      01          36225                  
D INTUIT                         COM              46120210      4184    132385 SH  SHARED      02         132385                  
D INTUIT                         COM              46120210      1384     43800 SH  SHARED      04          43800                  
D INTUIT                         COM              46120210         6       200 SH  SHARED      05            200                  
D INTUIT                         COM              46120210      1530     48420 SH  SHARED      06          38800              9620
D INTUIT                         COM              46120210      4864    153901 SH  SHARED      10         153901                  
D INTUIT                         COM              46120210       158      5000 SH  SHARED      21                             5000
D INVACARE CORP                  COM              46120310       889     36853 SH  SHARED                  36853                  
D INVACARE CORP                  COM              46120310       111      4618 SH  SHARED      02           4618                  
D INVACARE CORP                  COM              46120310       412     17077 SH  SHARED      10          17077                  
D INTRICON CORP                  COM              46121H10         1       426 SH  SHARED                    426                  
D INTREPID POTASH INC            COM              46121Y10       159      5285 SH  SHARED                   5285                  
D INTREPID POTASH INC            COM              46121Y10       151      5030 SH  SHARED      02            530              4500
D INTREPID POTASH INC            COM              46121Y10      1491     49500 SH  SHARED      04          49500                  
D INTREPID POTASH INC            COM              46121Y10      7914    262600 SH  SHARED      10         262600                  
D INTREPID POTASH INC            COM              46121Y10        18       630 SH  SHARED      21            630                  
D INVENTURE GROUP INC            COM              46121410         0       399 SH  SHARED                    399                  
D INVENTIV HEALTH INC            COM              46122E10        23      1333 SH  SHARED                   1333                  
D INVENTIV HEALTH INC            COM              46122E10       114      6496 SH  SHARED      02           6496                  
D INVENTIV HEALTH INC            COM              46122E10        28      1612 SH  SHARED      10           1612                  
D INVENTIV HEALTH INC            COM              46122E10         1        58 SH  SHARED      20             58                  
D INVENTIV HEALTH INC            COM              46122E10        29      1685 SH  SHARED      21                             1685
D INVERNESS MED INNOVATIONS IN   COM              46126P10        44      1497 SH  SHARED                   1497                  
D INVERNESS MED INNOVATIONS IN   COM              46126P10       212      7085 SH  SHARED      01           7085                  
D INVERNESS MED INNOVATIONS IN   COM              46126P10       264      8802 SH  SHARED      02           8705                97
D INVERNESS MED INNOVATIONS IN   COM              46126P10       190      6357 SH  SHARED      10           6357                  
D INVERNESS MED INNOVATIONS IN   COM              46126P10        22       745 SH  SHARED      21            745                  
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       524     17221 SH  SHARED                  17221                  
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10         0        25 SH  SHARED      01             25                  
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       551     18126 SH  SHARED      02          18100                26
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       171      5649 SH  SHARED      10           5649                  
D INVESTORS BANCORP INC          COM              46146P10        15      1017 SH  SHARED                   1017                  
D INVESTORS BANCORP INC          COM              46146P10        46      3100 SH  SHARED      01           3100                  
D INVESTORS BANCORP INC          COM              46146P10        19      1323 SH  SHARED      02           1323                  
D INVESTORS BANCORP INC          COM              46146P10      1242     82583 SH  SHARED      10          82583                  
D INVESTORS CAP HLDGS LTD        COM              46147M10         0        52 SH  SHARED                     52                  
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010       147     13201 SH  SHARED                  13201                  
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010         0        32 SH  SHARED      02             32                  
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010        52      4700 SH  SHARED      10           4700                  
D INVESTORS TITLE CO             COM              46180410         2        58 SH  SHARED                     58                  
D INVITROGEN CORP                NOTE  2.000% 8/0 46185RAF      1717   1467000 PRN SHARED                1467000                  
D INVITROGEN CORP                NOTE  2.000% 8/0 46185RAJ     46036  39314016 PRN SHARED               39314016                  
D INVITROGEN CORP                NOTE  2.000% 8/0 46185RAJ       585    500000 PRN SHARED      02         500000                  
D INVITROGEN CORP                NOTE  1.500% 2/1 46185RAK       364    404000 PRN SHARED      02         404000                  
D INVITROGEN CORP                NOTE  3.250% 6/1 46185RAM       375    391000 PRN SHARED      02         391000                  
D INVITROGEN CORP                COM              46185R10      3961    104812 SH  SHARED                 104812                  
D INVITROGEN CORP                COM              46185R10      1073     28400 SH  SHARED      01                            28400
D INVITROGEN CORP                COM              46185R10      2264     59903 SH  SHARED      02          58903              1000
D INVITROGEN CORP                COM              46185R10      6654    176038 SH  SHARED      04         176038                  
D INVITROGEN CORP                COM              46185R10        38      1020 SH  SHARED      06            500               520
D INVITROGEN CORP                COM              46185R10      8735    231100 SH  SHARED      10         231100                  
D INVITROGEN CORP                COM              46185R10        22       600 SH  SHARED      14                              600
D INX INC                        COM              46185W10        11      1723 SH  SHARED                   1723                  
D ION GEOPHYSICAL CORP           COM              46204410      4105    289358 SH  SHARED                 289358                  
D ION GEOPHYSICAL CORP           COM              46204410       390     27500 SH  SHARED      01          27500                  
D ION GEOPHYSICAL CORP           COM              46204410       624     44000 SH  SHR/OTHR    01                            44000
D ION GEOPHYSICAL CORP           COM              46204410       415     29296 SH  SHARED      02             55             29241
D ION GEOPHYSICAL CORP           COM              46204410         1       123 SH  SHARED      20            123                  
D IOWA TELECOMM SERVICES INC     COM              46259420         0        48 SH  SHARED                     48                  
D IOWA TELECOMM SERVICES INC     COM              46259420       187     10058 SH  SHARED      02           9558               500
D IOWA TELECOMM SERVICES INC     COM              46259420     19488   1043300 SH  SHARED      10        1043300                  
D IPARTY CORP                    COM              46261R10         0       459 SH  SHARED                    459                  
D IPASS INC                      COM              46261V10         9      4431 SH  SHARED                   4431                  
D IRELAND BK                     SPONSORED ADR    46267Q10        37      1662 SH  SHARED                   1662                  
D IRELAND BK                     SPONSORED ADR    46267Q10         1        54 SH  SHARED      02                               54
D IRIDEX CORP                    COM              46268410         0       199 SH  SHARED                    199                  
D IRIS INTL INC                  COM              46270W10         0        10 SH  SHARED      02             10                  
D IROBOT CORP                    COM              46272610         8       603 SH  SHARED                    603                  
D IROBOT CORP                    COM              46272610       254     17186 SH  SHARED      02          17186                  
D IRON MTN INC                   COM              46284610      1321     54142 SH  SHARED                  54142                  
D IRON MTN INC                   COM              46284610        43      1800 SH  SHARED      01           1800                  
D IRON MTN INC                   COM              46284610       189      7769 SH  SHARED      02           7364               405
D IRON MTN INC                   COM              46284610       727     29787 SH  SHARED      06          27287              2500
D IRON MTN INC                   COM              46284610      2938    120398 SH  SHARED      10         120398                  
D IRON MTN INC                   COM              46284610        53      2200 SH  SHARED      14                             2200
D IRON MTN INC                   COM              46284610        73      3000 SH  SHARED      23                             3000
D IRVINE SENSORS CORP            COM PAR $        46366460         0        56 SH  SHARED                     56                  
D IRWIN FINL CORP                COM              46411910         1       438 SH  SHARED                    438                  
D IRWIN FINL CORP                COM              46411910        38      9700 SH  SHARED      01           9700                  
D IRWIN FINL CORP                COM              46411910         8      2200 SH  SHARED      02           2200                  
D ISCO INTL INC                  COM              46426P10         0      2820 SH  SHARED                   2820                  
D ISCO INTL INC                  COM              46426P10         0       100 SH  SHARED      01                              100
D ISHARES SILVER TRUST           ISHARES          46428Q10      7058    595618 SH  SHARED                 595618                  
D ISHARES SILVER TRUST           ISHARES          46428Q10      1575    132950 SH  SHARED      02                           132950
D ISHARES S&P GSCI COMMODITY I   UNIT BEN INT     46428R10       123      2295 SH  SHARED      02                             2295
D ISHARES COMEX GOLD TR          ISHARES          46428510       117      1369 SH  SHARED      02                             1369
D ISHARES INC                    MSCI AUSTRALIA   46428610        14       700 SH  SHARED      02            300               400
D ISHARES INC                    MSCI AUSTRALIA   46428610      1215     59167 SH  SHARED      10          59167                  
D ISHARES INC                    MSCI AUSTRIA INV 46428620        76      3500 SH  SHARED      02                             3500
D ISHARES INC                    MSCI BRAZIL      46428640      9572    170000 SH  SHARED                                   170000
D ISHARES INC                    MSCI BRAZIL      46428640     51890    921510 SH  SHARED                 921510                  
D ISHARES INC                    MSCI BRAZIL      46428640        11       200 SH  SHARED      01                              200
D ISHARES INC                    MSCI BRAZIL      46428640        59      1059 SH  SHR/OTHR    01                             1059
D ISHARES INC                    MSCI BRAZIL      46428640     12467    221409 SH  SHARED      02         183977             37432
D ISHARES INC                    MSCI BRAZIL      46428640     41669    740000 SH  SHARED      04         740000                  
D ISHARES INC                    MSCI BRAZIL      46428640      9707    172395 SH  SHARED      10         172395                  
D ISHARES INC                    MSCI BRAZIL      46428640       540      9600 SH  SHARED      15                             9600
D ISHARES INC                    MSCI BRAZIL      46428640       242      4300 SH  SHARED      19                             4300
D ISHARES INC                    MSCI CDA INDEX   46428650      2831    107494 SH  SHARED                 107494                  
D ISHARES INC                    MSCI CDA INDEX   46428650       135      5157 SH  SHARED      02                             5157
D ISHARES INC                    MSCI CDA INDEX   46428650      3039    115383 SH  SHARED      10         115383                  
D ISHARES INC                    MSCI EMU INDEX   46428660      1160     29222 SH  SHARED      02                            29222
D ISHARES INC                    MSCI EMU INDEX   46428660       283      7143 SH  SHARED      19                             7143
D ISHARES INC                    MSCI ISRAEL FD   46428663        83      1917 SH  SHARED      02                             1917
D ISHARES INC                    MSCI BRIC INDX   46428665         5       150 SH  SHARED      02                              150
D ISHARES INC                    MSCI PAC J IDX   46428666       102      2850 SH  SHARED                   2850                  
D ISHARES INC                    MSCI PAC J IDX   46428666      4469    124500 SH  SHARED                 124500                  
D ISHARES INC                    MSCI PAC J IDX   46428666     33478    932546 SH  SHARED      01         646759            285787
D ISHARES INC                    MSCI PAC J IDX   46428666      3734    104028 SH  SHR/OTHR    01                           104028
D ISHARES INC                    MSCI PAC J IDX   46428666       738     20566 SH  SHARED      02                            20566
D ISHARES INC                    MSCI PAC J IDX   46428666      2067     57600 SH  SHARED      15                            57600
D ISHARES INC                    MSCI PAC J IDX   46428666       926     25800 SH  SHARED      19                            25800
D ISHARES INC                    MSCI PAC J IDX   46428666      5943    165565 SH  SHARED      20         139475      375    25715
D ISHARES INC                    MSCI PAC J IDX   46428666      1286     35835 SH  SHR/OTHR    20                            35835
D ISHARES INC                    MSCI PAC J IDX   46428666       560     15615 SH  SHARED      21          15615                  
D ISHARES INC                    MSCI PAC J IDX   46428666        44      1230 SH  SHR/OTHR    21                             1230
D ISHARES INC                    MSCI PAC J IDX   46428666       923     25711 SH  SHARED      22          18336              7375
D ISHARES INC                    MSCI PAC J IDX   46428666       118      3309 SH  SHR/OTHR    22                             3309
D ISHARES INC                    MSCI PAC J IDX   46428666       957     26670 SH  SHARED      23          15935             10735
D ISHARES INC                    MSCI PAC J IDX   46428666      2347     65387 SH  SHR/OTHR    23                            65387
D ISHARES INC                    MSCI SINGAPORE   46428667         0       100 SH  SHARED                    100                  
D ISHARES INC                    MSCI SINGAPORE   46428667      2960    303950 SH  SHARED      02         295000              8950
D ISHARES INC                    MSCI SINGAPORE   46428667      1685    173000 SH  SHARED      15                           173000
D ISHARES INC                    MSCI SINGAPORE   46428667       759     78000 SH  SHARED      19                            78000
D ISHARES INC                    MSCI UTD KINGD   46428669         8       530 SH  SHARED                    530                  
D ISHARES INC                    MSCI UTD KINGD   46428669        58      3525 SH  SHARED      01           3525                  
D ISHARES INC                    MSCI UTD KINGD   46428669      2151    129198 SH  SHARED      10         129198                  
D ISHARES INC                    MSCI UTD KINGD   46428669        64      3845 SH  SHARED      19                             3845
D ISHARES INC                    MSCI TAIWAN      46428673       148     13746 SH  SHARED                  13746                  
D ISHARES INC                    MSCI TAIWAN      46428673      2780    257463 SH  SHARED                 257463                  
D ISHARES INC                    MSCI TAIWAN      46428673     13247   1226639 SH  SHARED      02        1202900             23739
D ISHARES INC                    MSCI TAIWAN      46428673       351     32500 SH  SHARED      21          10500             22000
D ISHARES INC                    MSCI TAIWAN      46428673       167     15500 SH  SHR/OTHR    21                            15500
D ISHARES INC                    MSCI TAIWAN      46428673        26      2415 SH  SHARED      23                             2415
D ISHARES INC                    MSCI TAIWAN      46428673        16      1500 SH  SHR/OTHR    23                             1500
D ISHARES INC                    MSCI SWITZERLD   46428674        17       810 SH  SHARED      01            810                  
D ISHARES INC                    MSCI SWEDEN      46428675        10       500 SH  SHARED      02                              500
D ISHARES INC                    MSCI SPAIN       46428676         4       100 SH  SHARED                    100                  
D ISHARES INC                    MSCI S KOREA     46428677     18040    454073 SH  SHARED                 454073                  
D ISHARES INC                    MSCI S KOREA     46428677     10674    268683 SH  SHARED      02         267598              1085
D ISHARES INC                    MSCI S KOREA     46428677       782     19700 SH  SHARED      15                            19700
D ISHARES INC                    MSCI S KOREA     46428677       397     10000 SH  SHARED      19                            10000
D ISHARES INC                    MSCI GERMAN      46428680       101      4259 SH  SHARED                   4259                  
D ISHARES INC                    MSCI GERMAN      46428680      1133     47406 SH  SHARED      02          47406                  
D ISHARES INC                    MSCI NETHR INVES 46428681         2       100 SH  SHARED                    100                  
D ISHARES INC                    MSCI MEX INVEST  46428682     45189    968287 SH  SHARED                 968287                  
D ISHARES INC                    MSCI MEX INVEST  46428682      1485     31837 SH  SHARED      02          30101              1736
D ISHARES INC                    MSCI MALAYSIA    46428683        14      1700 SH  SHARED                   1700                  
D ISHARES INC                    MSCI MALAYSIA    46428683       309     35700 SH  SHARED      01          35700                  
D ISHARES INC                    MSCI MALAYSIA    46428683        69      8000 SH  SHARED      02                             8000
D ISHARES INC                    MSCI JAPAN       46428684        51      4800 SH  SHARED                   4800                  
D ISHARES INC                    MSCI JAPAN       46428684      5981    561101 SH  SHARED      01         413000            148101
D ISHARES INC                    MSCI JAPAN       46428684       339     31860 SH  SHR/OTHR    01                            31860
D ISHARES INC                    MSCI JAPAN       46428684      3779    354514 SH  SHARED      02         106250            248264
D ISHARES INC                    MSCI JAPAN       46428684    119790  11237384 SH  SHARED      10       11237384                  
D ISHARES INC                    MSCI JAPAN       46428684        49      4630 SH  SHARED      19                             4630
D ISHARES INC                    MSCI JAPAN       46428684       766     71865 SH  SHARED      20          56890             14975
D ISHARES INC                    MSCI JAPAN       46428684       410     38500 SH  SHARED      21          11000             27500
D ISHARES INC                    MSCI JAPAN       46428684       197     18500 SH  SHR/OTHR    21                            18500
D ISHARES INC                    MSCI JAPAN       46428684         6       600 SH  SHARED      22                              600
D ISHARES INC                    MSCI JAPAN       46428684      1709    160370 SH  SHARED      23         160370                  
D ISHARES INC                    MSCI JAPAN       46428684        93      8800 SH  SHR/OTHR    23                             8800
D ISHARES INC                    MSCI JAPAN       46428684      1786    167613 SH  SHARED      24         167613                  
D ISHARES INC                    MSCI ITALY       46428685         8       400 SH  SHARED                    400                  
D ISHARES INC                    MSCI HONG KONG   46428687       549     41600 SH  SHARED                  41600                  
D ISHARES INC                    MSCI HONG KONG   46428687      6369    482200 SH  SHARED      02         482200                  
D ISHARES INC                    MSCI HONG KONG   46428687       424     32100 SH  SHARED      15                            32100
D ISHARES INC                    MSCI HONG KONG   46428687       159     12100 SH  SHARED      19                            12100
D ISHARES TR                     S&P 100 IDX FD   46428710      1370     25847 SH  SHARED                  25847                  
D ISHARES TR                     S&P 100 IDX FD   46428710      7481    141050 SH  SHARED                 141050                  
D ISHARES TR                     S&P 100 IDX FD   46428710      5807    109499 SH  SHARED      01         109499                  
D ISHARES TR                     S&P 100 IDX FD   46428710      1576     29730 SH  SHARED      04          29730                  
D ISHARES TR                     S&P 100 IDX FD   46428710      6705    126424 SH  SHARED      19                           126424
D ISHARES TR                     LRGE GRW INDX    46428711         9       176 SH  SHARED      02                              176
D ISHARES TR                     LRGE CORE INDX   46428712         9       144 SH  SHARED      02                              144
D ISHARES TR                     DJ SEL DIV INX   46428716      2933     55100 SH  SHARED                  55100                  
D ISHARES TR                     DJ SEL DIV INX   46428716       390      7338 SH  SHARED      02                             7338
D ISHARES TR                     DJ SEL DIV INX   46428716       119      2237 SH  SHR/OTHR    23                             2237
D ISHARES TR                     US TIPS BD FD    46428717      1197     11823 SH  SHARED                  11823                  
D ISHARES TR                     US TIPS BD FD    46428717        30       300 SH  SHARED                    300                  
D ISHARES TR                     US TIPS BD FD    46428717      6822     67354 SH  SHARED      01          24987             42367
D ISHARES TR                     US TIPS BD FD    46428717       560      5537 SH  SHR/OTHR    01                             5537
D ISHARES TR                     US TIPS BD FD    46428717      1669     16476 SH  SHARED      02                            16476
D ISHARES TR                     US TIPS BD FD    46428717       309      3055 SH  SHARED      20           1635              1420
D ISHARES TR                     US TIPS BD FD    46428717        22       225 SH  SHR/OTHR    20                              225
D ISHARES TR                     US TIPS BD FD    46428717        38       380 SH  SHR/OTHR    21                              380
D ISHARES TR                     US TIPS BD FD    46428717       960      9486 SH  SHARED      22           8031              1455
D ISHARES TR                     US TIPS BD FD    46428717       298      2945 SH  SHR/OTHR    22                             2945
D ISHARES TR                     US TIPS BD FD    46428717      9669     95457 SH  SHARED      23          92825              2632
D ISHARES TR                     US TIPS BD FD    46428717      2469     24376 SH  SHR/OTHR    23                            24376
D ISHARES TR                     FTSE XNHUA IDX   46428718    296303   8595987 SH  SHARED                8595987                  
D ISHARES TR                     FTSE XNHUA IDX   46428718         8       261 SH  SHARED      01                              261
D ISHARES TR                     FTSE XNHUA IDX   46428718      8555    248187 SH  SHARED      02         202615             45572
D ISHARES TR                     FTSE XNHUA IDX   46428718      3412     99000 SH  SHARED      15                            99000
D ISHARES TR                     TRANSP AVE IDX   46428719         8       100 SH  SHARED                    100                  
D ISHARES TR                     TRANSP AVE IDX   46428719        53       650 SH  SHARED      02                              650
D ISHARES TR                     S&P 500 INDEX    46428720      2106     18030 SH  SHARED      01          18030                  
D ISHARES TR                     S&P 500 INDEX    46428720         7        65 SH  SHR/OTHR    01                               65
D ISHARES TR                     S&P 500 INDEX    46428720        95       816 SH  SHARED      02                              816
D ISHARES TR                     S&P 500 INDEX    46428720     21862    187150 SH  SHARED      04         187150                  
D ISHARES TR                     S&P 500 INDEX    46428720      4902     41962 SH  SHARED      10          41962                  
D ISHARES TR                     LEHMAN AGG BND   46428722        26       267 SH  SHR/OTHR    01                              267
D ISHARES TR                     LEHMAN AGG BND   46428722      1597     16208 SH  SHARED      02                            16208
D ISHARES TR                     MSCI EMERG MKT   46428723       156      4581 SH  SHARED                   4581                  
D ISHARES TR                     MSCI EMERG MKT   46428723    228346   6682645 SH  SHARED                6682645                  
D ISHARES TR                     MSCI EMERG MKT   46428723      5859    171481 SH  SHARED      01          72101             99380
D ISHARES TR                     MSCI EMERG MKT   46428723      2958     86594 SH  SHR/OTHR    01                            86594
D ISHARES TR                     MSCI EMERG MKT   46428723      5026    147104 SH  SHARED      02          30855            116249
D ISHARES TR                     MSCI EMERG MKT   46428723     25176    736788 SH  SHARED      10         736788                  
D ISHARES TR                     MSCI EMERG MKT   46428723      3844    112500 SH  SHARED      15                           112500
D ISHARES TR                     MSCI EMERG MKT   46428723      3375     98799 SH  SHARED      19                            98799
D ISHARES TR                     MSCI EMERG MKT   46428723      3441    100729 SH  SHARED      20          73455             27274
D ISHARES TR                     MSCI EMERG MKT   46428723       400     11715 SH  SHR/OTHR    20                            11715
D ISHARES TR                     MSCI EMERG MKT   46428723       547     16020 SH  SHARED      21          16020                  
D ISHARES TR                     MSCI EMERG MKT   46428723      5711    167154 SH  SHARED      22         107109             60045
D ISHARES TR                     MSCI EMERG MKT   46428723      1806     52869 SH  SHR/OTHR    22                            52869
D ISHARES TR                     MSCI EMERG MKT   46428723     13231    387213 SH  SHARED      23         383088              4125
D ISHARES TR                     MSCI EMERG MKT   46428723      8017    234628 SH  SHR/OTHR    23                           234628
D ISHARES TR                     MSCI EMERG MKT   46428723        30       884 SH  SHARED      24            884                  
D ISHARES TR                     IBOXX INV CPBD   46428724      4122     45913 SH  SHARED                  45913                  
D ISHARES TR                     IBOXX INV CPBD   46428724       108      1204 SH  SHARED                   1204                  
D ISHARES TR                     IBOXX INV CPBD   46428724         1        13 SH  SHR/OTHR    01                               13
D ISHARES TR                     IBOXX INV CPBD   46428724       251      2799 SH  SHARED      02                             2799
D ISHARES TR                     S&P GBL TELCM    46428727         7       140 SH  SHARED      02                              140
D ISHARES TR                     S&P500 GRW       46428730         5       100 SH  SHARED                    100                  
D ISHARES TR                     S&P500 GRW       46428730       164      2900 SH  SHR/OTHR    01                             2900
D ISHARES TR                     S&P500 GRW       46428730      9777    172192 SH  SHARED      02                           172192
D ISHARES TR                     S&P500 GRW       46428730       386      6810 SH  SHARED      22                             6810
D ISHARES TR                     S&P GBL HLTHCR   46428732        20       400 SH  SHARED      02                              400
D ISHARES TR                     S&P GBL FIN      46428733        19       350 SH  SHARED      02                              350
D ISHARES TR                     S&P GBL ENER     46428734        10       282 SH  SHARED      02                              282
D ISHARES TR                     S&P GBL ENER     46428734      7127    189000 SH  SHARED      10         189000                  
D ISHARES TR                     S&P NA NAT RES   46428737        10       300 SH  SHARED                    300                  
D ISHARES TR                     S&P NA NAT RES   46428737      1536     42723 SH  SHARED      01           6075     1800    34848
D ISHARES TR                     S&P NA NAT RES   46428737      1261     35082 SH  SHR/OTHR    01                            35082
D ISHARES TR                     S&P NA NAT RES   46428737       309      8610 SH  SHARED      02                             8610
D ISHARES TR                     S&P NA NAT RES   46428737      4192    116552 SH  SHARED      20          69765             46787
D ISHARES TR                     S&P NA NAT RES   46428737       701     19500 SH  SHR/OTHR    20                            19500
D ISHARES TR                     S&P NA NAT RES   46428737      1733     48201 SH  SHARED      22          31866             16335
D ISHARES TR                     S&P NA NAT RES   46428737       418     11640 SH  SHR/OTHR    22                            11640
D ISHARES TR                     S&P NA NAT RES   46428737      3355     93288 SH  SHARED      23          88488              4800
D ISHARES TR                     S&P NA NAT RES   46428737      4303    119650 SH  SHR/OTHR    23                           119650
D ISHARES TR                     S&P LTN AM 40    46428739      6318    163060 SH  SHARED                 163060                  
D ISHARES TR                     S&P LTN AM 40    46428739        44      1160 SH  SHR/OTHR    01                             1160
D ISHARES TR                     S&P LTN AM 40    46428739       128      3324 SH  SHARED      02                             3324
D ISHARES TR                     S&P LTN AM 40    46428739      1186     30615 SH  SHARED      19                            30615
D ISHARES TR                     S&P 500 VALUE    46428740        59      1000 SH  SHARED                   1000                  
D ISHARES TR                     S&P 500 VALUE    46428740      9009    150539 SH  SHARED      02                           150539
D ISHARES TR                     S&P 500 VALUE    46428740       350      5850 SH  SHARED      22                             5850
D ISHARES TR                     S&P 500 VALUE    46428740       214      3586 SH  SHR/OTHR    23                             3586
D ISHARES TR                     20+ YR TRS BD    46428743      2865     30200 SH  SHARED                  30200                  
D ISHARES TR                     20+ YR TRS BD    46428743     15405    162368 SH  SHARED      02         153200              9168
D ISHARES TR                     7-10 YR TRS BD   46428744       929     10449 SH  SHARED                  10449                  
D ISHARES TR                     7-10 YR TRS BD   46428744       177      2000 SH  SHARED      02                             2000
D ISHARES TR                     1-3 YR TRS BD    46428745      4591     54945 SH  SHARED                  54945                  
D ISHARES TR                     1-3 YR TRS BD    46428745        33       400 SH  SHARED      01                              400
D ISHARES TR                     1-3 YR TRS BD    46428745        29       359 SH  SHR/OTHR    01                              359
D ISHARES TR                     1-3 YR TRS BD    46428745       530      6348 SH  SHARED      02                             6348
D ISHARES TR                     MSCI EAFE IDX    46428746     10103    179450 SH  SHARED                 179450                  
D ISHARES TR                     MSCI EAFE IDX    46428746      4608     81854 SH  SHARED      01           4450             77404
D ISHARES TR                     MSCI EAFE IDX    46428746      3754     66680 SH  SHR/OTHR    01                            66680
D ISHARES TR                     MSCI EAFE IDX    46428746      7351    130580 SH  SHARED      02           9459            121121
D ISHARES TR                     MSCI EAFE IDX    46428746      5233     92960 SH  SHARED      10          92960                  
D ISHARES TR                     MSCI EAFE IDX    46428746      5104     90672 SH  SHARED      20          43137             47535
D ISHARES TR                     MSCI EAFE IDX    46428746      1772     31487 SH  SHR/OTHR    20                            31487
D ISHARES TR                     MSCI EAFE IDX    46428746       492      8754 SH  SHARED      21           8754                  
D ISHARES TR                     MSCI EAFE IDX    46428746       201      3575 SH  SHARED      22           1025              2550
D ISHARES TR                     MSCI EAFE IDX    46428746       197      3510 SH  SHR/OTHR    22                             3510
D ISHARES TR                     MSCI EAFE IDX    46428746      5447     96750 SH  SHARED      23          95750              1000
D ISHARES TR                     MSCI EAFE IDX    46428746      2767     49165 SH  SHR/OTHR    23                            49165
D ISHARES TR                     RUSSELL MCP VL   46428747      1916     48885 SH  SHARED      02                            48885
D ISHARES TR                     RUSSELL MCP GR   46428748      1808     41706 SH  SHARED      02                            41706
D ISHARES TR                     RUSSELL MIDCAP   46428749         3        44 SH  SHR/OTHR    01                               44
D ISHARES TR                     RUSSELL MIDCAP   46428749       401      4892 SH  SHARED      02                             4892
D ISHARES TR                     RUSSELL MIDCAP   46428749     15741    191600 SH  SHARED      10         191600                  
D ISHARES TR                     RUSSELL MIDCAP   46428749        46       570 SH  SHARED      21            570                  
D ISHARES TR                     S&P MIDCAP 400   46428750       145      2005 SH  SHARED      02                             2005
D ISHARES TR                     S&P NA SOFTWR    46428751        35       818 SH  SHR/OTHR    01                              818
D ISHARES TR                     S&P NA SOFTWR    46428751       134      3050 SH  SHARED      02                             3050
D ISHARES TR                     S&P NA SEMICND   46428752        20       500 SH  SHARED      02                              500
D ISHARES TR                     S&P NA TECH FD   46428754       612     13457 SH  SHARED                  13457                  
D ISHARES TR                     S&P NA TECH FD   46428754        77      1708 SH  SHR/OTHR    01                             1708
D ISHARES TR                     S&P NA TECH FD   46428754       345      7586 SH  SHARED      02                             7586
D ISHARES TR                     S&P NA TECH FD   46428754      5190    114000 SH  SHARED      10         114000                  
D ISHARES TR                     NASDQ BIO INDX   46428755     13050    160402 SH  SHARED                  85802             74600
D ISHARES TR                     NASDQ BIO INDX   46428755      1440     17700 SH  SHARED      01          17700                  
D ISHARES TR                     NASDQ BIO INDX   46428755     14878    182869 SH  SHARED      02         177475              5394
D ISHARES TR                     NASDQ BIO INDX   46428755      1033     12700 SH  SHARED      04          12700                  
D ISHARES TR                     NASDQ BIO INDX   46428755    119331   1466712 SH  SHARED      10         923312            543400
D ISHARES TR                     NASDQ BIO INDX   46428755       549      6757 SH  SHARED      15                             6757
D ISHARES TR                     NASDQ BIO INDX   46428755        40       500 SH  SHR/OTHR    21                              500
D ISHARES TR                     NASDQ BIO INDX   46428755        30       375 SH  SHR/OTHR    23                              375
D ISHARES TR                     NASDQ BIO INDX   46428755       825     10150 SH  SHARED      24          10150                  
D ISHARES TR                     COHEN&ST RLTY    46428756        50       658 SH  SHARED                    658                  
D ISHARES TR                     COHEN&ST RLTY    46428756       121      1578 SH  SHARED      01            590               988
D ISHARES TR                     COHEN&ST RLTY    46428756       367      4796 SH  SHARED      02                             4796
D ISHARES TR                     COHEN&ST RLTY    46428756      2526     32954 SH  SHARED      10          32954                  
D ISHARES TR                     COHEN&ST RLTY    46428756       322      4205 SH  SHARED      20           3200              1005
D ISHARES TR                     COHEN&ST RLTY    46428756        99      1300 SH  SHR/OTHR    20                             1300
D ISHARES TR                     COHEN&ST RLTY    46428756      2915     38020 SH  SHARED      22          26820             11200
D ISHARES TR                     COHEN&ST RLTY    46428756       534      6965 SH  SHR/OTHR    22                             6965
D ISHARES TR                     COHEN&ST RLTY    46428756      1321     17231 SH  SHARED      23          17132                99
D ISHARES TR                     COHEN&ST RLTY    46428756      4555     59405 SH  SHR/OTHR    23                            59405
D ISHARES TR                     S&P GLB100INDX   46428757        27       450 SH  SHARED      02                              450
D ISHARES TR                     RUSSELL1000VAL   46428759        51       800 SH  SHARED      01            800                  
D ISHARES TR                     RUSSELL1000VAL   46428759         3        50 SH  SHR/OTHR    01                               50
D ISHARES TR                     RUSSELL1000VAL   46428759     16670    260921 SH  SHARED      02                           260921
D ISHARES TR                     RUSSELL1000VAL   46428759     24086    377000 SH  SHARED      10         377000                  
D ISHARES TR                     RUSSELL1000VAL   46428759        66      1035 SH  SHARED      21           1035                  
D ISHARES TR                     RUSSELL1000VAL   46428759       124      1956 SH  SHARED      23           1956                  
D ISHARES TR                     RUSSELL1000VAL   46428759        63      1000 SH  SHR/OTHR    23                             1000
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      7955    106100 SH  SHARED      02                           106100
D ISHARES TR                     RUSSELL1000GRW   46428761      3451     71100 SH  SHARED                  71100                  
D ISHARES TR                     RUSSELL1000GRW   46428761         3        63 SH  SHR/OTHR    01                               63
D ISHARES TR                     RUSSELL1000GRW   46428761     16453    338897 SH  SHARED      02                           338897
D ISHARES TR                     RUSSELL1000GRW   46428761       959     19770 SH  SHARED      23          19770                  
D ISHARES TR                     RUSSELL1000GRW   46428761       853     17581 SH  SHR/OTHR    23                            17581
D ISHARES TR                     RUSSELL 1000     46428762       365      5745 SH  SHARED      02                             5745
D ISHARES TR                     RUSL 2000 VALU   46428763     81420   1210900 SH  SHARED                1210900                  
D ISHARES TR                     RUSL 2000 VALU   46428763      2958     44000 SH  SHARED      01          44000                  
D ISHARES TR                     RUSL 2000 VALU   46428763      4774     71000 SH  SHR/OTHR    01                            71000
D ISHARES TR                     RUSL 2000 VALU   46428763      9807    145863 SH  SHARED      02                           145863
D ISHARES TR                     RUSL 2000 VALU   46428763        75      1120 SH  SHARED      20           1120                  
D ISHARES TR                     RUSL 2000 VALU   46428763       128      1905 SH  SHARED      21            260              1645
D ISHARES TR                     RUSL 2000 GROW   46428764     41359    585000 SH  SHARED                 585000                  
D ISHARES TR                     RUSL 2000 GROW   46428764        21       300 SH  SHARED      01            300                  
D ISHARES TR                     RUSL 2000 GROW   46428764      6025     85223 SH  SHARED      02                            85223
D ISHARES TR                     RUSL 2000 GROW   46428764        47       665 SH  SHARED      21            255               410
D ISHARES TR                     RUSSELL 2000     46428765   1211263  17812688 SH  SHARED               17812688                  
D ISHARES TR                     RUSSELL 2000     46428765      4546     66860 SH  SHARED      01          15196             51664
D ISHARES TR                     RUSSELL 2000     46428765      2538     37336 SH  SHR/OTHR    01                            37336
D ISHARES TR                     RUSSELL 2000     46428765    498401   7329431 SH  SHARED      02        7200729            128702
D ISHARES TR                     RUSSELL 2000     46428765      5100     75000 SH  SHARED      10          75000                  
D ISHARES TR                     RUSSELL 2000     46428765       702     10330 SH  SHARED      20           4465              5865
D ISHARES TR                     RUSSELL 2000     46428765       108      1600 SH  SHR/OTHR    20                             1600
D ISHARES TR                     RUSSELL 2000     46428765        27       400 SH  SHARED      21            400                  
D ISHARES TR                     RUSSELL 2000     46428765       412      6060 SH  SHARED      22                             6060
D ISHARES TR                     RUSSELL 2000     46428765       204      3000 SH  SHR/OTHR    22                             3000
D ISHARES TR                     RUSSELL 2000     46428765      1667     24517 SH  SHARED      23          24117               400
D ISHARES TR                     RUSSELL 2000     46428765      2348     34540 SH  SHR/OTHR    23                            34540
D ISHARES TR                     RUSL 3000 VALU   46428766        78       940 SH  SHARED      02                              940
D ISHARES TR                     RUSL 3000 GROW   46428767       157      4000 SH  SHARED      23           4000                  
D ISHARES TR                     RUSSELL 3000     46428768         4        65 SH  SHR/OTHR    01                               65
D ISHARES TR                     RUSSELL 3000     46428768       101      1475 SH  SHARED      02                             1475
D ISHARES TR                     DJ US UTILS      46428769        31       396 SH  SHR/OTHR    01                              396
D ISHARES TR                     DJ US UTILS      46428769        23       300 SH  SHARED      02                              300
D ISHARES TR                     S&P MIDCP VALU   46428770      8207    119462 SH  SHARED      02                           119462
D ISHARES TR                     DJ US TELECOMM   46428771        47      2356 SH  SHARED                   2356                  
D ISHARES TR                     DJ US TELECOMM   46428771       197      9689 SH  SHARED      02           8994               695
D ISHARES TR                     DJ US TECH SEC   46428772        30       640 SH  SHR/OTHR    01                              640
D ISHARES TR                     DJ US TECH SEC   46428772       341      7200 SH  SHARED      02                             7200
D ISHARES TR                     DJ US TECH SEC   46428772       400      8450 SH  SHARED      23           8450                  
D ISHARES TR                     DJ US REAL EST   46428773    345344   5574561 SH  SHARED                5574561                  
D ISHARES TR                     DJ US REAL EST   46428773      1972     31846 SH  SHARED      02          21234             10612
D ISHARES TR                     DJ US REAL EST   46428773     12928    208700 SH  SHARED      06         208700                  
D ISHARES TR                     DJ US REAL EST   46428773       148      2400 SH  SHR/OTHR    23                             2400
D ISHARES TR                     DJ US INDUSTRL   46428775        63      1100 SH  SHARED      02                             1100
D ISHARES TR                     DJ US HEALTHCR   46428776       119      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      1704     27483 SH  SHARED      02                            27483
D ISHARES TR                     DJ US HEALTHCR   46428776       199      3215 SH  SHARED      23           3215                  
D ISHARES TR                     DJ US FINL SEC   46428778      1236     17800 SH  SHARED                  17800                  
D ISHARES TR                     DJ US ENERGY     46428779        11       300 SH  SHARED                    300                  
D ISHARES TR                     DJ US ENERGY     46428779         7       200 SH  SHARED      01                              200
D ISHARES TR                     DJ US ENERGY     46428779        34       924 SH  SHR/OTHR    01                              924
D ISHARES TR                     DJ US ENERGY     46428779        68      1815 SH  SHARED      02                             1815
D ISHARES TR                     S&P SMLCAP 600   46428780       587      9870 SH  SHARED      02                             9870
D ISHARES TR                     S&P SMLCAP 600   46428780      2142     36000 SH  SHARED      10          36000                  
D ISHARES TR                     DJ US BAS MATL   46428783        11       200 SH  SHARED                    200                  
D ISHARES TR                     DJ US BAS MATL   46428783        11       200 SH  SHARED      01                              200
D ISHARES TR                     DJ US BAS MATL   46428783        31       546 SH  SHR/OTHR    01                              546
D ISHARES TR                     DJ US BAS MATL   46428783        51       898 SH  SHARED      02                              898
D ISHARES TR                     S&P EURO PLUS    46428786        43      1096 SH  SHARED      02                             1096
D ISHARES TR                     S&P EURO PLUS    46428786       774     19420 SH  SHARED      10          19420                  
D ISHARES TR                     S&P EURO PLUS    46428786       159      4000 SH  SHARED      20           4000                  
D ISHARES TR                     S&P EURO PLUS    46428786        13       340 SH  SHR/OTHR    23                              340
D ISHARES TR                     S&P SMLCP VALU   46428787       410      6303 SH  SHARED      02                             6303
D ISHARES TR                     S&P SMLCP VALU   46428787         5        84 SH  SHR/OTHR    23                               84
D ISHARES TR                     S&P SMLCP GROW   46428788       323      5266 SH  SHARED      02                             5266
D ISHARES TR                     LARGE VAL INDX   46428810         6       103 SH  SHARED      02                              103
D ISHARES TR                     MID CORE INDEX   46428820        10       150 SH  SHARED      02                              150
D ISHARES TR                     MSCI SMALL CAP   46428827       983     29129 SH  SHARED      10          29129                  
D ISHARES TR                     JPMORGAN USD     46428828        31       340 SH  SHARED      02                              340
D ISHARES TR                     MID GRWTH INDX   46428830       113      1513 SH  SHARED      02                             1513
D ISHARES TR                     S&P WLD EX-US    46428842       221      6965 SH  SHARED      02                             6965
D ISHARES TR                     SMLL CORE INDX   46428850        21       300 SH  SHARED      02                              300
D ISHARES TR                     HIGH YLD CORP    46428851       262      3204 SH  SHARED      02                             3204
D ISHARES TR                     MRTG REIT INDX   46428853      3536    200000 SH  SHARED                 200000                  
D ISHARES TR                     LEHMAN 3-7 YR    46428866     14667    134775 SH  SHARED                 134775                  
D ISHARES TR                     LEHMAN SH TREA   46428867        49       450 SH  SHARED      02                              450
D ISHARES TR                     S&G GL MATERIA   46428869         9       175 SH  SHARED      02                              175
D ISHARES TR                     S&P GL UTILITI   46428871        16       300 SH  SHARED      02                              300
D ISHARES TR                     DJ HOME CONSTN   46428875        10       600 SH  SHARED                    600                  
D ISHARES TR                     DJ HOME CONSTN   46428875        25      1400 SH  SHARED                   1400                  
D ISHARES TR                     DJ HOME CONSTN   46428875        26      1500 SH  SHARED      02                             1500
D ISHARES TR                     DJ AEROSPACE     46428876        40       800 SH  SHARED                    800                  
D ISHARES TR                     DJ AEROSPACE     46428876       100      1975 SH  SHARED      02                             1975
D ISHARES TR                     DJ REGIONAL BK   46428877     31950   1000000 SH  SHARED                1000000                  
D ISHARES TR                     DJ REGIONAL BK   46428877        22       700 SH  SHARED      02                              700
D ISHARES TR                     DJ BROKER-DEAL   46428879        66      2301 SH  SHARED                   2301                  
D ISHARES TR                     DJ BROKER-DEAL   46428879      5120    178400 SH  SHARED      02         178400                  
D ISHARES TR                     DJ MED DEVICES   46428881        45       800 SH  SHARED      02                              800
D ISHARES TR                     DJ PHARMA INDX   46428883        24       500 SH  SHARED      02                              500
D ISHARES TR                     DJ OIL EQUIP     46428884        64      1248 SH  SHARED      02                             1248
D ISHARES TR                     DJ OIL&GAS EXP   46428885         2        44 SH  SHARED      02                               44
D ISHARES TR                     RSSL MCRCP IDX   46428886        13       296 SH  SHARED      02                              296
D ISHARES TR                     MSCI VAL IDX     46428887        34       685 SH  SHARED      02                              685
D ISHARES TR                     MSCI GRW IDX     46428888        69      1220 SH  SHARED      02                             1220
D ISILON SYS INC                 COM              46432L10         1       360 SH  SHARED                    360                  
D ISILON SYS INC                 COM              46432L10        83     19000 SH  SHARED      10           9500              9500
D ISIS PHARMACEUTICALS INC       COM              46433010       301     17828 SH  SHARED                  17828                  
D ISIS PHARMACEUTICALS INC       COM              46433010        94      5600 SH  SHARED      01           5600                  
D ISIS PHARMACEUTICALS INC       COM              46433010       892     52858 SH  SHARED      02          52858                  
D ISIS PHARMACEUTICALS INC       COM              46433010      2533    150000 SH  SHARED      04         150000                  
D ISIS PHARMACEUTICALS INC       COM              46433010      1983    117451 SH  SHARED      10         117451                  
D ISIS PHARMACEUTICALS INC DEL   NOTE  2.625% 2/1 464337AE       852    681000 PRN SHARED                 681000                  
D ISLE OF CAPRI CASINOS INC      COM              46459210         2       310 SH  SHARED                    310                  
D ISLE OF CAPRI CASINOS INC      COM              46459210        41      4560 SH  SHARED      02           4560                  
D ISLE OF CAPRI CASINOS INC      COM              46459210        92     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        35 SH  SHARED                     35                  
D ITERIS INC                     COM              46564T10         1       725 SH  SHARED                    725                  
D ITC HLDGS CORP                 COM              46568510        24       472 SH  SHARED                                      472
D ITC HLDGS CORP                 COM              46568510        10       200 SH  SHARED                    200                  
D ITC HLDGS CORP                 COM              46568510       279      5400 SH  SHARED      01           5400                  
D ITC HLDGS CORP                 COM              46568510       133      2581 SH  SHARED      02           2471               110
D ITC HLDGS CORP                 COM              46568510      7331    141608 SH  SHARED      04         141608                  
D ITC HLDGS CORP                 COM              46568510      7785    150386 SH  SHARED      05         150386                  
D ITC HLDGS CORP                 COM              46568510      1213     23434 SH  SHARED      06                            23434
D ITC HLDGS CORP                 COM              46568510        46       905 SH  SHARED      21            695               210
D ITRON INC                      NOTE  2.500% 8/0 465741AJ      6911   4847000 PRN SHARED      04        4847000                  
D ITRON INC                      COM              46574110       159      1800 SH  SHARED                   1800                  
D ITRON INC                      COM              46574110        95      1080 SH  SHARED                   1080                  
D ITRON INC                      COM              46574110       690      7800 SH  SHARED      01           7800                  
D ITRON INC                      COM              46574110       929     10500 SH  SHR/OTHR    01                            10500
D ITRON INC                      COM              46574110       760      8588 SH  SHARED      02           8588                  
D ITRON INC                      COM              46574110     17553    198280 SH  SHARED      04         198280                  
D ITRON INC                      COM              46574110     19535    220665 SH  SHARED      05         220665                  
D ITRON INC                      COM              46574110      1353     15294 SH  SHARED      06                            15294
D ITRON INC                      COM              46574110     36833    416053 SH  SHARED      10         416053                  
D ITRON INC                      COM              46574110       575      6500 SH  SHARED      14                             6500
D I2 TECHNOLOGIES INC            COM NEW          46575420        30      2237 SH  SHARED                   2237                  
D I2 TECHNOLOGIES INC            COM NEW          46575420        36      2688 SH  SHARED      02           2688                  
D I2 TECHNOLOGIES INC            COM NEW          46575420        44      3300 SH  SHARED      10           3300                  
D IVANHOE MINES LTD              COM              46579N10       181     30000 SH  SHARED                                    30000
D IVANHOE MINES LTD              COM              46579N10       747    123351 SH  SHARED                 123351                  
D IVANHOE MINES LTD              COM              46579N10        58      9725 SH  SHARED      02           9400               325
D IVANHOE MINES LTD              COM              46579N10      1939    320000 SH  SHARED      05         320000                  
D IVANHOE MINES LTD              COM              46579N10      1759    290400 SH  SHARED      06          90400            200000
D IVANHOE MINES LTD              COM              46579N10        19      3300 SH  SHARED      10           3300                  
D IVANHOE MINES LTD              COM              46579N10        54      9000 SH  SHARED      21                             9000
D IVIVI TECHNOLOGIES INC         COM              46589F10         0       192 SH  SHARED                    192                  
D IXYS CORP                      COM              46600W10        87      9680 SH  SHARED                   9680                  
D IXYS CORP                      COM              46600W10       173     19113 SH  SHARED      02          19113                  
D J & J SNACK FOODS CORP         COM              46603210        16       477 SH  SHARED                    477                  
D J & J SNACK FOODS CORP         COM              46603210         0         7 SH  SHARED      02              7                  
D J & J SNACK FOODS CORP         COM              46603210       203      6000 SH  SHARED      10           6000                  
D JA SOLAR HOLDINGS CO LTD       NOTE  4.500% 5/1 466090AA     11942  16450000 PRN SHARED               16450000                  
D JA SOLAR HOLDINGS CO LTD       NOTE  4.500% 5/1 466090AA      4715   6495000 PRN SHARED      02        6495000                  
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010        83      7900 SH  SHARED                   7900                  
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010      2674    253749 SH  SHARED                 249109              4640
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010        31      3000 SH  SHARED      01                             3000
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010      2331    221248 SH  SHARED      02         221140               108
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010        68      6544 SH  SHARED      04           6544                  
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010      3173    301093 SH  SHARED      05         301093                  
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010       334     31725 SH  SHARED      10          31725                  
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010        16      1565 SH  SHARED      21           1565                  
D J ALEXANDERS CORP              COM              46609610         0       124 SH  SHARED                    124                  
D J CREW GROUP INC               COM              46612H40       791     27691 SH  SHARED                  27691                  
D J CREW GROUP INC               COM              46612H40       437     15300 SH  SHARED      01                            15300
D J CREW GROUP INC               COM              46612H40        69      2442 SH  SHARED      02           1442              1000
D J CREW GROUP INC               COM              46612H40       215      7549 SH  SHARED      10           7549                  
D J CREW GROUP INC               COM              46612H40        11       400 SH  SHARED      23            400                  
D JDS UNIPHASE CORP              NOTE  1.000% 5/1 46612JAD       396    600000 PRN SHARED      02         600000                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50         2       254 SH  SHARED                    254                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50      6431    759339 SH  SHARED                 759302                37
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       169     20043 SH  SHARED      01          19962                81
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       990    116903 SH  SHARED      02         108928              7975
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50         1       162 SH  SHARED      05            162                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       188     22224 SH  SHARED      06          17617              4607
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50      3496    412754 SH  SHARED      10         412754                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50         0       100 SH  SHARED      14                              100
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50        98     11620 SH  SHARED      20          11620                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50         0         6 SH  SHR/OTHR    23                                6
D JDA SOFTWARE GROUP INC         COM              46612K10       371     24413 SH  SHARED                  24413                  
D JDA SOFTWARE GROUP INC         COM              46612K10        22      1500 SH  SHARED      01           1500                  
D JDA SOFTWARE GROUP INC         COM              46612K10       225     14807 SH  SHARED      02          14807                  
D JDA SOFTWARE GROUP INC         COM              46612K10       177     11700 SH  SHARED      06          11700                  
D JDA SOFTWARE GROUP INC         COM              46612K10      1200     78900 SH  SHARED      10          78900                  
D JER INVT TR INC                COM              46614H30        87     18113 SH  SHARED                  18113                  
D JER INVT TR INC                COM              46614H30        26      5500 SH  SHARED      01           5500                  
D JER INVT TR INC                COM              46614H30         2       500 SH  SHARED      02            500                  
D JER INVT TR INC                COM              46614H30        77     16000 SH  SHARED      10          16000                  
D JPMORGAN & CHASE & CO          COM              46625H10      4964    106314 SH  SHARED                  52322             53992
D JPMORGAN & CHASE & CO          COM              46625H10    290096   6211916 SH  SHARED                6163386             48530
D JPMORGAN & CHASE & CO          COM              46625H10     61156   1309553 SH  SHARED      01         898112      500   410941
D JPMORGAN & CHASE & CO          COM              46625H10      7659    164006 SH  SHR/OTHR    01                           164006
D JPMORGAN & CHASE & CO          COM              46625H10     81189   1738522 SH  SHARED      02        1686380             52142
D JPMORGAN & CHASE & CO          COM              46625H10       948     20300 SH  SHARED      04                            20300
D JPMORGAN & CHASE & CO          COM              46625H10     82163   1759390 SH  SHARED      04        1759390                  
D JPMORGAN & CHASE & CO          COM              46625H10     10084    215940 SH  SHARED      05         215940                  
D JPMORGAN & CHASE & CO          COM              46625H10     33813    724057 SH  SHARED      06         618696            105361
D JPMORGAN & CHASE & CO          COM              46625H10    284565   6093488 SH  SHARED      10        5960927            132561
D JPMORGAN & CHASE & CO          COM              46625H10      3640     77960 SH  SHARED      14                            77960
D JPMORGAN & CHASE & CO          COM              46625H10       723     15500 SH  SHARED      15                            15500
D JPMORGAN & CHASE & CO          COM              46625H10      5802    124252 SH  SHARED      19                           124252
D JPMORGAN & CHASE & CO          COM              46625H10     10357    221791 SH  SHARED      20         111614      230   109947
D JPMORGAN & CHASE & CO          COM              46625H10      3293     70528 SH  SHR/OTHR    20                            70528
D JPMORGAN & CHASE & CO          COM              46625H10       747     16000 SH  SHARED      21          15468               532
D JPMORGAN & CHASE & CO          COM              46625H10       401      8600 SH  SHR/OTHR    21                             8600
D JPMORGAN & CHASE & CO          COM              46625H10      3049     65303 SH  SHARED      22          51638             13665
D JPMORGAN & CHASE & CO          COM              46625H10       394      8440 SH  SHR/OTHR    22                             8440
D JPMORGAN & CHASE & CO          COM              46625H10     18498    396118 SH  SHARED      23         309824             86294
D JPMORGAN & CHASE & CO          COM              46625H10     35957    769961 SH  SHR/OTHR    23                           769961
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20        35      1505 SH  SHARED                   1505                  
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20       106      4550 SH  SHARED      01           4550                  
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20       157      6725 SH  SHARED      02           6325               400
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20       410     17600 SH  SHARED      04          17600                  
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20       562     24100 SH  SHARED      10          24100                  
D JMP GROUP INC                  COM              46629U10         7      1421 SH  SHARED                   1421                  
D JABIL CIRCUIT INC              COM              46631310      3358    352000 SH  SHARED                 233300            118700
D JABIL CIRCUIT INC              COM              46631310       947     99317 SH  SHARED      01          99317                  
D JABIL CIRCUIT INC              COM              46631310       665     69763 SH  SHARED      02          69763                  
D JABIL CIRCUIT INC              COM              46631310       427     44800 SH  SHARED      06          39800              5000
D JABIL CIRCUIT INC              COM              46631310     47066   4933606 SH  SHARED      10        4459360            474246
D JABIL CIRCUIT INC              COM              46631310        78      8234 SH  SHARED      14                             8234
D JACK IN THE BOX INC            COM              46636710      2569    121756 SH  SHARED                 121756                  
D JACK IN THE BOX INC            COM              46636710       666     31600 SH  SHARED      01          31600                  
D JACK IN THE BOX INC            COM              46636710      1071     50800 SH  SHR/OTHR    01                            50800
D JACK IN THE BOX INC            COM              46636710       391     18538 SH  SHARED      02          18483                55
D JACK IN THE BOX INC            COM              46636710       659     31259 SH  SHARED      10          31259                  
D JACKSON HEWITT TAX SVCS INC    COM              46820210        30      2000 SH  SHARED                   2000                  
D JACKSON HEWITT TAX SVCS INC    COM              46820210         0        46 SH  SHARED      02             16                30
D JACKSON HEWITT TAX SVCS INC    COM              46820210       138      9000 SH  SHARED      10           9000                  
D JACO ELECTRS INC               COM              46978310         0       112 SH  SHARED                    112                  
D JACOBS ENGR GROUP INC DEL      COM              46981410     10522    193743 SH  SHARED                 188343              5400
D JACOBS ENGR GROUP INC DEL      COM              46981410       912     16800 SH  SHARED      01          16800                  
D JACOBS ENGR GROUP INC DEL      COM              46981410       817     15053 SH  SHARED      02          14653               400
D JACOBS ENGR GROUP INC DEL      COM              46981410       678     12500 SH  SHARED      04          12500                  
D JACOBS ENGR GROUP INC DEL      COM              46981410       890     16400 SH  SHARED      06          12750              3650
D JACOBS ENGR GROUP INC DEL      COM              46981410      9065    166930 SH  SHARED      10         166930                  
D JACOBS ENGR GROUP INC DEL      COM              46981410       198      3656 SH  SHARED      14                             3656
D JACOBS ENGR GROUP INC DEL      COM              46981410         6       114 SH  SHARED      21                              114
D JAGUAR MNG INC                 COM              47009M10        18      3300 SH  SHARED      02           3300                  
D JAGUAR MNG INC                 COM              47009M10       610    108000 SH  SHARED      04         108000                  
D JAGUAR MNG INC                 COM              47009M10        12      2300 SH  SHARED      23                             2300
D JAKKS PAC INC                  NOTE  4.625% 6/1 47012EAB      2830   2000000 PRN SHARED                2000000                  
D JAKKS PAC INC                  COM              47012E10        88      3571 SH  SHARED                   3571                  
D JAKKS PAC INC                  COM              47012E10       182      7315 SH  SHARED      02           7315                  
D JAKKS PAC INC                  COM              47012E10       318     12800 SH  SHARED      10          12800                  
D JAMBA INC                      COM              47023A10         0       577 SH  SHARED                    577                  
D JAMBA INC                      COM              47023A10        30     33600 SH  SHARED      10          33600                  
D JAMES RIVER COAL CO            COM NEW          47035520        35      1600 SH  SHARED      01           1600                  
D JAMES RIVER COAL CO            COM NEW          47035520       170      7733 SH  SHARED      02           7733                  
D JAMES RIVER COAL CO            COM NEW          47035520      2199    100000 SH  SHARED      04         100000                  
D JAMES RIVER COAL CO            COM NEW          47035520        32      1500 SH  SHARED      10           1500                  
D JANUS CAP GROUP INC            COM              47102X10      7269    299385 SH  SHARED                 285885             13500
D JANUS CAP GROUP INC            COM              47102X10       685     28251 SH  SHARED      01          25821              2430
D JANUS CAP GROUP INC            COM              47102X10         9       400 SH  SHR/OTHR    01                              400
D JANUS CAP GROUP INC            COM              47102X10      1739     71643 SH  SHARED      02          71643                  
D JANUS CAP GROUP INC            COM              47102X10       640     26370 SH  SHARED      06          22300              4070
D JANUS CAP GROUP INC            COM              47102X10      3245    133664 SH  SHARED      10         120864             12800
D JANUS CAP GROUP INC            COM              47102X10        10       445 SH  SHARED      20            445                  
D JANUS CAP GROUP INC            COM              47102X10         7       308 SH  SHR/OTHR    21                              308
D JANUS CAP GROUP INC            COM              47102X10        48      2000 SH  SHARED      23           2000                  
D JARDEN CORP                    COM              47110910        54      2334 SH  SHARED                   2334                  
D JARDEN CORP                    COM              47110910        21       907 SH  SHARED      01                              907
D JARDEN CORP                    COM              47110910        68      2905 SH  SHARED      02           2904                 1
D JARDEN CORP                    COM              47110910       244     10437 SH  SHARED      10          10437                  
D JAVELIN PHARMACEUTICALS INC    COM              47189410        59     22833 SH  SHARED                  22833                  
D JAVELIN PHARMACEUTICALS INC    COM              47189410        18      7000 SH  SHARED      01           7000                  
D JAZZ PHARMACEUTICALS INC       COM              47214710         2       480 SH  SHARED                    480                  
D JEFFERIES GROUP INC NEW        COM              47231910      1892     84495 SH  SHARED                  84495                  
D JEFFERIES GROUP INC NEW        COM              47231910       864     38600 SH  SHARED      01                            38600
D JEFFERIES GROUP INC NEW        COM              47231910       633     28301 SH  SHARED      02          28301                  
D JEFFERIES GROUP INC NEW        COM              47231910       114      5100 SH  SHARED      10           5100                  
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      1837   2500000 PRN SHARED                2500000                  
D JETBLUE AIRWAYS CORP           DBCV  3.750% 3/1 477143AC      2571   3498000 PRN SHARED      02        3473000             25000
D JETBLUE AIRWAYS CORP           DBCV  5.500%10/1 477143AE      8456   6500000 PRN SHARED                6500000                  
D JETBLUE AIRWAYS CORP           COM              47714310      2239    452504 SH  SHARED                 452504                  
D JETBLUE AIRWAYS CORP           COM              47714310       283     57300 SH  SHARED      01                            57300
D JETBLUE AIRWAYS CORP           COM              47714310         2       450 SH  SHR/OTHR    01                              450
D JETBLUE AIRWAYS CORP           COM              47714310      4217    851948 SH  SHARED      02         851948                  
D JETBLUE AIRWAYS CORP           COM              47714310       318     64286 SH  SHARED      10          64286                  
D JETBLUE AIRWAYS CORP           COM              47714310      1267    256000 SH  SHARED      14                           256000
D JEWETT CAMERON TRADING LTD     COM NEW          47733C20         0        28 SH  SHARED                     28                  
D JO-ANN STORES INC              COM              47758P30       416     19840 SH  SHARED                  19840                  
D JO-ANN STORES INC              COM              47758P30        76      3665 SH  SHARED      01           3665                  
D JO-ANN STORES INC              COM              47758P30        88      4214 SH  SHARED      02           4214                  
D JO-ANN STORES INC              COM              47758P30       908     43300 SH  SHARED      10          43300                  
D JOES JEANS INC                 COM              47777N10         0       757 SH  SHARED                    757                  
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910       225     17820 SH  SHARED                  17820                  
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910       117      9293 SH  SHARED      01            698              8595
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910       105      8317 SH  SHARED      02           8317                  
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910        18      1467 SH  SHARED      10           1467                  
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910         2       176 SH  SHARED      14                              176
D JOHNSON & JOHNSON              COM              47816010      2286     33001 SH  SHARED                  15156             17845
D JOHNSON & JOHNSON              COM              47816010    303222   4376774 SH  SHARED                4299484             77290
D JOHNSON & JOHNSON              COM              47816010     48215    695944 SH  SHARED      01         464842      300   230802
D JOHNSON & JOHNSON              COM              47816010     10488    151399 SH  SHR/OTHR    01                           151399
D JOHNSON & JOHNSON              COM              47816010     31532    455145 SH  SHARED      02         357895             97250
D JOHNSON & JOHNSON              COM              47816010       242      3500 SH  SHARED      04                             3500
D JOHNSON & JOHNSON              COM              47816010     17801    256950 SH  SHARED      04         256950                  
D JOHNSON & JOHNSON              COM              47816010      2185     31540 SH  SHARED      05          31540                  
D JOHNSON & JOHNSON              COM              47816010     29479    425516 SH  SHARED      06         334009             91507
D JOHNSON & JOHNSON              COM              47816010    322756   4658725 SH  SHARED      10        4328493            330232
D JOHNSON & JOHNSON              COM              47816010      2694     38894 SH  SHARED      14                            38894
D JOHNSON & JOHNSON              COM              47816010       726     10493 SH  SHARED      15                            10493
D JOHNSON & JOHNSON              COM              47816010       387      5592 SH  SHARED      19                             5592
D JOHNSON & JOHNSON              COM              47816010     14312    206582 SH  SHARED      20         120303             86279
D JOHNSON & JOHNSON              COM              47816010      9521    137437 SH  SHR/OTHR    20                           137437
D JOHNSON & JOHNSON              COM              47816010       863     12464 SH  SHARED      21           9464              3000
D JOHNSON & JOHNSON              COM              47816010        55       800 SH  SHR/OTHR    21                              800
D JOHNSON & JOHNSON              COM              47816010      9416    135924 SH  SHARED      22          77824             58100
D JOHNSON & JOHNSON              COM              47816010       925     13355 SH  SHR/OTHR    22                            13355
D JOHNSON & JOHNSON              COM              47816010     29560    426682 SH  SHARED      23         407012             19670
D JOHNSON & JOHNSON              COM              47816010     50313    726227 SH  SHR/OTHR    23                           726227
D JOHNSON & JOHNSON              COM              47816010       273      3950 SH  SHARED      24           3950                  
D JOHNSON CTLS INC               COM              47836610       216      7138 SH  SHARED                   6100              1038
D JOHNSON CTLS INC               COM              47836610     30037    990347 SH  SHARED                 990347                  
D JOHNSON CTLS INC               COM              47836610      2192     72297 SH  SHARED      01          72297                  
D JOHNSON CTLS INC               COM              47836610       831     27409 SH  SHARED      02          26673               736
D JOHNSON CTLS INC               COM              47836610      9112    300449 SH  SHARED      04         300449                  
D JOHNSON CTLS INC               COM              47836610     12343    406989 SH  SHARED      05         406989                  
D JOHNSON CTLS INC               COM              47836610      5670    186948 SH  SHARED      06          64510            122438
D JOHNSON CTLS INC               COM              47836610     15586    513912 SH  SHARED      10         513912                  
D JOHNSON CTLS INC               COM              47836610       818     27000 SH  SHARED      14                            27000
D JOHNSON CTLS INC               COM              47836610       818     27000 SH  SHARED      15                            27000
D JOHNSON CTLS INC               COM              47836610        12       420 SH  SHARED      20            420                  
D JOHNSON CTLS INC               COM              47836610        27       900 SH  SHR/OTHR    23                              900
D JOHNSON OUTDOORS INC           CL A             47916710         1       118 SH  SHARED                    118                  
D JONES APPAREL GROUP INC        COM              48007410      1936    104644 SH  SHARED                 104644                  
D JONES APPAREL GROUP INC        COM              48007410       212     11470 SH  SHARED      01          11470                  
D JONES APPAREL GROUP INC        COM              48007410       401     21705 SH  SHARED      02          21705                  
D JONES APPAREL GROUP INC        COM              48007410       200     10850 SH  SHARED      06           8350              2500
D JONES APPAREL GROUP INC        COM              48007410      1875    101342 SH  SHARED      10          95942              5400
D JONES LANG LASALLE INC         COM              48020Q10       177      4090 SH  SHARED                   4090                  
D JONES LANG LASALLE INC         COM              48020Q10      1005     23123 SH  SHARED                  23123                  
D JONES LANG LASALLE INC         COM              48020Q10       521     12005 SH  SHARED      01              5             12000
D JONES LANG LASALLE INC         COM              48020Q10       155      3576 SH  SHARED      02           3576                  
D JONES LANG LASALLE INC         COM              48020Q10        77      1790 SH  SHARED      10           1790                  
D JONES LANG LASALLE INC         COM              48020Q10         3        80 SH  SHARED      20             80                  
D JONES SODA CO                  COM              48023P10        10      7532 SH  SHARED                   7532                  
D JONES SODA CO                  COM              48023P10         0       282 SH  SHARED      02             82               200
D JOS A BANK CLOTHIERS INC       COM              48083810       442     13178 SH  SHARED                  13178                  
D JOS A BANK CLOTHIERS INC       COM              48083810        19       595 SH  SHARED      02            595                  
D JOS A BANK CLOTHIERS INC       COM              48083810       144      4300 SH  SHARED      10           4300                  
D JOS A BANK CLOTHIERS INC       COM              48083810       269      8033 SH  SHARED      22                             8033
D JOURNAL COMMUNICATIONS INC     CL A             48113010        35      7214 SH  SHARED                   7214                  
D JOURNAL COMMUNICATIONS INC     CL A             48113010        54     11224 SH  SHARED      02          11224                  
D JOURNAL COMMUNICATIONS INC     CL A             48113010        74     15200 SH  SHARED      06          15200                  
D JOURNAL COMMUNICATIONS INC     CL A             48113010        44      9191 SH  SHARED      10           9191                  
D JOY GLOBAL INC                 COM              48116510      2306     51104 SH  SHARED                  46604              4500
D JOY GLOBAL INC                 COM              48116510      4131     91520 SH  SHARED      01           6615             84905
D JOY GLOBAL INC                 COM              48116510      1011     22410 SH  SHR/OTHR    01                            22410
D JOY GLOBAL INC                 COM              48116510      1050     23265 SH  SHARED      02          19665              3600
D JOY GLOBAL INC                 COM              48116510      2708     60000 SH  SHARED      04          60000                  
D JOY GLOBAL INC                 COM              48116510       379      8400 SH  SHARED      05           8400                  
D JOY GLOBAL INC                 COM              48116510        67      1500 SH  SHARED      06            600               900
D JOY GLOBAL INC                 COM              48116510     12213    270564 SH  SHARED      10         270564                  
D JOY GLOBAL INC                 COM              48116510       207      4600 SH  SHARED      14                             4600
D JOY GLOBAL INC                 COM              48116510       379      8408 SH  SHARED      20           6513              1895
D JOY GLOBAL INC                 COM              48116510       135      3000 SH  SHR/OTHR    20                             3000
D JOY GLOBAL INC                 COM              48116510        29       660 SH  SHARED      21            600                60
D JOY GLOBAL INC                 COM              48116510         4       100 SH  SHR/OTHR    21                              100
D JOY GLOBAL INC                 COM              48116510       735     16288 SH  SHARED      22          14288              2000
D JOY GLOBAL INC                 COM              48116510       103      2300 SH  SHR/OTHR    22                             2300
D JOY GLOBAL INC                 COM              48116510      1144     25345 SH  SHARED      23          24645               700
D JOY GLOBAL INC                 COM              48116510      1488     32970 SH  SHR/OTHR    23                            32970
D JUNIPER NETWORKS INC           COM              48203R10       746     35425 SH  SHARED                  35425                  
D JUNIPER NETWORKS INC           COM              48203R10     30254   1435922 SH  SHARED                1369122             66800
D JUNIPER NETWORKS INC           COM              48203R10      1477     70128 SH  SHARED      01          70128                  
D JUNIPER NETWORKS INC           COM              48203R10       926     43961 SH  SHARED      02          40879              3082
D JUNIPER NETWORKS INC           COM              48203R10      3708    176000 SH  SHARED      04         176000                  
D JUNIPER NETWORKS INC           COM              48203R10         4       230 SH  SHARED      05            230                  
D JUNIPER NETWORKS INC           COM              48203R10      1713     81320 SH  SHARED      06          66300             15020
D JUNIPER NETWORKS INC           COM              48203R10     64393   3056179 SH  SHARED      10        2532779            523400
D JUNIPER NETWORKS INC           COM              48203R10       122      5800 SH  SHARED      15                             5800
D JUNIPER NETWORKS INC           COM              48203R10         7       357 SH  SHARED      21                              357
D JUNIPER NETWORKS INC           COM              48203R10       193      9200 SH  SHARED      24           9200                  
D JUPITERMEDIA CORP              COM              48207D10        62     54171 SH  SHARED                  54171                  
D KBL HEALTHCARE ACQUIS CORP I   COM              48241N10      2826    383555 SH  SHARED                 383555                  
D KBL HEALTHCARE ACQUIS CORP I   COM              48241N10       442     60100 SH  SHARED      02          60100                  
D KBL HEALTHCARE ACQUIS CORP I   *W EXP 07/18/201 48241N11        36    241517 SH  SHARED                 241517                  
D KBR INC                        COM              48242W10      6518    426914 SH  SHARED                 426914                  
D KBR INC                        COM              48242W10       818     53600 SH  SHARED      01                            53600
D KBR INC                        COM              48242W10       116      7623 SH  SHARED      02           1923              5700
D KBR INC                        COM              48242W10     30848   2020196 SH  SHARED      04        2020196                  
D KBR INC                        COM              48242W10        36      2400 SH  SHARED      06            500              1900
D KBR INC                        COM              48242W10       162     10641 SH  SHARED      10          10641                  
D KBR INC                        COM              48242W10       362     23711 SH  SHARED      14                            23711
D KBR INC                        COM              48242W10         2       140 SH  SHARED      21                              140
D KBW INC                        COM              48242310       164      4998 SH  SHARED                   4998                  
D KBW INC                        COM              48242310       281      8548 SH  SHARED      02           8548                  
D KBW INC                        COM              48242310       574     17440 SH  SHARED      10          17440                  
D K FED BANCORP                  COM              48246S10         5       635 SH  SHARED                    635                  
D KHD HUMBOLDT WEDAG INTL LTD    COM              48246210       242     12662 SH  SHARED                  12662                  
D KHD HUMBOLDT WEDAG INTL LTD    COM              48246210        20      1085 SH  SHARED      10           1085                  
D KKR FINANCIAL HLDGS LLC        COM              48248A30       452     71088 SH  SHARED                  71088                  
D KKR FINANCIAL HLDGS LLC        COM              48248A30        42      6755 SH  SHARED      02                             6755
D KKR FINANCIAL HLDGS LLC        COM              48248A30       201     31672 SH  SHARED      10          31672                  
D KLA-TENCOR CORP                COM              48248010      1167     36902 SH  SHARED                  36902                  
D KLA-TENCOR CORP                COM              48248010       613     19375 SH  SHARED      01          19375                  
D KLA-TENCOR CORP                COM              48248010        94      3000 SH  SHR/OTHR    01                             3000
D KLA-TENCOR CORP                COM              48248010       861     27217 SH  SHARED      02          27156                61
D KLA-TENCOR CORP                COM              48248010       633     20000 SH  SHARED      04          20000                  
D KLA-TENCOR CORP                COM              48248010         3       100 SH  SHARED      05            100                  
D KLA-TENCOR CORP                COM              48248010       815     25770 SH  SHARED      06          20850              4920
D KLA-TENCOR CORP                COM              48248010     11613    366942 SH  SHARED      10         366942                  
D KLA-TENCOR CORP                COM              48248010         0        25 SH  SHARED      20                               25
D KMG CHEMICALS INC              COM              48256410         3       552 SH  SHARED                    552                  
D KT CORP                        SPONSORED ADR    48268K10      3165    188523 SH  SHARED                 188523                  
D KT CORP                        SPONSORED ADR    48268K10       270     16085 SH  SHARED      02          15702               383
D KT CORP                        SPONSORED ADR    48268K10       162      9700 SH  SHARED      06           9700                  
D KSW INC                        COM              48268R10         0       141 SH  SHARED                    141                  
D K SEA TRANSN PARTNERS LP       COM              48268Y10      1198     59585 SH  SHARED                  59585                  
D K SEA TRANSN PARTNERS LP       COM              48268Y10        29      1475 SH  SHARED      02                             1475
D K-SWISS INC                    CL A             48268610         0        17 SH  SHARED                     17                  
D K-SWISS INC                    CL A             48268610         9       540 SH  SHARED      02            540                  
D K-SWISS INC                    CL A             48268610       161      9269 SH  SHARED      10           9269                  
D K12 INC                        COM              48273U10         0         3 SH  SHARED      02              3                  
D K12 INC                        COM              48273U10       357     13500 SH  SHARED      04          13500                  
D K TRON INTL INC                COM              48273010        15       117 SH  SHARED                    117                  
D K TRON INTL INC                COM              48273010         0         1 SH  SHARED      02              1                  
D KVH INDS INC                   COM              48273810         4       455 SH  SHARED                    455                  
D K V PHARMACEUTICAL CO          NOTE  2.500% 5/1 482740AC      4724   4565000 PRN SHARED      02        4565000                  
D K V PHARMACEUTICAL CO          CL A             48274020        19       858 SH  SHARED                    858                  
D K V PHARMACEUTICAL CO          CL A             48274020         2       104 SH  SHARED      02             18                86
D KADANT INC                     COM              48282T10       138      6100 SH  SHARED                   6100                  
D KADANT INC                     COM              48282T10        22      1009 SH  SHARED                   1009                  
D KADANT INC                     COM              48282T10        69      3050 SH  SHARED      01                             3050
D KADANT INC                     COM              48282T10        67      2946 SH  SHARED      02           2946                  
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770       121      2819 SH  SHARED                   2819                  
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770      1507     35108 SH  SHARED      02          35108                  
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770       154      3590 SH  SHARED      10           3590                  
D KAMAN CORP                     COM              48354810         0        10 SH  SHARED                     10                  
D KAMAN CORP                     COM              48354810        10       364 SH  SHARED      02             14               350
D KAMAN CORP                     COM              48354810       236      8300 SH  SHARED      10           8300                  
D KANSAS CITY LIFE INS CO        COM              48483610        13       300 SH  SHARED      02            300                  
D KANSAS CITY SOUTHERN           COM NEW          48517030        80      1812 SH  SHARED                   1812                  
D KANSAS CITY SOUTHERN           COM NEW          48517030      1211     27300 SH  SHARED      01                            27300
D KANSAS CITY SOUTHERN           COM NEW          48517030       104      2361 SH  SHARED      02           2253               108
D KANSAS CITY SOUTHERN           COM NEW          48517030       758     17090 SH  SHARED      10          17090                  
D KANSAS CITY SOUTHERN           COM NEW          48517030         4       110 SH  SHARED      21                              110
D KAPSTONE PAPER & PACKAGING C   COM              48562P10        15      2436 SH  SHARED                   2436                  
D KAPSTONE PAPER & PACKAGING C   COM              48562P10        87     13800 SH  SHARED      10          13800                  
D KAPSTONE PAPER & PACKAGING C   *W EXP 08/15/200 48562P11         8      6000 SH  SHARED                   6000                  
D KAYDON CORP                    COM              48658710        20       460 SH  SHARED                                      460
D KAYDON CORP                    COM              48658710        40       897 SH  SHARED                    897                  
D KAYDON CORP                    COM              48658710        33       745 SH  SHARED      02            745                  
D KAYDON CORP                    COM              48658710     19299    428300 SH  SHARED      04         428300                  
D KAYDON CORP                    COM              48658710     20031    444544 SH  SHARED      05         444544                  
D KAYDON CORP                    COM              48658710      1036     23010 SH  SHARED      06                            23010
D KAYDON CORP                    COM              48658710       100      2220 SH  SHARED      10           2220                  
D KAYDON CORP                    COM              48658710        33       734 SH  SHARED      21                              734
D KAYNE ANDERSON ENRGY TTL RT    COM              48660P10        95      4290 SH  SHARED      02                             4290
D KAYNE ANDERSON ENERGY DEV CO   COM              48660Q10        79      4700 SH  SHARED                   4700                  
D KAYNE ANDERSON ENERGY DEV CO   COM              48660Q10         7       445 SH  SHARED      02                              445
D KAYNE ANDERSON MLP INVSMNT C   COM              48660610      2670    115617 SH  SHARED      02                           115617
D KB HOME                        COM              48666K10      2028    103086 SH  SHARED                 103086                  
D KB HOME                        COM              48666K10       165      8400 SH  SHARED      01           8400                  
D KB HOME                        COM              48666K10       949     48269 SH  SHARED      02          48269                  
D KB HOME                        COM              48666K10       149      7600 SH  SHARED      06           5600              2000
D KB HOME                        COM              48666K10      1106     56244 SH  SHARED      10          56244                  
D KEARNY FINL CORP               COM              48716910         6       516 SH  SHARED                    516                  
D KEITHLEY INSTRS INC            COM              48758410         1       217 SH  SHARED                    217                  
D KEITHLEY INSTRS INC            COM              48758410        37      4500 SH  SHARED      02           4500                  
D KELLOGG CO                     COM              48783610        56      1000 SH  SHARED                   1000                  
D KELLOGG CO                     COM              48783610     21895    390297 SH  SHARED                 390297                  
D KELLOGG CO                     COM              48783610      9806    174806 SH  SHARED      01         146604             28202
D KELLOGG CO                     COM              48783610      1359     24235 SH  SHR/OTHR    01                            24235
D KELLOGG CO                     COM              48783610      1573     28051 SH  SHARED      02          24019              4032
D KELLOGG CO                     COM              48783610        72      1300 SH  SHARED      04           1300                  
D KELLOGG CO                     COM              48783610         9       170 SH  SHARED      05            170                  
D KELLOGG CO                     COM              48783610      1942     34630 SH  SHARED      06          26700              7930
D KELLOGG CO                     COM              48783610     47371    844405 SH  SHARED      10         841817              2588
D KELLOGG CO                     COM              48783610       130      2333 SH  SHARED      14                             2333
D KELLOGG CO                     COM              48783610      4191     74723 SH  SHARED      20          57568      175    16980
D KELLOGG CO                     COM              48783610       548      9785 SH  SHR/OTHR    20                             9785
D KELLOGG CO                     COM              48783610       267      4775 SH  SHARED      21           4775                  
D KELLOGG CO                     COM              48783610        44       800 SH  SHR/OTHR    21                              800
D KELLOGG CO                     COM              48783610       397      7085 SH  SHARED      22           6030              1055
D KELLOGG CO                     COM              48783610        51       918 SH  SHR/OTHR    22                              918
D KELLOGG CO                     COM              48783610      1186     21155 SH  SHARED      23          19435              1720
D KELLOGG CO                     COM              48783610      2536     45206 SH  SHR/OTHR    23                            45206
D KELLY SVCS INC                 CL A             48815220         2       120 SH  SHARED                    120                  
D KELLY SVCS INC                 CL A             48815220       160      8425 SH  SHARED      01             25              8400
D KELLY SVCS INC                 CL A             48815220       107      5644 SH  SHARED      02           5224               420
D KELLY SVCS INC                 CL A             48815220     18830    988500 SH  SHARED      10         988500                  
D KEMET CORP                     NOTE  2.250%11/1 488360AB      1332   3700000 PRN SHARED                3700000                  
D KEMET CORP                     COM              48836010       242    178283 SH  SHARED                 178283                  
D KEMET CORP                     COM              48836010         2      1893 SH  SHARED      02           1893                  
D KEMET CORP                     COM              48836010        40     29800 SH  SHARED      06          29800                  
D KEMET CORP                     COM              48836010        50     37000 SH  SHARED      10          37000                  
D KENDLE INTERNATIONAL INC       COM              48880L10         0        20 SH  SHARED                     20                  
D KENDLE INTERNATIONAL INC       COM              48880L10       233      5227 SH  SHARED      02           5227                  
D KENDLE INTERNATIONAL INC       COM              48880L10         8       193 SH  SHARED      10            193                  
D KENDLE INTERNATIONAL INC       COM              48880L10         0        20 SH  SHARED      20             20                  
D KENEXA CORP                    COM              48887910         3       216 SH  SHARED                    216                  
D KENEXA CORP                    COM              48887910         0        50 SH  SHARED      01             50                  
D KENEXA CORP                    COM              48887910         0        12 SH  SHARED      02             12                  
D KENNAMETAL INC                 COM              48917010       122      4510 SH  SHARED                   4510                  
D KENNAMETAL INC                 COM              48917010       629     23200 SH  SHARED      01                            23200
D KENNAMETAL INC                 COM              48917010        17       650 SH  SHR/OTHR    01                              650
D KENNAMETAL INC                 COM              48917010       603     22270 SH  SHARED      02          22270                  
D KENNAMETAL INC                 COM              48917010     15688    578474 SH  SHARED      10         578474                  
D KENSEY NASH CORP               COM              49005710        29       942 SH  SHARED                    942                  
D KENSEY NASH CORP               COM              49005710        53      1700 SH  SHARED      01           1700                  
D KENSEY NASH CORP               COM              49005710         7       249 SH  SHARED      02            214                35
D KENSEY NASH CORP               COM              49005710        40      1300 SH  SHARED      10           1300                  
D KENT FINL SVCS INC             COM NEW          49056020         0        33 SH  SHARED                     33                  
D KENTUCKY FIRST FED BANCORP     COM              49129210         0        99 SH  SHARED                     99                  
D KERYX BIOPHARMACEUTICALS INC   COM              49251510        67    191557 SH  SHARED                 191557                  
D KEWAUNEE SCIENTIFIC CORP       COM              49285410         0        42 SH  SHARED                     42                  
D KEY ENERGY SVCS INC            COM              49291410       116     10042 SH  SHARED                  10042                  
D KEY ENERGY SVCS INC            COM              49291410        94      8118 SH  SHARED      02           8118                  
D KEY ENERGY SVCS INC            COM              49291410     17301   1491528 SH  SHARED      10        1491528                  
D KEY ENERGY SVCS INC            COM              49291410       423     36500 SH  SHARED      23                            36500
D KEY TECHNOLOGY INC             COM              49314310         0         3 SH  SHARED      02              3                  
D KEY TRONICS CORP               COM              49314410         0       258 SH  SHARED                    258                  
D KEYCORP NEW                    COM              49326710      7293    610808 SH  SHARED                 610808                  
D KEYCORP NEW                    COM              49326710       512     42950 SH  SHARED      01          42950                  
D KEYCORP NEW                    COM              49326710       793     66446 SH  SHARED      02          66231               215
D KEYCORP NEW                    COM              49326710         2       240 SH  SHARED      05            240                  
D KEYCORP NEW                    COM              49326710       858     71870 SH  SHARED      06          55750             16120
D KEYCORP NEW                    COM              49326710    164627  13787865 SH  SHARED      10       13787865                  
D KEYCORP NEW                    COM              49326710        59      4990 SH  SHARED      14                             4990
D KEYCORP NEW                    COM              49326710         7       601 SH  SHARED      21                              601
D KEYCORP NEW                    COM              49326710        22      1900 SH  SHARED      23           1900                  
D KEYCORP NEW                    COM              49326710       119     10000 SH  SHR/OTHR    23                            10000
D KEYCORP NEW                    PFD 7.75% SR A   49326740     18107    213000 SH  SHARED                 213000                  
D KEYCORP NEW                    PFD 7.75% SR A   49326740      7835     92166 SH  SHARED      02          92166                  
D KEYNOTE SYS INC                COM              49330810         6       500 SH  SHARED      01            500                  
D KEYNOTE SYS INC                COM              49330810         0         7 SH  SHARED      02              7                  
D KFORCE INC                     COM              49373210         5       523 SH  SHARED                    523                  
D KFORCE INC                     COM              49373210       239     23410 SH  SHARED      02          23410                  
D KFORCE INC                     COM              49373210         1       185 SH  SHARED      20            185                  
D KILROY RLTY CORP               COM              49427F10      2220     46455 SH  SHARED                  46455                  
D KILROY RLTY CORP               COM              49427F10       130      2732 SH  SHARED      02           2419               313
D KILROY RLTY CORP               COM              49427F10        71      1500 SH  SHARED      10           1500                  
D KIMBALL INTL INC               CL B             49427410      6542    605815 SH  SHARED                 605815                  
D KIMBALL INTL INC               CL B             49427410        12      1118 SH  SHARED      02           1118                  
D KIMBALL INTL INC               CL B             49427410        12      1200 SH  SHARED      10           1200                  
D KIMBERLY CLARK CORP            COM              49436810       145      2240 SH  SHARED                   2240                  
D KIMBERLY CLARK CORP            COM              49436810     72184   1113273 SH  SHARED                1113273                  
D KIMBERLY CLARK CORP            COM              49436810      6511    100429 SH  SHARED      01          57619             42810
D KIMBERLY CLARK CORP            COM              49436810       149      2300 SH  SHR/OTHR    01                             2300
D KIMBERLY CLARK CORP            COM              49436810      1947     30043 SH  SHARED      02          25622              4421
D KIMBERLY CLARK CORP            COM              49436810       110      1700 SH  SHARED      04           1700                  
D KIMBERLY CLARK CORP            COM              49436810        14       230 SH  SHARED      05            230                  
D KIMBERLY CLARK CORP            COM              49436810      4656     71810 SH  SHARED      06          58500             13310
D KIMBERLY CLARK CORP            COM              49436810     12925    199351 SH  SHARED      10         199351                  
D KIMBERLY CLARK CORP            COM              49436810      1895     29232 SH  SHARED      14                            29232
D KIMBERLY CLARK CORP            COM              49436810       137      2120 SH  SHARED      20           1740               380
D KIMBERLY CLARK CORP            COM              49436810       220      3400 SH  SHR/OTHR    20                             3400
D KIMBERLY CLARK CORP            COM              49436810       145      2239 SH  SHARED      21           1919               320
D KIMBERLY CLARK CORP            COM              49436810        51       800 SH  SHARED      22                              800
D KIMBERLY CLARK CORP            COM              49436810      2468     38076 SH  SHARED      23          38076                  
D KIMBERLY CLARK CORP            COM              49436810      2040     31469 SH  SHR/OTHR    23                            31469
D KIMCO REALTY CORP              COM              49446R10      9174    248351 SH  SHARED                 221901             26450
D KIMCO REALTY CORP              COM              49446R10      1207     32697 SH  SHARED      01          32697                  
D KIMCO REALTY CORP              COM              49446R10      1158     31371 SH  SHARED      02          28397              2974
D KIMCO REALTY CORP              COM              49446R10       188      5100 SH  SHARED      06            200              4900
D KIMCO REALTY CORP              COM              49446R10     14286    386738 SH  SHARED      10         381538              5200
D KIMCO REALTY CORP              COM              49446R10     62238   1684850 SH  SHARED      11         938100            746750
D KIMCO REALTY CORP              COM              49446R10        99      2700 SH  SHARED      22                             2700
D KIMCO REALTY CORP              COM              49446R10       182      4950 SH  SHARED      23           3600              1350
D KIMCO REALTY CORP              COM              49446R10       299      8100 SH  SHR/OTHR    23                             8100
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10      2143     43570 SH  SHARED                  43570                  
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10        55      1123 SH  SHARED      01                             1123
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       227      4618 SH  SHARED      02              1              4617
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       350      7127 SH  SHARED      06                             7127
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10        24       493 SH  SHARED      10            493                  
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       562     11423 SH  SHARED      23                            11423
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010       257      4940 SH  SHARED                   4940                  
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010      4444     85415 SH  SHARED      02                            85415
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010       312      6000 SH  SHARED      04           6000                  
D KINDRED HEALTHCARE INC         COM              49458010        13       480 SH  SHARED                    480                  
D KINDRED HEALTHCARE INC         COM              49458010      1678     60875 SH  SHARED      01          50975              9900
D KINDRED HEALTHCARE INC         COM              49458010      2076     75300 SH  SHR/OTHR    01                            75300
D KINDRED HEALTHCARE INC         COM              49458010       151      5504 SH  SHARED      02           5504                  
D KINDRED HEALTHCARE INC         COM              49458010     14871    539415 SH  SHARED      10         539415                  
D KINDRED HEALTHCARE INC         COM              49458010        30      1120 SH  SHARED      21           1120                  
D KINETIC CONCEPTS INC           COM NEW          49460W20        67      2363 SH  SHARED                   2363                  
D KINETIC CONCEPTS INC           COM NEW          49460W20       513     17975 SH  SHARED      01            175             17800
D KINETIC CONCEPTS INC           COM NEW          49460W20      1254     43869 SH  SHARED      02          43869                  
D KINETIC CONCEPTS INC           COM NEW          49460W20     18425    644475 SH  SHARED      10         634175             10300
D KING PHARMACEUTICALS INC       COM              49558210      2598    271193 SH  SHARED                 271193                  
D KING PHARMACEUTICALS INC       COM              49558210       222     23266 SH  SHARED      01          23266                  
D KING PHARMACEUTICALS INC       COM              49558210       396     41385 SH  SHARED      02          41385                  
D KING PHARMACEUTICALS INC       COM              49558210       521     54450 SH  SHARED      06          48450              6000
D KING PHARMACEUTICALS INC       COM              49558210      7702    804035 SH  SHARED      10         804035                  
D KING PHARMACEUTICALS INC       COM              49558210        86      9074 SH  SHARED      14                             9074
D KING PHARMACEUTICALS INC       COM              49558210        12      1350 SH  SHR/OTHR    23                             1350
D KINROSS GOLD CORP              NOTE  1.750% 3/1 496902AB      6110   7248000 PRN SHARED      02        7248000                  
D KINROSS GOLD CORP              NOTE  1.750% 3/1 496902AB     30769  36500000 PRN SHARED      04       36500000                  
D KINROSS GOLD CORP              COM NO PAR       49690240      1075     66696 SH  SHARED                  66696                  
D KINROSS GOLD CORP              COM NO PAR       49690240     23604   1464293 SH  SHARED                1464293                  
D KINROSS GOLD CORP              COM NO PAR       49690240         3       192 SH  SHARED      01            192                  
D KINROSS GOLD CORP              COM NO PAR       49690240      2503    155325 SH  SHARED      02          85000             70325
D KINROSS GOLD CORP              COM NO PAR       49690240     16682   1034900 SH  SHARED      04        1034900                  
D KINROSS GOLD CORP              COM NO PAR       49690240         6       400 SH  SHARED      05            400                  
D KINROSS GOLD CORP              COM NO PAR       49690240      3741    232100 SH  SHARED      06           5700            226400
D KINROSS GOLD CORP              COM NO PAR       49690240     63153   3917690 SH  SHARED      10        3690890            226800
D KINROSS GOLD CORP              COM NO PAR       49690240      1612    100000 SH  SHARED      14           5000             95000
D KINROSS GOLD CORP              COM NO PAR       49690240        96      6000 SH  SHARED      23                             6000
D KINROSS GOLD CORP              COM NO PAR       49690240        39      2472 SH  SHR/OTHR    23                             2472
D KINGSWAY FINL SVCS INC         COM              49690410        19      2762 SH  SHARED                   2762                  
D KINGSWAY FINL SVCS INC         COM              49690410         2       400 SH  SHARED      02            400                  
D KIRBY CORP                     COM              49726610       552     14550 SH  SHARED                  14550                  
D KIRBY CORP                     COM              49726610       984     25950 SH  SHARED                  11250             14700
D KIRBY CORP                     COM              49726610       405     10700 SH  SHARED      01          10700                  
D KIRBY CORP                     COM              49726610       159      4203 SH  SHARED      02           4203                  
D KIRBY CORP                     COM              49726610     10773    283960 SH  SHARED      10         274460              9500
D KIRKLANDS INC                  COM              49749810         5      2585 SH  SHARED                   2585                  
D KITE RLTY GROUP TR             COM              49803T10       139     12644 SH  SHARED                  12644                  
D KITE RLTY GROUP TR             COM              49803T10        42      3841 SH  SHARED      02           3841                  
D KITE RLTY GROUP TR             COM              49803T10       100      9100 SH  SHARED      10           9100                  
D KITE RLTY GROUP TR             COM              49803T10     19025   1729552 SH  SHARED      11         534985           1194567
D KNOLL INC                      COM NEW          49890420         2       163 SH  SHARED                    163                  
D KNOLL INC                      COM NEW          49890420       320     21227 SH  SHARED      02          21227                  
D KNOLL INC                      COM NEW          49890420       260     17200 SH  SHARED      10          17200                  
D KNIGHT CAPITAL GROUP INC       CL A             49900510      1789    120407 SH  SHARED                 120407                  
D KNIGHT CAPITAL GROUP INC       CL A             49900510        63      4300 SH  SHARED      01           4300                  
D KNIGHT CAPITAL GROUP INC       CL A             49900510       594     40022 SH  SHARED      02          40022                  
D KNIGHT CAPITAL GROUP INC       CL A             49900510      1497    100800 SH  SHARED      10         100800                  
D KNIGHT TRANSN INC              COM              49906410         3       196 SH  SHARED                    196                  
D KNIGHT TRANSN INC              COM              49906410        99      5850 SH  SHARED      01           3600              2250
D KNIGHT TRANSN INC              COM              49906410       115      6805 SH  SHARED      02           6722                83
D KNIGHT TRANSN INC              COM              49906410        89      5279 SH  SHARED      10           5279                  
D KNOLOGY INC                    COM              49918380        16      2008 SH  SHARED                   2008                  
D KNOLOGY INC                    COM              49918380        21      2716 SH  SHARED      02             16              2700
D KNOLOGY INC                    COM              49918380        71      8900 SH  SHARED      10           8900                  
D KNOLOGY INC                    COM              49918380        22      2800 SH  SHARED      23           2800                  
D KNOLOGY INC                    COM              49918380        21      2700 SH  SHR/OTHR    23                             2700
D KNOT INC                       COM              49918410         0        29 SH  SHARED                     29                  
D KNOT INC                       COM              49918410        16      1976 SH  SHARED      02           1976                  
D KODIAK OIL & GAS CORP          COM              50015Q10         4      2808 SH  SHARED                   2808                  
D KODIAK OIL & GAS CORP          COM              50015Q10         7      5000 SH  SHARED      02                             5000
D KODIAK OIL & GAS CORP          COM              50015Q10       399    266000 SH  SHARED      10         266000                  
D KOHLBERG CAPITAL CORP          COM              50023310       321     37389 SH  SHARED                  37389                  
D KOHLBERG CAPITAL CORP          COM              50023310        33      3895 SH  SHARED      10           3895                  
D KOHLS CORP                     COM              50025510       755     16385 SH  SHARED                  14185              2200
D KOHLS CORP                     COM              50025510     19246    417665 SH  SHARED                 417665                  
D KOHLS CORP                     COM              50025510      1284     27875 SH  SHARED      01          27600               275
D KOHLS CORP                     COM              50025510         4       100 SH  SHR/OTHR    01                              100
D KOHLS CORP                     COM              50025510     23144    502274 SH  SHARED      02         502154               120
D KOHLS CORP                     COM              50025510        50      1100 SH  SHARED      04           1100                  
D KOHLS CORP                     COM              50025510      8020    174050 SH  SHARED      05         174050                  
D KOHLS CORP                     COM              50025510      1965     42655 SH  SHARED      06          33775              8880
D KOHLS CORP                     COM              50025510     61919   1343738 SH  SHARED      10        1343738                  
D KOHLS CORP                     COM              50025510       350      7600 SH  SHARED      14                             7600
D KOHLS CORP                     COM              50025510       184      4008 SH  SHARED      20           1000              3008
D KOHLS CORP                     COM              50025510        27       600 SH  SHR/OTHR    20                              600
D KOHLS CORP                     COM              50025510        18       400 SH  SHARED      21            400                  
D KONA GRILL INC                 COM              50047H20         0       125 SH  SHARED                    125                  
D KONGZHONG CORP                 SPONSORED ADR    50047P10         0        42 SH  SHARED      02             42                  
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230         0         3 SH  SHARED                      3                  
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230       407     14957 SH  SHARED      01                            14957
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        27      1000 SH  SHARED      02                             1000
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230         4       150 SH  SHARED      20            150                  
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        68      2498 SH  SHARED      22                             2498
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230       158      5821 SH  SHR/OTHR    23                             5821
D KOOKMIN BK NEW                 SPONSORED ADR    50049M10       192      4220 SH  SHARED                   4220                  
D KOOKMIN BK NEW                 SPONSORED ADR    50049M10         3        69 SH  SHARED      02                               69
D KOOKMIN BK NEW                 SPONSORED ADR    50049M10       667     14600 SH  SHARED      04                            14600
D KOOKMIN BK NEW                 SPONSORED ADR    50049M10       781     17100 SH  SHARED      06          17100                  
D KOPPERS HOLDINGS INC           COM              50060P10       279      7464 SH  SHARED                   7464                  
D KOPPERS HOLDINGS INC           COM              50060P10         0        11 SH  SHARED      02             11                  
D KOPPERS HOLDINGS INC           COM              50060P10       564     15092 SH  SHARED      10          15092                  
D KOPIN CORP                     COM              50060010        19      6200 SH  SHARED                   6200                  
D KOPIN CORP                     COM              50060010         0        39 SH  SHARED      02             39                  
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110      1945    157025 SH  SHARED                 157025                  
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110         6       500 SH  SHR/OTHR    01                              500
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110       533     43046 SH  SHARED      02          42884               162
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110       191     15472 SH  SHARED      06          15472                  
D KOREA FD                       COM              50063410        26      1730 SH  SHARED      01           1730                  
D KOREA FD                       COM              50063410         4       315 SH  SHARED      02                              315
D KORN FERRY INTL                COM NEW          50064320       283     15925 SH  SHARED                  15925                  
D KORN FERRY INTL                COM NEW          50064320       333     18700 SH  SHARED      01           3500             15200
D KORN FERRY INTL                COM NEW          50064320        22      1269 SH  SHARED      02           1269                  
D KORN FERRY INTL                COM NEW          50064320      5286    296664 SH  SHARED      10         296664                  
D KOSS CORP                      COM              50069210         0        28 SH  SHARED                     28                  
D KRAFT FOODS INC                CL A             50075N10        11       346 SH  SHARED                    346                  
D KRAFT FOODS INC                CL A             50075N10    201438   6150795 SH  SHARED                6131103             19692
D KRAFT FOODS INC                CL A             50075N10     11244    343338 SH  SHARED      01         265586             77752
D KRAFT FOODS INC                CL A             50075N10     47892   1462357 SH  SHR/OTHR    01                          1462357
D KRAFT FOODS INC                CL A             50075N10      8294    253266 SH  SHARED      02          75360            177906
D KRAFT FOODS INC                CL A             50075N10      7349    224400 SH  SHARED      04         224400                  
D KRAFT FOODS INC                CL A             50075N10        24       738 SH  SHARED      05            738                  
D KRAFT FOODS INC                CL A             50075N10      7980    243682 SH  SHARED      06         185483             58199
D KRAFT FOODS INC                CL A             50075N10     30162    920980 SH  SHARED      10         920980                  
D KRAFT FOODS INC                CL A             50075N10      1207     36884 SH  SHARED      14                            36884
D KRAFT FOODS INC                CL A             50075N10       172      5270 SH  SHARED      20           2475              2795
D KRAFT FOODS INC                CL A             50075N10       557     17034 SH  SHR/OTHR    20                            17034
D KRAFT FOODS INC                CL A             50075N10       159      4885 SH  SHARED      21           4404               481
D KRAFT FOODS INC                CL A             50075N10        13       414 SH  SHARED      22                              414
D KRAFT FOODS INC                CL A             50075N10       706     21574 SH  SHARED      23          20536              1038
D KRAFT FOODS INC                CL A             50075N10       879     26841 SH  SHR/OTHR    23                            26841
D KRATOS DEFENSE & SECURITY SO   COM              50077B10         3      1767 SH  SHARED                   1767                  
D KRATOS DEFENSE & SECURITY SO   COM              50077B10        49     25200 SH  SHARED      02          25200                  
D KREISLER MFG CORP              COM              50077310         7       909 SH  SHARED                    909                  
D KRISPY KREME DOUGHNUTS INC     COM              50101410        35     10801 SH  SHARED                  10801                  
D KRISPY KREME DOUGHNUTS INC     COM              50101410       123     37532 SH  SHARED      02           7332             30200
D KROGER CO                      COM              50104410     15299    556748 SH  SHARED                 474948             81800
D KROGER CO                      COM              50104410      8301    302093 SH  SHARED      01         270238             31855
D KROGER CO                      COM              50104410       798     29050 SH  SHR/OTHR    01                            29050
D KROGER CO                      COM              50104410      1378     50149 SH  SHARED      02          48093              2056
D KROGER CO                      COM              50104410       681     24805 SH  SHARED      04          24805                  
D KROGER CO                      COM              50104410         7       280 SH  SHARED      05            280                  
D KROGER CO                      COM              50104410      3427    124730 SH  SHARED      06         103900             20830
D KROGER CO                      COM              50104410     77367   2815417 SH  SHARED      10        2698356            117061
D KROGER CO                      COM              50104410       366     13325 SH  SHARED      14                            13325
D KROGER CO                      COM              50104410      1944     70762 SH  SHARED      20          63612      195     6955
D KROGER CO                      COM              50104410       124      4530 SH  SHR/OTHR    20                             4530
D KROGER CO                      COM              50104410        10       375 SH  SHARED      21            375                  
D KROGER CO                      COM              50104410        54      2000 SH  SHARED      22                             2000
D KROGER CO                      COM              50104410         2        75 SH  SHR/OTHR    22                               75
D KROGER CO                      COM              50104410       705     25685 SH  SHARED      23          24910               775
D KROGER CO                      COM              50104410       131      4775 SH  SHR/OTHR    23                             4775
D KRONOS WORLDWIDE INC           COM              50105F10         1        86 SH  SHARED                     86                  
D KRONOS WORLDWIDE INC           COM              50105F10         7       600 SH  SHARED      02            600                  
D KUBOTA CORP                    ADR              50117320       607     19332 SH  SHARED                  19332                  
D KULICKE & SOFFA INDS INC       NOTE  0.500%11/3 501242AL      1934   2000000 PRN SHARED                2000000                  
D KULICKE & SOFFA INDS INC       COM              50124210       832    184616 SH  SHARED                 184616                  
D KULICKE & SOFFA INDS INC       COM              50124210       221     49203 SH  SHARED      02          49203                  
D KYOCERA CORP                   ADR              50155620        38       500 SH  SHARED                    500                  
D KYOCERA CORP                   ADR              50155620        38       500 SH  SHARED      01                              500
D LAN AIRLINES S A               SPONSORED ADR    50172310       276     24291 SH  SHARED                  24291                  
D LAN AIRLINES S A               SPONSORED ADR    50172310     12128   1063865 SH  SHARED      01        1063865                  
D LAN AIRLINES S A               SPONSORED ADR    50172310       157     13775 SH  SHARED      02          13775                  
D LAN AIRLINES S A               SPONSORED ADR    50172310      1710    150000 SH  SHARED      04         150000                  
D LCA-VISION INC                 COM PAR $.001    50180330         6      1368 SH  SHARED                   1368                  
D LCA-VISION INC                 COM PAR $.001    50180330       126     27358 SH  SHARED      02          27358                  
D LCC INTERNATIONAL INC          CL A             50181010         0       568 SH  SHARED                    568                  
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10      6473    215634 SH  SHARED                 215634                  
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10         0         3 SH  SHARED      02              3                  
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10        86      2881 SH  SHARED      04           2881                  
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10        30      1001 SH  SHARED      06                             1001
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10         0        28 SH  SHARED      20             28                  
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10        15       500 SH  SHR/OTHR    23                              500
D LGL GROUP INC                  COM              50186A10         0        43 SH  SHARED                     43                  
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10      1905    150023 SH  SHARED                 150023                  
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10         0        33 SH  SHARED      02             33                  
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10       161     12700 SH  SHARED      06          12700                  
D LHC GROUP INC                  COM              50187A10       296     10400 SH  SHARED                  10400                  
D LHC GROUP INC                  COM              50187A10        48      1700 SH  SHARED      01           1700                  
D LHC GROUP INC                  COM              50187A10         0         8 SH  SHARED      02              8                  
D LHC GROUP INC                  COM              50187A10       139      4900 SH  SHARED      10           4900                  
D LHC GROUP INC                  COM              50187A10        45      1597 SH  SHARED      21                             1597
D LKQ CORP                       COM              50188920      1039     61231 SH  SHARED                  61231                  
D LKQ CORP                       COM              50188920       192     11325 SH  SHARED      02           8969              2356
D LKQ CORP                       COM              50188920       761     44846 SH  SHARED      10          44846                  
D LKQ CORP                       COM              50188920        32      1910 SH  SHARED      21           1750               160
D LSB FINL CORP                  COM              50192510         0        35 SH  SHARED                     35                  
D LMI AEROSPACE INC              COM              50207910        15       750 SH  SHARED                    750                  
D LMI AEROSPACE INC              COM              50207910         0         4 SH  SHARED      02              4                  
D LMP CAP & INCOME FD INC        COM              50208A10       677     58582 SH  SHARED      02                            58582
D LMP REAL ESTATE INCOME FD IN   COM              50208C10         7       625 SH  SHARED                    625                  
D LNB BANCORP INC                COM              50210010         1       163 SH  SHARED                    163                  
D L-1 IDENTITY SOLUTIONS INC     COM              50212A10        13       892 SH  SHARED                    892                  
D L-1 IDENTITY SOLUTIONS INC     COM              50212A10         0        52 SH  SHARED      02             52                  
D L-1 IDENTITY SOLUTIONS INC     COM              50212A10       473     31000 SH  SHARED      06          31000                  
D L-1 IDENTITY SOLUTIONS INC     COM              50212A10       319     20900 SH  SHARED      10          20900                  
D LSB CORP                       COM              50215P10         1       107 SH  SHARED                    107                  
D LSI INDS INC                   COM              50216C10         0        35 SH  SHARED                     35                  
D LSI INDS INC                   COM              50216C10         0        10 SH  SHARED      02             10                  
D LSI INDS INC                   COM              50216C10       138     16800 SH  SHARED      10          16800                  
D LSB INDS INC                   COM              50216010        22      1608 SH  SHARED                   1608                  
D LSB INDS INC                   COM              50216010       391     28300 SH  SHARED      01          28300                  
D LSB INDS INC                   COM              50216010       614     44350 SH  SHR/OTHR    01                            44350
D LSB INDS INC                   COM              50216010       657     47500 SH  SHARED      10          47500                  
D LSB INDS INC                   COM              50216010         1       103 SH  SHARED      20            103                  
D LSI CORPORATION                NOTE  4.000% 5/1 502161AJ      6622   7000000 PRN SHARED                7000000                  
D LSI CORPORATION                NOTE  4.000% 5/1 502161AJ      2877   3042000 PRN SHARED      02        3042000                  
D LSI CORPORATION                COM              50216110      4196    782894 SH  SHARED                 782894                  
D LSI CORPORATION                COM              50216110       394     73580 SH  SHARED      01          73052               528
D LSI CORPORATION                COM              50216110      1394    260118 SH  SHARED      02         260116                 2
D LSI CORPORATION                COM              50216110       524     97850 SH  SHARED      06          80350             17500
D LSI CORPORATION                COM              50216110      1711    319238 SH  SHARED      10         319238                  
D LSI CORPORATION                COM              50216110       129     24069 SH  SHARED      14                            24069
D LSI CORPORATION                COM              50216110         0        58 SH  SHARED      19                               58
D LSI CORPORATION                COM              50216110         0         6 SH  SHR/OTHR    23                                6
D LTC PPTYS INC                  COM              50217510      5538    188882 SH  SHARED                 162832             26050
D LTC PPTYS INC                  COM              50217510      8444    288005 SH  SHARED      10         288005                  
D LTC PPTYS INC                  COM              50217510     61683   2103800 SH  SHARED      11         958736           1145064
D LTX-CREDENCE CORP              COM              50240310       450    258861 SH  SHARED                 258861                  
D LTX-CREDENCE CORP              COM              50240310         2      1182 SH  SHARED      02             71              1111
D LTX-CREDENCE CORP              COM              50240310        89     51157 SH  SHARED      10          51157                  
D L-3 COMMUNICATIONS CORP        DEBT  3.000% 8/0 502413AW         2      2000 PRN SHARED      02                             2000
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       415      4224 SH  SHARED                   4224                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410     22794    231838 SH  SHARED                 229838              2000
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      6470     65806 SH  SHARED      01          56846              8960
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       915      9308 SH  SHR/OTHR    01                             9308
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      4455     45313 SH  SHARED      02          45290                23
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      1966     20000 SH  SHARED      04          20000                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         7        80 SH  SHARED      05             80                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      6416     65258 SH  SHARED      06          23828             41430
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410     21152    215140 SH  SHARED      10         184465             30675
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410        49       500 SH  SHARED      14                              500
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      2004     20388 SH  SHARED      20          17468       40     2880
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       369      3760 SH  SHR/OTHR    20                             3760
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         4        50 SH  SHARED      21             50                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       629      6406 SH  SHARED      22           3250              3156
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410        49       500 SH  SHR/OTHR    22                              500
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      1084     11035 SH  SHARED      23          10660               375
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       152      1550 SH  SHR/OTHR    23                             1550
D LA BARGE INC                   COM              50247010        11       782 SH  SHARED                    782                  
D LA BARGE INC                   COM              50247010         0         6 SH  SHARED      02              6                  
D LA JOLLA PHARMACEUTICAL CO     COM NEW          50345930         0       607 SH  SHARED                    607                  
D LA Z BOY INC                   COM              50533610        60      6464 SH  SHARED                   6464                  
D LA Z BOY INC                   COM              50533610        11      1229 SH  SHARED      02           1229                  
D LA Z BOY INC                   COM              50533610       282     30335 SH  SHARED      10          30335                  
D LABORATORY CORP AMER HLDGS     NOTE         9/1 50540RAG       158    172000 PRN SHARED      02         172000                  
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       333      4793 SH  SHARED                   4793                  
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      9329    134238 SH  SHARED                 125238              9000
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40     12162    175005 SH  SHARED      01         110935             64070
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      5045     72591 SH  SHR/OTHR    01                            72591
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       672      9683 SH  SHARED      02           9133               550
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40    153529   2209050 SH  SHARED      04        2209050                  
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      1145     16480 SH  SHARED      06          12900              3580
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40     38391    552393 SH  SHARED      10         550893              1500
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      1098     15800 SH  SHARED      14          15600               200
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        37       535 SH  SHARED      19                              535
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      3999     57550 SH  SHARED      20          41075      125    16350
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       820     11810 SH  SHR/OTHR    20                            11810
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       122      1765 SH  SHARED      21           1765                  
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        31       450 SH  SHR/OTHR    21                              450
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      1152     16588 SH  SHARED      22          12723              3865
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       202      2915 SH  SHR/OTHR    22                             2915
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      3915     56343 SH  SHARED      23          48363              7980
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      2650     38135 SH  SHR/OTHR    23                            38135
D LABRANCHE & CO INC             COM              50544710         0       181 SH  SHARED                    181                  
D LABRANCHE & CO INC             COM              50544710        59     13200 SH  SHARED      01           8200              5000
D LABRANCHE & CO INC             COM              50544710        45     10000 SH  SHR/OTHR    01                            10000
D LABRANCHE & CO INC             COM              50544710       122     27261 SH  SHARED      02          27261                  
D LABRANCHE & CO INC             COM              50544710       233     51900 SH  SHARED      10          51900                  
D LACLEDE GROUP INC              COM              50559710       715     14752 SH  SHARED                  14752                  
D LACLEDE GROUP INC              COM              50559710       135      2800 SH  SHARED      01           2800                  
D LACLEDE GROUP INC              COM              50559710       115      2375 SH  SHARED      02           2375                  
D LACLEDE GROUP INC              COM              50559710      2036     42000 SH  SHARED      10          42000                  
D LACLEDE GROUP INC              COM              50559710        48      1000 SH  SHR/OTHR    23                             1000
D LACROSSE FOOTWEAR INC          COM              50568810         2       125 SH  SHARED                    125                  
D LADENBURG THALMAN FIN SVCS I   COM              50575Q10       125     69728 SH  SHARED                  69728                  
D LADISH INC                     COM NEW          50575420         2       104 SH  SHARED                    104                  
D LADISH INC                     COM NEW          50575420        12       628 SH  SHARED      02            628                  
D LADISH INC                     COM NEW          50575420        95      4696 SH  SHARED      10           4696                  
D LAKE SHORE BANCORP INC         COM              51070010         0        90 SH  SHARED                     90                  
D LAKELAND BANCORP INC           COM              51163710         1       111 SH  SHARED                    111                  
D LAKELAND BANCORP INC           COM              51163710        73      6300 SH  SHARED      10           6300                  
D LAKELAND FINL CORP             COM              51165610         0        16 SH  SHARED                     16                  
D LAKELAND INDS INC              COM              51179510         1       110 SH  SHARED                    110                  
D LAKES ENTMNT INC               COM              51206P10         3       585 SH  SHARED                    585                  
D LAKES ENTMNT INC               COM              51206P10        38      5800 SH  SHARED      02           5800                  
D LAM RESEARCH CORP              COM              51280710      4284    136071 SH  SHARED                 136071                  
D LAM RESEARCH CORP              COM              51280710      1866     59275 SH  SHARED      01          17775             41500
D LAM RESEARCH CORP              COM              51280710      1377     43752 SH  SHARED      02          43752                  
D LAM RESEARCH CORP              COM              51280710        50      1600 SH  SHARED      06            550              1050
D LAM RESEARCH CORP              COM              51280710      5130    162930 SH  SHARED      10         162930                  
D LAM RESEARCH CORP              COM              51280710       856     27200 SH  SHARED      14                            27200
D LAMAR ADVERTISING CO           NOTE  2.875%12/3 512815AH       120    138000 PRN SHARED      02         138000                  
D LAMAR ADVERTISING CO           CL A             51281510       407     13199 SH  SHARED                  13199                  
D LAMAR ADVERTISING CO           CL A             51281510       778     25200 SH  SHARED      01           1000             24200
D LAMAR ADVERTISING CO           CL A             51281510      4367    141382 SH  SHARED      02         122907             18475
D LAMAR ADVERTISING CO           CL A             51281510        15       510 SH  SHARED      06            100               410
D LAMAR ADVERTISING CO           CL A             51281510      1208     39118 SH  SHARED      10          39118                  
D LANCASTER COLONY CORP          COM              51384710       309      8228 SH  SHARED                   8228                  
D LANCASTER COLONY CORP          COM              51384710       263      7000 SH  SHARED      01                             7000
D LANCASTER COLONY CORP          COM              51384710        27       735 SH  SHARED      02            735                  
D LANCE INC                      COM              51460610         3       158 SH  SHARED                    158                  
D LANCE INC                      COM              51460610         2       115 SH  SHARED      02            115                  
D LANCE INC                      COM              51460610       226     10000 SH  SHARED      10          10000                  
D LANDAUER INC                   COM              51476K10        27       382 SH  SHARED                    382                  
D LANDAUER INC                   COM              51476K10       669      9202 SH  SHARED      01           9202                  
D LANDAUER INC                   COM              51476K10       153      2105 SH  SHARED      02           2105                  
D LANDAUER INC                   COM              51476K10       443      6100 SH  SHARED      10           6100                  
D LANDEC CORP                    COM              51476610        19      2339 SH  SHARED                   2339                  
D LANDEC CORP                    COM              51476610         2       272 SH  SHARED      02             13               259
D LANDAMERICA FINL GROUP INC     DBCV  3.125%11/1 514936AB       408    500000 PRN SHARED                 500000                  
D LANDAMERICA FINL GROUP INC     COM              51493610      1089     44948 SH  SHARED                  44948                  
D LANDAMERICA FINL GROUP INC     COM              51493610       152      6274 SH  SHARED      02           6274                  
D LANDAMERICA FINL GROUP INC     COM              51493610       143      5900 SH  SHARED      10           5900                  
D LANDMARK BANCORP INC           COM              51504L10         1        63 SH  SHARED                     63                  
D LANDRYS RESTAURANTS INC        COM              51508L10     26699   1717032 SH  SHARED                1717032                  
D LANDRYS RESTAURANTS INC        COM              51508L10        29      1900 SH  SHARED      01           1900                  
D LANDSTAR SYS INC               COM              51509810        81      1843 SH  SHARED                   1843                  
D LANDSTAR SYS INC               COM              51509810        26       607 SH  SHARED      02            603                 4
D LANDSTAR SYS INC               COM              51509810       801     18188 SH  SHARED      10          18188                  
D LANGER INC                     COM              51570710         0       233 SH  SHARED                    233                  
D LANNET INC                     COM              51601210         4      2103 SH  SHARED                   2103                  
D LANTRONIX INC                  COM              51654810         0      1007 SH  SHARED                   1007                  
D LAPORTE BANCORP INC            COM              51665010         0        34 SH  SHARED                     34                  
D LAS VEGAS SANDS CORP           COM              51783410       646     17896 SH  SHARED                  15646              2250
D LAS VEGAS SANDS CORP           COM              51783410      1545     42804 SH  SHARED                  31404             11400
D LAS VEGAS SANDS CORP           COM              51783410      5547    153624 SH  SHARED      01         106559             47065
D LAS VEGAS SANDS CORP           COM              51783410      1366     37856 SH  SHR/OTHR    01                            37856
D LAS VEGAS SANDS CORP           COM              51783410     13479    373283 SH  SHARED      02         367571              5712
D LAS VEGAS SANDS CORP           COM              51783410       291      8083 SH  SHARED      04                             8083
D LAS VEGAS SANDS CORP           COM              51783410       581     16100 SH  SHARED      04          16100                  
D LAS VEGAS SANDS CORP           COM              51783410       247      6850 SH  SHARED      06            850              6000
D LAS VEGAS SANDS CORP           COM              51783410       254      7059 SH  SHARED      10           5964              1095
D LAS VEGAS SANDS CORP           COM              51783410      1582     43831 SH  SHARED      19                            43831
D LAS VEGAS SANDS CORP           COM              51783410       872     24166 SH  SHARED      20          21441       85     2640
D LAS VEGAS SANDS CORP           COM              51783410       303      8400 SH  SHR/OTHR    20                             8400
D LAS VEGAS SANDS CORP           COM              51783410       131      3655 SH  SHARED      21           2073              1582
D LAS VEGAS SANDS CORP           COM              51783410       590     16342 SH  SHARED      22          13042              3300
D LAS VEGAS SANDS CORP           COM              51783410       144      4000 SH  SHR/OTHR    22                             4000
D LAS VEGAS SANDS CORP           COM              51783410      1372     38004 SH  SHARED      23          36959              1045
D LAS VEGAS SANDS CORP           COM              51783410      1101     30510 SH  SHR/OTHR    23                            30510
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210       401     17200 SH  SHARED                  17200                  
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210        85      3670 SH  SHARED      01           3670                  
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210         7       329 SH  SHARED      02            298                31
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210      1002     43000 SH  SHARED      10          43000                  
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210      9297    398698 SH  SHARED      11         114500            284198
D LASERCARD CORP                 COM              51807U10         7      1879 SH  SHARED                   1879                  
D LATTICE SEMICONDUCTOR CORP     COM              51841510       301    146580 SH  SHARED                 146580                  
D LATTICE SEMICONDUCTOR CORP     COM              51841510         2      1006 SH  SHARED      02             66               940
D LATTICE SEMICONDUCTOR CORP     COM              51841510       138     67015 SH  SHARED      10          67015                  
D LAUDER ESTEE COS INC           CL A             51843910     14886    298275 SH  SHARED                 298275                  
D LAUDER ESTEE COS INC           CL A             51843910       675     13525 SH  SHARED      01          10600              2925
D LAUDER ESTEE COS INC           CL A             51843910         9       190 SH  SHR/OTHR    01                              190
D LAUDER ESTEE COS INC           CL A             51843910       605     12132 SH  SHARED      02          12132                  
D LAUDER ESTEE COS INC           CL A             51843910      3947     79100 SH  SHARED      04          79100                  
D LAUDER ESTEE COS INC           CL A             51843910       720     14430 SH  SHARED      06          11500              2930
D LAUDER ESTEE COS INC           CL A             51843910      3778     75701 SH  SHARED      10          75701                  
D LAUDER ESTEE COS INC           CL A             51843910        84      1700 SH  SHARED      14                             1700
D LAUDER ESTEE COS INC           CL A             51843910      1447     29000 SH  SHARED      15                            29000
D LAUDER ESTEE COS INC           CL A             51843910       171      3445 SH  SHARED      20                             3445
D LAUDER ESTEE COS INC           CL A             51843910       207      4150 SH  SHR/OTHR    20                             4150
D LAUDER ESTEE COS INC           CL A             51843910       563     11300 SH  SHARED      23           1600              9700
D LAUDER ESTEE COS INC           CL A             51843910        87      1750 SH  SHR/OTHR    23                             1750
D LAW ENFORCEMENT ASSOCS CORP    COM              51948510         0       288 SH  SHARED                    288                  
D LAWSON PRODS INC               COM              52077610         0         2 SH  SHARED                      2                  
D LAWSON PRODS INC               COM              52077610        38      1402 SH  SHARED      02           1402                  
D LAWSON SOFTWARE INC NEW        NOTE  2.500% 4/1 52078PAA       153    200000 PRN SHARED                 200000                  
D LAWSON SOFTWARE INC NEW        COM              52078P10        23      3339 SH  SHARED                   3339                  
D LAWSON SOFTWARE INC NEW        COM              52078P10        53      7629 SH  SHARED      02           5129              2500
D LAWSON SOFTWARE INC NEW        COM              52078P10       275     39300 SH  SHARED      10          32300              7000
D LAYNE CHRISTENSEN CO           COM              52105010        15       450 SH  SHARED                                      450
D LAYNE CHRISTENSEN CO           COM              52105010         8       231 SH  SHARED                    231                  
D LAYNE CHRISTENSEN CO           COM              52105010         0        11 SH  SHARED      02             11                  
D LAYNE CHRISTENSEN CO           COM              52105010     22977    648530 SH  SHARED      04         648530                  
D LAYNE CHRISTENSEN CO           COM              52105010     22908    646580 SH  SHARED      05         646580                  
D LAYNE CHRISTENSEN CO           COM              52105010      1651     46606 SH  SHARED      06                            46606
D LAYNE CHRISTENSEN CO           COM              52105010       182      5139 SH  SHARED      10           5139                  
D LAZARD WORLD DIVID & INCOME    COM              52107610       391     34928 SH  SHARED      02                            34928
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         1       152 SH  SHARED                    152                  
D LEAPFROG ENTERPRISES INC       CL A             52186N10        85      8118 SH  SHARED      02           8118                  
D LEAPFROG ENTERPRISES INC       CL A             52186N10         1       186 SH  SHARED      20            186                  
D LEAP WIRELESS INTL INC         COM NEW          52186330      3788     99445 SH  SHARED                  99445                  
D LEAP WIRELESS INTL INC         COM NEW          52186330       888     23320 SH  SHARED      02           3320             20000
D LEAP WIRELESS INTL INC         COM NEW          52186330        19       500 SH  SHARED      06            500                  
D LEAP WIRELESS INTL INC         COM NEW          52186330      4903    128700 SH  SHARED      10         128700                  
D LEAR CORP                      COM              52186510         2       191 SH  SHARED                    191                  
D LEAR CORP                      COM              52186510       318     30300 SH  SHARED      01           3700             26600
D LEAR CORP                      COM              52186510       216     20607 SH  SHARED      02          20607                  
D LEAR CORP                      COM              52186510      6321    602000 SH  SHARED      10         602000                  
D LEARNING TREE INTL INC         COM              52201510        27      2186 SH  SHARED                   2186                  
D LEARNING TREE INTL INC         COM              52201510        54      4405 SH  SHARED      02           4405                  
D LECG CORP                      COM              52323410         4       575 SH  SHARED                    575                  
D LECG CORP                      COM              52323410         0        14 SH  SHARED      02             14                  
D LECROY CORP                    NOTE  4.000%10/1 52324WAB      3748   4500000 PRN SHARED                4500000                  
D LECROY CORP                    COM              52324W10       108     14067 SH  SHARED                  14067                  
D LEE ENTERPRISES INC            COM              52376810        81     23160 SH  SHARED                  23160                  
D LEE ENTERPRISES INC            COM              52376810        43     12559 SH  SHARED      02          12559                  
D LEE ENTERPRISES INC            COM              52376810        63     18000 SH  SHARED      10          18000                  
D LEGACY BANCORP INC             CL A             52463G10       688     50983 SH  SHARED                  50983                  
D LEGGETT & PLATT INC            COM              52466010      4471    205220 SH  SHARED                 205220                  
D LEGGETT & PLATT INC            COM              52466010      1212     55654 SH  SHARED      01          55654                  
D LEGGETT & PLATT INC            COM              52466010       899     41295 SH  SHARED      02          41065               230
D LEGGETT & PLATT INC            COM              52466010         4       200 SH  SHARED      05            200                  
D LEGGETT & PLATT INC            COM              52466010       701     32180 SH  SHARED      06          27250              4930
D LEGGETT & PLATT INC            COM              52466010     11190    513560 SH  SHARED      10         513560                  
D LEGGETT & PLATT INC            COM              52466010       588     27000 SH  SHARED      14                            27000
D LEGGETT & PLATT INC            COM              52466010        10       480 SH  SHARED      21                              480
D LEGACY RESERVES LP             UNIT LP INT      52470730       179     10432 SH  SHARED                  10432                  
D LEGG MASON INC                 COM              52490110         0        26 SH  SHARED                     26                  
D LEGG MASON INC                 COM              52490110     11378    298955 SH  SHARED                 298955                  
D LEGG MASON INC                 COM              52490110      1017     26725 SH  SHARED      01          23925              2800
D LEGG MASON INC                 COM              52490110      1145     30086 SH  SHARED      02          30086                  
D LEGG MASON INC                 COM              52490110         2        70 SH  SHARED      05             70                  
D LEGG MASON INC                 COM              52490110       683     17960 SH  SHARED      06          13600              4360
D LEGG MASON INC                 COM              52490110      2217     58260 SH  SHARED      10          58260                  
D LEGG MASON INC                 COM              52490110       182      4786 SH  SHARED      21           4786                  
D LEGG MASON INC                 COM              52490110         9       250 SH  SHARED      23            250                  
D LEGG MASON INC                 UNIT 99/99/9999  52490130     96574   2747500 SH  SHARED                2747500                  
D LEHMAN BROS HLDGS INC          COM              52490810         0      2400 SH  SHARED                   2400                  
D LEHMAN BROS HLDGS INC          COM              52490810       387   1802818 SH  SHARED                1802818                  
D LEHMAN BROS HLDGS INC          COM              52490810         0      1461 SH  SHARED      01              1              1460
D LEHMAN BROS HLDGS INC          COM              52490810       199    927656 SH  SHARED      02         907070             20586
D LEHMAN BROS HLDGS INC          COM              52490810         3     15300 SH  SHARED      10          15300                  
D LEHMAN BROS HLDGS INC          7.25%CONV SR P   52523J45        98     98500 SH  SHARED                  98500                  
D LEHMAN BROS HLDGS INC          7.25%CONV SR P   52523J45        33     33348 SH  SHARED      02          33347                 1
D LEMAITRE VASCULAR INC          COM              52555820         0       246 SH  SHARED                    246                  
D LENDER PROCESSING SVCS INC     COM              52602E10      9251    303137 SH  SHARED                 303137                  
D LENDER PROCESSING SVCS INC     COM              52602E10      1505     49331 SH  SHARED      01          21081             28250
D LENDER PROCESSING SVCS INC     COM              52602E10        22       750 SH  SHR/OTHR    01                              750
D LENDER PROCESSING SVCS INC     COM              52602E10        70      2316 SH  SHARED      02           2316                  
D LENDER PROCESSING SVCS INC     COM              52602E10       257      8450 SH  SHARED      10           8450                  
D LENDER PROCESSING SVCS INC     COM              52602E10         0        10 SH  SHARED      21                               10
D LENDER PROCESSING SVCS INC     COM              52602E10       796     26112 SH  SHARED      23          12912             13200
D LENDER PROCESSING SVCS INC     COM              52602E10       167      5475 SH  SHR/OTHR    23                             5475
D LENNAR CORP                    CL A             52605710         0        24 SH  SHARED                     24                  
D LENNAR CORP                    CL A             52605710     16158   1063761 SH  SHARED                1063761                  
D LENNAR CORP                    CL A             52605710       470     31000 SH  SHARED      01          31000                  
D LENNAR CORP                    CL A             52605710       100      6608 SH  SHARED      02           6608                  
D LENNAR CORP                    CL A             52605710       198     13100 SH  SHARED      06           9500              3600
D LENNAR CORP                    CL A             52605710      1939    127713 SH  SHARED      10         127713                  
D LENNAR CORP                    CL B             52605730      2768    227308 SH  SHARED                 227308                  
D LENNAR CORP                    CL B             52605730         1       120 SH  SHARED      01            120                  
D LENNOX INTL INC                COM              52610710      1685     50660 SH  SHARED                  50660                  
D LENNOX INTL INC                COM              52610710        42      1285 SH  SHARED      02           1285                  
D LENNOX INTL INC                COM              52610710      2129     64003 SH  SHARED      10          55103              8900
D LEUCADIA NATL CORP             NOTE  3.750% 4/1 527288AX     18268   8800000 PRN SHARED                8800000                  
D LEUCADIA NATL CORP             NOTE  3.750% 4/1 527288AX       519    250000 PRN SHARED      23                           250000
D LEUCADIA NATL CORP             COM              52728810     16168    355810 SH  SHARED                 355810                  
D LEUCADIA NATL CORP             COM              52728810      1044     22985 SH  SHARED      01          22985                  
D LEUCADIA NATL CORP             COM              52728810       436      9597 SH  SHARED      02           7347              2250
D LEUCADIA NATL CORP             COM              52728810      1953     43000 SH  SHARED      04          43000                  
D LEUCADIA NATL CORP             COM              52728810      1081     23800 SH  SHARED      06          18700              5100
D LEUCADIA NATL CORP             COM              52728810      3586     78937 SH  SHARED      10          78937                  
D LEUCADIA NATL CORP             COM              52728810        33       738 SH  SHARED      21            494               244
D LEUCADIA NATL CORP             COM              52728810       413      9100 SH  SHARED      23           6600              2500
D LEVEL 3 COMMUNICATIONS INC     NOTE  6.000% 9/1 52729NAG       157    168000 PRN SHARED      02         168000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE  6.000% 3/1 52729NAS       875   1000000 PRN SHARED                1000000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE  2.875% 7/1 52729NBA      6291   8005000 PRN SHARED      02        8005000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE  5.250%12/1 52729NBF       206    250000 PRN SHARED                 250000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE  5.250%12/1 52729NBF      8065   9765000 PRN SHARED      02        9765000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE  3.500% 6/1 52729NBK      1412   2000000 PRN SHARED      02        2000000                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10      1397    517716 SH  SHARED                 517716                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10       136     50731 SH  SHARED      01          50731                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10      1096    405978 SH  SHARED      02         375672             30306
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10        24      9000 SH  SHARED      04           9000                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10        25      9500 SH  SHARED      06           1500              8000
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10      3987   1477012 SH  SHARED      10        1477012                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10         4      1850 SH  SHARED      20                             1850
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10        18      6800 SH  SHARED      23           6800                  
D LEXICON PHARMACEUTICALS INC    COM              52887210         0       280 SH  SHARED                    280                  
D LEXICON PHARMACEUTICALS INC    COM              52887210         7      4329 SH  SHARED      02           4329                  
D LEXINGTON REALTY TRUST         COM              52904310      4945    287216 SH  SHARED                 287216                  
D LEXINGTON REALTY TRUST         COM              52904310       139      8100 SH  SHARED      01                             8100
D LEXINGTON REALTY TRUST         COM              52904310       164      9535 SH  SHARED      02           9535                  
D LEXINGTON REALTY TRUST         COM              52904310      1377     80000 SH  SHARED      10          80000                  
D LEXINGTON REALTY TRUST         PFD CONV SER C   52904330      7951    237000 SH  SHARED                 237000                  
D LEXMARK INTL NEW               CL A             52977110      4457    136874 SH  SHARED                 108974             27900
D LEXMARK INTL NEW               CL A             52977110       413     12700 SH  SHARED      01          12700                  
D LEXMARK INTL NEW               CL A             52977110       561     17230 SH  SHARED      02          17230                  
D LEXMARK INTL NEW               CL A             52977110         3       100 SH  SHARED      05            100                  
D LEXMARK INTL NEW               CL A             52977110      1091     33500 SH  SHARED      06          30650              2850
D LEXMARK INTL NEW               CL A             52977110     46262   1420398 SH  SHARED      10        1349077             71321
D LEXMARK INTL NEW               CL A             52977110       201      6200 SH  SHARED      14                             6200
D LIBBEY INC                     COM              52989810         0        26 SH  SHARED                     26                  
D LIBBEY INC                     COM              52989810        14      1740 SH  SHARED      02           1740                  
D LIBBEY INC                     COM              52989810       238     28000 SH  SHARED      10          28000                  
D LIBERTY ACQUISITION HLDGS CO   COM              53015Y10      8298    954900 SH  SHARED                 954900                  
D LIBERTY ACQUISITION HLDGS CO   COM              53015Y10     13962   1606700 SH  SHARED      02        1606700                  
D LIBERTY ACQUISITION HLDGS CO   *W EXP 12/12/201 53015Y11       114    163800 SH  SHARED      02         163800                  
D LIBERTY ACQUISITION HLDGS CO   UNIT 99/99/9999  53015Y20      1036    116454 SH  SHARED                 116454                  
D LIBERTY ACQUISITION HLDGS CO   UNIT 99/99/9999  53015Y20      4148    466100 SH  SHARED      02         466100                  
D LIBERTY BANCORP INC            COM              53017Q10         1       114 SH  SHARED                    114                  
D LIBERTY BELL BK CHERRY HILL    COM              53023310         0        69 SH  SHARED                     69                  
D LIBERTY GLOBAL INC             COM SER A        53055510      1643     54250 SH  SHARED                  30750             23500
D LIBERTY GLOBAL INC             COM SER A        53055510       411     13597 SH  SHARED      01          13574                23
D LIBERTY GLOBAL INC             COM SER A        53055510      2920     96370 SH  SHARED      02          73059             23311
D LIBERTY GLOBAL INC             COM SER A        53055510        42      1400 SH  SHARED      04           1400                  
D LIBERTY GLOBAL INC             COM SER A        53055510         3       118 SH  SHARED      05            118                  
D LIBERTY GLOBAL INC             COM SER A        53055510       120      3991 SH  SHARED      06           1400              2591
D LIBERTY GLOBAL INC             COM SER A        53055510     17293    570728 SH  SHARED      10         552228             18500
D LIBERTY GLOBAL INC             COM SER A        53055510        10       338 SH  SHR/OTHR    20                              338
D LIBERTY GLOBAL INC             COM SER A        53055510       418     13813 SH  SHARED      21          13009               804
D LIBERTY GLOBAL INC             COM SER A        53055510        27       900 SH  SHARED      23                              900
D LIBERTY GLOBAL INC             COM SER C        53055530      1070     38109 SH  SHARED                  38109                  
D LIBERTY GLOBAL INC             COM SER C        53055530       103      3686 SH  SHARED      01           3163               523
D LIBERTY GLOBAL INC             COM SER C        53055530       122      4355 SH  SHARED      02                             4355
D LIBERTY GLOBAL INC             COM SER C        53055530        39      1400 SH  SHARED      04           1400                  
D LIBERTY GLOBAL INC             COM SER C        53055530         3       118 SH  SHARED      05            118                  
D LIBERTY GLOBAL INC             COM SER C        53055530       102      3661 SH  SHARED      06           1200              2461
D LIBERTY GLOBAL INC             COM SER C        53055530       120      4274 SH  SHARED      10           4274                  
D LIBERTY GLOBAL INC             COM SER C        53055530      1495     53253 SH  SHARED      14                            53253
D LIBERTY GLOBAL INC             COM SER C        53055530         9       338 SH  SHR/OTHR    20                              338
D LIBERTY GLOBAL INC             COM SER C        53055530        25       900 SH  SHARED      23                              900
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10      2046    158500 SH  SHARED                 158500                  
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10       197     15316 SH  SHARED      01          14448               868
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10         5       437 SH  SHR/OTHR    01                              437
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10       930     72111 SH  SHARED      02            383             71728
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10        28      2200 SH  SHARED      04           2200                  
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10         3       296 SH  SHARED      05            296                  
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10       152     11776 SH  SHARED      06           5500              6276
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10      1373    106410 SH  SHARED      10         106410                  
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10       140     10858 SH  SHARED      14                            10858
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10       223     17309 SH  SHR/OTHR    20                            17309
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10        32      2500 SH  SHARED      23                             2500
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30       597     44663 SH  SHARED                  44663                  
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30        43      3232 SH  SHARED      01           3209                23
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30         1        87 SH  SHR/OTHR    01                               87
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30       316     23623 SH  SHARED      02           4707             18916
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30       535     40000 SH  SHARED      04          40000                  
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30       335     25085 SH  SHARED      10          25085                  
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30        19      1488 SH  SHR/OTHR    20                             1488
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30        10       750 SH  SHARED      23                              750
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30         2       150 SH  SHR/OTHR    23                              150
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50      5552    222349 SH  SHARED                 222349                  
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50       322     12928 SH  SHARED      01          12836                92
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50        73      2948 SH  SHR/OTHR    01                             2948
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50      1698     68002 SH  SHARED      02             38             67964
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50      4060    162600 SH  SHARED      04         162600                  
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50         5       236 SH  SHARED      05            236                  
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50       222      8916 SH  SHARED      06           3900              5016
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50      2719    108898 SH  SHARED      10         108898                  
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50       342     13724 SH  SHR/OTHR    20                            13724
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50        74      3000 SH  SHARED      23                             3000
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50         9       400 SH  SHR/OTHR    23                              400
D LIBERTY MEDIA CORP             DEB   3.500% 1/1 530715AN       620   1404000 PRN SHARED      02        1404000                  
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        13     15000 PRN SHARED      01                            15000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF         9     10000 PRN SHR/OTHR    01                            10000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF       548    602000 PRN SHARED      02         602000                  
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF       122    135000 PRN SHR/OTHR    23                           135000
D LIBERTY PPTY TR                SH BEN INT       53117210     23605    626968 SH  SHARED                 553318             73650
D LIBERTY PPTY TR                SH BEN INT       53117210      1183     31425 SH  SHARED      01           1525             29900
D LIBERTY PPTY TR                SH BEN INT       53117210      1409     37429 SH  SHARED      02          16679             20750
D LIBERTY PPTY TR                SH BEN INT       53117210     26464    702900 SH  SHARED      10         702900                  
D LIBERTY PPTY TR                SH BEN INT       53117210    234470   6227638 SH  SHARED      11        2165250           4062388
D LIFEWAY FOODS INC              COM              53191410         0         8 SH  SHARED                      8                  
D LIFEWAY FOODS INC              COM              53191410         0         2 SH  SHARED      02              2                  
D LIFE PARTNERS HOLDINGS INC     COM              53215T10        22       613 SH  SHARED                    613                  
D LIFE PARTNERS HOLDINGS INC     COM              53215T10       982     27325 SH  SHARED      01          27325                  
D LIFE PARTNERS HOLDINGS INC     COM              53215T10      1582     44000 SH  SHR/OTHR    01                            44000
D LIFE SCIENCES RESH INC         COM              53216910         7       200 SH  SHARED                    200                  
D LIFE SCIENCES RESH INC         COM              53216910         0         4 SH  SHARED      02              4                  
D LIFE SCIENCES RESH INC         COM              53216910         2        63 SH  SHARED      20             63                  
D LIFE TIME FITNESS INC          COM              53217R20        91      2914 SH  SHARED                   2914                  
D LIFE TIME FITNESS INC          COM              53217R20       337     10800 SH  SHARED      01                            10800
D LIFE TIME FITNESS INC          COM              53217R20       272      8717 SH  SHARED      02           8717                  
D LIFE TIME FITNESS INC          COM              53217R20       260      8319 SH  SHARED      10           8319                  
D LIFE TIME FITNESS INC          COM              53217R20        15       480 SH  SHARED      21            480                  
D LIFEPOINT HOSPITALS INC        NOTE  3.500% 5/1 53219LAH      8047   9850000 PRN SHARED                9850000                  
D LIFEPOINT HOSPITALS INC        NOTE  3.500% 5/1 53219LAH     21112  25841008 PRN SHARED      02       25841008                  
D LIFEPOINT HOSPITALS INC        COM              53219L10      3473    108077 SH  SHARED                  96177             11900
D LIFEPOINT HOSPITALS INC        COM              53219L10       946     29449 SH  SHARED      01          10849             18600
D LIFEPOINT HOSPITALS INC        COM              53219L10       999     31110 SH  SHARED      02          30977               133
D LIFEPOINT HOSPITALS INC        COM              53219L10     41421   1288780 SH  SHARED      10        1230180             58600
D LIGAND PHARMACEUTICALS INC     CL B             53220K20      6465   2191552 SH  SHARED                2191552                  
D LIGAND PHARMACEUTICALS INC     CL B             53220K20        13      4671 SH  SHARED      02           3471              1200
D LIFETIME BRANDS INC            NOTE  4.750% 7/1 53222QAB       768   1000000 PRN SHARED                1000000                  
D LIFETIME BRANDS INC            COM              53222Q10         2       252 SH  SHARED                    252                  
D LIFETIME BRANDS INC            COM              53222Q10        58      6000 SH  SHARED      10           6000                  
D LIGHTPATH TECHNOLOGIES INC     CL A NEW         53225780         0       129 SH  SHARED                    129                  
D LIHIR GOLD LTD                 SPONSORED ADR    53234910        13       632 SH  SHARED                    632                  
D LIHIR GOLD LTD                 SPONSORED ADR    53234910       127      6105 SH  SHARED      02           6054                51
D LILLY ELI & CO                 COM              53245710        66      1500 SH  SHARED                   1500                  
D LILLY ELI & CO                 COM              53245710    153336   3482556 SH  SHARED                3410256             72300
D LILLY ELI & CO                 COM              53245710      8121    184454 SH  SHARED      01         168659             15795
D LILLY ELI & CO                 COM              53245710       528     12000 SH  SHR/OTHR    01                            12000
D LILLY ELI & CO                 COM              53245710      2999     68135 SH  SHARED      02          57293             10842
D LILLY ELI & CO                 COM              53245710     97291   2209660 SH  SHARED      04        2209660                  
D LILLY ELI & CO                 COM              53245710        20       470 SH  SHARED      05            470                  
D LILLY ELI & CO                 COM              53245710      9134    207455 SH  SHARED      06         126137             81318
D LILLY ELI & CO                 COM              53245710    186062   4225821 SH  SHARED      10        4115498            110323
D LILLY ELI & CO                 COM              53245710      2886     65552 SH  SHARED      14          11900             53652
D LILLY ELI & CO                 COM              53245710       202      4588 SH  SHARED      20            444              4144
D LILLY ELI & CO                 COM              53245710       176      4014 SH  SHR/OTHR    20                             4014
D LILLY ELI & CO                 COM              53245710      2339     53141 SH  SHARED      21          53141                  
D LILLY ELI & CO                 COM              53245710        55      1250 SH  SHR/OTHR    22                             1250
D LILLY ELI & CO                 COM              53245710       285      6490 SH  SHARED      23           6490                  
D LILLY ELI & CO                 COM              53245710       859     19516 SH  SHR/OTHR    23                            19516
D LIMELIGHT NETWORKS INC         COM              53261M10       267    107129 SH  SHARED                 107129                  
D LIMELIGHT NETWORKS INC         COM              53261M10        30     12000 SH  SHARED      02                            12000
D LIMCO PIEDMONT INC             COM              53261T10         7      1674 SH  SHARED                   1674                  
D LIME ENERGY CO                 COM NEW          53261U20         1       300 SH  SHARED                    300                  
D LIME ENERGY CO                 COM NEW          53261U20         0       126 SH  SHARED      02            126                  
D LIMITED BRANDS INC             COM              53271610      1355     78236 SH  SHARED                  78236                  
D LIMITED BRANDS INC             COM              53271610       744     42996 SH  SHARED      01          42996                  
D LIMITED BRANDS INC             COM              53271610       688     39727 SH  SHARED      02          39725                 2
D LIMITED BRANDS INC             COM              53271610      9010    520260 SH  SHARED      05         520260                  
D LIMITED BRANDS INC             COM              53271610       750     43310 SH  SHARED      06          34300              9010
D LIMITED BRANDS INC             COM              53271610      5419    312912 SH  SHARED      10         312912                  
D LIMITED BRANDS INC             COM              53271610       225     13000 SH  SHARED      14                            13000
D LIMITED BRANDS INC             COM              53271610        28      1637 SH  SHARED      20           1040               597
D LIMITED BRANDS INC             COM              53271610        56      3234 SH  SHR/OTHR    20                             3234
D LIN TV CORP                    CL A             53277410         2       501 SH  SHARED                    501                  
D LIN TV CORP                    CL A             53277410        44      8715 SH  SHARED      02           8715                  
D LIN TV CORP                    CL A             53277410        19      3800 SH  SHARED      10           3800                  
D LIN TV CORP                    CL A             53277410        38      7500 SH  SHARED      23                             7500
D LINCARE HLDGS INC              COM              53279110       202      6715 SH  SHARED                   6715                  
D LINCARE HLDGS INC              COM              53279110       737     24500 SH  SHARED      01                            24500
D LINCARE HLDGS INC              COM              53279110      1793     59605 SH  SHARED      02          59605                  
D LINCARE HLDGS INC              COM              53279110       300     10000 SH  SHARED      04          10000                  
D LINCARE HLDGS INC              COM              53279110        33      1100 SH  SHARED      06           1100                  
D LINCARE HLDGS INC              COM              53279110      7979    265187 SH  SHARED      10         265187                  
D LINCOLN BANCORP IND            COM              53287910         1       122 SH  SHARED                    122                  
D LINCOLN EDL SVCS CORP          COM              53353510         2       200 SH  SHARED                    200                  
D LINCOLN EDL SVCS CORP          COM              53353510         0         2 SH  SHARED      02              2                  
D LINCOLN ELEC HLDGS INC         COM              53390010        34       536 SH  SHARED                    536                  
D LINCOLN ELEC HLDGS INC         COM              53390010       855     13300 SH  SHARED      01                            13300
D LINCOLN ELEC HLDGS INC         COM              53390010       240      3733 SH  SHARED      02           3733                  
D LINCOLN ELEC HLDGS INC         COM              53390010       186      2900 SH  SHARED      10           2900                  
D LINCOLN ELEC HLDGS INC         COM              53390010        70      1096 SH  SHARED      21                             1096
D LINCOLN NATL CORP IND          COM              53418710     40476    945502 SH  SHARED                 945502                  
D LINCOLN NATL CORP IND          COM              53418710      1876     43841 SH  SHARED      01          43443               398
D LINCOLN NATL CORP IND          COM              53418710        34       800 SH  SHR/OTHR    01                              800
D LINCOLN NATL CORP IND          COM              53418710      1210     28277 SH  SHARED      02          24079              4198
D LINCOLN NATL CORP IND          COM              53418710         5       140 SH  SHARED      05            140                  
D LINCOLN NATL CORP IND          COM              53418710      1854     43322 SH  SHARED      06          35081              8241
D LINCOLN NATL CORP IND          COM              53418710      7605    177656 SH  SHARED      10         177656                  
D LINCOLN NATL CORP IND          COM              53418710       109      2552 SH  SHARED      14                             2552
D LINCOLN NATL CORP IND          COM              53418710       124      2900 SH  SHARED      20                             2900
D LINCOLN NATL CORP IND          COM              53418710       128      3000 SH  SHR/OTHR    20                             3000
D LINCOLN NATL CORP IND          COM              53418710      1021     23864 SH  SHARED      21          23309               555
D LINCOLN NATL CORP IND          COM              53418710       408      9532 SH  SHARED      23           9532                  
D LINCOLN NATL CORP IND          COM              53418710       136      3200 SH  SHR/OTHR    23                             3200
D LINDSAY CORP                   COM              53555510        92      1273 SH  SHARED                   1273                  
D LINDSAY CORP                   COM              53555510       273      3753 SH  SHARED      02           3753                  
D LINDSAY CORP                   COM              53555510     21979    302130 SH  SHARED      04         302130                  
D LINDSAY CORP                   COM              53555510     16329    224454 SH  SHARED      05         224454                  
D LINDSAY CORP                   COM              53555510       636      8751 SH  SHARED      06                             8751
D LINDSAY CORP                   COM              53555510      2344     32222 SH  SHARED      10          32222                  
D LINEAR TECHNOLOGY CORP         NOTE  3.125% 5/0 535678AD      2586   2667000 PRN SHARED                2667000                  
D LINEAR TECHNOLOGY CORP         NOTE  3.125% 5/0 535678AD      4850   5000000 PRN SHARED      02        5000000                  
D LINEAR TECHNOLOGY CORP         COM              53567810         9       300 SH  SHARED                    300                  
D LINEAR TECHNOLOGY CORP         COM              53567810      9591    312830 SH  SHARED                 312830                  
D LINEAR TECHNOLOGY CORP         COM              53567810       861     28085 SH  SHARED      01          23745              4340
D LINEAR TECHNOLOGY CORP         COM              53567810        73      2400 SH  SHR/OTHR    01                             2400
D LINEAR TECHNOLOGY CORP         COM              53567810       999     32586 SH  SHARED      02          28586              4000
D LINEAR TECHNOLOGY CORP         COM              53567810         6       210 SH  SHARED      05            210                  
D LINEAR TECHNOLOGY CORP         COM              53567810      1060     34580 SH  SHARED      06          26700              7880
D LINEAR TECHNOLOGY CORP         COM              53567810      4797    156479 SH  SHARED      10         156479                  
D LINEAR TECHNOLOGY CORP         COM              53567810        59      1940 SH  SHARED      20            700              1240
D LINEAR TECHNOLOGY CORP         COM              53567810         3       125 SH  SHR/OTHR    20                              125
D LINEAR TECHNOLOGY CORP         COM              53567810        22       750 SH  SHARED      22            150               600
D LINEAR TECHNOLOGY CORP         COM              53567810        12       400 SH  SHR/OTHR    22                              400
D LINEAR TECHNOLOGY CORP         COM              53567810       164      5350 SH  SHARED      23           4950               400
D LINEAR TECHNOLOGY CORP         COM              53567810       397     12975 SH  SHR/OTHR    23                            12975
D LIONS GATE ENTMNT CORP         NOTE  2.938%10/1 535919AF      8605   9097000 PRN SHARED      02        9097000                  
D LIONS GATE ENTMNT CORP         NOTE  3.625% 3/1 535919AG        15     17000 PRN SHARED      02          17000                  
D LIONS GATE ENTMNT CORP         COM NEW          53591920       182     20034 SH  SHARED                  20034                  
D LIONS GATE ENTMNT CORP         COM NEW          53591920         4       500 SH  SHARED      02            500                  
D LIONS GATE ENTMNT CORP         COM NEW          53591920         3       366 SH  SHARED      20            366                  
D LINKTONE LTD                   ADR              53592510         0        29 SH  SHARED                     29                  
D LINKTONE LTD                   ADR              53592510         0        28 SH  SHARED      02             28                  
D LINN ENERGY LLC                UNIT LTD LIAB    53602010     29853   1951240 SH  SHARED                1951240                  
D LINN ENERGY LLC                UNIT LTD LIAB    53602010       193     12622 SH  SHARED      02           1822             10800
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210         5      2226 SH  SHARED                   2226                  
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210        37     15500 SH  SHARED      02          15500                  
D LIPID SCIENCES INC ARIZ        COM              53630P10         0       625 SH  SHARED                    625                  
D LIQUIDITY SERVICES INC         COM              53635B10        23      2152 SH  SHARED                   2152                  
D LIQUIDITY SERVICES INC         COM              53635B10         0         8 SH  SHARED      02              8                  
D LIQUIDITY SERVICES INC         COM              53635B10      4308    397101 SH  SHARED      21         397101                  
D LIQUIDITY SERVICES INC         COM              53635B10      2604    240000 SH  SHARED      23         240000                  
D LITHIA MTRS INC                NOTE  2.875% 5/0 536797AB       924   1101000 PRN SHARED                1101000                  
D LITHIA MTRS INC                CL A             53679710       153     35729 SH  SHARED                  35729                  
D LITHIA MTRS INC                CL A             53679710        33      7659 SH  SHARED      02           7659                  
D LITTELFUSE INC                 COM              53700810         9       308 SH  SHARED                    308                  
D LITTELFUSE INC                 COM              53700810        71      2412 SH  SHARED      02           2412                  
D LITTELFUSE INC                 COM              53700810       285      9600 SH  SHARED      10           9600                  
D LIVE NATION INC                COM              53803410        19      1205 SH  SHARED                   1205                  
D LIVE NATION INC                COM              53803410       162      9995 SH  SHARED      01           9995                  
D LIVE NATION INC                COM              53803410       725     44593 SH  SHARED      02          44125               468
D LIVE NATION INC                COM              53803410      1346     82775 SH  SHARED      10          82775                  
D LIVEPERSON INC                 COM              53814610         3      1072 SH  SHARED                   1072                  
D LIVEPERSON INC                 COM              53814610       281     96747 SH  SHARED      01                            96747
D LIVEPERSON INC                 COM              53814610        34     12000 SH  SHARED      02          12000                  
D LIZ CLAIBORNE INC              COM              53932010        73      4495 SH  SHARED                   4495                  
D LIZ CLAIBORNE INC              COM              53932010      2010    122378 SH  SHARED                 122378                  
D LIZ CLAIBORNE INC              COM              53932010       259     15774 SH  SHARED      01          15774                  
D LIZ CLAIBORNE INC              COM              53932010       212     12906 SH  SHARED      02          12906                  
D LIZ CLAIBORNE INC              COM              53932010       347     21130 SH  SHARED      04          21130                  
D LIZ CLAIBORNE INC              COM              53932010       202     12350 SH  SHARED      06           9550              2800
D LIZ CLAIBORNE INC              COM              53932010       809     49277 SH  SHARED      10          49277                  
D LIZ CLAIBORNE INC              COM              53932010       312     19041 SH  SHARED      14                            19041
D LLOYDS TSB GROUP PLC           SPONSORED ADR    53943910         0        16 SH  SHARED                     16                  
D LLOYDS TSB GROUP PLC           SPONSORED ADR    53943910        92      5549 SH  SHARED      02           5549                  
D LLOYDS TSB GROUP PLC           SPONSORED ADR    53943910        43      2591 SH  SHARED      21           2591                  
D LO-JACK CORP                   COM              53945110        20      3112 SH  SHARED                   3112                  
D LOCAL COM CORP                 COM              53954R10        68     30345 SH  SHARED                  30345                  
D LOCKHEED MARTIN CORP           COM              53983010     46426    423328 SH  SHARED                 423328                  
D LOCKHEED MARTIN CORP           COM              53983010      5464     49828 SH  SHARED      01          45028              4800
D LOCKHEED MARTIN CORP           COM              53983010        46       425 SH  SHR/OTHR    01                              425
D LOCKHEED MARTIN CORP           COM              53983010      2431     22169 SH  SHARED      02          17727              4442
D LOCKHEED MARTIN CORP           COM              53983010      1151     10500 SH  SHARED      04          10500                  
D LOCKHEED MARTIN CORP           COM              53983010        17       160 SH  SHARED      05            160                  
D LOCKHEED MARTIN CORP           COM              53983010      5605     51108 SH  SHARED      06          39988             11120
D LOCKHEED MARTIN CORP           COM              53983010     24083    219602 SH  SHARED      10         218602              1000
D LOCKHEED MARTIN CORP           COM              53983010      1360     12409 SH  SHARED      14                            12409
D LOCKHEED MARTIN CORP           COM              53983010        10       100 SH  SHARED      20            100                  
D LOCKHEED MARTIN CORP           COM              53983010       143      1308 SH  SHARED      21                             1308
D LOCKHEED MARTIN CORP           COM              53983010         7        70 SH  SHR/OTHR    21                               70
D LOCKHEED MARTIN CORP           COM              53983010        21       200 SH  SHR/OTHR    22                              200
D LOCKHEED MARTIN CORP           COM              53983010        43       400 SH  SHARED      23            400                  
D LOCKHEED MARTIN CORP           COM              53983010       684      6240 SH  SHR/OTHR    23                             6240
D LODGIAN INC                    COM PAR $.01     54021P40         5       650 SH  SHARED                    650                  
D LODGIAN INC                    COM PAR $.01     54021P40         0         9 SH  SHARED      02              9                  
D LODGENET INTERACTIVE CORP      COM              54021110         1       494 SH  SHARED                    494                  
D LOEWS CORP                     COM              54042410     24734    626345 SH  SHARED                 626345                  
D LOEWS CORP                     COM              54042410      1686     42700 SH  SHARED      01          42700                  
D LOEWS CORP                     COM              54042410       883     22373 SH  SHARED      02          16818              5555
D LOEWS CORP                     COM              54042410         3       100 SH  SHARED      05            100                  
D LOEWS CORP                     COM              54042410      2215     56092 SH  SHARED      06          46216              9876
D LOEWS CORP                     COM              54042410     21735    550408 SH  SHARED      10         550408                  
D LOEWS CORP                     COM              54042410       319      8100 SH  SHARED      14                             8100
D LOGICVISION INC                COM NEW          54140W30         0       227 SH  SHARED                    227                  
D LOGILITY INC                   COM              54140Y10        10      1655 SH  SHARED                   1655                  
D LOGIC DEVICES INC              COM              54140210         0       130 SH  SHARED                    130                  
D LONGS DRUG STORES CORP         COM              54316210       420      5559 SH  SHARED                   5559                  
D LONGS DRUG STORES CORP         COM              54316210        60       800 SH  SHARED      01            800                  
D LONGS DRUG STORES CORP         COM              54316210         4        54 SH  SHARED      02             17                37
D LONGS DRUG STORES CORP         COM              54316210       461      6100 SH  SHARED      10           6100                  
D LONGS DRUG STORES CORP         COM              54316210         5        75 SH  SHARED      20             75                  
D LONGTOP FINL TECHNOLOGIES LT   ADR              54318P10       139      9880 SH  SHARED                   9880                  
D LONGTOP FINL TECHNOLOGIES LT   ADR              54318P10        14      1059 SH  SHARED      02             59              1000
D LOOKSMART LTD                  COM NEW          54344250        32     12641 SH  SHARED      02           3400              9241
D LOOPNET INC                    COM              54352430        13      1363 SH  SHARED                   1363                  
D LOOPNET INC                    COM              54352430      7121    724493 SH  SHARED      10         724493                  
D LORAL SPACE & COMMUNICATNS L   COM              54388110         0        40 SH  SHARED                     40                  
D LORAL SPACE & COMMUNICATNS L   COM              54388110         0         6 SH  SHARED      02              6                  
D LORAL SPACE & COMMUNICATNS L   COM              54388110        97      6600 SH  SHARED      10           6600                  
D LORILLARD INC                  COM              54414710       505      7100 SH  SHARED                                     7100
D LORILLARD INC                  COM              54414710    185663   2609472 SH  SHARED                2609472                  
D LORILLARD INC                  COM              54414710      1203     16920 SH  SHARED      01          14805              2115
D LORILLARD INC                  COM              54414710       126      1775 SH  SHR/OTHR    01                             1775
D LORILLARD INC                  COM              54414710       550      7735 SH  SHARED      02           6103              1632
D LORILLARD INC                  COM              54414710    106956   1503248 SH  SHARED      04        1503248                  
D LORILLARD INC                  COM              54414710      2188     30756 SH  SHARED      06          23946              6810
D LORILLARD INC                  COM              54414710      6670     93756 SH  SHARED      10          93756                  
D LORILLARD INC                  COM              54414710        28       400 SH  SHARED      20            400                  
D LORILLARD INC                  COM              54414710        18       266 SH  SHR/OTHR    21                              266
D LORILLARD INC                  COM              54414710        16       225 SH  SHR/OTHR    23                              225
D LOUD TECHNOLOGIES INC          COM NEW          54573120         0        29 SH  SHARED                     29                  
D LOUISANA BANCORP INC NEW       COM              54619P10         2       203 SH  SHARED                    203                  
D LOUISIANA PAC CORP             COM              54634710     22212   2388460 SH  SHARED                2388460                  
D LOUISIANA PAC CORP             COM              54634710       343     36900 SH  SHARED      01           3200             33700
D LOUISIANA PAC CORP             COM              54634710       177     19048 SH  SHARED      02          19048                  
D LOUISIANA PAC CORP             COM              54634710       315     33900 SH  SHARED      10          33900                  
D LOWES COS INC                  COM              54866110     50931   2149901 SH  SHARED                2149901                  
D LOWES COS INC                  COM              54866110      5313    224284 SH  SHARED      01         218400              5884
D LOWES COS INC                  COM              54866110        17       720 SH  SHR/OTHR    01                              720
D LOWES COS INC                  COM              54866110     49026   2069489 SH  SHARED      02        2041095             28394
D LOWES COS INC                  COM              54866110       106      4500 SH  SHARED      04           4500                  
D LOWES COS INC                  COM              54866110        17       730 SH  SHARED      05            730                  
D LOWES COS INC                  COM              54866110      4745    200316 SH  SHARED      06         155396             44920
D LOWES COS INC                  COM              54866110    264469  11163757 SH  SHARED      10       11162557              1200
D LOWES COS INC                  COM              54866110        56      2402 SH  SHARED      14                             2402
D LOWES COS INC                  COM              54866110        47      2025 SH  SHARED      20                             2025
D LOWES COS INC                  COM              54866110        44      1894 SH  SHARED      21                             1894
D LOWES COS INC                  COM              54866110        66      2800 SH  SHR/OTHR    22                             2800
D LOWES COS INC                  COM              54866110         9       400 SH  SHARED      23            400                  
D LOWES COS INC                  COM              54866110       172      7300 SH  SHR/OTHR    23                             7300
D LUBRIZOL CORP                  COM              54927110      3144     72889 SH  SHARED                  72889                  
D LUBRIZOL CORP                  COM              54927110       888     20600 SH  SHARED      01                            20600
D LUBRIZOL CORP                  COM              54927110       250      5807 SH  SHARED      02           1532              4275
D LUBRIZOL CORP                  COM              54927110       207      4800 SH  SHARED      06           4800                  
D LUBRIZOL CORP                  COM              54927110       210      4876 SH  SHARED      10           4876                  
D LUBYS INC                      COM              54928210         2       280 SH  SHARED                    280                  
D LUBYS INC                      COM              54928210         0        12 SH  SHARED      02             12                  
D LUCENT TECHNOLOGIES INC        DBCV  2.750% 6/1 549463AG     52500  60000000 PRN SHARED               60000000                  
D LUCENT TECHNOLOGIES INC        DBCV  2.750% 6/1 549463AG       351    402000 PRN SHARED      02         402000                  
D LUCENT TECHNOLOGIES INC        DBCV  2.875% 6/1 549463AH     45325  65405008 PRN SHARED               65405008                  
D LUCENT TECHNOLOGIES INC        DBCV  2.875% 6/1 549463AH       399    576000 PRN SHARED      02         576000                  
D LUFKIN INDS INC                COM              54976410       303      3825 SH  SHARED                   3825                  
D LUFKIN INDS INC                COM              54976410        40       508 SH  SHARED      02            508                  
D LUFKIN INDS INC                COM              54976410       309      3900 SH  SHARED      10           3900                  
D LULULEMON ATHLETICA INC        COM              55002110       108      4698 SH  SHARED                   4698                  
D LULULEMON ATHLETICA INC        COM              55002110      9965    432730 SH  SHARED      10         432730                  
D LUMBER LIQUIDATORS INC         COM              55003Q10         2       210 SH  SHARED                    210                  
D LUMBER LIQUIDATORS INC         COM              55003Q10         0         5 SH  SHARED      02              5                  
D LUMERA CORP                    COM              55024R10         0       444 SH  SHARED                    444                  
D LUMINEX CORP DEL               COM              55027E10        27      1084 SH  SHARED                   1084                  
D LUMINEX CORP DEL               COM              55027E10        40      1600 SH  SHARED      01           1600                  
D LUMINEX CORP DEL               COM              55027E10        83      3319 SH  SHARED      02           3319                  
D LUMINEX CORP DEL               COM              55027E10       255     10200 SH  SHARED      10          10200                  
D LUNA INNOVATIONS               COM              55035110         0       136 SH  SHARED                    136                  
D LUNDIN MINING CORP             COM              55037210      2044    686022 SH  SHARED                 686022                  
D LUNDIN MINING CORP             COM              55037210      1920    644626 SH  SHARED      02           3800            640826
D LUNDIN MINING CORP             COM              55037210         0       300 SH  SHARED      06            300                  
D LUNDIN MINING CORP             COM              55037210        28      9700 SH  SHARED      10           9700                  
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20        12       532 SH  SHARED                    532                  
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20       282     12300 SH  SHR/OTHR    01                            12300
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20        27      1200 SH  SHARED      02           1200                  
D LYDALL INC DEL                 COM              55081910        17      1856 SH  SHARED                   1856                  
D LYDALL INC DEL                 COM              55081910       146     15209 SH  SHARED      02          15209                  
D LYDALL INC DEL                 COM              55081910        87      9055 SH  SHARED      10           9055                  
D M & F WORLDWIDE CORP           COM              55254110       260      6523 SH  SHARED                   6523                  
D M & F WORLDWIDE CORP           COM              55254110         0         6 SH  SHARED      02              6                  
D M & F WORLDWIDE CORP           COM              55254110       120      3000 SH  SHARED      10           3000                  
D M & T BK CORP                  COM              55261F10      3768     42224 SH  SHARED                  42224                  
D M & T BK CORP                  COM              55261F10       915     10256 SH  SHARED      01          10256                  
D M & T BK CORP                  COM              55261F10       486      5449 SH  SHARED      02           5449                  
D M & T BK CORP                  COM              55261F10         4        50 SH  SHARED      05             50                  
D M & T BK CORP                  COM              55261F10       909     10190 SH  SHARED      06           8450              1740
D M & T BK CORP                  COM              55261F10      3995     44769 SH  SHARED      10          44769                  
D MBIA INC                       COM              55262C10      4347    365361 SH  SHARED                 365361                  
D MBIA INC                       COM              55262C10       302     25400 SH  SHARED      01          25400                  
D MBIA INC                       COM              55262C10       151     12745 SH  SHARED      02          12745                  
D MBIA INC                       COM              55262C10       270     22700 SH  SHARED      06          17700              5000
D MBIA INC                       COM              55262C10      1251    105176 SH  SHARED      10         105176                  
D MB FINANCIAL INC NEW           COM              55264U10        18       571 SH  SHARED                    571                  
D MB FINANCIAL INC NEW           COM              55264U10        13       400 SH  SHARED      02            400                  
D MB FINANCIAL INC NEW           COM              55264U10     12978    392450 SH  SHARED      10         392450                  
D MBF HEALTHCARE ACQUISITION C   COM              55265010      3487    450000 SH  SHARED                 450000                  
D MBF HEALTHCARE ACQUISITION C   *W EXP 04/16/201 55265011        16     82711 SH  SHARED                  82711                  
D MBF HEALTHCARE ACQUISITION C   *W EXP 04/16/201 55265011        45    229400 SH  SHARED      02         229400                  
D M D C HLDGS INC                COM              55267610      3867    105685 SH  SHARED                 105685                  
D M D C HLDGS INC                COM              55267610       406     11100 SH  SHARED      01                            11100
D M D C HLDGS INC                COM              55267610       150      4114 SH  SHARED      02           4114                  
D M D C HLDGS INC                COM              55267610      1022     27947 SH  SHARED      10          27947                  
D MDS INC                        COM              55269P30      1744    146021 SH  SHARED                 146021                  
D MDS INC                        COM              55269P30        15      1305 SH  SHARED      02           1305                  
D MDS INC                        COM              55269P30        90      7600 SH  SHARED      10           7600                  
D MDS INC                        COM              55269P30         5       500 SH  SHARED      14                              500
D MDU RES GROUP INC              COM              55269010      1392     48005 SH  SHARED                  48005                  
D MDU RES GROUP INC              COM              55269010      1680     57950 SH  SHARED      01                            57950
D MDU RES GROUP INC              COM              55269010       119      4122 SH  SHARED      02           2772              1350
D MDU RES GROUP INC              COM              55269010        66      2300 SH  SHARED      06           1300              1000
D MDU RES GROUP INC              COM              55269010       272      9400 SH  SHARED      10           9400                  
D MDU RES GROUP INC              COM              55269010        87      3000 SH  SHARED      21                             3000
D MDI INC                        COM              55270510         0       812 SH  SHARED                    812                  
D MEMC ELECTR MATLS INC          COM              55271510         7       250 SH  SHARED                                      250
D MEMC ELECTR MATLS INC          COM              55271510     10203    361051 SH  SHARED                 359501              1550
D MEMC ELECTR MATLS INC          COM              55271510       850     30095 SH  SHARED      01          29825               270
D MEMC ELECTR MATLS INC          COM              55271510      1117     39554 SH  SHARED      02          30628              8926
D MEMC ELECTR MATLS INC          COM              55271510      9704    343400 SH  SHARED      04         343400                  
D MEMC ELECTR MATLS INC          COM              55271510     10657    377110 SH  SHARED      05         377110                  
D MEMC ELECTR MATLS INC          COM              55271510      1251     44300 SH  SHARED      06          21950             22350
D MEMC ELECTR MATLS INC          COM              55271510      5659    200250 SH  SHARED      10         200050               200
D MEMC ELECTR MATLS INC          COM              55271510       126      4492 SH  SHARED      14                             4492
D MEMC ELECTR MATLS INC          COM              55271510        59      2100 SH  SHARED      23           2100                  
D MFA MTG INVTS INC              COM              55272X10        60      9300 SH  SHARED      01           9300                  
D MFA MTG INVTS INC              COM              55272X10       634     97657 SH  SHARED      02          97657                  
D MFA MTG INVTS INC              COM              55272X10       407     62700 SH  SHARED      10          62700                  
D MFA MTG INVTS INC              COM              55272X10        28      4387 SH  SHARED      21                             4387
D MFRI INC                       COM              55272110         1       137 SH  SHARED                    137                  
D MFS INTER INCOME TR            SH BEN INT       55273C10       353     59892 SH  SHARED      02                            59892
D MFS INTER INCOME TR            SH BEN INT       55273C10        16      2828 SH  SHARED      20                             2828
D MDRNA INC                      COM              55276N10         0       827 SH  SHARED                    827                  
D MDRNA INC                      COM              55276N10         0      1134 SH  SHARED      02           1134                  
D MGE ENERGY INC                 COM              55277P10         0         8 SH  SHARED                      8                  
D MGE ENERGY INC                 COM              55277P10        14       400 SH  SHARED      01            400                  
D MGE ENERGY INC                 COM              55277P10        53      1512 SH  SHARED      02           1512                  
D MGE ENERGY INC                 COM              55277P10       412     11600 SH  SHARED      10          11600                  
D MGIC INVT CORP WIS             COM              55284810      2157    306963 SH  SHARED                 306963                  
D MGIC INVT CORP WIS             COM              55284810       426     60600 SH  SHARED      01          60600                  
D MGIC INVT CORP WIS             COM              55284810       378     53850 SH  SHARED      02          53850                  
D MGIC INVT CORP WIS             COM              55284810        56      8100 SH  SHARED      06           8100                  
D MGIC INVT CORP WIS             COM              55284810       419     59652 SH  SHARED      10          59652                  
D MGIC INVT CORP WIS             COM              55284810        38      5424 SH  SHARED      14                             5424
D MFS GOVT MKTS INCOME TR        SH BEN INT       55293910         0        42 SH  SHARED                     42                  
D MGM MIRAGE                     COM              55295310      7458    261709 SH  SHARED                 261709                  
D MGM MIRAGE                     COM              55295310      1298     45570 SH  SHARED      02          43480              2090
D MGM MIRAGE                     COM              55295310         1        60 SH  SHARED      05             60                  
D MGM MIRAGE                     COM              55295310      1759     61735 SH  SHARED      06          60315              1420
D MGM MIRAGE                     COM              55295310      2149     75424 SH  SHARED      10          75424                  
D MGM MIRAGE                     COM              55295310        35      1242 SH  SHARED      21                             1242
D MGM MIRAGE                     COM              55295310        14       509 SH  SHARED      23                              509
D MGP INGREDIENTS INC            COM              55302G10         6      2136 SH  SHARED                   2136                  
D MGP INGREDIENTS INC            COM              55302G10         0       100 SH  SHARED      02            100                  
D MGP INGREDIENTS INC            COM              55302G10        28     10100 SH  SHARED      10          10100                  
D MHI HOSPITALITY CORP           COM              55302L10         0       165 SH  SHARED                    165                  
D MGT CAPITAL INVTS INC          COM              55302P10         4      3166 SH  SHARED                                     3166
D MI DEVS INC                    CL A SUB VTG     55304X10        46      2541 SH  SHARED                   2541                  
D MI DEVS INC                    CL A SUB VTG     55304X10        26      1420 SH  SHARED      10           1420                  
D M/I HOMES INC                  COM              55305B10       847     37191 SH  SHARED                  37191                  
D M/I HOMES INC                  COM              55305B10         4       205 SH  SHARED      01            205                  
D M/I HOMES INC                  COM              55305B10       167      7334 SH  SHARED      02           7334                  
D M/I HOMES INC                  COM              55305B10       177      7800 SH  SHARED      10           7800                  
D MKS INSTRUMENT INC             COM              55306N10       348     17525 SH  SHARED                  17525                  
D MKS INSTRUMENT INC             COM              55306N10       295     14850 SH  SHARED      01          14850                  
D MKS INSTRUMENT INC             COM              55306N10        92      4628 SH  SHARED      02           4628                  
D MKS INSTRUMENT INC             COM              55306N10       103      5200 SH  SHARED      06           5200                  
D MKS INSTRUMENT INC             COM              55306N10     19197    964200 SH  SHARED      10         961300              2900
D MIVA INC                       COM              55311R10         4      7470 SH  SHARED                   7470                  
D MLP & STRATEGIC EQUITY FD IN   COM              55312N10       119     11220 SH  SHARED                  11220                  
D MLP & STRATEGIC EQUITY FD IN   COM              55312N10       564     52905 SH  SHARED      02           3600             49305
D MMC ENERGY INC                 COM NEW          55312Q20         0       363 SH  SHARED                    363                  
D MPC CORPORATION                COM              55316610         0       884 SH  SHARED                    884                  
D MPS GROUP INC                  COM              55340910        73      7321 SH  SHARED                   7321                  
D MPS GROUP INC                  COM              55340910       287     28500 SH  SHARED      01                            28500
D MPS GROUP INC                  COM              55340910       189     18789 SH  SHARED      02          18789                  
D MPS GROUP INC                  COM              55340910       833     82693 SH  SHARED      10          82693                  
D MRV COMMUNICATIONS INC         COM              55347710         0        90 SH  SHARED      02             90                  
D MRV COMMUNICATIONS INC         COM              55347710        80     68500 SH  SHARED      10          68500                  
D MRU HLDGS INC                  COM              55348A10         0       631 SH  SHARED                    631                  
D MSB FINANCIAL CORPORATION      COM              55352P10         0        65 SH  SHARED                     65                  
D MSB FINANCIAL CORPORATION      COM              55352P10         0         6 SH  SHARED      02              6                  
D MSC INDL DIRECT INC            CL A             55353010       271      5902 SH  SHARED                   5902                  
D MSC INDL DIRECT INC            CL A             55353010       668     14500 SH  SHARED      01                            14500
D MSC INDL DIRECT INC            CL A             55353010       560     12162 SH  SHARED      02          12093                69
D MSC INDL DIRECT INC            CL A             55353010        96      2100 SH  SHARED      10           2100                  
D MSC SOFTWARE CORP              COM              55353110        64      6010 SH  SHARED                   6010                  
D MSC SOFTWARE CORP              COM              55353110         3       281 SH  SHARED      02             25               256
D MSC SOFTWARE CORP              COM              55353110       248     23200 SH  SHARED      10          23200                  
D MSCI INC                       CL A             55354G10      1254     52264 SH  SHARED                  52264                  
D MSCI INC                       CL A             55354G10        15       662 SH  SHARED      02            662                  
D MSCI INC                       CL A             55354G10      7386    307751 SH  SHARED      10         307751                  
D MSCI INC                       CL A             55354G10       451     18800 SH  SHARED      14                            18800
D M-SYSTEMS FIN INC              NOTE  1.000% 3/1 55375VAB       158    177000 PRN SHARED      02         177000                  
D MTR GAMING GROUP INC           COM              55376910         1       586 SH  SHARED                    586                  
D MTS MEDICATION TECHNLGS INC    COM              55377310         0       116 SH  SHARED                    116                  
D MTS SYS CORP                   COM              55377710       314      7466 SH  SHARED                   7466                  
D MTS SYS CORP                   COM              55377710        17       409 SH  SHARED      02            409                  
D MTS SYS CORP                   COM              55377710       505     12000 SH  SHARED      10          12000                  
D MVC CAPITAL INC                COM              55382910      4659    305545 SH  SHARED                 305545                  
D MVC CAPITAL INC                COM              55382910         5       328 SH  SHARED      02            328                  
D MVC CAPITAL INC                COM              55382910       106      7000 SH  SHARED      10           7000                  
D MV OIL TR                      TR UNITS         55385910      6820    464926 SH  SHARED                 464926                  
D MWI VETERINARY SUPPLY INC      COM              55402X10        87      2215 SH  SHARED                   2215                  
D MWI VETERINARY SUPPLY INC      COM              55402X10         1        36 SH  SHARED      02              5                31
D MAC-GRAY CORP                  COM              55415310         2       265 SH  SHARED                    265                  
D MAC-GRAY CORP                  COM              55415310        30      2900 SH  SHARED      02           2900                  
D MACATAWA BK CORP               COM              55422510        11      1592 SH  SHARED                   1592                  
D MACATAWA BK CORP               COM              55422510         0         8 SH  SHARED      02              8                  
D MACATAWA BK CORP               COM              55422510        31      4500 SH  SHARED      10           4500                  
D MACE SEC INTL INC              COM NEW          55433520         0       404 SH  SHARED                    404                  
D MACERICH CO                    COM              55438210     42455    667022 SH  SHARED                 635122             31900
D MACERICH CO                    COM              55438210      1576     24775 SH  SHARED      01            175             24600
D MACERICH CO                    COM              55438210       614      9650 SH  SHARED      02           8535              1115
D MACERICH CO                    COM              55438210         3        60 SH  SHARED      05             60                  
D MACERICH CO                    COM              55438210     18070    283900 SH  SHARED      10         282500              1400
D MACERICH CO                    COM              55438210    139467   2191165 SH  SHARED      11        1054919           1136246
D MACK CALI RLTY CORP            COM              55448910      3799    112173 SH  SHARED                 110873              1300
D MACK CALI RLTY CORP            COM              55448910       718     21200 SH  SHARED      01            100             21100
D MACK CALI RLTY CORP            COM              55448910       506     14955 SH  SHARED      02          14955                  
D MACK CALI RLTY CORP            COM              55448910      1146     33850 SH  SHARED      10          33850                  
D MACK CALI RLTY CORP            COM              55448910     46814   1382182 SH  SHARED      11                          1382182
D MACK CALI RLTY CORP            COM              55448910       101      3000 SH  SHR/OTHR    21                             3000
D MACK CALI RLTY CORP            COM              55448910         8       250 SH  SHARED      23            250                  
D MACK CALI RLTY CORP            COM              55448910        66      1950 SH  SHR/OTHR    23                             1950
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10        22      1728 SH  SHARED                   1728                  
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10       189     14322 SH  SHARED      02           6723              7599
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10       309     23420 SH  SHARED      10          23420                  
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10        12       945 SH  SHARED      21            945                  
D MACROVISION SOLUTIONS CORP     COM              55611C10       565     36800 SH  SHARED      01           8500             28300
D MACROVISION SOLUTIONS CORP     COM              55611C10       385     25083 SH  SHARED      02          17796              7287
D MACROVISION SOLUTIONS CORP     COM              55611C10       319     20754 SH  SHARED      10          20754                  
D MACYS INC                      COM              55616P10      6662    370555 SH  SHARED                 370555                  
D MACYS INC                      COM              55616P10      1741     96883 SH  SHARED      01          84388             12495
D MACYS INC                      COM              55616P10        24      1350 SH  SHR/OTHR    01                             1350
D MACYS INC                      COM              55616P10       492     27398 SH  SHARED      02          27028               370
D MACYS INC                      COM              55616P10       357     19900 SH  SHARED      04          19900                  
D MACYS INC                      COM              55616P10         4       244 SH  SHARED      05            244                  
D MACYS INC                      COM              55616P10      2511    139667 SH  SHARED      06         125269             14398
D MACYS INC                      COM              55616P10     56240   3127956 SH  SHARED      10        3058256             69700
D MACYS INC                      COM              55616P10       231     12854 SH  SHARED      14                            12854
D MACYS INC                      COM              55616P10        37      2105 SH  SHARED      20           2105                  
D MACYS INC                      COM              55616P10       129      7190 SH  SHARED      21           7190                  
D MACYS INC                      COM              55616P10        16       912 SH  SHR/OTHR    21                              912
D MACYS INC                      COM              55616P10        67      3734 SH  SHARED      23           3734                  
D MACYS INC                      COM              55616P10        18      1008 SH  SHR/OTHR    23                             1008
D MADDEN STEVEN LTD              COM              55626910        33      1356 SH  SHARED                   1356                  
D MADDEN STEVEN LTD              COM              55626910        74      3000 SH  SHARED      01           3000                  
D MADDEN STEVEN LTD              COM              55626910        98      3993 SH  SHARED      02           3993                  
D MADDEN STEVEN LTD              COM              55626910       636     25700 SH  SHARED      10          25700                  
D MADECO SA                      SPONS ADR NEW    55630420        41      5043 SH  SHARED                   5043                  
D MAG SILVER CORP                COM              55903Q10        54      9700 SH  SHARED                   9700                  
D MAG SILVER CORP                COM              55903Q10       133     23800 SH  SHARED                  23800                  
D MAG SILVER CORP                COM              55903Q10      1927    342300 SH  SHARED      10         342300                  
D MAGELLAN MIDSTREAM HLDGS LP    COM LP INTS      55907R10     44182   2571751 SH  SHARED                2571751                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920        64      1577 SH  SHARED                   1577                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920        94      2300 SH  SHARED      01           2300                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       349      8523 SH  SHARED      02           8523                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       328      8000 SH  SHARED      04           8000                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920      2225     54200 SH  SHARED      10          54200                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920         2        70 SH  SHARED      21                               70
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010      1057     32645 SH  SHARED                  32645                  
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010      1566     48337 SH  SHARED      02                            48337
D MAGELLAN PETE CORP             COM              55909130         1      1082 SH  SHARED                   1082                  
D MAGMA DESIGN AUTOMATION        COM              55918110      1071    266602 SH  SHARED                 266602                  
D MAGMA DESIGN AUTOMATION        COM              55918110         1       425 SH  SHARED      02            425                  
D MAGNA ENTMT CORP               SUB VTG CL A NEW 55921130         5      3426 SH  SHARED                   3426                  
D MAGNA INTL INC                 CL A             55922240      6863    134071 SH  SHARED                 133271               800
D MAGNA INTL INC                 CL A             55922240        25       500 SH  SHARED      01            500                  
D MAGNA INTL INC                 CL A             55922240       423      8267 SH  SHARED      02           8242                25
D MAGNA INTL INC                 CL A             55922240        68      1329 SH  SHARED      06            879               450
D MAGNA INTL INC                 CL A             55922240       348      6815 SH  SHARED      10           6815                  
D MAGNETEK INC                   COM              55942410         4       995 SH  SHARED                    995                  
D MAGNETEK INC                   COM              55942410         2       500 SH  SHARED      02            500                  
D MAGYAR BANCORP INC             COM              55977T10         0        71 SH  SHARED                     71                  
D MAGUIRE PPTYS INC              COM              55977510      7963   1336080 SH  SHARED                1281630             54450
D MAGUIRE PPTYS INC              COM              55977510        46      7850 SH  SHARED      01           7850                  
D MAGUIRE PPTYS INC              COM              55977510       267     44839 SH  SHARED      02          13839             31000
D MAGUIRE PPTYS INC              COM              55977510      2934    492300 SH  SHARED      10         492300                  
D MAGUIRE PPTYS INC              COM              55977510      3535    593214 SH  SHARED      11         349300            243914
D MAGYAR TELEKOM TELECOMMUNS P   SPONSORED ADR    55977610       342     14722 SH  SHARED                  14722                  
D MAGYAR TELEKOM TELECOMMUNS P   SPONSORED ADR    55977610      2390    102700 SH  SHARED      02         102700                  
D MAHANAGAR TEL NIGAM LTD        SPONS ADR 2001   55977840       344     81231 SH  SHARED                  81231                  
D MAIDENFORM BRANDS INC          COM              56030510         0        14 SH  SHARED                     14                  
D MAIDENFORM BRANDS INC          COM              56030510         0        12 SH  SHARED      02             12                  
D MAIN STREET CAPITAL CORP       COM              56035L10         3       280 SH  SHARED                    280                  
D MAINE & MARITIMES CORP         COM              56037710         1        43 SH  SHARED                     43                  
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10         1        62 SH  SHARED                     62                  
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10        36      1885 SH  SHARED      01           1885                  
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10       141      7200 SH  SHARED      10           7200                  
D MAJESCO ENTERTAINMENT CO       COM NEW          56069020         0       494 SH  SHARED                    494                  
D MAKEMUSIC INC                  COM NEW          56086P20         0        80 SH  SHARED                     80                  
D MAKITA CORP                    ADR NEW          56087730        21      1038 SH  SHARED                   1038                  
D MAKO SURGICAL CORP             COM              56087910         0        46 SH  SHARED                     46                  
D MAN SANG HLDGS INC             COM NEW          56165120         0       219 SH  SHARED                    219                  
D MANAGEMENT NETWORK GROUP INC   COM              56169310         0       471 SH  SHARED                    471                  
D MANHATTAN ASSOCS INC           COM              56275010        27      1216 SH  SHARED                   1216                  
D MANHATTAN ASSOCS INC           COM              56275010         4       200 SH  SHARED      01            200                  
D MANHATTAN ASSOCS INC           COM              56275010        92      4140 SH  SHARED      02           4114                26
D MANHATTAN ASSOCS INC           COM              56275010       335     15000 SH  SHARED      10          15000                  
D MANHATTAN ASSOCS INC           COM              56275010      1096     49100 SH  SHARED      14                            49100
D MANHATTAN BRIDGE CAPITAL INC   COM              56280310         0        49 SH  SHARED                     49                  
D MANITEX INTL INC               COM              56342010         0       218 SH  SHARED                    218                  
D MANITOWOC INC                  COM              56357110      3053    196347 SH  SHARED                 150047             46300
D MANITOWOC INC                  COM              56357110       379     24400 SH  SHARED      01          24400                  
D MANITOWOC INC                  COM              56357110       329     21207 SH  SHARED      02          19929              1278
D MANITOWOC INC                  COM              56357110       245     15800 SH  SHARED      06          12800              3000
D MANITOWOC INC                  COM              56357110     11137    716262 SH  SHARED      10         640562             75700
D MANITOWOC INC                  COM              56357110       245     15775 SH  SHARED      14                            15775
D MANITOWOC INC                  COM              56357110         2       130 SH  SHARED      21                              130
D MANNATECH INC                  COM              56377110         2       700 SH  SHARED                    700                  
D MANNATECH INC                  COM              56377110         6      1735 SH  SHARED                   1735                  
D MANNATECH INC                  COM              56377110         0        50 SH  SHARED      01             50                  
D MANNATECH INC                  COM              56377110         1       421 SH  SHARED      02            421                  
D MANNKIND CORP                  NOTE  3.750%12/1 56400PAA       392    725000 PRN SHARED                 725000                  
D MANNKIND CORP                  COM              56400P20        13      3439 SH  SHARED                   3439                  
D MANNKIND CORP                  COM              56400P20        87     22767 SH  SHR/OTHR    01                            22767
D MANNKIND CORP                  COM              56400P20        14      3808 SH  SHARED      02           3808                  
D MANNKIND CORP                  COM              56400P20       103     26900 SH  SHARED      10          26900                  
D MANPOWER INC                   COM              56418H10      2530     58623 SH  SHARED                  37823             20800
D MANPOWER INC                   COM              56418H10      1164     26975 SH  SHARED      01           1975             25000
D MANPOWER INC                   COM              56418H10       362      8398 SH  SHARED      02           8398                  
D MANPOWER INC                   COM              56418H10       302      7000 SH  SHARED      04           7000                  
D MANPOWER INC                   COM              56418H10       262      6090 SH  SHARED      06           4850              1240
D MANPOWER INC                   COM              56418H10      8175    189431 SH  SHARED      10         180331              9100
D MANPOWER INC                   COM              56418H10       229      5312 SH  SHARED      14                             5312
D MANPOWER INC                   COM              56418H10         4       110 SH  SHARED      20            110                  
D MANPOWER INC                   COM              56418H10         3        85 SH  SHARED      21                               85
D MANPOWER INC                   COM              56418H10        86      2000 SH  SHARED      23                             2000
D MANTECH INTL CORP              CL A             56456310       336      5679 SH  SHARED                   5679                  
D MANTECH INTL CORP              CL A             56456310        39       663 SH  SHARED      02            663                  
D MANTECH INTL CORP              CL A             56456310       616     10400 SH  SHARED      10          10400                  
D MANULIFE FINL CORP             COM              56501R10     83905   2286884 SH  SHARED                2284484              2400
D MANULIFE FINL CORP             COM              56501R10       134      3668 SH  SHARED      01            668              3000
D MANULIFE FINL CORP             COM              56501R10         1        38 SH  SHARED      02             38                  
D MANULIFE FINL CORP             COM              56501R10       216      5900 SH  SHARED      04           5900                  
D MANULIFE FINL CORP             COM              56501R10        24       674 SH  SHARED      05            674                  
D MANULIFE FINL CORP             COM              56501R10       915     24946 SH  SHARED      06          17464              7482
D MANULIFE FINL CORP             COM              56501R10      3562     97100 SH  SHARED      10          97100                  
D MANULIFE FINL CORP             COM              56501R10      1241     33827 SH  SHARED      14                            33827
D MANULIFE FINL CORP             COM              56501R10       183      5000 SH  SHARED      20                             5000
D MANULIFE FINL CORP             COM              56501R10       403     11000 SH  SHARED      23          11000                  
D MANULIFE FINL CORP             COM              56501R10         3       100 SH  SHR/OTHR    23                              100
D MAP PHARMACEUTICALS INC        COM              56509R10       964     95348 SH  SHARED                  95348                  
D MAP PHARMACEUTICALS INC        COM              56509R10        15      1504 SH  SHARED      02              4              1500
D MARATHON OIL CORP              COM              56584910      2338     58645 SH  SHARED                  27675             30970
D MARATHON OIL CORP              COM              56584910     52651   1320588 SH  SHARED                1296788             23800
D MARATHON OIL CORP              COM              56584910      3564     89393 SH  SHARED      01          88743               650
D MARATHON OIL CORP              COM              56584910      5178    129881 SH  SHARED      02         112207             17674
D MARATHON OIL CORP              COM              56584910       269      6749 SH  SHARED      04                             6749
D MARATHON OIL CORP              COM              56584910     70752   1774589 SH  SHARED      04        1774589                  
D MARATHON OIL CORP              COM              56584910        12       310 SH  SHARED      05            310                  
D MARATHON OIL CORP              COM              56584910     11673    292800 SH  SHARED      06         271200             21600
D MARATHON OIL CORP              COM              56584910     67837   1701455 SH  SHARED      10        1504302            197153
D MARATHON OIL CORP              COM              56584910      1677     42068 SH  SHARED      14                            42068
D MARATHON OIL CORP              COM              56584910        49      1230 SH  SHARED      20           1180                50
D MARATHON OIL CORP              COM              56584910       215      5415 SH  SHARED      21           5125               290
D MARATHON OIL CORP              COM              56584910        39      1000 SH  SHARED      23           1000                  
D MARATHON OIL CORP              COM              56584910       238      5970 SH  SHR/OTHR    23                             5970
D MARCHEX INC                    CL B             56624R10       269     26197 SH  SHARED                  26197                  
D MARCHEX INC                    CL B             56624R10        60      5900 SH  SHARED      01           5900                  
D MARCHEX INC                    CL B             56624R10       110     10756 SH  SHARED      02          10756                  
D MARCHEX INC                    CL B             56624R10       370     36000 SH  SHARED      10          36000                  
D MARCUS CORP                    COM              56633010         0        16 SH  SHARED                     16                  
D MARCUS CORP                    COM              56633010        19      1200 SH  SHARED      01           1200                  
D MARCUS CORP                    COM              56633010         0        11 SH  SHARED      02             11                  
D MARINEMAX INC                  COM              56790810        16      2344 SH  SHARED                   2344                  
D MARINEMAX INC                  COM              56790810         4       581 SH  SHARED      02            581                  
D MARINE PRODS CORP              COM              56842710         8       988 SH  SHARED                    988                  
D MARINE PRODS CORP              COM              56842710         0         5 SH  SHARED      02              5                  
D MARINER ENERGY INC             COM              56845T30      1452     70832 SH  SHARED                   6632             64200
D MARINER ENERGY INC             COM              56845T30       940     45885 SH  SHARED      01          42885              3000
D MARINER ENERGY INC             COM              56845T30       510     24900 SH  SHR/OTHR    01                            24900
D MARINER ENERGY INC             COM              56845T30       111      5456 SH  SHARED      02           5012               444
D MARINER ENERGY INC             COM              56845T30         8       400 SH  SHARED      06            400                  
D MARINER ENERGY INC             COM              56845T30     32722   1596237 SH  SHARED      10        1436626            159611
D MARKEL CORP                    COM              57053510      1415      4028 SH  SHARED                   4028                  
D MARKEL CORP                    COM              57053510        36       105 SH  SHARED      01            105                  
D MARKEL CORP                    COM              57053510        59       169 SH  SHARED      02            169                  
D MARKEL CORP                    COM              57053510       302       860 SH  SHARED      10            860                  
D MARKEL CORP                    COM              57053510        35       100 SH  SHARED      20            100                  
D MARKEL CORP                    COM              57053510        35       100 SH  SHARED      23                              100
D MARKETAXESS HLDGS INC          COM              57060D10        26      3309 SH  SHARED                   3309                  
D MARKETAXESS HLDGS INC          COM              57060D10       119     14800 SH  SHARED      10          14800                  
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10        50      1500 SH  SHARED                   1500                  
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10       276      8187 SH  SHARED                   8187                  
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10       122      3625 SH  SHARED      02                             3625
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10       118      3500 SH  SHARED      23                             3500
D MARKET VECTORS ETF TR          MV ENVIR SVCS    57060U20      1075     23801 SH  SHARED      02                            23801
D MARKET VECTORS ETF TR          MV STEEL INDEX   57060U30        15       300 SH  SHARED                    300                  
D MARKET VECTORS ETF TR          MV STEEL INDEX   57060U30        10       200 SH  SHARED      02                              200
D MARKET VECTORS ETF TR          GBL ALTER ENRG   57060U40      1527     39913 SH  SHARED      02                            39913
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50       129      4470 SH  SHARED                   4470                  
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50      1580     54654 SH  SHARED      02          54200               454
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      1281     34810 SH  SHARED                  34810                  
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      1166     31700 SH  SHARED      01          31700                  
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      3651     99238 SH  SHARED      02                            99238
D MARKET VECTORS ETF TR          NUC ENERGY ETF   57060U70      1148     51129 SH  SHARED      02                            51129
D MARKET VECTORS ETF TR          RVE HARD ETF     57060U79      1286     40115 SH  SHARED      02                            40115
D MARKET VECTORS ETF TR          COAL ETF         57060U83        50      1700 SH  SHARED                   1700                  
D MARKET VECTORS ETF TR          COAL ETF         57060U83      1115     37900 SH  SHARED      02                            37900
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910     16171    639695 SH  SHARED                 639695                  
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910       589     23300 SH  SHARED      02                            23300
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910        41      1649 SH  SHARED      10           1649                  
D MARLIN BUSINESS SVCS CORP      COM              57115710         2       292 SH  SHARED                    292                  
D MARLIN BUSINESS SVCS CORP      COM              57115710        52      6170 SH  SHARED      10           6170                  
D MARSH & MCLENNAN COS INC       COM              57174810        70      2227 SH  SHARED                   2227                  
D MARSH & MCLENNAN COS INC       COM              57174810    109300   3441461 SH  SHARED                3441461                  
D MARSH & MCLENNAN COS INC       COM              57174810      2175     68497 SH  SHARED      01          68497                  
D MARSH & MCLENNAN COS INC       COM              57174810        14       465 SH  SHR/OTHR    01                              465
D MARSH & MCLENNAN COS INC       COM              57174810       923     29084 SH  SHARED      02          20161              8923
D MARSH & MCLENNAN COS INC       COM              57174810         9       310 SH  SHARED      05            310                  
D MARSH & MCLENNAN COS INC       COM              57174810      2355     74160 SH  SHARED      06          58750             15410
D MARSH & MCLENNAN COS INC       COM              57174810      9984    314372 SH  SHARED      10         314372                  
D MARSH & MCLENNAN COS INC       COM              57174810        91      2881 SH  SHARED      14                             2881
D MARSH & MCLENNAN COS INC       COM              57174810        31      1000 SH  SHARED      23           1000                  
D MARSH & MCLENNAN COS INC       COM              57174810       184      5800 SH  SHR/OTHR    23                             5800
D MARSHALL & ILSLEY CORP NEW     COM              57183710      5635    279666 SH  SHARED                 279666                  
D MARSHALL & ILSLEY CORP NEW     COM              57183710       485     24100 SH  SHARED      01          24100                  
D MARSHALL & ILSLEY CORP NEW     COM              57183710       487     24216 SH  SHARED      02          24216                  
D MARSHALL & ILSLEY CORP NEW     COM              57183710       683     33941 SH  SHARED      06          25442              8499
D MARSHALL & ILSLEY CORP NEW     COM              57183710      4618    229216 SH  SHARED      10         229216                  
D MARSHALL & ILSLEY CORP NEW     COM              57183710         8       399 SH  SHARED      14                              399
D MARSHALL & ILSLEY CORP NEW     COM              57183710        29      1440 SH  SHARED      20                             1440
D MARRIOTT INTL INC NEW          CL A             57190320     11897    456010 SH  SHARED                 436010             20000
D MARRIOTT INTL INC NEW          CL A             57190320     26363   1010501 SH  SHARED      01         178708            831793
D MARRIOTT INTL INC NEW          CL A             57190320     68400   2621715 SH  SHR/OTHR    01                          2621715
D MARRIOTT INTL INC NEW          CL A             57190320       961     36849 SH  SHARED      02          35409              1440
D MARRIOTT INTL INC NEW          CL A             57190320       201      7725 SH  SHARED      04           7725                  
D MARRIOTT INTL INC NEW          CL A             57190320         5       200 SH  SHARED      05            200                  
D MARRIOTT INTL INC NEW          CL A             57190320      1101     42220 SH  SHARED      06          32500              9720
D MARRIOTT INTL INC NEW          CL A             57190320      3945    151239 SH  SHARED      10         151239                  
D MARRIOTT INTL INC NEW          CL A             57190320       415     15929 SH  SHARED      20          13280              2649
D MARRIOTT INTL INC NEW          CL A             57190320        26      1000 SH  SHR/OTHR    20                             1000
D MARRIOTT INTL INC NEW          CL A             57190320        35      1374 SH  SHARED      21           1374                  
D MARRIOTT INTL INC NEW          CL A             57190320        41      1600 SH  SHR/OTHR    21                             1600
D MARRIOTT INTL INC NEW          CL A             57190320       401     15380 SH  SHARED      22          12505              2875
D MARRIOTT INTL INC NEW          CL A             57190320        55      2130 SH  SHR/OTHR    22                             2130
D MARRIOTT INTL INC NEW          CL A             57190320       990     37974 SH  SHARED      23          33724              4250
D MARRIOTT INTL INC NEW          CL A             57190320       919     35255 SH  SHR/OTHR    23                            35255
D MARSHALL EDWARDS INC           COM              57232230        10      5100 SH  SHARED                   5100                  
D MARSHALL EDWARDS INC           COM              57232230         0        11 SH  SHARED      02             11                  
D MARTEK BIOSCIENCES CORP        COM              57290110       312      9956 SH  SHARED                   9956                  
D MARTEK BIOSCIENCES CORP        COM              57290110       135      4300 SH  SHARED      01                             4300
D MARTEK BIOSCIENCES CORP        COM              57290110       262      8339 SH  SHARED      02           7739               600
D MARTEK BIOSCIENCES CORP        COM              57290110       628     20000 SH  SHARED      04          20000                  
D MARTEK BIOSCIENCES CORP        COM              57290110       205      6539 SH  SHARED      10           6539                  
D MARTEN TRANS LTD               COM              57307510         0        48 SH  SHARED                     48                  
D MARTEN TRANS LTD               COM              57307510         0         8 SH  SHARED      02              8                  
D MARTEN TRANS LTD               COM              57307510       159      8200 SH  SHARED      10           8200                  
D MARTHA STEWART LIVING OMNIME   CL A             57308310         3       358 SH  SHARED                    358                  
D MARTHA STEWART LIVING OMNIME   CL A             57308310        62      7400 SH  SHARED      02           7400                  
D MARTIN MARIETTA MATLS INC      COM              57328410      1216     10860 SH  SHARED                  10860                  
D MARTIN MARIETTA MATLS INC      COM              57328410      1550     13848 SH  SHARED                  13848                  
D MARTIN MARIETTA MATLS INC      COM              57328410      2343     20931 SH  SHARED      01           7131             13800
D MARTIN MARIETTA MATLS INC      COM              57328410     14095    125875 SH  SHARED      02         120010              5865
D MARTIN MARIETTA MATLS INC      COM              57328410         4        40 SH  SHARED      05             40                  
D MARTIN MARIETTA MATLS INC      COM              57328410        55       500 SH  SHARED      06             50               450
D MARTIN MARIETTA MATLS INC      COM              57328410     17802    158980 SH  SHARED      10         120880             38100
D MARTIN MARIETTA MATLS INC      COM              57328410        11       100 SH  SHARED      21                              100
D MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     57333110         4       230 SH  SHARED                    230                  
D MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     57333110       109      5400 SH  SHARED      02                             5400
D MARVEL ENTERTAINMENT INC       COM              57383T10      1278     37437 SH  SHARED                  37437                  
D MARVEL ENTERTAINMENT INC       COM              57383T10       529     15500 SH  SHARED      01                            15500
D MARVEL ENTERTAINMENT INC       COM              57383T10       147      4328 SH  SHARED      02           3278              1050
D MARVEL ENTERTAINMENT INC       COM              57383T10       795     23300 SH  SHARED      10          21800              1500
D MASCO CORP                     COM              57459910     12920    720199 SH  SHARED                 720199                  
D MASCO CORP                     COM              57459910      1541     85948 SH  SHARED      01          85948                  
D MASCO CORP                     COM              57459910      5231    291637 SH  SHARED      02          65457            226180
D MASCO CORP                     COM              57459910         5       300 SH  SHARED      05            300                  
D MASCO CORP                     COM              57459910      1174     65490 SH  SHARED      06          55750              9740
D MASCO CORP                     COM              57459910      3708    206704 SH  SHARED      10         206704                  
D MASCO CORP                     COM              57459910        68      3824 SH  SHARED      14                             3824
D MASCO CORP                     COM              57459910        34      1920 SH  SHARED      22                             1920
D MASCO CORP                     COM              57459910       165      9200 SH  SHARED      23           9200                  
D MASCO CORP                     COM              57459910        34      1920 SH  SHR/OTHR    23                             1920
D MASIMO CORP                    COM              57479510       592     15924 SH  SHARED                  15924                  
D MASIMO CORP                    COM              57479510      1477     39726 SH  SHARED      02             26             39700
D MASIMO CORP                    COM              57479510      2258     60700 SH  SHARED      10          60700                  
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ     18713  27043008 PRN SHARED               27043008                  
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ      1697   2453000 PRN SHARED      02        2453000                  
D MASSEY ENERGY CORP             COM              57620610      1340     37586 SH  SHARED                  37586                  
D MASSEY ENERGY CORP             COM              57620610       524     14699 SH  SHARED      01          14699                  
D MASSEY ENERGY CORP             COM              57620610       360     10100 SH  SHR/OTHR    01                            10100
D MASSEY ENERGY CORP             COM              57620610       388     10889 SH  SHARED      02          10889                  
D MASSEY ENERGY CORP             COM              57620610       317      8900 SH  SHARED      06           7300              1600
D MASSEY ENERGY CORP             COM              57620610     36133   1012991 SH  SHARED      10        1008891              4100
D MASSEY ENERGY CORP             COM              57620610        45      1263 SH  SHARED      21            485               778
D MASTEC INC                     COM              57632310         1        98 SH  SHARED                     98                  
D MASTEC INC                     COM              57632310       312     23525 SH  SHARED      01          23525                  
D MASTEC INC                     COM              57632310        20      1524 SH  SHARED      02           1524                  
D MASTEC INC                     COM              57632310      1190     89599 SH  SHARED      10          89599                  
D MASTERCARD INC                 CL A             57636Q10     58134    327835 SH  SHARED                 325035              2800
D MASTERCARD INC                 CL A             57636Q10      1629      9190 SH  SHARED      01           8790               400
D MASTERCARD INC                 CL A             57636Q10     84680    477528 SH  SHARED      02         476165              1363
D MASTERCARD INC                 CL A             57636Q10      1755      9900 SH  SHARED      04           9900                  
D MASTERCARD INC                 CL A             57636Q10         7        40 SH  SHARED      05             40                  
D MASTERCARD INC                 CL A             57636Q10     13018     73415 SH  SHARED      06          38065             35350
D MASTERCARD INC                 CL A             57636Q10     14703     82916 SH  SHARED      10          77916              5000
D MASTERCARD INC                 CL A             57636Q10        81       462 SH  SHARED      21             16               446
D MATERIAL SCIENCES CORP         COM              57667410        12      2172 SH  SHARED                   2172                  
D MATERIAL SCIENCES CORP         COM              57667410        14      2450 SH  SHARED      02           2450                  
D MATHSTAR INC                   COM NEW          57680130        31     29338 SH  SHARED                  29338                  
D MATRIXX INITIATIVES INC        COM              57685L10         5       304 SH  SHARED                    304                  
D MATRIXX INITIATIVES INC        COM              57685L10        53      3015 SH  SHARED      02           3015                  
D MATRIX SVC CO                  COM              57685310       299     15696 SH  SHARED                  15696                  
D MATRIX SVC CO                  COM              57685310       364     19100 SH  SHARED      01          19100                  
D MATRIX SVC CO                  COM              57685310       424     22200 SH  SHR/OTHR    01                            22200
D MATRIX SVC CO                  COM              57685310         0        14 SH  SHARED      02             14                  
D MATRIX SVC CO                  COM              57685310      4961    259750 SH  SHARED      10         259750                  
D MATRIX SVC CO                  COM              57685310        21      1100 SH  SHARED      21           1100                  
D MATSUSHITA ELEC INDL           ADR              57687920        73      4227 SH  SHARED                   4227                  
D MATSUSHITA ELEC INDL           ADR              57687920         2       117 SH  SHARED      02                              117
D MATTEL INC                     COM              57708110        99      5500 SH  SHARED                                     5500
D MATTEL INC                     COM              57708110     26887   1490424 SH  SHARED                1209424            281000
D MATTEL INC                     COM              57708110      2174    120555 SH  SHARED      01         120555                  
D MATTEL INC                     COM              57708110       501     27799 SH  SHARED      02          27723                76
D MATTEL INC                     COM              57708110       865     48000 SH  SHARED      04          48000                  
D MATTEL INC                     COM              57708110         5       300 SH  SHARED      05            300                  
D MATTEL INC                     COM              57708110      2231    123720 SH  SHARED      06         111150             12570
D MATTEL INC                     COM              57708110    117554   6516345 SH  SHARED      10        4334842           2181503
D MATTEL INC                     COM              57708110       142      7877 SH  SHARED      14                             7877
D MATTEL INC                     COM              57708110       431     23900 SH  SHARED      15                            23900
D MATTEL INC                     COM              57708110        40      2220 SH  SHARED      21           1500               720
D MATTEL INC                     COM              57708110       524     29100 SH  SHR/OTHR    23                            29100
D MATTEL INC                     COM              57708110       689     38200 SH  SHARED      24          38200                  
D MATTHEWS INTL CORP             CL A             57712810         5       113 SH  SHARED                    113                  
D MATTHEWS INTL CORP             CL A             57712810       495      9775 SH  SHARED      01            175              9600
D MATTHEWS INTL CORP             CL A             57712810        33       666 SH  SHARED      02            666                  
D MATTHEWS INTL CORP             CL A             57712810       336      6623 SH  SHARED      10           6623                  
D MATTSON TECHNOLOGY INC         COM              57722310         0       128 SH  SHARED      02            128                  
D MATTSON TECHNOLOGY INC         COM              57722310        87     18600 SH  SHARED      10          18600                  
D MAUI LD & PINEAPPLE INC        COM              57734510         0         2 SH  SHARED      02              2                  
D MAXTOR CORP                    NOTE  6.800% 4/3 577729AC     19700  20000000 PRN SHARED               20000000                  
D MAXTOR CORP                    NOTE  2.375% 8/1 577729AE      4505   5000000 PRN SHARED                5000000                  
D MAXTOR CORP                    NOTE  2.375% 8/1 577729AE      3153   3500000 PRN SHARED      02        3500000                  
D MAXCOM TELECOMUNICACIONES SA   ADR REP PR CTF   57773A50        33      4350 SH  SHARED                                     4350
D MAXCOM TELECOMUNICACIONES SA   ADR REP PR CTF   57773A50       244     31950 SH  SHARED      04          31950                  
D MAXCOM TELECOMUNICACIONES SA   ADR REP PR CTF   57773A50      2687    351300 SH  SHARED      10         351300                  
D MAXWELL TECHNOLOGIES INC       COM              57776710        96      7200 SH  SHARED                   7200                  
D MAXWELL TECHNOLOGIES INC       COM              57776710       614     46100 SH  SHARED                  46100                  
D MAXWELL TECHNOLOGIES INC       COM              57776710       334     25041 SH  SHARED      02          23041              2000
D MAXYGEN INC                    COM              57777610       277     65660 SH  SHARED                  65660                  
D MAXYGEN INC                    COM              57777610        29      6900 SH  SHARED      01           6900                  
D MAXYGEN INC                    COM              57777610         5      1204 SH  SHARED      02           1204                  
D MAXYGEN INC                    COM              57777610        27      6600 SH  SHARED      10           6600                  
D MAXXAM INC                     COM              57791310         0        62 SH  SHARED                     62                  
D MAXIMUS INC                    COM              57793310      1596     43328 SH  SHARED                  43328                  
D MAXIMUS INC                    COM              57793310         6       166 SH  SHARED      02             10               156
D MAXIMUS INC                    COM              57793310       641     17400 SH  SHARED      10          17400                  
D MAYFLOWER BANCORP INC          COM              57832110         0        51 SH  SHARED                     51                  
D MBT FINL CORP                  COM              57887710         4       883 SH  SHARED                    883                  
D MCAFEE INC                     COM              57906410      2911     85736 SH  SHARED                  85736                  
D MCAFEE INC                     COM              57906410      1716     50557 SH  SHARED      01           1982             48575
D MCAFEE INC                     COM              57906410       418     12332 SH  SHARED      02          12332                  
D MCAFEE INC                     COM              57906410        81      2400 SH  SHARED      06                             2400
D MCAFEE INC                     COM              57906410      6625    195100 SH  SHARED      10         195100                  
D MCAFEE INC                     COM              57906410       539     15900 SH  SHARED      14                            15900
D MCCLATCHY CO                   CL A             57948910      1649    374810 SH  SHARED                 374810                  
D MCCLATCHY CO                   CL A             57948910       101     23132 SH  SHARED      02          23132                  
D MCCLATCHY CO                   CL A             57948910        63     14500 SH  SHARED      10          14500                  
D MCCLATCHY CO                   CL A             57948910         2       511 SH  SHR/OTHR    23                              511
D MCCORMICK & CO INC             COM NON VTG      57978020      5877    152869 SH  SHARED                 152869                  
D MCCORMICK & CO INC             COM NON VTG      57978020       497     12950 SH  SHARED      01          12950                  
D MCCORMICK & CO INC             COM NON VTG      57978020       884     23015 SH  SHARED      02          17140              5875
D MCCORMICK & CO INC             COM NON VTG      57978020       745     19400 SH  SHARED      04          19400                  
D MCCORMICK & CO INC             COM NON VTG      57978020      2317     60280 SH  SHARED      06          12600             47680
D MCCORMICK & CO INC             COM NON VTG      57978020      4490    116777 SH  SHARED      10         116777                  
D MCCORMICK & SCHMICKS SEAFD R   COM              57979310         5       545 SH  SHARED                    545                  
D MCCORMICK & SCHMICKS SEAFD R   COM              57979310      3146    323000 SH  SHARED      10         323000                  
D MCDATA CORP                    NOTE  2.250% 2/1 580031AD      1024   1114000 PRN SHARED                1114000                  
D MCDERMOTT INTL INC             COM              58003710       259     10140 SH  SHARED                  10140                  
D MCDERMOTT INTL INC             COM              58003710      1934     75700 SH  SHARED      01          75700                  
D MCDERMOTT INTL INC             COM              58003710       306     12002 SH  SHARED      02           8814              3188
D MCDERMOTT INTL INC             COM              58003710      2555    100000 SH  SHARED      04         100000                  
D MCDERMOTT INTL INC             COM              58003710         1        60 SH  SHARED      05             60                  
D MCDERMOTT INTL INC             COM              58003710       104      4100 SH  SHARED      06           2000              2100
D MCDERMOTT INTL INC             COM              58003710       458     17948 SH  SHARED      10          17948                  
D MCDERMOTT INTL INC             COM              58003710       112      4398 SH  SHARED      14                             4398
D MCDERMOTT INTL INC             COM              58003710        93      3657 SH  SHARED      21            575              3082
D MCDERMOTT INTL INC             COM              58003710       234      9170 SH  SHR/OTHR    23                             9170
D MCDONALDS CORP                 COM              58013510      2241     36329 SH  SHARED                  32654              3675
D MCDONALDS CORP                 COM              58013510    134313   2176874 SH  SHARED                2084654             92220
D MCDONALDS CORP                 COM              58013510     33858    548753 SH  SHARED      01         427168            121585
D MCDONALDS CORP                 COM              58013510      7508    121698 SH  SHR/OTHR    01                           121698
D MCDONALDS CORP                 COM              58013510     18063    292768 SH  SHARED      02         270775             21993
D MCDONALDS CORP                 COM              58013510       847     13740 SH  SHARED      04                            13740
D MCDONALDS CORP                 COM              58013510     31402    508952 SH  SHARED      04         508952                  
D MCDONALDS CORP                 COM              58013510        32       520 SH  SHARED      05            520                  
D MCDONALDS CORP                 COM              58013510     23941    388023 SH  SHARED      06         197281            190742
D MCDONALDS CORP                 COM              58013510    191817   3108869 SH  SHARED      10        3027232             81637
D MCDONALDS CORP                 COM              58013510      1082     17540 SH  SHARED      14           2000             15540
D MCDONALDS CORP                 COM              58013510      4781     77497 SH  SHARED      19                            77497
D MCDONALDS CORP                 COM              58013510      6230    100981 SH  SHARED      20          72199      250    28532
D MCDONALDS CORP                 COM              58013510      1376     22305 SH  SHR/OTHR    20                            22305
D MCDONALDS CORP                 COM              58013510      1289     20895 SH  SHARED      21          17364              3531
D MCDONALDS CORP                 COM              58013510       999     16200 SH  SHR/OTHR    21                            16200
D MCDONALDS CORP                 COM              58013510      1778     28825 SH  SHARED      22          20660              8165
D MCDONALDS CORP                 COM              58013510       285      4632 SH  SHR/OTHR    22                             4632
D MCDONALDS CORP                 COM              58013510      6897    111785 SH  SHARED      23         105970              5815
D MCDONALDS CORP                 COM              58013510     11563    187407 SH  SHR/OTHR    23                           187407
D MCG CAPITAL CORP               COM              58047P10       144     55203 SH  SHARED                  55203                  
D MCG CAPITAL CORP               COM              58047P10         3      1200 SH  SHARED      02                             1200
D MCG CAPITAL CORP               COM              58047P10        42     16400 SH  SHARED      10          16400                  
D MCGRATH RENTCORP               COM              58058910         0         9 SH  SHARED                      9                  
D MCGRATH RENTCORP               COM              58058910        43      1500 SH  SHARED      01           1500                  
D MCGRATH RENTCORP               COM              58058910         5       174 SH  SHARED      02            113                61
D MCGRATH RENTCORP               COM              58058910         1        53 SH  SHARED      10             53                  
D MCGRAW HILL COS INC            COM              58064510     17554    555347 SH  SHARED                 555347                  
D MCGRAW HILL COS INC            COM              58064510      4000    126554 SH  SHARED      01          69364             57190
D MCGRAW HILL COS INC            COM              58064510      2989     94563 SH  SHR/OTHR    01                            94563
D MCGRAW HILL COS INC            COM              58064510       986     31215 SH  SHARED      02          26751              4464
D MCGRAW HILL COS INC            COM              58064510       249      7900 SH  SHARED      04                             7900
D MCGRAW HILL COS INC            COM              58064510        85      2700 SH  SHARED      04           2700                  
D MCGRAW HILL COS INC            COM              58064510         6       190 SH  SHARED      05            190                  
D MCGRAW HILL COS INC            COM              58064510      1440     45570 SH  SHARED      06          35900              9670
D MCGRAW HILL COS INC            COM              58064510      5346    169155 SH  SHARED      10         169155                  
D MCGRAW HILL COS INC            COM              58064510       120      3800 SH  SHARED      14                             3800
D MCGRAW HILL COS INC            COM              58064510      1347     42636 SH  SHARED      20          15385             27251
D MCGRAW HILL COS INC            COM              58064510       692     21900 SH  SHR/OTHR    20                            21900
D MCGRAW HILL COS INC            COM              58064510       370     11725 SH  SHARED      21          11725                  
D MCGRAW HILL COS INC            COM              58064510        15       500 SH  SHR/OTHR    21                              500
D MCGRAW HILL COS INC            COM              58064510     22630    715944 SH  SHARED      22         541744            174200
D MCGRAW HILL COS INC            COM              58064510       599     18975 SH  SHR/OTHR    22                            18975
D MCGRAW HILL COS INC            COM              58064510      1999     63257 SH  SHARED      23          61957              1300
D MCGRAW HILL COS INC            COM              58064510     93672   2963389 SH  SHR/OTHR    23                          2963389
D MCKESSON CORP                  COM              58155Q10     68006   1263829 SH  SHARED                1263829                  
D MCKESSON CORP                  COM              58155Q10      2022     37593 SH  SHARED      01          36793               800
D MCKESSON CORP                  COM              58155Q10      1831     34042 SH  SHARED      02          28220              5822
D MCKESSON CORP                  COM              58155Q10      4068     75600 SH  SHARED      04          75600                  
D MCKESSON CORP                  COM              58155Q10         7       148 SH  SHARED      05            148                  
D MCKESSON CORP                  COM              58155Q10      3273     60826 SH  SHARED      06          51736              9090
D MCKESSON CORP                  COM              58155Q10     35360    657139 SH  SHARED      10         649239              7900
D MCKESSON CORP                  COM              58155Q10      1978     36776 SH  SHARED      14                            36776
D MCMORAN EXPLORATION CO         COM              58241110       875     37020 SH  SHARED                  37020                  
D MCMORAN EXPLORATION CO         COM              58241110       404     17100 SH  SHARED      01          17100                  
D MCMORAN EXPLORATION CO         COM              58241110       381     16140 SH  SHARED      02           3505             12635
D MCMORAN EXPLORATION CO         COM              58241110       895     37900 SH  SHARED      06          37900                  
D MCMORAN EXPLORATION CO         COM              58241110     13725    580615 SH  SHARED      10         580615                  
D MCMORAN EXPLORATION CO         PFD MAND CNV     58241150     12515     80000 SH  SHARED                  80000                  
D MEADE INSTRUMENTS CORP         COM              58306210         0       436 SH  SHARED                    436                  
D MEADOW VY CORP                 COM              58318510         8       864 SH  SHARED                    864                  
D MEADOWBROOK INS GROUP INC      COM              58319P10         3       550 SH  SHARED                    550                  
D MEADOWBROOK INS GROUP INC      COM              58319P10        31      4500 SH  SHARED      10           4500                  
D MEADWESTVACO CORP              COM              58333410     14651    628569 SH  SHARED                 628569                  
D MEADWESTVACO CORP              COM              58333410       587     25201 SH  SHARED      01          25201                  
D MEADWESTVACO CORP              COM              58333410      1322     56738 SH  SHARED      02          48840              7898
D MEADWESTVACO CORP              COM              58333410         2       118 SH  SHARED      04                              118
D MEADWESTVACO CORP              COM              58333410         4       200 SH  SHARED      05            200                  
D MEADWESTVACO CORP              COM              58333410       553     23760 SH  SHARED      06          18850              4910
D MEADWESTVACO CORP              COM              58333410      2865    122933 SH  SHARED      10         122933                  
D MEADWESTVACO CORP              COM              58333410       221      9500 SH  SHARED      14                             9500
D MEADWESTVACO CORP              COM              58333410        25      1102 SH  SHR/OTHR    23                             1102
D MEASUREMENT SPECIALTIES INC    COM              58342110        11       658 SH  SHARED                    658                  
D MEASUREMENT SPECIALTIES INC    COM              58342110         0         8 SH  SHARED      02              8                  
D MECHANICAL TECHNOLOGY INC      COM NEW          58353820         0       123 SH  SHARED                    123                  
D MECHEL OAO                     SPONSORED ADR    58384010      1465     81600 SH  SHARED                    600             81000
D MECHEL OAO                     SPONSORED ADR    58384010      8110    451607 SH  SHARED                 414207             37400
D MECHEL OAO                     SPONSORED ADR    58384010       285     15900 SH  SHARED      01          15900                  
D MECHEL OAO                     SPONSORED ADR    58384010        13       750 SH  SHARED      02            750                  
D MECHEL OAO                     SPONSORED ADR    58384010     19614   1092100 SH  SHARED      04        1092100                  
D MECHEL OAO                     SPONSORED ADR    58384010     12965    721900 SH  SHARED      05         721900                  
D MECHEL OAO                     SPONSORED ADR    58384010      3371    187700 SH  SHARED      06           7700            180000
D MECHEL OAO                     SPONSORED ADR    58384010     23401   1303000 SH  SHARED      10         782200            520800
D MECHEL OAO                     SPONSORED ADR    58384010        96      5400 SH  SHARED      15                             5400
D MECHEL OAO                     SPONSORED ADR    58384010       176      9800 SH  SHARED      24           9800                  
D MEDAREX INC                    COM              58391610      1077    166578 SH  SHARED                 166578                  
D MEDAREX INC                    COM              58391610        90     14055 SH  SHARED      01          14055                  
D MEDAREX INC                    COM              58391610        42      6558 SH  SHARED      02           6558                  
D MEDAREX INC                    COM              58391610       432     66904 SH  SHARED      04          66904                  
D MEDAREX INC                    COM              58391610       566     87609 SH  SHARED      10          87609                  
D MEDALLION FINL CORP            COM              58392810         0        52 SH  SHARED                     52                  
D MEDALLION FINL CORP            COM              58392810        10      1000 SH  SHR/OTHR    23                             1000
D MEDCATH CORP                   COM              58404W10       257     14351 SH  SHARED                  14351                  
D MEDCATH CORP                   COM              58404W10        57      3212 SH  SHARED      02            212              3000
D MEDCATH CORP                   COM              58404W10       222     12427 SH  SHARED      10          12427                  
D MEDASSETS INC                  COM              58404510         5       330 SH  SHARED                    330                  
D MEDASSETS INC                  COM              58404510         1        63 SH  SHARED      02             63                  
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10     -1952    -43388 SH  SHARED                 -43388                  
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10     30792    684286 SH  SHARED                 683756               530
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      4341     96482 SH  SHARED      01          82728             13754
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10        53      1178 SH  SHR/OTHR    01                             1178
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      4566    101471 SH  SHARED      02          91958              9513
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      5678    126182 SH  SHARED      04         126182                  
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10        12       270 SH  SHARED      05            270                  
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      3733     82976 SH  SHARED      06          66970             16006
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10     45640   1014238 SH  SHARED      10        1013638               600
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10         2        48 SH  SHARED      19                               48
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10         2        48 SH  SHARED      21             48                  
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10       231      5142 SH  SHARED      22           4322               820
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      1914     42542 SH  SHARED      23          35854              6688
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      2369     52649 SH  SHR/OTHR    23                            52649
D MEDIA & ENTMT HOLDINGS INC     COM              58439W10      6386    851509 SH  SHARED                 851509                  
D MEDIA & ENTMT HOLDINGS INC     COM              58439W10       756    100900 SH  SHARED      02         100900                  
D MEDIA & ENTMT HOLDINGS INC     *W EXP 03/09/201 58439W11         3     19490 SH  SHARED                  19490                  
D MEDIA GEN INC                  CL A             58440410       151     12202 SH  SHARED                  12202                  
D MEDIA GEN INC                  CL A             58440410       125     10100 SH  SHARED      01                            10100
D MEDIA GEN INC                  CL A             58440410        59      4770 SH  SHARED      02           4770                  
D MEDIA GEN INC                  CL A             58440410        49      4000 SH  SHARED      10           4000                  
D MEDIALINK WORLDWIDE INC        COM              58445P10         0       157 SH  SHARED                    157                  
D MEDIACOM COMMUNICATIONS CORP   CL A             58446K10        16      2829 SH  SHARED                   2829                  
D MEDIACOM COMMUNICATIONS CORP   CL A             58446K10        40      6922 SH  SHARED      02           6922                  
D MEDIACOM COMMUNICATIONS CORP   CL A             58446K10       520     87900 SH  SHARED      10          87900                  
D MEDIA SCIENCES INTL INC        COM              58446X10         0       244 SH  SHARED                    244                  
D MEDIA SCIENCES INTL INC        COM              58446X10        33     20000 SH  SHR/OTHR    01                            20000
D MEDICAL ACTION INDS INC        COM              58449L10        17      1359 SH  SHARED                   1359                  
D MEDICAL ACTION INDS INC        COM              58449L10         0         7 SH  SHARED      02              7                  
D MEDICAL STAFFING NETWK HLDGS   COM              58463F10         7      4560 SH  SHARED                   4560                  
D MEDICAL PPTYS TRUST INC        COM              58463J30      6706    590899 SH  SHARED                 532321             58578
D MEDICAL PPTYS TRUST INC        COM              58463J30       132     11638 SH  SHARED      02            938             10700
D MEDICAL PPTYS TRUST INC        COM              58463J30      7398    651822 SH  SHARED      10         651822                  
D MEDICAL PPTYS TRUST INC        COM              58463J30     59595   5250692 SH  SHARED      11        2556694           2693998
D MEDICAL PPTYS TRUST INC        COM              58463J30        11      1000 SH  SHARED      20           1000                  
D MEDICINOVA INC                 COM NEW          58468P20         0       251 SH  SHARED                    251                  
D MEDICINOVA INC                 COM NEW          58468P20         0         4 SH  SHARED      02              4                  
D MEDICINES CO                   COM              58468810        31      1371 SH  SHARED                   1371                  
D MEDICINES CO                   COM              58468810        85      3700 SH  SHARED      01           3700                  
D MEDICINES CO                   COM              58468810       209      9024 SH  SHARED      02           9024                  
D MEDICINES CO                   COM              58468810      1161     50000 SH  SHARED      04          50000                  
D MEDICINES CO                   COM              58468810      2780    119761 SH  SHARED      10         116861              2900
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       260     17444 SH  SHARED                  17444                  
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       286     19200 SH  SHARED      01           1500             17700
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       361     24217 SH  SHARED      02          10172             14045
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030      2636    176816 SH  SHARED      10         170116              6700
D MEDIFAST INC                   COM              58470H10         5       739 SH  SHARED                    739                  
D MEDICIS PHARMACEUTICAL CORP    NOTE  2.500% 6/0 58470KAA     11577  14084000 PRN SHARED      02       14084000                  
D MEDIWARE INFORMATION SYS INC   COM              58494610         0       153 SH  SHARED                    153                  
D MEDIWARE INFORMATION SYS INC   COM              58494610        11      2000 SH  SHARED      02                             2000
D MEDTOX SCIENTIFIC INC          COM NEW          58497720        11       898 SH  SHARED                    898                  
D MEDTOX SCIENTIFIC INC          COM NEW          58497720         0        77 SH  SHARED      02                               77
D MEDIS TECHNOLOGIES LTD         COM              58500P10         8      4612 SH  SHARED                   4612                  
D MEDIS TECHNOLOGIES LTD         COM              58500P10        14      8000 SH  SHARED      01           8000                  
D MEDIS TECHNOLOGIES LTD         COM              58500P10        21     11895 SH  SHARED      02          11895                  
D MEDIVATION INC                 COM              58501N10       720     27239 SH  SHARED                  27239                  
D MEDIVATION INC                 COM              58501N10        26      1008 SH  SHARED      02           1008                  
D MEDIVATION INC                 COM              58501N10        84      3200 SH  SHARED      10           3200                  
D MEDTRONIC INC                  NOTE  1.500% 4/1 585055AL      4975   5000000 PRN SHARED                5000000                  
D MEDTRONIC INC                  NOTE  1.500% 4/1 585055AL        94     95000 PRN SHARED      01                            95000
D MEDTRONIC INC                  NOTE  1.500% 4/1 585055AL      3016   3032000 PRN SHARED      02        3032000                  
D MEDTRONIC INC                  NOTE  1.500% 4/1 585055AL     25870  26000000 PRN SHARED      04       26000000                  
D MEDTRONIC INC                  NOTE  1.500% 4/1 585055AL     18507  18600000 PRN SHARED      06       18600000                  
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM      4975   5000000 PRN SHARED                5000000                  
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM         4      5000 PRN SHARED      02                             5000
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM      1293   1300000 PRN SHARED      06        1300000                  
D MEDTRONIC INC                  COM              58505510      1148     22916 SH  SHARED                  20311              2605
D MEDTRONIC INC                  COM              58505510    577795  11532850 SH  SHARED               11514350             18500
D MEDTRONIC INC                  COM              58505510     23937    477786 SH  SHARED      01         356407      300   121079
D MEDTRONIC INC                  COM              58505510      4299     85810 SH  SHR/OTHR    01                            85810
D MEDTRONIC INC                  COM              58505510      5381    107414 SH  SHARED      02          55547             51867
D MEDTRONIC INC                  COM              58505510       576     11509 SH  SHARED      04                            11509
D MEDTRONIC INC                  COM              58505510    250304   4996100 SH  SHARED      04        4996100                  
D MEDTRONIC INC                  COM              58505510        25       500 SH  SHARED      05            500                  
D MEDTRONIC INC                  COM              58505510      8736    174386 SH  SHARED      06         138884             35502
D MEDTRONIC INC                  COM              58505510     96464   1925448 SH  SHARED      10        1843220             82228
D MEDTRONIC INC                  COM              58505510      2217     44263 SH  SHARED      14          32400             11863
D MEDTRONIC INC                  COM              58505510      1252     25000 SH  SHARED      15                            25000
D MEDTRONIC INC                  COM              58505510      3476     69386 SH  SHARED      19                            69386
D MEDTRONIC INC                  COM              58505510      3855     76965 SH  SHARED      20          50780      125    26060
D MEDTRONIC INC                  COM              58505510      1304     26029 SH  SHR/OTHR    20                            26029
D MEDTRONIC INC                  COM              58505510      1057     21100 SH  SHARED      21          14100              7000
D MEDTRONIC INC                  COM              58505510       200      3994 SH  SHR/OTHR    21                             3994
D MEDTRONIC INC                  COM              58505510       154      3075 SH  SHARED      22           2300               775
D MEDTRONIC INC                  COM              58505510       149      2984 SH  SHR/OTHR    22                             2984
D MEDTRONIC INC                  COM              58505510      3950     78845 SH  SHARED      23          71030              7815
D MEDTRONIC INC                  COM              58505510      5355    106900 SH  SHR/OTHR    23                           106900
D MELCO CROWN ENTMT LTD          ADR              58546410        66     16603 SH  SHARED                  16603                  
D MELCO CROWN ENTMT LTD          ADR              58546410        87     21820 SH  SHARED      02                            21820
D MEMORY PHARMACEUTICALS CORP    COM              58606R40         0      4615 SH  SHARED                   4615                  
D MEMRY CORP                     COM NEW          58626320         1       654 SH  SHARED                    654                  
D MENS WEARHOUSE INC             COM              58711810         0        24 SH  SHARED                     24                  
D MENS WEARHOUSE INC             COM              58711810       271     12764 SH  SHARED      02          12764                  
D MENS WEARHOUSE INC             COM              58711810     16241    764674 SH  SHARED      10         764674                  
D MENTOR CORP MINN               NOTE  2.750% 1/0 587188AC       507    500000 PRN SHARED                 500000                  
D MENTOR CORP MINN               COM              58718810       268     11252 SH  SHARED                  11252                  
D MENTOR CORP MINN               COM              58718810         4       200 SH  SHARED      01                              200
D MENTOR CORP MINN               COM              58718810        42      1779 SH  SHARED      02           1779                  
D MENTOR CORP MINN               COM              58718810       228      9590 SH  SHARED      10           9590                  
D MENTOR GRAPHICS CORP           FRNT         8/0 587200AD      2940   3000000 PRN SHARED                3000000                  
D MENTOR GRAPHICS CORP           SDCV  6.250% 3/0 587200AF      7992   9000000 PRN SHARED                9000000                  
D MENTOR GRAPHICS CORP           SDCV  6.250% 3/0 587200AF       111    125000 PRN SHARED      02         125000                  
D MENTOR GRAPHICS CORP           COM              58720010       383     33800 SH  SHARED      01           6000             27800
D MENTOR GRAPHICS CORP           COM              58720010        12      1090 SH  SHARED      02           1090                  
D MENTOR GRAPHICS CORP           COM              58720010      1535    135300 SH  SHARED      10         135300                  
D MERCADOLIBRE INC               COM              58733R10        16       812 SH  SHARED                    812                  
D MERCADOLIBRE INC               COM              58733R10       170      8400 SH  SHARED      01           8400                  
D MERCADOLIBRE INC               COM              58733R10         0        14 SH  SHARED      02             14                  
D MERCANTILE BANCORP INC ILL     COM              58734P10         2       169 SH  SHARED                    169                  
D MERCANTILE BANCORP INC ILL     COM              58734P10        26      1703 SH  SHARED      02           1703                  
D MERCANTILE BANK CORP           COM              58737610         8      1125 SH  SHARED                   1125                  
D MERCER INS GROUP INC           COM              58790210        10       663 SH  SHARED                    663                  
D MERCER INTL INC                COM              58805610         0        17 SH  SHARED      02             17                  
D MERCER INTL INC                COM              58805610        75     20745 SH  SHARED      10          20745                  
D MERCHANTS BANCSHARES           COM              58844810         2       125 SH  SHARED                    125                  
D MERCK & CO INC                 COM              58933110        35      1110 SH  SHARED                   1110                  
D MERCK & CO INC                 COM              58933110    188538   5973981 SH  SHARED                5927981             46000
D MERCK & CO INC                 COM              58933110     16450    521254 SH  SHARED      01         309499            211755
D MERCK & CO INC                 COM              58933110       639     20250 SH  SHR/OTHR    01                            20250
D MERCK & CO INC                 COM              58933110      4863    154088 SH  SHARED      02          88917             65171
D MERCK & CO INC                 COM              58933110       434     13782 SH  SHARED      04                            13782
D MERCK & CO INC                 COM              58933110     15988    506603 SH  SHARED      04         506603                  
D MERCK & CO INC                 COM              58933110        31      1010 SH  SHARED      05           1010                  
D MERCK & CO INC                 COM              58933110     11832    374908 SH  SHARED      06         309394             65514
D MERCK & CO INC                 COM              58933110     92508   2931189 SH  SHARED      10        2811942            119247
D MERCK & CO INC                 COM              58933110      1052     33335 SH  SHARED      14                            33335
D MERCK & CO INC                 COM              58933110       235      7450 SH  SHARED      19                             7450
D MERCK & CO INC                 COM              58933110      2341     74204 SH  SHARED      20          70304              3900
D MERCK & CO INC                 COM              58933110      4054    128475 SH  SHR/OTHR    20                           128475
D MERCK & CO INC                 COM              58933110       420     13337 SH  SHARED      21          13337                  
D MERCK & CO INC                 COM              58933110       252      8000 SH  SHARED      22                             8000
D MERCK & CO INC                 COM              58933110        44      1400 SH  SHR/OTHR    22                             1400
D MERCK & CO INC                 COM              58933110      9196    291403 SH  SHARED      23         281603              9800
D MERCK & CO INC                 COM              58933110      7537    238820 SH  SHR/OTHR    23                           238820
D MERCURY COMPUTER SYS           NOTE  2.000% 5/0 589378AB      1914   2000000 PRN SHARED                2000000                  
D MERCURY COMPUTER SYS           COM              58937810         0         7 SH  SHARED                      7                  
D MERCURY COMPUTER SYS           COM              58937810         0        18 SH  SHARED      02             18                  
D MERCURY COMPUTER SYS           COM              58937810        48      5400 SH  SHARED      10           5400                  
D MERCURY GENL CORP NEW          COM              58940010      1040     19005 SH  SHARED                  19005                  
D MERCURY GENL CORP NEW          COM              58940010       646     11800 SH  SHARED      01                            11800
D MERCURY GENL CORP NEW          COM              58940010       221      4048 SH  SHARED      02           4048                  
D MERCURY GENL CORP NEW          COM              58940010       186      3400 SH  SHARED      10           3400                  
D MERCURY GENL CORP NEW          COM              58940010      1056     19300 SH  SHARED      14                            19300
D MEREDITH CORP                  COM              58943310      5563    198427 SH  SHARED                 198427                  
D MEREDITH CORP                  COM              58943310       332     11849 SH  SHARED      01           8849              3000
D MEREDITH CORP                  COM              58943310        70      2502 SH  SHARED      02           2502                  
D MEREDITH CORP                  COM              58943310        92      3300 SH  SHARED      06           3300                  
D MEREDITH CORP                  COM              58943310      2150     76706 SH  SHARED      10          76706                  
D MEREDITH CORP                  COM              58943310         6       245 SH  SHARED      20            245                  
D MEREDITH CORP                  COM              58943310        27       985 SH  SHARED      21            985                  
D MEREDITH CORP                  COM              58943310        44      1596 SH  SHR/OTHR    23                             1596
D MERGE HEALTHCARE INC           COM              58949910         0       826 SH  SHARED                    826                  
D MERIDIAN BIOSCIENCE INC        COM              58958410         4       163 SH  SHARED                    163                  
D MERIDIAN BIOSCIENCE INC        COM              58958410       100      3462 SH  SHARED      02           3462                  
D MERIDIAN BIOSCIENCE INC        COM              58958410       383     13200 SH  SHARED      10          13200                  
D MERIDIAN BIOSCIENCE INC        COM              58958410        22       775 SH  SHARED      21            775                  
D MERIDIAN RESOURCE CORP         COM              58977Q10         0       318 SH  SHARED                    318                  
D MERIDIAN RESOURCE CORP         COM              58977Q10         2      1275 SH  SHARED      01           1275                  
D MERIDIAN RESOURCE CORP         COM              58977Q10         0        44 SH  SHARED      02             44                  
D MERIDIAN RESOURCE CORP         COM              58977Q10        26     14200 SH  SHARED      10          14200                  
D MERIT MED SYS INC              COM              58988910       226     12046 SH  SHARED                  12046                  
D MERIT MED SYS INC              COM              58988910        84      4500 SH  SHARED      01           4500                  
D MERIT MED SYS INC              COM              58988910         0        15 SH  SHARED      02             15                  
D MERIT MED SYS INC              COM              58988910       942     50200 SH  SHARED      10          50200                  
D MERITAGE HOMES CORP            COM              59001A10       673     27251 SH  SHARED                  27251                  
D MERITAGE HOMES CORP            COM              59001A10       173      7030 SH  SHARED      01           7030                  
D MERITAGE HOMES CORP            COM              59001A10       296     12002 SH  SHARED      02          12002                  
D MERITAGE HOMES CORP            COM              59001A10       266     10800 SH  SHARED      10          10800                  
D MERIX CORP                     COM              59004910        32     25438 SH  SHARED                  25438                  
D MERRILL LYNCH & CO INC         NOTE         3/1 590188W4     18900  20000000 PRN SHARED               20000000                  
D MERRILL LYNCH & CO INC         NOTE         3/1 590188W4         0      1000 PRN SHARED      02                             1000
D MERRILL LYNCH & CO INC         NOTE         3/1 590188W4      5386   5700000 PRN SHARED      06        5700000                  
D MERRILL LYNCH & CO INC         COM              59018810        88      3500 SH  SHARED                   3500                  
D MERRILL LYNCH & CO INC         COM              59018810    128446   5076953 SH  SHARED                5076953                  
D MERRILL LYNCH & CO INC         COM              59018810      4355    172169 SH  SHARED      01         167549              4620
D MERRILL LYNCH & CO INC         COM              59018810        35      1400 SH  SHR/OTHR    01                             1400
D MERRILL LYNCH & CO INC         COM              59018810     60769   2401940 SH  SHARED      02        2390409             11531
D MERRILL LYNCH & CO INC         COM              59018810        78      3100 SH  SHARED      04           3100                  
D MERRILL LYNCH & CO INC         COM              59018810        14       580 SH  SHARED      05            580                  
D MERRILL LYNCH & CO INC         COM              59018810      5550    219373 SH  SHARED      06         150823             68550
D MERRILL LYNCH & CO INC         COM              59018810     23498    928801 SH  SHARED      10         928801                  
D MERRILL LYNCH & CO INC         COM              59018810       465     18385 SH  SHARED      14                            18385
D MERRILL LYNCH & CO INC         COM              59018810      1897     75000 SH  SHARED      15                            75000
D MERRILL LYNCH & CO INC         COM              59018810        28      1110 SH  SHARED      20            640               470
D MERRILL LYNCH & CO INC         COM              59018810       766     30285 SH  SHARED      21          30285                  
D MERRILL LYNCH & CO INC         COM              59018810        45      1800 SH  SHR/OTHR    21                             1800
D MERRILL LYNCH & CO INC         COM              59018810         2       100 SH  SHARED      22            100                  
D MERRILL LYNCH & CO INC         COM              59018810        17       695 SH  SHR/OTHR    22                              695
D MERRILL LYNCH & CO INC         COM              59018810       104      4117 SH  SHARED      23           3817               300
D MERRILL LYNCH & CO INC         COM              59018810       161      6380 SH  SHR/OTHR    23                             6380
D MERRIMAC INDS INC              COM              59026210         0        44 SH  SHARED                     44                  
D MERRIMAN CURHAN FORD GROUP I   COM              59041810         0       297 SH  SHARED                    297                  
D MERUELO MADDUX PROPERTIES IN   COM              59047310         2      2057 SH  SHARED                   2057                  
D MERUELO MADDUX PROPERTIES IN   COM              59047310         0        24 SH  SHARED      02             24                  
D MERUELO MADDUX PROPERTIES IN   COM              59047310        23     19400 SH  SHARED      10          19400                  
D MESA AIR GROUP INC             NOTE  2.115% 2/1 590479AD        90   3000000 PRN SHARED      02        3000000                  
D MESA AIR GROUP INC             COM              59047910         0      1086 SH  SHARED                   1086                  
D MESA LABS INC                  COM              59064R10         1        73 SH  SHARED                     73                  
D MESA RTY TR                    UNIT BEN INT     59066010       229      3662 SH  SHARED      02                             3662
D MESABI TR                      CTF BEN INT      59067210         4       247 SH  SHARED                    247                  
D MET PRO CORP                   COM              59087630         0        66 SH  SHARED                     66                  
D MET PRO CORP                   COM              59087630         0         8 SH  SHARED      02              8                  
D META FINL GROUP INC            COM              59100U10         0        52 SH  SHARED                     52                  
D METABASIS THERAPEUTICS INC     COM              59101M10        83     74144 SH  SHARED                  74144                  
D METABOLIX INC                  COM              59101880         0        42 SH  SHARED                     42                  
D METABOLIX INC                  COM              59101880      1705    156800 SH  SHARED      10         156800                  
D METALICO INC                   COM              59117610         2       481 SH  SHARED                    481                  
D METALICO INC                   COM              59117610       122     20800 SH  SHARED      01          20800                  
D METALICO INC                   COM              59117610         0       100 SH  SHARED      02            100                  
D METALLINE MINING INC           COM              59125710         1      1307 SH  SHARED                   1307                  
D METAVANTE TECHNOLOGIES INC     COM              59140710        87      4565 SH  SHARED                   4565                  
D METAVANTE TECHNOLOGIES INC     COM              59140710       795     41310 SH  SHARED      01          14100             27210
D METAVANTE TECHNOLOGIES INC     COM              59140710        46      2420 SH  SHARED      02           1587               833
D METAVANTE TECHNOLOGIES INC     COM              59140710         0         1 SH  SHARED      06              1                  
D METAVANTE TECHNOLOGIES INC     COM              59140710        60      3166 SH  SHARED      10           3166                  
D METAVANTE TECHNOLOGIES INC     COM              59140710         7       413 SH  SHARED      20                              413
D METAVANTE TECHNOLOGIES INC     COM              59140710         7       370 SH  SHARED      21                              370
D METHANEX CORP                  COM              59151K10       619     31164 SH  SHARED                  31164                  
D METHANEX CORP                  COM              59151K10         3       200 SH  SHARED      01            200                  
D METHANEX CORP                  COM              59151K10         3       200 SH  SHARED      02            200                  
D METHANEX CORP                  COM              59151K10       837     42100 SH  SHARED      06          42100                  
D METHANEX CORP                  COM              59151K10       163      8200 SH  SHARED      14                             8200
D METHODE ELECTRS INC            COM              59152020         6       687 SH  SHARED                    687                  
D METHODE ELECTRS INC            COM              59152020        12      1350 SH  SHARED      01           1350                  
D METHODE ELECTRS INC            COM              59152020         0        72 SH  SHARED      02             21                51
D METHODE ELECTRS INC            COM              59152020       159     17800 SH  SHARED      10          17800                  
D METLIFE INC                    COM              59156R10     76873   1372742 SH  SHARED                1350242             22500
D METLIFE INC                    COM              59156R10      4513     80600 SH  SHARED      01          80600                  
D METLIFE INC                    COM              59156R10      4013     71668 SH  SHARED      02          69144              2524
D METLIFE INC                    COM              59156R10      4160     74300 SH  SHARED      04          74300                  
D METLIFE INC                    COM              59156R10      1396     24930 SH  SHARED      05          24930                  
D METLIFE INC                    COM              59156R10     24066    429766 SH  SHARED      06         195626            234140
D METLIFE INC                    COM              59156R10    113010   2018050 SH  SHARED      10        1951488             66562
D METLIFE INC                    COM              59156R10       606     10832 SH  SHARED      14                            10832
D METLIFE INC                    COM              59156R10        13       240 SH  SHARED      20            240                  
D METLIFE INC                    UNIT 02/15/2010  59156R70    118062   9429906 SH  SHARED                9429906                  
D METLIFE INC                    UNIT 02/15/2010  59156R70         1        88 SH  SHARED      02                               88
D METRO ONE TELECOMMUNICATIONS   OM NEW           59163F20         0       132 SH  SHARED                    132                  
D METRO ONE TELECOMMUNICATIONS   OM NEW           59163F20         0       382 SH  SHARED      02            382                  
D METROCORP BANCSHARES INC       COM              59165010       148     12363 SH  SHARED                  12363                  
D METROCORP BANCSHARES INC       COM              59165010         7       600 SH  SHARED      02            600                  
D METROPCS COMMUNICATIONS INC    COM              59170810      5062    361875 SH  SHARED                 361875                  
D METROPCS COMMUNICATIONS INC    COM              59170810      1978    141400 SH  SHARED      01         141400                  
D METROPCS COMMUNICATIONS INC    COM              59170810         3       215 SH  SHARED      02            215                  
D METROPCS COMMUNICATIONS INC    COM              59170810      3234    231200 SH  SHARED      04         231200                  
D METROPCS COMMUNICATIONS INC    COM              59170810       565     40400 SH  SHARED      05          40400                  
D METROPCS COMMUNICATIONS INC    COM              59170810        13      1000 SH  SHARED      06                             1000
D METROPCS COMMUNICATIONS INC    COM              59170810       274     19600 SH  SHARED      10          19600                  
D METROPOLITAN HEALTH NETWORKS   COM              59214210         1      1030 SH  SHARED                   1030                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810       362      3700 SH  SHARED                   3700                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810       152      1559 SH  SHARED                   1559                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810      6154     62802 SH  SHARED      01          41365             21437
D METTLER TOLEDO INTERNATIONAL   COM              59268810      1342     13702 SH  SHR/OTHR    01                            13702
D METTLER TOLEDO INTERNATIONAL   COM              59268810        78       802 SH  SHARED      02            802                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810         4        44 SH  SHARED      04                               44
D METTLER TOLEDO INTERNATIONAL   COM              59268810      4214     43000 SH  SHARED      04          43000                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810        39       400 SH  SHARED      06            400                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810     65151    664810 SH  SHARED      10         663700              1110
D METTLER TOLEDO INTERNATIONAL   COM              59268810      3130     31946 SH  SHARED      20          26246      100     5600
D METTLER TOLEDO INTERNATIONAL   COM              59268810       844      8615 SH  SHR/OTHR    20                             8615
D METTLER TOLEDO INTERNATIONAL   COM              59268810         9       100 SH  SHARED      21            100                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810        49       500 SH  SHR/OTHR    21                              500
D METTLER TOLEDO INTERNATIONAL   COM              59268810       656      6703 SH  SHARED      22           4975              1728
D METTLER TOLEDO INTERNATIONAL   COM              59268810        90       925 SH  SHR/OTHR    22                              925
D METTLER TOLEDO INTERNATIONAL   COM              59268810      1176     12000 SH  SHARED      23          11640               360
D METTLER TOLEDO INTERNATIONAL   COM              59268810       747      7625 SH  SHR/OTHR    23                             7625
D MEXCO ENERGY CORP              COM              59277010         0        20 SH  SHARED                     20                  
D MEXICAN RESTAURANTS INC        COM              59283R10         0        34 SH  SHARED                     34                  
D MEXICO FD INC                  COM              59283510        21       863 SH  SHARED      20            863                  
D MICREL INC                     COM              59479310       147     16317 SH  SHARED                  16317                  
D MICREL INC                     COM              59479310       152     16868 SH  SHARED      02          16868                  
D MICROS SYS INC                 COM              59490110       159      6000 SH  SHARED                   6000                  
D MICROS SYS INC                 COM              59490110        75      2835 SH  SHARED                   2835                  
D MICROS SYS INC                 COM              59490110        71      2700 SH  SHARED      01           2700                  
D MICROS SYS INC                 COM              59490110       105      3961 SH  SHARED      02           3871                90
D MICROS SYS INC                 COM              59490110       914     34300 SH  SHARED      10          31900              2400
D MICROS SYS INC                 COM              59490110        65      2449 SH  SHARED      21           1150              1299
D MICROSOFT CORP                 COM              59491810      6869    257379 SH  SHARED                 207909             49470
D MICROSOFT CORP                 COM              59491810    349827  13107079 SH  SHARED               12558889            548190
D MICROSOFT CORP                 COM              59491810     46761   1752013 SH  SHARED      01        1209682     2000   540331
D MICROSOFT CORP                 COM              59491810     15486    580252 SH  SHR/OTHR    01                           580252
D MICROSOFT CORP                 COM              59491810     21667    811827 SH  SHARED      02         610313            201514
D MICROSOFT CORP                 COM              59491810       660     24740 SH  SHARED      04                            24740
D MICROSOFT CORP                 COM              59491810    105508   3953120 SH  SHARED      04        3953120                  
D MICROSOFT CORP                 COM              59491810      1938     72620 SH  SHARED      05          72620                  
D MICROSOFT CORP                 COM              59491810     69413   2600736 SH  SHARED      06        1673476            927260
D MICROSOFT CORP                 COM              59491810    537976  20156496 SH  SHARED      10       17959152           2197337
D MICROSOFT CORP                 COM              59491810      4075    152710 SH  SHARED      14           5800            146910
D MICROSOFT CORP                 COM              59491810       485     18200 SH  SHARED      15                            18200
D MICROSOFT CORP                 COM              59491810      3818    143087 SH  SHARED      19                           143087
D MICROSOFT CORP                 COM              59491810      8763    328359 SH  SHARED      20         182647      305   145407
D MICROSOFT CORP                 COM              59491810      3499    131125 SH  SHR/OTHR    20                           131125
D MICROSOFT CORP                 COM              59491810      2763    103529 SH  SHARED      21          83329             20200
D MICROSOFT CORP                 COM              59491810       507     19003 SH  SHR/OTHR    21                            19003
D MICROSOFT CORP                 COM              59491810      2401     89985 SH  SHARED      22          67125             22860
D MICROSOFT CORP                 COM              59491810       984     36892 SH  SHR/OTHR    22                            36892
D MICROSOFT CORP                 COM              59491810     11070    414789 SH  SHARED      23         374509             40280
D MICROSOFT CORP                 COM              59491810     15645    586201 SH  SHR/OTHR    23                           586201
D MICROSOFT CORP                 COM              59491810       891     33400 SH  SHARED      24          33400                  
D MICROVISION INC DEL            COM              59496010         0       500 SH  SHARED                    500                  
D MICROVISION INC DEL            COM              59496010        26     13500 SH  SHARED      01          13500                  
D MICROSTRATEGY INC              CL A NEW         59497240       279      4692 SH  SHARED                   4692                  
D MICROSTRATEGY INC              CL A NEW         59497240        77      1300 SH  SHARED      01           1300                  
D MICROSTRATEGY INC              CL A NEW         59497240       155      2605 SH  SHARED      02           2605                  
D MICROCHIP TECHNOLOGY INC       COM              59501710       246      8370 SH  SHARED                                     8370
D MICROCHIP TECHNOLOGY INC       COM              59501710      3789    128768 SH  SHARED                 128768                  
D MICROCHIP TECHNOLOGY INC       COM              59501710       573     19500 SH  SHARED      01          19500                  
D MICROCHIP TECHNOLOGY INC       COM              59501710        73      2500 SH  SHR/OTHR    01                             2500
D MICROCHIP TECHNOLOGY INC       COM              59501710       605     20575 SH  SHARED      02          20575                  
D MICROCHIP TECHNOLOGY INC       COM              59501710      2943    100000 SH  SHARED      04         100000                  
D MICROCHIP TECHNOLOGY INC       COM              59501710      1439     48910 SH  SHARED      06          43700              5210
D MICROCHIP TECHNOLOGY INC       COM              59501710     20136    684225 SH  SHARED      10         684225                  
D MICROCHIP TECHNOLOGY INC       COM              59501710       641     21800 SH  SHARED      14                            21800
D MICROCHIP TECHNOLOGY INC       COM              59501710        11       400 SH  SHARED      20            400                  
D MICROCHIP TECHNOLOGY INC       COM              59501710        10       350 SH  SHR/OTHR    23                              350
D MICROFINANCIAL INC             COM              59507210         0       248 SH  SHARED                    248                  
D MICROMET INC                   COM              59509C10         3       684 SH  SHARED                    684                  
D MICROMET INC                   COM              59509C10        37      8400 SH  SHARED      02           8400                  
D MICRON TECHNOLOGY INC          NOTE  1.875% 6/0 595112AH      2017   4100000 PRN SHARED                4100000                  
D MICRON TECHNOLOGY INC          NOTE  1.875% 6/0 595112AH      2487   5056000 PRN SHARED      02        5056000                  
D MICRON TECHNOLOGY INC          COM              59511210      3397    838961 SH  SHARED                 838961                  
D MICRON TECHNOLOGY INC          COM              59511210       277     68600 SH  SHARED      01          68600                  
D MICRON TECHNOLOGY INC          COM              59511210      5381   1328766 SH  SHARED      02        1328766                  
D MICRON TECHNOLOGY INC          COM              59511210         2       550 SH  SHARED      05            550                  
D MICRON TECHNOLOGY INC          COM              59511210       372     91880 SH  SHARED      06          73700             18180
D MICRON TECHNOLOGY INC          COM              59511210      1458    360070 SH  SHARED      10         360070                  
D MICRONETICS INC DEL            COM              59512510         0       121 SH  SHARED                    121                  
D MICROSEMI CORP                 COM              59513710         9       372 SH  SHARED                    372                  
D MICROSEMI CORP                 COM              59513710       247      9695 SH  SHARED      02           9695                  
D MICROSEMI CORP                 COM              59513710      5952    233600 SH  SHARED      10         231200              2400
D MICROSEMI CORP                 COM              59513710       132      5203 SH  SHARED      21           2765              2438
D MICROTUNE INC DEL              COM              59514P10         0       240 SH  SHARED                    240                  
D MICROTUNE INC DEL              COM              59514P10        26     10000 SH  SHR/OTHR    01                            10000
D MICROTUNE INC DEL              COM              59514P10         0        31 SH  SHARED      02             31                  
D MICRUS ENDOVASCULAR CORP       COM              59518V10         2       200 SH  SHARED                    200                  
D MICRUS ENDOVASCULAR CORP       COM              59518V10         1       108 SH  SHARED      02            108                  
D MID-AMER APT CMNTYS INC        COM              59522J10        17       355 SH  SHARED                    355                  
D MID-AMER APT CMNTYS INC        COM              59522J10        73      1500 SH  SHARED      01           1500                  
D MID-AMER APT CMNTYS INC        COM              59522J10       602     12253 SH  SHARED      02          12253                  
D MID-AMER APT CMNTYS INC        COM              59522J10       550     11200 SH  SHARED      10          11200                  
D MID PENN BANCORP INC           COM              59540G10         2        90 SH  SHARED                     90                  
D MIDAS GROUP INC                COM              59562610         0        44 SH  SHARED                     44                  
D MIDAS GROUP INC                COM              59562610        37      2707 SH  SHARED      02           2707                  
D MIDCAP SPDR TR                 UNIT SER 1       59563510      4072     30901 SH  SHARED                  30901                  
D MIDCAP SPDR TR                 UNIT SER 1       59563510     59367    450436 SH  SHARED      02         443700              6736
D MIDCAP SPDR TR                 UNIT SER 1       59563510      4002     30369 SH  SHARED      10          30369                  
D MIDCAP SPDR TR                 UNIT SER 1       59563510      3848     29200 SH  SHARED      20          23300              5900
D MIDCAP SPDR TR                 UNIT SER 1       59563510        96       735 SH  SHR/OTHR    23                              735
D MIDDLEBROOK PHARMACEUTICAL I   COM              59608710        24     16600 SH  SHARED                  16600                  
D MIDDLEBROOK PHARMACEUTICAL I   COM              59608710         0       356 SH  SHARED      02            356                  
D MIDDLEBURG FINANCIAL CORP      COM              59609410         3       178 SH  SHARED                    178                  
D MIDDLEBY CORP                  COM              59627810        45       846 SH  SHARED                    846                  
D MIDDLEBY CORP                  COM              59627810       304      5609 SH  SHARED      02           5609                  
D MIDDLEBY CORP                  COM              59627810         8       154 SH  SHARED      10            154                  
D MIDDLESEX WATER CO             COM              59668010         0         7 SH  SHARED      02              7                  
D MIDDLESEX WATER CO             COM              59668010       171      9800 SH  SHARED      10           4900              4900
D MIDDLESEX WATER CO             COM              59668010       121      6934 SH  SHARED      22                             6934
D MIDSOUTH BANCORP INC           COM              59803910         2       137 SH  SHARED                    137                  
D MIDWAY GAMES INC               COM              59814810        35     14853 SH  SHARED                  14853                  
D MIDWEST BANC HOLDINGS INC      COM              59825110        42     10575 SH  SHARED                  10575                  
D MIDWEST BANC HOLDINGS INC      COM              59825110        15      3824 SH  SHARED      02           3824                  
D MIDWEST BANC HOLDINGS INC      COM              59825110        44     11000 SH  SHARED      10          11000                  
D MIDWESTONE FINL GROUP INC NE   COM              59851110        12       921 SH  SHARED                    921                  
D MILLENNIUM BANKSHARES CORP     COM              60037B10         0       185 SH  SHARED                    185                  
D MILLER HERMAN INC              COM              60054410       301     12306 SH  SHARED                  12306                  
D MILLER HERMAN INC              COM              60054410       445     18200 SH  SHARED      01            400             17800
D MILLER HERMAN INC              COM              60054410       258     10583 SH  SHARED      02          10583                  
D MILLER HERMAN INC              COM              60054410       293     12000 SH  SHARED      04          12000                  
D MILLER HERMAN INC              COM              60054410       677     27700 SH  SHARED      10          27700                  
D MILLER INDS INC TENN           COM NEW          60055120        16      2261 SH  SHARED                   2261                  
D MILLIPORE CORP                 NOTE  3.750% 6/0 601073AD      1939   2050000 PRN SHARED      02        2050000                  
D MILLIPORE CORP                 COM              60107310      4440     64535 SH  SHARED                  64535                  
D MILLIPORE CORP                 COM              60107310       476      6924 SH  SHARED      01           6924                  
D MILLIPORE CORP                 COM              60107310      1313     19093 SH  SHARED      02          17093              2000
D MILLIPORE CORP                 COM              60107310       402      5850 SH  SHARED      06           4650              1200
D MILLIPORE CORP                 COM              60107310      1601     23282 SH  SHARED      10          23282                  
D MILLIPORE CORP                 COM              60107310        44       650 SH  SHR/OTHR    20                              650
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510      9707    287800 SH  SHARED                 287800                  
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510      3207     95100 SH  SHARED                  61500             33600
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       455     13500 SH  SHARED      01          13500                  
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510         2        82 SH  SHARED      02                               82
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       344     10200 SH  SHARED      04          10200                  
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       205      6100 SH  SHARED      06           6100                  
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510     35409   1049800 SH  SHARED      10         631300            418500
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       175      5200 SH  SHARED      15                             5200
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       263      7800 SH  SHARED      24           7800                  
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220         1       727 SH  SHARED                    727                  
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220         1       706 SH  SHARED      01            706                  
D MINE SAFETY APPLIANCES CO      COM              60272010       339      8900 SH  SHARED      01                             8900
D MINE SAFETY APPLIANCES CO      COM              60272010       250      6578 SH  SHARED      02           6578                  
D MINE SAFETY APPLIANCES CO      COM              60272010       426     11200 SH  SHARED      10          11200                  
D MINEFINDERS LTD                COM              60290010       755    100000 SH  SHARED      04         100000                  
D MINERALS TECHNOLOGIES INC      COM              60315810       287      4844 SH  SHARED                   4844                  
D MINERALS TECHNOLOGIES INC      COM              60315810       350      5900 SH  SHARED      01                             5900
D MINERALS TECHNOLOGIES INC      COM              60315810       149      2514 SH  SHARED      02           2514                  
D MINERALS TECHNOLOGIES INC      COM              60315810       857     14443 SH  SHARED      10          14443                  
D MINES MGMT INC                 COM              60343210         3      1580 SH  SHARED                   1580                  
D MINES MGMT INC                 COM              60343210         0        59 SH  SHARED      02             59                  
D MINRAD INTL INC                COM              60443P10         0       909 SH  SHARED                    909                  
D MINRAD INTL INC                COM              60443P10         0        93 SH  SHARED      02             93                  
D MIPS TECHNOLOGIES INC          COM              60456710         0        27 SH  SHARED      01                               27
D MIPS TECHNOLOGIES INC          COM              60456710         5      1525 SH  SHARED      02             25              1500
D MIRANT CORP NEW                COM              60467R10      3618    197859 SH  SHARED                 197859                  
D MIRANT CORP NEW                COM              60467R10        29      1600 SH  SHARED      01                             1600
D MIRANT CORP NEW                COM              60467R10      9273    507020 SH  SHARED      02         497020             10000
D MIRANT CORP NEW                COM              60467R10        38      2100 SH  SHARED      04           2100                  
D MIRANT CORP NEW                COM              60467R10       252     13800 SH  SHARED      06          11100              2700
D MIRANT CORP NEW                COM              60467R10      1302     71217 SH  SHARED      10          71217                  
D MIRANT CORP NEW                COM              60467R10       114      6259 SH  SHARED      23           1800              4459
D MIRANT CORP NEW                COM              60467R10         0         2 SH  SHR/OTHR    23                                2
D MIRANT CORP NEW                *W EXP 01/03/201 60467R11     12000   3000077 SH  SHARED                3000077                  
D MIRANT CORP NEW                *W EXP 01/03/201 60467R11         0         3 SH  SHARED      02                                3
D MISONIX INC                    COM              60487110         0       157 SH  SHARED                    157                  
D MISSION WEST PPTYS INC         COM              60520310        39      4011 SH  SHARED      02           4011                  
D MITCHAM INDS INC               COM              60650110        37      3699 SH  SHARED                   3699                  
D MITCHAM INDS INC               COM              60650110       233     23105 SH  SHARED      02              5             23100
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210        28      3226 SH  SHARED                   3226                  
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210        10      1200 SH  SHARED      01                             1200
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210       215     24680 SH  SHARED      02          23100              1580
D MIZUHO FINL GROUP INC          SPONSORED ADR    60687Y10       309     35445 SH  SHARED                  35445                  
D MIZUHO FINL GROUP INC          SPONSORED ADR    60687Y10         2       298 SH  SHARED      20            298                  
D MOBILE MINI INC                COM              60740F10         1       102 SH  SHARED                    102                  
D MOBILE MINI INC                COM              60740F10         6       350 SH  SHARED      01            350                  
D MOBILE MINI INC                COM              60740F10        34      1775 SH  SHARED      02            832               943
D MOBILE MINI INC                COM              60740F10         7       373 SH  SHARED      10            373                  
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      5875    104900 SH  SHARED                    900            104000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     53211    950032 SH  SHARED                 948432              1600
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910       638     11398 SH  SHARED      02          10598               800
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     77268   1379540 SH  SHARED      04        1379540                  
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     22555    402700 SH  SHARED      05         402700                  
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     17139    306000 SH  SHARED      06          76000            230000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      1613     28800 SH  SHARED      10          28800                  
D MOCON INC                      COM              60749410         1       135 SH  SHARED                    135                  
D MOD PAC CORP                   COM              60749510         0        79 SH  SHARED                     79                  
D MODINE MFG CO                  COM              60782810         3       225 SH  SHARED                    225                  
D MODINE MFG CO                  COM              60782810       136      9400 SH  SHARED      01                             9400
D MODINE MFG CO                  COM              60782810       535     36967 SH  SHARED      02          36967                  
D MODINE MFG CO                  COM              60782810       240     16609 SH  SHARED      10          16609                  
D MODINE MFG CO                  COM              60782810        36      2500 SH  SHARED      23                             2500
D MOHAWK INDS INC                COM              60819010      1154     17126 SH  SHARED                  17126                  
D MOHAWK INDS INC                COM              60819010      1152     17100 SH  SHARED      01            500             16600
D MOHAWK INDS INC                COM              60819010       359      5341 SH  SHARED      02           5341                  
D MOHAWK INDS INC                COM              60819010        24       360 SH  SHARED      06            100               260
D MOHAWK INDS INC                COM              60819010       184      2737 SH  SHARED      10           2737                  
D MOLECULAR INSIGHT PHARM INC    COM              60852M10       253     32999 SH  SHARED                  32999                  
D MOLECULAR INSIGHT PHARM INC    COM              60852M10         0        10 SH  SHARED      02             10                  
D MOLINA HEALTHCARE INC          NOTE  3.750%10/0 60855RAA      6025   6500000 PRN SHARED                6500000                  
D MOLINA HEALTHCARE INC          NOTE  3.750%10/0 60855RAA       698    753000 PRN SHARED      02         753000                  
D MOLINA HEALTHCARE INC          COM              60855R10        32      1057 SH  SHARED                   1057                  
D MOLINA HEALTHCARE INC          COM              60855R10       342     11057 SH  SHARED      02          11014                43
D MOLINA HEALTHCARE INC          COM              60855R10       536     17300 SH  SHARED      10          17300                  
D MOLEX INC                      COM              60855410      3816    169986 SH  SHARED                 169986                  
D MOLEX INC                      COM              60855410       303     13500 SH  SHARED      01          13500                  
D MOLEX INC                      COM              60855410       389     17338 SH  SHARED      02          17338                  
D MOLEX INC                      COM              60855410       388     17300 SH  SHARED      06          15000              2300
D MOLEX INC                      COM              60855410      4133    184142 SH  SHARED      10         184142                  
D MOLEX INC                      CL A             60855420         0        16 SH  SHARED                     16                  
D MOLEX INC                      CL A             60855420         8       426 SH  SHARED      02                              426
D MOLEX INC                      CL A             60855420        48      2342 SH  SHARED      23           2342                  
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA    614150   5680000 SH  SHARED      06        5680000                  
D MOLSON COORS BREWING CO        CL B             60871R20     20529    439135 SH  SHARED                 439135                  
D MOLSON COORS BREWING CO        CL B             60871R20       600     12850 SH  SHARED      01          12850                  
D MOLSON COORS BREWING CO        CL B             60871R20      7829    167482 SH  SHARED      02         166465              1017
D MOLSON COORS BREWING CO        CL B             60871R20      1084     23200 SH  SHARED      06          18400              4800
D MOLSON COORS BREWING CO        CL B             60871R20      9373    200501 SH  SHARED      10         200501                  
D MOLSON COORS BREWING CO        CL B             60871R20       282      6042 SH  SHARED      14                             6042
D MOLSON COORS BREWING CO        CL B             60871R20       177      3800 SH  SHARED      23           3800                  
D MOLSON COORS BREWING CO        CL B             60871R20         7       150 SH  SHR/OTHR    23                              150
D MOMENTA PHARMACEUTICALS INC    COM              60877T10       150     11466 SH  SHARED                  11466                  
D MOMENTA PHARMACEUTICALS INC    COM              60877T10        85      6500 SH  SHARED      01           6500                  
D MOMENTA PHARMACEUTICALS INC    COM              60877T10      3215    245276 SH  SHARED      02           3774            241502
D MOMENTA PHARMACEUTICALS INC    COM              60877T10       158     12100 SH  SHARED      10          12100                  
D MONACO COACH CORP              COM              60886R10        10      5466 SH  SHARED                   5466                  
D MONACO COACH CORP              COM              60886R10         7      3800 SH  SHARED      02           3800                  
D MONARCH CASINO & RESORT INC    COM              60902710         0        72 SH  SHARED                     72                  
D MONARCH CASINO & RESORT INC    COM              60902710         4       375 SH  SHARED      02            375                  
D MONARCH COMMUNITY BANCORP IN   COM              60904510         0        62 SH  SHARED                     62                  
D MONARCH FINANCIAL HOLDINGS I   COM              60907Q10         0       125 SH  SHARED                    125                  
D MONARCH FINANCIAL HOLDINGS I   COM              60907Q10         1       208 SH  SHARED      02            208                  
D MONEYGRAM INTL INC             COM              60935Y10       196    138589 SH  SHARED                 138589                  
D MONEYGRAM INTL INC             COM              60935Y10        36     25400 SH  SHARED      02          25400                  
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010         0        24 SH  SHARED                     24                  
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010         0        11 SH  SHARED      02             11                  
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010       190     24400 SH  SHARED      10          12200             12200
D MONOGRAM BIOSCIENCES INC       COM              60975U10         2      3415 SH  SHARED                   3415                  
D MONOGRAM BIOSCIENCES INC       COM              60975U10       225    297106 SH  SHARED      02           4606            292500
D MONOLITHIC PWR SYS INC         COM              60983910         5       300 SH  SHARED                    300                  
D MONOLITHIC PWR SYS INC         COM              60983910        45      2600 SH  SHARED      01           2600                  
D MONOLITHIC PWR SYS INC         COM              60983910        69      4014 SH  SHARED      02             14              4000
D MONOLITHIC PWR SYS INC         COM              60983910        43      2500 SH  SHARED      04           2500                  
D MONOLITHIC PWR SYS INC         COM              60983910       776     44700 SH  SHARED      10          44700                  
D MONOTYPE IMAGING HOLDINGS IN   COM              61022P10        16      1493 SH  SHARED                   1493                  
D MONOTYPE IMAGING HOLDINGS IN   COM              61022P10         0         8 SH  SHARED      02              8                  
D MONRO MUFFLER BRAKE INC        COM              61023610        26      1155 SH  SHARED                   1155                  
D MONRO MUFFLER BRAKE INC        COM              61023610         4       187 SH  SHARED      01            187                  
D MONRO MUFFLER BRAKE INC        COM              61023610         0         9 SH  SHARED      02              9                  
D MONSANTO CO NEW                COM              61166W10      4682     47308 SH  SHARED                  45513              1795
D MONSANTO CO NEW                COM              61166W10     70041    707636 SH  SHARED                 694936             12700
D MONSANTO CO NEW                COM              61166W10     43506    439544 SH  SHARED      01         237974            201570
D MONSANTO CO NEW                COM              61166W10     12739    128706 SH  SHR/OTHR    01                           128706
D MONSANTO CO NEW                COM              61166W10     10242    103480 SH  SHARED      02          99937              3543
D MONSANTO CO NEW                COM              61166W10       594      6007 SH  SHARED      04                             6007
D MONSANTO CO NEW                COM              61166W10     50023    505386 SH  SHARED      04         505386                  
D MONSANTO CO NEW                COM              61166W10     41511    419391 SH  SHARED      05         419391                  
D MONSANTO CO NEW                COM              61166W10      9666     97663 SH  SHARED      06          58956             38707
D MONSANTO CO NEW                COM              61166W10    135579   1369764 SH  SHARED      10        1259935            109829
D MONSANTO CO NEW                COM              61166W10       500      5060 SH  SHARED      14                             5060
D MONSANTO CO NEW                COM              61166W10      4076     41181 SH  SHARED      19                            41181
D MONSANTO CO NEW                COM              61166W10      7736     78167 SH  SHARED      20          62647       80    15440
D MONSANTO CO NEW                COM              61166W10      2773     28018 SH  SHR/OTHR    20                            28018
D MONSANTO CO NEW                COM              61166W10      2198     22215 SH  SHARED      21          10680             11535
D MONSANTO CO NEW                COM              61166W10       742      7500 SH  SHR/OTHR    21                             7500
D MONSANTO CO NEW                COM              61166W10      3406     34417 SH  SHARED      22          27614              6803
D MONSANTO CO NEW                COM              61166W10       533      5395 SH  SHR/OTHR    22                             5395
D MONSANTO CO NEW                COM              61166W10     14353    145013 SH  SHARED      23         127608             17405
D MONSANTO CO NEW                COM              61166W10     19051    192481 SH  SHR/OTHR    23                           192481
D MONSTER WORLDWIDE INC          COM              61174210       301     20220 SH  SHARED                  20220                  
D MONSTER WORLDWIDE INC          COM              61174210       238     16025 SH  SHARED      01          16025                  
D MONSTER WORLDWIDE INC          COM              61174210       181     12205 SH  SHARED      02          12205                  
D MONSTER WORLDWIDE INC          COM              61174210       820     55000 SH  SHARED      04          55000                  
D MONSTER WORLDWIDE INC          COM              61174210       202     13550 SH  SHARED      06           9950              3600
D MONSTER WORLDWIDE INC          COM              61174210       812     54523 SH  SHARED      10          54523                  
D MONTEREY GOURMET FOODS INC     COM              61257010         0       448 SH  SHARED                    448                  
D MONTGOMERY STR INCOME SECS I   COM              61411510       389     30500 SH  SHARED      20          14500             16000
D MONTGOMERY STR INCOME SECS I   COM              61411510        27      2170 SH  SHR/OTHR    20                             2170
D MONTGOMERY STR INCOME SECS I   COM              61411510        22      1800 SH  SHARED      23           1800                  
D MOODYS CORP                    COM              61536910     11297    332269 SH  SHARED                 332269                  
D MOODYS CORP                    COM              61536910      7202    211844 SH  SHARED      01         177524             34320
D MOODYS CORP                    COM              61536910       358     10545 SH  SHARED      02          10545                  
D MOODYS CORP                    COM              61536910         4       140 SH  SHARED      05            140                  
D MOODYS CORP                    COM              61536910      1090     32080 SH  SHARED      06          25850              6230
D MOODYS CORP                    COM              61536910      4970    146177 SH  SHARED      10         146177                  
D MOODYS CORP                    COM              61536910        96      2838 SH  SHARED      14                             2838
D MOODYS CORP                    COM              61536910        52      1530 SH  SHARED      20           1500                30
D MOODYS CORP                    COM              61536910        47      1400 SH  SHR/OTHR    20                             1400
D MOODYS CORP                    COM              61536910      1132     33300 SH  SHARED      23          33300                  
D MOODYS CORP                    COM              61536910       901     26500 SH  SHR/OTHR    23                            26500
D MOOG INC                       CL A             61539420        17       419 SH  SHARED                    419                  
D MOOG INC                       CL A             61539420        96      2242 SH  SHARED      02           2169                73
D MOOG INC                       CL A             61539420       677     15800 SH  SHARED      10          15800                  
D MOOG INC                       CL A             61539420        36       851 SH  SHARED      21                              851
D MOOG INC                       CL B             61539430         0         8 SH  SHARED                      8                  
D MORGAN STANLEY EASTN EUR FD    COM              61698810        16       900 SH  SHARED      02                              900
D MORGAN STANLEY EMER MKTS DEB   COM              61744H10        72     10000 SH  SHARED                  10000                  
D MORGAN STANLEY EMER MKTS DEB   COM              61744H10       135     18800 SH  SHR/OTHR    23                            18800
D MORGAN STANLEY ASIA PAC FD I   COM              61744U10        13      1000 SH  SHARED      02                             1000
D MORGAN STANLEY                 COM NEW          61744644    122368   5320347 SH  SHARED                5320347                  
D MORGAN STANLEY                 COM NEW          61744644      3501    152238 SH  SHARED      01         145556              6682
D MORGAN STANLEY                 COM NEW          61744644        70      3050 SH  SHR/OTHR    01                             3050
D MORGAN STANLEY                 COM NEW          61744644      2234     97150 SH  SHARED      02          90838              6312
D MORGAN STANLEY                 COM NEW          61744644     73312   3187500 SH  SHARED      04        3187500                  
D MORGAN STANLEY                 COM NEW          61744644        11       510 SH  SHARED      05            510                  
D MORGAN STANLEY                 COM NEW          61744644      5276    229397 SH  SHARED      06         179104             50293
D MORGAN STANLEY                 COM NEW          61744644     18466    802886 SH  SHARED      10         782586             20300
D MORGAN STANLEY                 COM NEW          61744644      1345     58515 SH  SHARED      14          16200             42315
D MORGAN STANLEY                 COM NEW          61744644        33      1440 SH  SHARED      20            175              1265
D MORGAN STANLEY                 COM NEW          61744644        22       960 SH  SHR/OTHR    20                              960
D MORGAN STANLEY                 COM NEW          61744644         3       166 SH  SHARED      21            166                  
D MORGAN STANLEY                 COM NEW          61744644        38      1681 SH  SHARED      23           1431               250
D MORGAN STANLEY                 COM NEW          61744644       821     35716 SH  SHR/OTHR    23                            35716
D MORGAN STANLEY INDIA INVS FD   COM              61745C10        19       993 SH  SHARED                    993                  
D MORGAN STANLEY INDIA INVS FD   COM              61745C10        41      2100 SH  SHARED                   2100                  
D MORGAN STANLEY INDIA INVS FD   COM              61745C10       105      5300 SH  SHARED      02                             5300
D MORGAN STANLEY INDIA INVS FD   COM              61745C10       411     20700 SH  SHARED      10          20700                  
D MORGAN STANLEY                 QULTY MUN SECS   61745P58       178     17000 SH  SHARED      02                            17000
D MORGAN STANLEY                 INSD MUN INCM    61745P79        77      7000 SH  SHARED      02                             7000
D MORGAN STANLEY                 INSD MUN TR      61745P86        17      1700 SH  SHARED      02                             1700
D MORGAN STANLEY CHINA A SH FD   COM              61746810        11       400 SH  SHARED      02                              400
D MORGAN STANLEY                 RENMIN/USD ETN   61747W25         0        24 SH  SHARED                     24                  
D MORGAN STANLEY EMERG MKT DOM   COM              61747710        59      5000 SH  SHARED                   5000                  
D MORGAN STANLEY EMERG MKT DOM   COM              61747710      2065    172850 SH  SHARED      02                           172850
D MORGANS HOTEL GROUP CO         COM              61748W10         5       478 SH  SHARED                    478                  
D MORGANS HOTEL GROUP CO         COM              61748W10       126     11615 SH  SHARED      10          11615                  
D MORNINGSTAR INC                COM              61770010         8       156 SH  SHARED                    156                  
D MORNINGSTAR INC                COM              61770010       144      2600 SH  SHARED      01           2600                  
D MORNINGSTAR INC                COM              61770010       268      4847 SH  SHARED      02           4847                  
D MORNINGSTAR INC                COM              61770010      3177     57283 SH  SHARED      10          47268             10015
D MORNINGSTAR INC                COM              61770010        22       400 SH  SHARED      21            400                  
D MORTONS RESTAURANT GRP INC N   COM              61943010        14      2909 SH  SHARED                   2909                  
D MOSAIC CO                      COM              61945A10       769     11312 SH  SHARED                  11312                  
D MOSAIC CO                      COM              61945A10     14524    213534 SH  SHARED                 204534              9000
D MOSAIC CO                      COM              61945A10       445      6555 SH  SHARED      01           6555                  
D MOSAIC CO                      COM              61945A10       401      5904 SH  SHARED      02           5299               605
D MOSAIC CO                      COM              61945A10        75      1110 SH  SHARED      04                             1110
D MOSAIC CO                      COM              61945A10     11891    174824 SH  SHARED      04         174824                  
D MOSAIC CO                      COM              61945A10     11009    161856 SH  SHARED      05         161856                  
D MOSAIC CO                      COM              61945A10       939     13816 SH  SHARED      06           8450              5366
D MOSAIC CO                      COM              61945A10     16507    242688 SH  SHARED      10         191460             51228
D MOSAIC CO                      COM              61945A10       235      3465 SH  SHARED      14                             3465
D MOSYS INC                      COM              61971810       176     41469 SH  SHARED                  41469                  
D MOSYS INC                      COM              61971810        31      7500 SH  SHARED      02           7500                  
D MOTHERS WK INC                 COM              61990310         1       141 SH  SHARED                    141                  
D MOTHERS WK INC                 COM              61990310         0         1 SH  SHARED      02                                1
D MOTORCAR PTS AMER INC          COM              62007110         1       269 SH  SHARED                    269                  
D MOTOROLA INC                   COM              62007610     50491   7071604 SH  SHARED                7056904             14700
D MOTOROLA INC                   COM              62007610      1861    260744 SH  SHARED      01         258024              2720
D MOTOROLA INC                   COM              62007610       127     17900 SH  SHR/OTHR    01                            17900
D MOTOROLA INC                   COM              62007610      3742    524140 SH  SHARED      02         392243            131897
D MOTOROLA INC                   COM              62007610        28      4000 SH  SHARED      04                             4000
D MOTOROLA INC                   COM              62007610      1137    159300 SH  SHARED      04         159300                  
D MOTOROLA INC                   COM              62007610         7      1040 SH  SHARED      05           1040                  
D MOTOROLA INC                   COM              62007610      2190    306740 SH  SHARED      06         233600             73140
D MOTOROLA INC                   COM              62007610      7674   1074857 SH  SHARED      10        1074857                  
D MOTOROLA INC                   COM              62007610      1047    146734 SH  SHARED      14                           146734
D MOTOROLA INC                   COM              62007610         8      1210 SH  SHARED      19                             1210
D MOTOROLA INC                   COM              62007610       514     72000 SH  SHARED      20          72000                  
D MOTOROLA INC                   COM              62007610       514     72000 SH  SHR/OTHR    20                            72000
D MOTOROLA INC                   COM              62007610        30      4311 SH  SHARED      22           3198              1113
D MOTOROLA INC                   COM              62007610       299     42000 SH  SHARED      23          42000                  
D MOTOROLA INC                   COM              62007610       274     38400 SH  SHR/OTHR    23                            38400
D MOVE INC COM                   COM              62458M10         1       665 SH  SHARED                    665                  
D MOVE INC COM                   COM              62458M10         0        73 SH  SHARED      02             73                  
D MOVADO GROUP INC               COM              62458010        67      3004 SH  SHARED                   3004                  
D MOVADO GROUP INC               COM              62458010        40      1800 SH  SHARED      01           1800                  
D MOVADO GROUP INC               COM              62458010        99      4448 SH  SHARED      02           4448                  
D MOVADO GROUP INC               COM              62458010       239     10718 SH  SHARED      10          10718                  
D MTM TECHNOLOGIES INC           COM NEW          62474G20         0        16 SH  SHARED                     16                  
D MUELLER INDS INC               COM              62475610        10       461 SH  SHARED                    461                  
D MUELLER INDS INC               COM              62475610         0        21 SH  SHARED      02             21                  
D MUELLER INDS INC               COM              62475610       546     23751 SH  SHARED      10          23751                  
D MUELLER WTR PRODS INC          COM SER A        62475810        96     10700 SH  SHARED                  10700                  
D MUELLER WTR PRODS INC          COM SER A        62475810      1190    132572 SH  SHARED                 132572                  
D MUELLER WTR PRODS INC          COM SER A        62475810        73      8200 SH  SHARED      01           8200                  
D MUELLER WTR PRODS INC          COM SER A        62475810       485     54056 SH  SHARED      02          53306               750
D MUELLER WTR PRODS INC          COM SER A        62475810     16659   1855165 SH  SHARED      10        1849965              5200
D MUELLER WTR PRODS INC          COM SER B        62475820        71     10962 SH  SHARED                  10962                  
D MUELLER WTR PRODS INC          COM SER B        62475820       229     35362 SH  SHARED      01          35362                  
D MUELLER WTR PRODS INC          COM SER B        62475820         0         1 SH  SHARED      02              1                  
D MUELLER WTR PRODS INC          COM SER B        62475820      1902    292646 SH  SHARED      10         292646                  
D MUELLER WTR PRODS INC          COM SER B        62475820         2       437 SH  SHARED      21                              437
D MULTI COLOR CORP               COM              62538310         0         5 SH  SHARED      02              5                  
D MULTI FINELINE ELECTRONIX IN   COM              62541B10         0        18 SH  SHARED                     18                  
D MULTI FINELINE ELECTRONIX IN   COM              62541B10        29      2000 SH  SHARED      01           2000                  
D MULTI FINELINE ELECTRONIX IN   COM              62541B10       164     11104 SH  SHARED      02          11104                  
D MULTI FINELINE ELECTRONIX IN   COM              62541B10      1007     68100 SH  SHARED      10          66800              1300
D MULTIBAND CORP                 COM NEW          62544X20         0       192 SH  SHARED                    192                  
D MULTIMEDIA GAMES INC           COM              62545310         3       794 SH  SHARED                    794                  
D MULTIMEDIA GAMES INC           COM              62545310        38      8800 SH  SHARED      02           8800                  
D MURPHY OIL CORP                COM              62671710     21124    329352 SH  SHARED                 311552             17800
D MURPHY OIL CORP                COM              62671710     26714    416500 SH  SHARED      01          23500            393000
D MURPHY OIL CORP                COM              62671710     16200    252580 SH  SHR/OTHR    01                           252580
D MURPHY OIL CORP                COM              62671710      1715     26743 SH  SHARED      02          26651                92
D MURPHY OIL CORP                COM              62671710      3642     56795 SH  SHARED      06          50695              6100
D MURPHY OIL CORP                COM              62671710     30653    477916 SH  SHARED      10         475216              2700
D MURPHY OIL CORP                COM              62671710      2764     43100 SH  SHARED      22          43100                  
D MUTUALFIRST FINL INC           COM              62845B10        11      1209 SH  SHARED                   1209                  
D MYERS INDS INC                 COM              62846410         0        17 SH  SHARED                     17                  
D MYERS INDS INC                 COM              62846410         0        16 SH  SHARED      02             16                  
D MYLAN INC                      NOTE  1.250% 3/1 628530AG      1817   2796000 PRN SHARED      02        2796000                  
D MYLAN INC                      COM              62853010       572     50110 SH  SHARED                                    50110
D MYLAN INC                      COM              62853010     21936   1920878 SH  SHARED                1477428            443450
D MYLAN INC                      COM              62853010      1466    128400 SH  SHARED      01         128400                  
D MYLAN INC                      COM              62853010       190     16652 SH  SHARED      02          12490              4162
D MYLAN INC                      COM              62853010      5197    455100 SH  SHARED      04         455100                  
D MYLAN INC                      COM              62853010       848     74300 SH  SHARED      06          69200              5100
D MYLAN INC                      COM              62853010    132432  11596537 SH  SHARED      10        8211937           3384600
D MYLAN INC                      COM              62853010       438     38400 SH  SHARED      15                            38400
D MYLAN INC                      COM              62853010        22      2010 SH  SHARED      21           2010                  
D MYLAN INC                      COM              62853010         5       450 SH  SHR/OTHR    23                              450
D MYLAN INC                      COM              62853010       685     60000 SH  SHARED      24          60000                  
D MYLAN INC                      PFD CONV         62853020    266240    339160 SH  SHARED                 339160                  
D MYLAN INC                      PFD CONV         62853020      4380      5580 SH  SHARED      02           5580                  
D MYRIAD GENETICS INC            COM              62855J10       329      5071 SH  SHARED                   5071                  
D MYRIAD GENETICS INC            COM              62855J10       243      3750 SH  SHARED      01           3750                  
D MYRIAD GENETICS INC            COM              62855J10       117      1817 SH  SHARED      02           1367               450
D MYRIAD GENETICS INC            COM              62855J10      5644     87000 SH  SHARED      04          87000                  
D MYRIAD GENETICS INC            COM              62855J10      3747     57760 SH  SHARED      10          57760                  
D NBT BANCORP INC                COM              62877810       360     12039 SH  SHARED                  12039                  
D NBT BANCORP INC                COM              62877810        68      2300 SH  SHARED      01           2300                  
D NBT BANCORP INC                COM              62877810        20       700 SH  SHARED      02            700                  
D NBT BANCORP INC                COM              62877810      1095     36600 SH  SHARED      10          36600                  
D NBTY INC                       COM              62878210        34      1157 SH  SHARED                   1157                  
D NBTY INC                       COM              62878210       518     17580 SH  SHARED      01            280             17300
D NBTY INC                       COM              62878210       458     15539 SH  SHARED      02          15539                  
D NBTY INC                       COM              62878210      6234    211200 SH  SHARED      10         211200                  
D NBTY INC                       COM              62878210         2        78 SH  SHARED      20             78                  
D NCI BUILDING SYS INC           COM              62885210         0        17 SH  SHARED                     17                  
D NCI BUILDING SYS INC           COM              62885210        95      3002 SH  SHARED      02           3002                  
D NCI BUILDING SYS INC           COM              62885210       345     10892 SH  SHARED      10          10892                  
D NCR CORP NEW                   COM              62886E10      1276     57874 SH  SHARED                  57874                  
D NCR CORP NEW                   COM              62886E10      1303     59101 SH  SHARED      01           4565             54536
D NCR CORP NEW                   COM              62886E10       766     34746 SH  SHARED      02          34746                  
D NCR CORP NEW                   COM              62886E10       237     10760 SH  SHARED      10          10760                  
D NCR CORP NEW                   COM              62886E10        32      1465 SH  SHARED      21           1105               360
D NCI INC                        CL A             62886K10        21       744 SH  SHARED                    744                  
D NCI INC                        CL A             62886K10         0         3 SH  SHARED      02              3                  
D NASB FINL INC                  COM              62896810         2        79 SH  SHARED                     79                  
D NGP CAP RES CO                 COM              62912R10       511     35109 SH  SHARED                  35109                  
D NGP CAP RES CO                 COM              62912R10         1       113 SH  SHARED      02             32                81
D NGP CAP RES CO                 COM              62912R10       199     13700 SH  SHARED      10          13700                  
D NGAS RESOURCES INC             COM              62912T10         6      1449 SH  SHARED                   1449                  
D NGAS RESOURCES INC             COM              62912T10         9      2100 SH  SHARED      02           2100                  
D NII HLDGS INC                  NOTE  2.750% 8/1 62913FAF       396    400000 PRN SHARED      02         400000                  
D NII HLDGS INC                  NOTE  3.125% 6/1 62913FAJ      2530   3420000 PRN SHARED                3420000                  
D NII HLDGS INC                  NOTE  3.125% 6/1 62913FAJ      1689   2283000 PRN SHARED      02        2283000                  
D NII HLDGS INC                  CL B NEW         62913F20       379     10000 SH  SHARED                                    10000
D NII HLDGS INC                  CL B NEW         62913F20      1419     37422 SH  SHARED                  37422                  
D NII HLDGS INC                  CL B NEW         62913F20       147      3900 SH  SHARED      01           3900                  
D NII HLDGS INC                  CL B NEW         62913F20       349      9211 SH  SHARED      02           8741               470
D NII HLDGS INC                  CL B NEW         62913F20       428     11300 SH  SHARED      04          11300                  
D NII HLDGS INC                  CL B NEW         62913F20         3        90 SH  SHARED      05             90                  
D NII HLDGS INC                  CL B NEW         62913F20       288      7610 SH  SHARED      06           6050              1560
D NII HLDGS INC                  CL B NEW         62913F20      1537     40536 SH  SHARED      10          40536                  
D NII HLDGS INC                  CL B NEW         62913F20       117      3100 SH  SHARED      14                             3100
D NIC INC                        COM              62914B10        16      2350 SH  SHARED                   2350                  
D NIC INC                        COM              62914B10         3       512 SH  SHARED      02            512                  
D NIC INC                        COM              62914B10        13      1900 SH  SHARED      10           1900                  
D NL INDS INC                    COM NEW          62915640         0        17 SH  SHARED                     17                  
D NL INDS INC                    COM NEW          62915640         0         3 SH  SHARED      02              3                  
D NL INDS INC                    COM NEW          62915640         7       700 SH  SHARED      10            700                  
D NMS COMMUNICATIONS CORP        COM              62924810         0      1190 SH  SHARED                   1190                  
D NMT MED INC                    COM              62929410         1       338 SH  SHARED                    338                  
D NN INC                         COM              62933710         0        14 SH  SHARED                     14                  
D NN INC                         COM              62933710         0         9 SH  SHARED      02              9                  
D NPS PHARMACEUTICALS INC        COM              62936P10      7033    985108 SH  SHARED                 985108                  
D NPS PHARMACEUTICALS INC        COM              62936P10         9      1354 SH  SHARED      02           1354                  
D NRG ENERGY INC                 COM NEW          62937750      4950    200019 SH  SHARED                 200019                  
D NRG ENERGY INC                 COM NEW          62937750       323     13075 SH  SHARED      01          13075                  
D NRG ENERGY INC                 COM NEW          62937750       651     26341 SH  SHARED      02          26241               100
D NRG ENERGY INC                 COM NEW          62937750        24      1000 SH  SHARED      04           1000                  
D NRG ENERGY INC                 COM NEW          62937750       111      4500 SH  SHARED      06           1900              2600
D NRG ENERGY INC                 COM NEW          62937750       662     26754 SH  SHARED      10          26754                  
D NRG ENERGY INC                 COM NEW          62937750      1433     57900 SH  SHARED      14                            57900
D NRG ENERGY INC                 PFD CONV MAND    62937787     42747    184845 SH  SHARED                 184845                  
D NRG ENERGY INC                 PFD CONV MAND    62937787       934      4040 SH  SHARED      02           4000                40
D NRDC ACQUISITION CORP          COM              62941R10      8221    913495 SH  SHARED                 913495                  
D NRDC ACQUISITION CORP          COM              62941R10      2535    281730 SH  SHARED      02         281730                  
D NRDC ACQUISITION CORP          *W EXP 10/17/201 62941R11        43    216599 SH  SHARED                 216599                  
D NTN BUZZTIME INC               COM NEW          62941030         0      1199 SH  SHARED                   1199                  
D NTR ACQUISITION CO             COM              62941510      6418    665114 SH  SHARED                 665114                  
D NTR ACQUISITION CO             *W EXP 06/28/201 62941511         2     18127 SH  SHARED                  18127                  
D NTT DOCOMO INC                 SPONS ADR        62942M20       229     14418 SH  SHARED                  14418                  
D NTT DOCOMO INC                 SPONS ADR        62942M20         2       165 SH  SHARED      02                              165
D NVR INC                        COM              62944T10       870      1522 SH  SHARED                   1522                  
D NVR INC                        COM              62944T10      1038      1815 SH  SHARED      01            115              1700
D NVR INC                        COM              62944T10        89       157 SH  SHARED      02            157                  
D NVR INC                        COM              62944T10       228       400 SH  SHARED      06            400                  
D NVR INC                        COM              62944T10     12298     21500 SH  SHARED      10          20300              1200
D NVR INC                        COM              62944T10       163       286 SH  SHARED      14                              286
D NVE CORP                       COM NEW          62944520         7       270 SH  SHARED                    270                  
D NYMAGIC INC                    COM              62948410         8       342 SH  SHARED                    342                  
D NYSE EURONEXT                  COM              62949110     48919   1248577 SH  SHARED                1248577                  
D NYSE EURONEXT                  COM              62949110       884     22570 SH  SHARED      01          22570                  
D NYSE EURONEXT                  COM              62949110      5471    139648 SH  SHARED      02         112073             27575
D NYSE EURONEXT                  COM              62949110      3565     91000 SH  SHARED      04          91000                  
D NYSE EURONEXT                  COM              62949110         3        80 SH  SHARED      05             80                  
D NYSE EURONEXT                  COM              62949110      1347     34400 SH  SHARED      06          27700              6700
D NYSE EURONEXT                  COM              62949110     13699    349651 SH  SHARED      10         306913             42738
D NYSE EURONEXT                  COM              62949110        23       603 SH  SHARED      14                              603
D NYSE EURONEXT                  COM              62949110        18       476 SH  SHARED      21            476                  
D NYSE EURONEXT                  COM              62949110        66      1700 SH  SHR/OTHR    23                             1700
D NABI BIOPHARMACEUTICALS        NOTE  2.875% 4/1 629519AB       900   1000000 PRN SHARED      02        1000000                  
D NABI BIOPHARMACEUTICALS        COM              62951910         0        19 SH  SHARED                     19                  
D NABI BIOPHARMACEUTICALS        COM              62951910       104     22486 SH  SHARED      02           2486             20000
D NABI BIOPHARMACEUTICALS        COM              62951910        61     13300 SH  SHARED      10          13300                  
D NABORS INDS INC                NOTE  0.940% 5/1 629568AP       383    428000 PRN SHARED                 428000                  
D NABORS INDS INC                NOTE  0.940% 5/1 629568AP      4560   5084000 PRN SHARED      02        5082000              2000
D NABORS INDS INC                NOTE  0.940% 5/1 629568AP      9956  11100000 PRN SHARED      06       11100000                  
D NACCO INDS INC                 CL A             62957910         4        47 SH  SHARED                     47                  
D NACCO INDS INC                 CL A             62957910         0         3 SH  SHARED      02              3                  
D NACCO INDS INC                 CL A             62957910       369      3910 SH  SHARED      10           3910                  
D NALCO HOLDING COMPANY          COM              62985Q10        70      3800 SH  SHARED                   3800                  
D NALCO HOLDING COMPANY          COM              62985Q10       715     38571 SH  SHARED                  38571                  
D NALCO HOLDING COMPANY          COM              62985Q10       212     11469 SH  SHARED      02          11469                  
D NALCO HOLDING COMPANY          COM              62985Q10     10733    578952 SH  SHARED      04         578952                  
D NALCO HOLDING COMPANY          COM              62985Q10     15733    848619 SH  SHARED      05         848619                  
D NALCO HOLDING COMPANY          COM              62985Q10      2148    115870 SH  SHARED      06                           115870
D NALCO HOLDING COMPANY          COM              62985Q10       128      6956 SH  SHARED      10           6956                  
D NALCO HOLDING COMPANY          COM              62985Q10       843     45500 SH  SHARED      14                            45500
D NALCO HOLDING COMPANY          COM              62985Q10        51      2800 SH  SHARED      23           2800                  
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520        26      3222 SH  SHARED                   3222                  
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520        30      3752 SH  SHARED      02             52              3700
D NANOGEN INC                    COM              63007510        27    101675 SH  SHARED                 101675                  
D NANOMETRICS INC                COM              63007710        13      6366 SH  SHARED                   6366                  
D NANOPHASE TCHNOLOGIES CORP     COM              63007910         0       439 SH  SHARED                    439                  
D NANOSPHERE INC                 COM              63009F10        66      7842 SH  SHARED                   7842                  
D NANOSPHERE INC                 COM              63009F10        18      2111 SH  SHARED      02           2111                  
D NAPCO SEC SYS INC              COM              63040210         1       435 SH  SHARED                    435                  
D NAPSTER INC                    COM              63079710         5      2017 SH  SHARED                   2017                  
D NARA BANCORP INC               COM              63080P10        23      2119 SH  SHARED                   2119                  
D NARA BANCORP INC               COM              63080P10        15      1352 SH  SHARED      02           1352                  
D NARA BANCORP INC               COM              63080P10       253     22600 SH  SHARED      10          22600                  
D NASDAQ OMX GROUP INC           COM              63110310      4547    148749 SH  SHARED                 138949              9800
D NASDAQ OMX GROUP INC           COM              63110310       325     10640 SH  SHARED      01           9550              1090
D NASDAQ OMX GROUP INC           COM              63110310       714     23380 SH  SHARED      02          22666               714
D NASDAQ OMX GROUP INC           COM              63110310       917     30000 SH  SHARED      04          30000                  
D NASDAQ OMX GROUP INC           COM              63110310       785     25700 SH  SHARED      06          24900               800
D NASDAQ OMX GROUP INC           COM              63110310      6242    204212 SH  SHARED      10         191612             12600
D NASDAQ OMX GROUP INC           COM              63110310        12       400 SH  SHARED      14                              400
D NASDAQ OMX GROUP INC           COM              63110310       411     13448 SH  SHARED      21          12109              1339
D NASH FINCH CO                  FRNT  1.631% 3/1 631158AD      5071  11000000 PRN SHARED               11000000                  
D NASH FINCH CO                  FRNT  1.631% 3/1 631158AD     10324  22395008 PRN SHARED      02       22395008                  
D NASH FINCH CO                  COM              63115810        13       323 SH  SHARED                    323                  
D NASH FINCH CO                  COM              63115810        51      1200 SH  SHARED      01                             1200
D NASH FINCH CO                  COM              63115810       384      8907 SH  SHARED      02           8907                  
D NASH FINCH CO                  COM              63115810     17467    405100 SH  SHARED      10         405100                  
D NASHUA CORP                    COM              63122610         0       119 SH  SHARED                    119                  
D NATCO GROUP INC                CL A             63227W20         0        17 SH  SHARED                     17                  
D NATCO GROUP INC                CL A             63227W20       153      3810 SH  SHARED      01           3810                  
D NATCO GROUP INC                CL A             63227W20        20       511 SH  SHARED      02            111               400
D NATCO GROUP INC                CL A             63227W20        12       321 SH  SHARED      10            321                  
D NATHANS FAMOUS INC NEW         COM              63234710         1       120 SH  SHARED                    120                  
D NATIONAL COAL CORP             COM NEW          63238120         0        15 SH  SHARED      02             15                  
D NATIONAL BK GREECE S A         SPONSORED ADR    63364340         8      1017 SH  SHARED                   1017                  
D NATIONAL BANKSHARES INC VA     COM              63486510         3       183 SH  SHARED                    183                  
D NATIONAL BEVERAGE CORP         COM              63501710        10      1159 SH  SHARED                   1159                  
D NATIONAL BEVERAGE CORP         COM              63501710         0         6 SH  SHARED      02              6                  
D NATIONAL CINEMEDIA INC         COM              63530910         8       790 SH  SHARED                    790                  
D NATIONAL CINEMEDIA INC         COM              63530910         0        23 SH  SHARED      02             23                  
D NATIONAL CITY CORP             COM              63540510      5555   3174805 SH  SHARED                3174805                  
D NATIONAL CITY CORP             COM              63540510       106     61055 SH  SHARED      01          59900              1155
D NATIONAL CITY CORP             COM              63540510      2788   1593681 SH  SHARED      02        1583281             10400
D NATIONAL CITY CORP             COM              63540510         0       310 SH  SHARED      05            310                  
D NATIONAL CITY CORP             COM              63540510       163     93270 SH  SHARED      06          77150             16120
D NATIONAL CITY CORP             COM              63540510       652    372842 SH  SHARED      10         372842                  
D NATIONAL DENTEX CORP           COM              63563H10         0       143 SH  SHARED                    143                  
D NATIONAL HEALTHCARE CORP       COM              63590610        26       560 SH  SHARED                    560                  
D NATIONAL HEALTHCARE CORP       COM              63590610        99      2104 SH  SHARED      02           2104                  
D NATIONAL FINL PARTNERS CORP    COM              63607P20       348     23232 SH  SHARED                  23232                  
D NATIONAL FINL PARTNERS CORP    COM              63607P20        52      3500 SH  SHARED      01           3500                  
D NATIONAL FINL PARTNERS CORP    COM              63607P20       179     11937 SH  SHARED      02          11894                43
D NATIONAL FINL PARTNERS CORP    COM              63607P20       222     14800 SH  SHARED      10          14800                  
D NATIONAL FUEL GAS CO N J       COM              63618010       160      3795 SH  SHARED                   3795                  
D NATIONAL FUEL GAS CO N J       COM              63618010      1066     25275 SH  SHARED      01            875             24400
D NATIONAL FUEL GAS CO N J       COM              63618010       369      8758 SH  SHARED      02           8608               150
D NATIONAL FUEL GAS CO N J       COM              63618010       303      7207 SH  SHARED      10           7207                  
D NATIONAL GRID PLC              SPON ADR NEW     63627430         6       105 SH  SHARED                    105                  
D NATIONAL GRID PLC              SPON ADR NEW     63627430        15       241 SH  SHARED      01                              241
D NATIONAL GRID PLC              SPON ADR NEW     63627430        19       300 SH  SHARED      02            200               100
D NATIONAL HEALTH INVS INC       COM              63633D10     15533    454449 SH  SHARED                 454449                  
D NATIONAL HEALTH INVS INC       COM              63633D10       120      3512 SH  SHARED      02           3512                  
D NATIONAL HEALTH INVS INC       COM              63633D10       355     10400 SH  SHARED      10          10400                  
D NATIONAL INSTRS CORP           COM              63651810        12       410 SH  SHARED                    410                  
D NATIONAL INSTRS CORP           COM              63651810       527     17550 SH  SHARED      01            600             16950
D NATIONAL INSTRS CORP           COM              63651810       320     10675 SH  SHARED      02          10457               218
D NATIONAL INSTRS CORP           COM              63651810       100      3360 SH  SHARED      10           3360                  
D NATIONAL LAMPOON INC NEW       COM              63663710         0       172 SH  SHARED                    172                  
D NATIONAL LAMPOON INC NEW       COM              63663710         0         3 SH  SHARED      02              3                  
D NATIONAL OILWELL VARCO INC     COM              63707110      1435     28586 SH  SHARED                  28586                  
D NATIONAL OILWELL VARCO INC     COM              63707110     31823    633563 SH  SHARED                 601763             31800
D NATIONAL OILWELL VARCO INC     COM              63707110      6385    127126 SH  SHARED      01         120964              6162
D NATIONAL OILWELL VARCO INC     COM              63707110       200      3992 SH  SHR/OTHR    01                             3992
D NATIONAL OILWELL VARCO INC     COM              63707110      5400    107512 SH  SHARED      02         106173              1339
D NATIONAL OILWELL VARCO INC     COM              63707110     28567    568729 SH  SHARED      04         568729                  
D NATIONAL OILWELL VARCO INC     COM              63707110        10       214 SH  SHARED      05            214                  
D NATIONAL OILWELL VARCO INC     COM              63707110      3010     59931 SH  SHARED      06          46583             13348
D NATIONAL OILWELL VARCO INC     COM              63707110     64422   1282555 SH  SHARED      10         962742            319813
D NATIONAL OILWELL VARCO INC     COM              63707110      2135     42523 SH  SHARED      14                            42523
D NATIONAL OILWELL VARCO INC     COM              63707110       135      2700 SH  SHARED      15                             2700
D NATIONAL OILWELL VARCO INC     COM              63707110       346      6900 SH  SHARED      20           6820                80
D NATIONAL OILWELL VARCO INC     COM              63707110         5       117 SH  SHARED      21                              117
D NATIONAL OILWELL VARCO INC     COM              63707110         5       111 SH  SHR/OTHR    21                              111
D NATIONAL OILWELL VARCO INC     COM              63707110       381      7600 SH  SHR/OTHR    23                             7600
D NATIONAL OILWELL VARCO INC     COM              63707110       221      4400 SH  SHARED      24           4400                  
D NATIONAL PENN BANCSHARES INC   COM              63713810       126      8684 SH  SHARED                   8684                  
D NATIONAL PENN BANCSHARES INC   COM              63713810       100      6915 SH  SHARED      01           6915                  
D NATIONAL PENN BANCSHARES INC   COM              63713810        92      6351 SH  SHARED      02           6351                  
D NATIONAL PENN BANCSHARES INC   COM              63713810      1905    130521 SH  SHARED      10         130521                  
D NATIONAL PENN BANCSHARES INC   COM              63713810        87      6000 SH  SHR/OTHR    23                             6000
D NATIONAL PRESTO INDS INC       COM              63721510        26       354 SH  SHARED                    354                  
D NATIONAL PRESTO INDS INC       COM              63721510        44       602 SH  SHARED      02            602                  
D NATIONAL PRESTO INDS INC       COM              63721510        74      1000 SH  SHARED      10           1000                  
D NATIONAL RESEARCH CORP         COM              63737210         0        10 SH  SHARED                     10                  
D NATIONAL RETAIL PROPERTIES I   NOTE  3.950% 9/1 637417AA      5361   5200000 PRN SHARED      02        5200000                  
D NATIONAL RETAIL PROPERTIES I   NOTE  5.125% 6/1 637417AC      2495   2430000 PRN SHARED      02        2430000                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710         3       167 SH  SHARED                    167                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710        52      2200 SH  SHARED      01           2200                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710       957     39959 SH  SHARED      02          39959                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710      1034     43200 SH  SHARED      10          43200                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710     14370    600000 SH  SHARED      11                           600000
D NATIONAL SEC GROUP INC         COM              63754610         0        53 SH  SHARED                     53                  
D NATIONAL SEMICONDUCTOR CORP    COM              63764010      2238    130095 SH  SHARED                 130095                  
D NATIONAL SEMICONDUCTOR CORP    COM              63764010      1073     62389 SH  SHARED      01          54369              8020
D NATIONAL SEMICONDUCTOR CORP    COM              63764010       161      9400 SH  SHR/OTHR    01                             9400
D NATIONAL SEMICONDUCTOR CORP    COM              63764010       408     23739 SH  SHARED      02          22114              1625
D NATIONAL SEMICONDUCTOR CORP    COM              63764010       687     39940 SH  SHARED      06          32100              7840
D NATIONAL SEMICONDUCTOR CORP    COM              63764010     10760    625272 SH  SHARED      10         625272                  
D NATIONAL SEMICONDUCTOR CORP    COM              63764010       160      9300 SH  SHARED      14                             9300
D NATIONAL SEMICONDUCTOR CORP    COM              63764010        24      1450 SH  SHARED      20           1450                  
D NATIONAL SEMICONDUCTOR CORP    COM              63764010         6       389 SH  SHARED      21                              389
D NATIONAL SEMICONDUCTOR CORP    COM              63764010        17      1017 SH  SHR/OTHR    21                             1017
D NATIONAL SEMICONDUCTOR CORP    COM              63764010         3       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         0         3 SH  SHARED                      3                  
D NATIONAL WESTN LIFE INS CO     CL A             63852210       217       900 SH  SHARED      10            900                  
D NATIONAL WESTMINSTER BK PLC    SPON ADR C       63853988         9      1000 SH  SHARED      02                             1000
D NATIONWIDE FINL SVCS INC       CL A             63861210     57273   1161024 SH  SHARED                1161024                  
D NATIONWIDE FINL SVCS INC       CL A             63861210         3        75 SH  SHARED      01             75                  
D NATIONWIDE FINL SVCS INC       CL A             63861210        27       556 SH  SHARED      02            466                90
D NATIONWIDE FINL SVCS INC       CL A             63861210        73      1500 SH  SHARED      10           1500                  
D NATIONWIDE HEALTH PPTYS INC    COM              63862010      8008    222594 SH  SHARED                 199354             23240
D NATIONWIDE HEALTH PPTYS INC    COM              63862010      1115     31000 SH  SHARED      01            900             30100
D NATIONWIDE HEALTH PPTYS INC    COM              63862010       296      8251 SH  SHARED      02           4023              4228
D NATIONWIDE HEALTH PPTYS INC    COM              63862010      8954    248864 SH  SHARED      10         248864                  
D NATIONWIDE HEALTH PPTYS INC    COM              63862010     92856   2580772 SH  SHARED      11        1206138           1374634
D NATIONWIDE HEALTH PPTYS INC    COM              63862010       109      3040 SH  SHR/OTHR    23                             3040
D NATIONWIDE HEALTH PPTYS INC    PFD CV B 7.75%   63862030     15700    100000 SH  SHARED                 100000                  
D NATURAL ALTERNATIVES INTL IN   COM NEW          63884230         0       118 SH  SHARED                    118                  
D NATURAL GAS SERVICES GROUP     COM              63886Q10       109      6273 SH  SHARED                   6273                  
D NATURAL GAS SERVICES GROUP     COM              63886Q10         0         6 SH  SHARED      02              6                  
D NATURAL GAS SERVICES GROUP     COM              63886Q10         3       173 SH  SHARED      20            173                  
D NATURAL HEALTH TRENDS CORP     COM PAR $.001    63888P40         0       234 SH  SHARED                    234                  
D NAVIGATORS GROUP INC           COM              63890410       415      7166 SH  SHARED                   7166                  
D NAVIGATORS GROUP INC           COM              63890410        29       500 SH  SHARED      02            500                  
D NAVIGATORS GROUP INC           COM              63890410      2089     36020 SH  SHARED      10          36020                  
D NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P10      1399     55233 SH  SHARED                  55233                  
D NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P10       221      8746 SH  SHARED      02                             8746
D NATURE VISION INC              COM              63902E10         0        36 SH  SHARED                     36                  
D NATUZZI S P A                  ADR              63905A10         0        36 SH  SHARED                     36                  
D NATUS MEDICAL INC DEL          COM              63905010         1        51 SH  SHARED                     51                  
D NATUS MEDICAL INC DEL          COM              63905010         5       250 SH  SHARED      01                              250
D NATUS MEDICAL INC DEL          COM              63905010         0        15 SH  SHARED      02             15                  
D NAUGATUCK VY FINL CORP         COM              63906710       290     36299 SH  SHARED                  36299                  
D NAUTILUS INC                   COM              63910B10         0        64 SH  SHARED                     64                  
D NAUTILUS INC                   COM              63910B10        47     10479 SH  SHARED      02          10479                  
D NAVARRE CORP                   COM              63920810         1       940 SH  SHARED                    940                  
D NAVISTAR INTL CORP NEW         COM              63934E10    233373   4307368 SH  SHARED                4307368                  
D NAVISTAR INTL CORP NEW         COM              63934E10       189      3500 SH  SHARED      10           3500                  
D NAVISITE INC                   COM NEW          63935M20         0       375 SH  SHARED                    375                  
D NAVISITE INC                   COM NEW          63935M20         7      4000 SH  SHARED      02                             4000
D NAVIGANT CONSULTING INC        COM              63935N10       372     18725 SH  SHARED                  18725                  
D NAVIGANT CONSULTING INC        COM              63935N10       300     15100 SH  SHARED      01                            15100
D NAVIGANT CONSULTING INC        COM              63935N10        10       549 SH  SHARED      02            549                  
D NAVIGANT CONSULTING INC        COM              63935N10       439     22100 SH  SHARED      10          22100                  
D NEENAH PAPER INC               COM              64007910        34      1730 SH  SHARED                   1730                  
D NEENAH PAPER INC               COM              64007910        31      1610 SH  SHARED      01            639               971
D NEENAH PAPER INC               COM              64007910         0        22 SH  SHARED      02             22                  
D NEENAH PAPER INC               COM              64007910        91      4600 SH  SHARED      10           4600                  
D NEENAH PAPER INC               COM              64007910         7       363 SH  SHARED      23            363                  
D NEENAH PAPER INC               COM              64007910         4       227 SH  SHR/OTHR    23                              227
D NEKTAR THERAPEUTICS            NOTE  3.250% 9/2 640268AH      1006   2000000 PRN SHARED                2000000                  
D NEKTAR THERAPEUTICS            NOTE  3.250% 9/2 640268AH       584   1162000 PRN SHARED      02        1162000                  
D NEKTAR THERAPEUTICS            COM              64026810        17      5000 SH  SHARED                   5000                  
D NEKTAR THERAPEUTICS            COM              64026810       794    221424 SH  SHARED      02         186854             34570
D NEKTAR THERAPEUTICS            COM              64026810        53     14800 SH  SHARED      10          14800                  
D NELNET INC                     CL A             64031N10       846     59644 SH  SHARED                  59644                  
D NELNET INC                     CL A             64031N10        58      4100 SH  SHARED      01           4100                  
D NELNET INC                     CL A             64031N10       149     10500 SH  SHARED      10          10500                  
D NEOGEN CORP                    COM              64049110         3       108 SH  SHARED                    108                  
D NEOGEN CORP                    COM              64049110         6       243 SH  SHARED      02              8               235
D NEOMAGIC CORP                  COM NEW          64049720         0       321 SH  SHARED                    321                  
D NEONODE INC                    COM              64051M10         0       300 SH  SHARED                    300                  
D NEOSE TECHNOLOGIES INC         COM              64052210         0      1225 SH  SHARED                   1225                  
D NEOSTEM INC                    COM NEW          64065030         0        42 SH  SHARED                     42                  
D NEPHROS INC                    COM              64067110         0       160 SH  SHARED                    160                  
D NEOPHARM INC                   COM              64091910         0       592 SH  SHARED                    592                  
D NESS TECHNOLOGIES INC          COM              64104X10       263     22956 SH  SHARED                  22956                  
D NESS TECHNOLOGIES INC          COM              64104X10         0        60 SH  SHARED      02             22                38
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20        54      2445 SH  SHARED                   2445                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20        26      1200 SH  SHARED      01           1200                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20        80      3625 SH  SHARED      02           3625                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       231     10350 SH  SHARED      04          10350                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       388     17400 SH  SHARED      10          17400                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       323     14500 SH  SHARED      21           3500             11000
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       178      8000 SH  SHR/OTHR    21                             8000
D NET SERVICOS DE COMUNICACAO    SPONSD ADR NEW   64109T20         0        32 SH  SHARED                     32                  
D NET SERVICOS DE COMUNICACAO    SPONSD ADR NEW   64109T20      1565    178300 SH  SHARED      10         178300                  
D NETAPP INC                     COM              64110D10         0        18 SH  SHARED                     18                  
D NETAPP INC                     COM              64110D10      1542     84609 SH  SHARED                  84609                  
D NETAPP INC                     COM              64110D10       705     38675 SH  SHARED      01          36675              2000
D NETAPP INC                     COM              64110D10      6088    333962 SH  SHARED      02         333790               172
D NETAPP INC                     COM              64110D10      1093     60000 SH  SHARED      04          60000                  
D NETAPP INC                     COM              64110D10         4       240 SH  SHARED      05            240                  
D NETAPP INC                     COM              64110D10       850     46660 SH  SHARED      06          36950              9710
D NETAPP INC                     COM              64110D10     10891    597445 SH  SHARED      10         584245             13200
D NETAPP INC                     COM              64110D10        80      4400 SH  SHARED      14                             4400
D NETAPP INC                     COM              64110D10       236     13000 SH  SHARED      20          13000                  
D NETAPP INC                     COM              64110D10       236     13000 SH  SHR/OTHR    20                            13000
D NETFLIX INC                    COM              64110L10      1932     62596 SH  SHARED                  62596                  
D NETFLIX INC                    COM              64110L10       777     25175 SH  SHARED      01           9175             16000
D NETFLIX INC                    COM              64110L10       378     12242 SH  SHARED      02          11242              1000
D NETFLIX INC                    COM              64110L10      1804     58442 SH  SHARED      10          57242              1200
D NETEASE COM INC                SPONSORED ADR    64110W10       415     18210 SH  SHARED                  18210                  
D NETEASE COM INC                SPONSORED ADR    64110W10         3       149 SH  SHARED      02            149                  
D NETEZZA CORP                   COM              64111N10         3       357 SH  SHARED                    357                  
D NETEZZA CORP                   COM              64111N10         0        22 SH  SHARED      02             22                  
D NETEZZA CORP                   COM              64111N10       210     19300 SH  SHARED      10          19300                  
D NETGEAR INC                    COM              64111Q10         1        94 SH  SHARED                     94                  
D NETGEAR INC                    COM              64111Q10        57      3800 SH  SHARED      01                             3800
D NETGEAR INC                    COM              64111Q10        95      6362 SH  SHARED      02           6362                  
D NETGEAR INC                    COM              64111Q10       120      8000 SH  SHARED      10           8000                  
D NETSOL TECHNOLOGIES INC        COM NEW          64115A20         1       648 SH  SHARED                    648                  
D NETSCOUT SYS INC               COM              64115T10       210     19820 SH  SHARED                  19820                  
D NETSCOUT SYS INC               COM              64115T10        25      2400 SH  SHARED      01           2400                  
D NETSCOUT SYS INC               COM              64115T10        40      3816 SH  SHARED      02           3816                  
D NETSCOUT SYS INC               COM              64115T10       242     22800 SH  SHARED      10          22800                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10       306     10142 SH  SHARED                  10142                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10        33      1100 SH  SHARED      01           1100                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10       150      4968 SH  SHARED      02           4968                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10      1391     46000 SH  SHARED      04          46000                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10     10340    341958 SH  SHARED      10         341958                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10        20       685 SH  SHARED      21            685                  
D NETLIST INC                    COM              64118P10         0       306 SH  SHARED                    306                  
D NETSUITE INC                   COM              64118Q10         2       164 SH  SHARED                    164                  
D NETSUITE INC                   COM              64118Q10        65      3625 SH  SHARED      02                             3625
D NETWORK EQUIP TECHNOLOGIES     COM              64120810         1       464 SH  SHARED                    464                  
D NETWORK EQUIP TECHNOLOGIES     COM              64120810        42     12434 SH  SHARED      02          12434                  
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       653 SH  SHARED                    653                  
D NEUROBIOLOGICAL TECH INC       COM NEW          64124W30        23     38872 SH  SHR/OTHR    01                            38872
D NEUROBIOLOGICAL TECH INC       COM NEW          64124W30         1      3214 SH  SHARED      02                             3214
D NEUROCRINE BIOSCIENCES INC     COM              64125C10         0        99 SH  SHARED                     99                  
D NEUROCRINE BIOSCIENCES INC     COM              64125C10        45      9600 SH  SHARED      01           9600                  
D NEUROCRINE BIOSCIENCES INC     COM              64125C10         3       764 SH  SHARED      02            764                  
D NEUROGESX INC                  COM              64125210         0       359 SH  SHARED                    359                  
D NEUROMETRIX INC                COM              64125510         0       929 SH  SHARED                    929                  
D NEVADA GOLD & CASINOS INC      COM NEW          64126Q20         0       258 SH  SHARED                    258                  
D NEUSTAR INC                    CL A             64126X20       490     24678 SH  SHARED                  24678                  
D NEUSTAR INC                    CL A             64126X20       475     23900 SH  SHARED      01                            23900
D NEUSTAR INC                    CL A             64126X20        79      3986 SH  SHARED      02           3972                14
D NEUSTAR INC                    CL A             64126X20      7397    371925 SH  SHARED      10         371925                  
D NEUSTAR INC                    CL A             64126X20        19       965 SH  SHARED      21            965                  
D NEVADA CHEMICALS INC           COM              64127C10         1        99 SH  SHARED                     99                  
D NEURALSTEM INC                 COM              64127R30         0       561 SH  SHARED                    561                  
D NEUTRAL TANDEM INC             COM              64128B10        18       991 SH  SHARED                    991                  
D NEUTRAL TANDEM INC             COM              64128B10         0         9 SH  SHARED      02              9                  
D NEUTRAL TANDEM INC             COM              64128B10       192     10400 SH  SHARED      10          10400                  
D NEUBERGER BERMAN RE ES SEC F   COM              64190A10         1       272 SH  SHARED      01            272                  
D NEW CENTRY BANCORP INC DUNN    COM              64353M10         1       166 SH  SHARED                    166                  
D NEW ENGLAND BANCSHARES INC C   COM NEW          64386320         1       147 SH  SHARED                    147                  
D NEW FRONTIER MEDIA INC         COM              64439810       489    205540 SH  SHARED                 205540                  
D NEW GENERATION BIOFUELS HLDG   COM              64446110         0       200 SH  SHARED                    200                  
D NEW GERMANY FD INC             COM              64446510        10      1000 SH  SHARED      20           1000                  
D NEW GOLD INC CDA               COM              64453510        12      2610 SH  SHARED                   2610                  
D NEW GOLD INC CDA               COM              64453510       792    160000 SH  SHARED      02         160000                  
D NEW GOLD INC CDA               COM              64453510       668    135000 SH  SHARED      04         135000                  
D NEW HAMPSHIRE THRIFT BANCSHS   COM              64472210         1       149 SH  SHARED                    149                  
D NEW JERSEY RES                 COM              64602510        15       443 SH  SHARED                    443                  
D NEW JERSEY RES                 COM              64602510        91      2537 SH  SHARED      01            937              1600
D NEW JERSEY RES                 COM              64602510       151      4223 SH  SHARED      02           1223              3000
D NEW JERSEY RES                 COM              64602510      1168     32550 SH  SHARED      10          32550                  
D NEW MOTION INC                 COM              64754V10         0       177 SH  SHARED                    177                  
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110       552      8603 SH  SHARED                   8603                  
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110         2        41 SH  SHARED      02             41                  
D NEW YORK & CO INC              COM              64929510        85      8923 SH  SHARED                   8923                  
D NEW YORK & CO INC              COM              64929510        48      5100 SH  SHARED      01           5100                  
D NEW YORK & CO INC              COM              64929510       145     15213 SH  SHARED      02          15213                  
D NEW YORK & CO INC              COM              64929510       640     67100 SH  SHARED      10          67100                  
D NEW YORK CMNTY CAP TR V        BONUSES          64944P30      2925     75000 SH  SHARED                  75000                  
D NEW YORK CMNTY CAP TR V        BONUSES          64944P30       819     21000 SH  SHARED      02          21000                  
D NEW YORK CMNTY CAP TR V        BONUSES          64944P30        39      1000 SH  SHR/OTHR    23                             1000
D NEW YORK CMNTY BANCORP INC     COM              64944510     13395    797829 SH  SHARED                 797829                  
D NEW YORK CMNTY BANCORP INC     COM              64944510      1945    115866 SH  SHARED      01           4429            111437
D NEW YORK CMNTY BANCORP INC     COM              64944510       358     21376 SH  SHARED      02          21376                  
D NEW YORK CMNTY BANCORP INC     COM              64944510       142      8510 SH  SHARED      06           4800              3710
D NEW YORK CMNTY BANCORP INC     COM              64944510      3673    218800 SH  SHARED      10         207900             10900
D NEW YORK CMNTY BANCORP INC     COM              64944510        38      2294 SH  SHARED      14                             2294
D NEW YORK CMNTY BANCORP INC     COM              64944510        39      2380 SH  SHARED      21           2380                  
D NEW YORK TIMES CO              CL A             65011110      1823    127595 SH  SHARED                 127595                  
D NEW YORK TIMES CO              CL A             65011110       283     19874 SH  SHARED      01          19534               340
D NEW YORK TIMES CO              CL A             65011110       702     49173 SH  SHARED      02          49173                  
D NEW YORK TIMES CO              CL A             65011110      9145    640000 SH  SHARED      04         640000                  
D NEW YORK TIMES CO              CL A             65011110       225     15750 SH  SHARED      06          12750              3000
D NEW YORK TIMES CO              CL A             65011110      1060     74219 SH  SHARED      10          74219                  
D NEW YORK TIMES CO              CL A             65011110        14      1000 SH  SHR/OTHR    23                             1000
D NEWALLIANCE BANCSHARES INC     COM              65020310       614     40882 SH  SHARED                  40882                  
D NEWALLIANCE BANCSHARES INC     COM              65020310       163     10900 SH  SHARED      01          10900                  
D NEWALLIANCE BANCSHARES INC     COM              65020310        17      1146 SH  SHARED      02           1146                  
D NEWALLIANCE BANCSHARES INC     COM              65020310       640     42615 SH  SHARED      10          42615                  
D NEWALLIANCE BANCSHARES INC     COM              65020310        10       695 SH  SHARED      21                              695
D NEWALLIANCE BANCSHARES INC     COM              65020310       100      6700 SH  SHR/OTHR    23                             6700
D NEWBRIDGE BANCORP              COM              65080T10         7      1624 SH  SHARED                   1624                  
D NEWCASTLE INVT CORP            COM              65105M10         6      1000 SH  SHARED                   1000                  
D NEWCASTLE INVT CORP            COM              65105M10      8991   1416020 SH  SHARED                1416020                  
D NEWCASTLE INVT CORP            COM              65105M10       147     23283 SH  SHARED      02          22983               300
D NEWCASTLE INVT CORP            COM              65105M10       102     16200 SH  SHARED      10          16200                  
D NEWELL RUBBERMAID INC          COM              65122910     10021    580647 SH  SHARED                 580647                  
D NEWELL RUBBERMAID INC          COM              65122910       577     33436 SH  SHARED      01          33436                  
D NEWELL RUBBERMAID INC          COM              65122910      3145    182245 SH  SHARED      02         135109             47136
D NEWELL RUBBERMAID INC          COM              65122910        85      4950 SH  SHARED      04                             4950
D NEWELL RUBBERMAID INC          COM              65122910       517     30000 SH  SHARED      04          30000                  
D NEWELL RUBBERMAID INC          COM              65122910         4       250 SH  SHARED      05            250                  
D NEWELL RUBBERMAID INC          COM              65122910       590     34240 SH  SHARED      06          27050              7190
D NEWELL RUBBERMAID INC          COM              65122910      6866    397856 SH  SHARED      10         397856                  
D NEWELL RUBBERMAID INC          COM              65122910        65      3800 SH  SHARED      14                             3800
D NEWFIELD EXPL CO               COM              65129010       560     17527 SH  SHARED                  17527                  
D NEWFIELD EXPL CO               COM              65129010      1365     42700 SH  SHARED      01                            42700
D NEWFIELD EXPL CO               COM              65129010       536     16782 SH  SHARED      02           6182             10600
D NEWFIELD EXPL CO               COM              65129010        15       500 SH  SHARED      04            500                  
D NEWFIELD EXPL CO               COM              65129010        82      2590 SH  SHARED      06            800              1790
D NEWFIELD EXPL CO               COM              65129010      4022    125757 SH  SHARED      10         125757                  
D NEWFIELD EXPL CO               COM              65129010      1583     49500 SH  SHARED      14                            49500
D NEWFIELD EXPL CO               COM              65129010       255      8000 SH  SHARED      21           2000              6000
D NEWFIELD EXPL CO               COM              65129010       134      4200 SH  SHR/OTHR    21                             4200
D NEWMARKET CORP                 COM              65158710       111      2120 SH  SHARED                   2120                  
D NEWMARKET CORP                 COM              65158710        74      1410 SH  SHARED      01           1410                  
D NEWMARKET CORP                 COM              65158710        73      1393 SH  SHARED      02           1393                  
D NEWMARKET CORP                 COM              65158710      1106     21049 SH  SHARED      10          21049                  
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AJ      8823   8693000 PRN SHARED      02        8693000                  
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AJ      5075   5000000 PRN SHARED      04        5000000                  
D NEWMONT MINING CORP            COM              65163910      3391     87500 SH  SHARED                                    87500
D NEWMONT MINING CORP            COM              65163910    113105   2918087 SH  SHARED                2918087                  
D NEWMONT MINING CORP            COM              65163910      1651     42607 SH  SHARED      01          39200              3407
D NEWMONT MINING CORP            COM              65163910         3       100 SH  SHR/OTHR    01                              100
D NEWMONT MINING CORP            COM              65163910      3877    100027 SH  SHARED      02          82373             17654
D NEWMONT MINING CORP            COM              65163910      9286    239600 SH  SHARED      04         239600                  
D NEWMONT MINING CORP            COM              65163910         8       230 SH  SHARED      05            230                  
D NEWMONT MINING CORP            COM              65163910     12250    316060 SH  SHARED      06         234950             81110
D NEWMONT MINING CORP            COM              65163910     34132    880618 SH  SHARED      10         880618                  
D NEWMONT MINING CORP            COM              65163910      1139     29405 SH  SHARED      14                            29405
D NEWMONT MINING CORP            COM              65163910        73      1900 SH  SHARED      20           1900                  
D NEWMONT MINING CORP            COM              65163910       201      5200 SH  SHARED      23           5200                  
D NEWMONT MINING CORP            COM              65163910       235      6086 SH  SHR/OTHR    23                             6086
D NEWPARK RES INC                COM PAR $.01NEW  65171850         0        98 SH  SHARED                     98                  
D NEWPARK RES INC                COM PAR $.01NEW  65171850       118     16166 SH  SHARED      02          16166                  
D NEWPARK RES INC                COM PAR $.01NEW  65171850       234     32180 SH  SHARED      10          32180                  
D NEWPORT BANCORP INC            COM              65175410         1       116 SH  SHARED                    116                  
D NEWPORT CORP                   NOTE  2.500% 2/1 651824AB      8657  11000000 PRN SHARED               11000000                  
D NEWPORT CORP                   COM              65182410       124     11539 SH  SHARED                  11539                  
D NEWPORT CORP                   COM              65182410       194     18001 SH  SHARED      02          17920                81
D NEWPORT CORP                   COM              65182410       209     19400 SH  SHARED      10          19400                  
D NEWS CORP                      CL A             65248E10        65      5500 SH  SHARED                   5500                  
D NEWS CORP                      CL A             65248E10    121433  10127870 SH  SHARED               10127870                  
D NEWS CORP                      CL A             65248E10      2595    216503 SH  SHARED      01         214503              2000
D NEWS CORP                      CL A             65248E10      1283    107089 SH  SHARED      02         105706              1383
D NEWS CORP                      CL A             65248E10        85      7100 SH  SHARED      04                             7100
D NEWS CORP                      CL A             65248E10      2091    174400 SH  SHARED      04         174400                  
D NEWS CORP                      CL A             65248E10        11       924 SH  SHARED      05            924                  
D NEWS CORP                      CL A             65248E10      3590    299429 SH  SHARED      06         234469             64960
D NEWS CORP                      CL A             65248E10     16818   1402688 SH  SHARED      10        1402688                  
D NEWS CORP                      CL A             65248E10        97      8147 SH  SHARED      14                             8147
D NEWS CORP                      CL A             65248E10        98      8224 SH  SHARED      23              6              8218
D NEWS CORP                      CL A             65248E10        99      8273 SH  SHR/OTHR    23                             8273
D NEWS CORP                      CL B             65248E20     13943   1147603 SH  SHARED                1147603                  
D NEWS CORP                      CL B             65248E20       505     41636 SH  SHARED      02                            41636
D NEWS CORP                      CL B             65248E20       400     33000 SH  SHARED      04          33000                  
D NEWS CORP                      CL B             65248E20         2       224 SH  SHARED      05            224                  
D NEWS CORP                      CL B             65248E20       121      9980 SH  SHARED      06           4400              5580
D NEWS CORP                      CL B             65248E20       277     22878 SH  SHARED      10          22878                  
D NEWS CORP                      CL B             65248E20       174     14400 SH  SHR/OTHR    23                            14400
D NEWSTAR FINANCIAL INC          COM              65251F10         0        34 SH  SHARED                     34                  
D NEWSTAR FINANCIAL INC          COM              65251F10        44      5500 SH  SHARED      10           5500                  
D NEWTEK BUSINESS SVCS INC       COM              65252610         0       706 SH  SHARED                    706                  
D NEWTEK BUSINESS SVCS INC       COM              65252610         0        72 SH  SHARED      02             72                  
D NEXMED INC                     COM              65290310         0      2113 SH  SHARED                   2113                  
D NEXMED INC                     COM              65290310         6     57500 SH  SHARED      02                            57500
D NEXMED INC                     COM              65290310        73    614606 SH  SHARED      23                           614606
D NEXTEL COMMUNICATIONS INC      NOTE  5.250% 1/1 65332VAY      9370  10000000 PRN SHARED               10000000                  
D NEXTEL COMMUNICATIONS INC      NOTE  5.250% 1/1 65332VAY     17457  18631008 PRN SHARED      02       18631008                  
D NEXITY FINL CORP               COM NEW          65333R20         1       808 SH  SHARED                    808                  
D NEXEN INC                      COM              65334H10       312     13470 SH  SHARED                                    13470
D NEXEN INC                      COM              65334H10     33300   1433513 SH  SHARED                1366313             67200
D NEXEN INC                      COM              65334H10       421     18160 SH  SHARED      01          18160                  
D NEXEN INC                      COM              65334H10        43      1864 SH  SHARED      02           1683               181
D NEXEN INC                      COM              65334H10    128251   5520927 SH  SHARED      04        5520927                  
D NEXEN INC                      COM              65334H10         4       200 SH  SHARED      05            200                  
D NEXEN INC                      COM              65334H10     10743    462494 SH  SHARED      06         177594            284900
D NEXEN INC                      COM              65334H10     39726   1710127 SH  SHARED      10        1126100            584027
D NEXEN INC                      COM              65334H10      1321     56900 SH  SHARED      14                            56900
D NEXEN INC                      COM              65334H10       148      6400 SH  SHARED      15                             6400
D NEXEN INC                      COM              65334H10         3       155 SH  SHARED      21                              155
D NEXEN INC                      COM              65334H10       240     10354 SH  SHARED      24          10354                  
D NEXCEN BRANDS INC              COM              65335110         0      1341 SH  SHARED                   1341                  
D NEXCEN BRANDS INC              COM              65335110         0        50 SH  SHARED      01                               50
D NEXCEN BRANDS INC              COM              65335110         7     25000 SH  SHARED      02                            25000
D NEXSTAR BROADCASTING GROUP I   CL A             65336K10         8      4014 SH  SHARED                   4014                  
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10        65      4000 SH  SHARED      01                             4000
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10       724     44451 SH  SHARED      02                            44451
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10        35      2180 SH  SHARED      20           2180                  
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10        59      3660 SH  SHR/OTHR    23                             3660
D NEXTWAVE WIRELESS INC          COM              65337Y10       111    185283 SH  SHARED                 185283                  
D NEXXUS LIGHTING INC            COM              65338E10         0       123 SH  SHARED                    123                  
D NICE SYS LTD                   SPONSORED ADR    65365610      1942     71303 SH  SHARED                  71303                  
D NICE SYS LTD                   SPONSORED ADR    65365610       175      6439 SH  SHARED      02           6439                  
D NICE SYS LTD                   SPONSORED ADR    65365610         4       181 SH  SHARED      20            181                  
D NICE SYS LTD                   SPONSORED ADR    65365610        36      1335 SH  SHARED      21           1335                  
D NICHOLAS-APPLEGATE CV & INC    COM              65370F10         0         1 SH  SHARED      01                                1
D NICHOLAS-APPLEGATE CV & INC    COM              65370F10         4       500 SH  SHARED      02                              500
D NICHOLAS APPLEGATE EQT CONV    COM              65370K10        10       700 SH  SHARED      02                              700
D NICOR INC                      COM              65408610     14012    315956 SH  SHARED                 315956                  
D NICOR INC                      COM              65408610       309      6974 SH  SHARED      01           6774               200
D NICOR INC                      COM              65408610      1222     27559 SH  SHARED      02          27559                  
D NICOR INC                      COM              65408610       430      9700 SH  SHARED      06           8700              1000
D NICOR INC                      COM              65408610      1805     40711 SH  SHARED      10          40711                  
D NIDEC CORP                     SPONSORED ADR    65409010         3       200 SH  SHARED                    200                  
D NIDEC CORP                     SPONSORED ADR    65409010         4       283 SH  SHARED      20            283                  
D NIKE INC                       CL B             65410610      2168     32408 SH  SHARED                  25533              6875
D NIKE INC                       CL B             65410610    105051   1570278 SH  SHARED                1549778             20500
D NIKE INC                       CL B             65410610     21891    327234 SH  SHARED      01         239485             87749
D NIKE INC                       CL B             65410610      5646     84398 SH  SHR/OTHR    01                            84398
D NIKE INC                       CL B             65410610      1347     20143 SH  SHARED      02          14923              5220
D NIKE INC                       CL B             65410610       828     12386 SH  SHARED      04                            12386
D NIKE INC                       CL B             65410610       409      6125 SH  SHARED      04           6125                  
D NIKE INC                       CL B             65410610        12       180 SH  SHARED      05            180                  
D NIKE INC                       CL B             65410610      3868     57830 SH  SHARED      06          38850             18980
D NIKE INC                       CL B             65410610     45113    674347 SH  SHARED      10         672262              2085
D NIKE INC                       CL B             65410610       340      5087 SH  SHARED      14                             5087
D NIKE INC                       CL B             65410610      4948     73973 SH  SHARED      19                            73973
D NIKE INC                       CL B             65410610      3558     53190 SH  SHARED      20          40750      125    12315
D NIKE INC                       CL B             65410610      1379     20620 SH  SHR/OTHR    20                            20620
D NIKE INC                       CL B             65410610       171      2557 SH  SHARED      21           1925               632
D NIKE INC                       CL B             65410610      1511     22590 SH  SHARED      22          14915              7675
D NIKE INC                       CL B             65410610       263      3945 SH  SHR/OTHR    22                             3945
D NIKE INC                       CL B             65410610      4515     67502 SH  SHARED      23          62682              4820
D NIKE INC                       CL B             65410610      3557     53181 SH  SHR/OTHR    23                            53181
D NIGHTHAWK RADIOLOGY HLDGS IN   COM              65411N10         0        16 SH  SHARED                     16                  
D NIGHTHAWK RADIOLOGY HLDGS IN   COM              65411N10         2       413 SH  SHARED      02             13               400
D NIGHTHAWK RADIOLOGY HLDGS IN   COM              65411N10       146     20290 SH  SHARED      10          20290                  
D 99 CENTS ONLY STORES           COM              65440K10       144     13188 SH  SHARED                  13188                  
D 99 CENTS ONLY STORES           COM              65440K10       144     13200 SH  SHARED      01                            13200
D 99 CENTS ONLY STORES           COM              65440K10       190     17354 SH  SHARED      02          16754               600
D NINETOWNS INTERNET TECH GRP    ADR              65440710         0        41 SH  SHARED      02             41                  
D NIPPON TELEG & TEL CORP        SPONSORED ADR    65462410      3170    140865 SH  SHARED                 140865                  
D NIPPON TELEG & TEL CORP        SPONSORED ADR    65462410         9       429 SH  SHARED      02                              429
D NISOURCE INC                   COM              65473P10     11494    778763 SH  SHARED                 778763                  
D NISOURCE INC                   COM              65473P10       437     29669 SH  SHARED      01          29669                  
D NISOURCE INC                   COM              65473P10       341     23129 SH  SHARED      02          20790              2339
D NISOURCE INC                   COM              65473P10        39      2700 SH  SHARED      04           2700                  
D NISOURCE INC                   COM              65473P10       530     35930 SH  SHARED      06          29050              6880
D NISOURCE INC                   COM              65473P10      2571    174254 SH  SHARED      10         174254                  
D NISOURCE INC                   COM              65473P10         3       265 SH  SHARED      21                              265
D NISOURCE INC                   COM              65473P10        29      2000 SH  SHR/OTHR    23                             2000
D NISSAN MOTORS                  SPONSORED ADR    65474440      1388    102140 SH  SHARED                 102140                  
D NISSAN MOTORS                  SPONSORED ADR    65474440         6       500 SH  SHARED      01                              500
D NISSAN MOTORS                  SPONSORED ADR    65474440         5       437 SH  SHARED      02            100               337
D NITCHES INC                    COM              65476M10         0        90 SH  SHARED                     90                  
D NITROMED INC                   COM              65479850         0       835 SH  SHARED                    835                  
D NOAH ED HLDGS LTD              ADR              65487R30        49     14003 SH  SHARED                  14003                  
D NOAH ED HLDGS LTD              ADR              65487R30         7      2043 SH  SHARED      02             43              2000
D NOVA BIOSOURCE FUELS INC       COM              65488W10         0      1528 SH  SHARED                   1528                  
D NOBEL LEARNING CMNTYS INC      COM              65488910         3       206 SH  SHARED                    206                  
D NOBEL LEARNING CMNTYS INC      COM              65488910        28      1800 SH  SHARED      02           1800                  
D NOBILITY HOMES INC             COM              65489210         0        40 SH  SHARED                     40                  
D NOBILITY HOMES INC             COM              65489210         0         4 SH  SHARED      02              4                  
D NOKIA CORP                     SPONSORED ADR    65490220      6691    358793 SH  SHARED                 358793                  
D NOKIA CORP                     SPONSORED ADR    65490220       958     51385 SH  SHARED      01           7700     1200    42485
D NOKIA CORP                     SPONSORED ADR    65490220       449     24100 SH  SHR/OTHR    01                            24100
D NOKIA CORP                     SPONSORED ADR    65490220       482     25868 SH  SHARED      02                            25868
D NOKIA CORP                     SPONSORED ADR    65490220     23287   1248676 SH  SHARED      10        1248676                  
D NOKIA CORP                     SPONSORED ADR    65490220      1592     85400 SH  SHARED      14                            85400
D NOKIA CORP                     SPONSORED ADR    65490220      1376     73828 SH  SHARED      20          32010             41818
D NOKIA CORP                     SPONSORED ADR    65490220       724     38850 SH  SHR/OTHR    20                            38850
D NOKIA CORP                     SPONSORED ADR    65490220       379     20335 SH  SHARED      21          20335                  
D NOKIA CORP                     SPONSORED ADR    65490220       338     18150 SH  SHARED      22          11950              6200
D NOKIA CORP                     SPONSORED ADR    65490220       406     21805 SH  SHR/OTHR    22                            21805
D NOKIA CORP                     SPONSORED ADR    65490220      1259     67530 SH  SHARED      23          57230             10300
D NOKIA CORP                     SPONSORED ADR    65490220      1486     79706 SH  SHR/OTHR    23                            79706
D NOBLE ENERGY INC               COM              65504410       439      7902 SH  SHARED                   7902                  
D NOBLE ENERGY INC               COM              65504410     25697    462273 SH  SHARED                 462273                  
D NOBLE ENERGY INC               COM              65504410      3288     59162 SH  SHARED      01          56362              2800
D NOBLE ENERGY INC               COM              65504410      1347     24247 SH  SHARED      02          20084              4163
D NOBLE ENERGY INC               COM              65504410       583     10500 SH  SHARED      04          10500                  
D NOBLE ENERGY INC               COM              65504410         5       100 SH  SHARED      05            100                  
D NOBLE ENERGY INC               COM              65504410      1701     30600 SH  SHARED      06          25150              5450
D NOBLE ENERGY INC               COM              65504410     46772    841377 SH  SHARED      10         774112             67265
D NOBLE ENERGY INC               COM              65504410       560     10088 SH  SHARED      14                            10088
D NOBLE ENERGY INC               COM              65504410         5        90 SH  SHARED      20                               90
D NOBLE ENERGY INC               COM              65504410         3        65 SH  SHR/OTHR    20                               65
D NOBLE ENERGY INC               COM              65504410        70      1267 SH  SHARED      21                             1267
D NOBLE INTL LTD                 COM              65505310        26      4422 SH  SHARED                   4422                  
D NOBLE INTL LTD                 COM              65505310        20      3400 SH  SHARED      02           3400                  
D NOMURA HLDGS INC               SPONSORED ADR    65535H20         0        48 SH  SHARED                     48                  
D NOMURA HLDGS INC               SPONSORED ADR    65535H20        35      2730 SH  SHARED      02           2500               230
D NORDSON CORP                   COM              65566310        13       268 SH  SHARED                    268                  
D NORDSON CORP                   COM              65566310       505     10300 SH  SHARED      01                            10300
D NORDSON CORP                   COM              65566310        25       522 SH  SHARED      02            501                21
D NORDSON CORP                   COM              65566310       717     14600 SH  SHARED      10          13500              1100
D NORDSON CORP                   COM              65566310        16       345 SH  SHARED      21                              345
D NORDSTROM INC                  COM              65566410      4935    171245 SH  SHARED                 171245                  
D NORDSTROM INC                  COM              65566410       881     30599 SH  SHARED      01          30599                  
D NORDSTROM INC                  COM              65566410      6555    227477 SH  SHARED      02         226477              1000
D NORDSTROM INC                  COM              65566410      1221     42400 SH  SHARED      06          37600              4800
D NORDSTROM INC                  COM              65566410      6355    220511 SH  SHARED      10         220511                  
D NORDSTROM INC                  COM              65566410       717     24900 SH  SHARED      14                            24900
D NORDSTROM INC                  COM              65566410       864     30000 SH  SHARED      15                            30000
D NORDSTROM INC                  COM              65566410         5       185 SH  SHARED      20            185                  
D NORDSTROM INC                  COM              65566410       243      8440 SH  SHR/OTHR    23                             8440
D NORFOLK SOUTHERN CORP          COM              65584410     68185   1029835 SH  SHARED                1029835                  
D NORFOLK SOUTHERN CORP          COM              65584410      3950     59660 SH  SHARED      01          54555              5105
D NORFOLK SOUTHERN CORP          COM              65584410       484      7325 SH  SHR/OTHR    01                             7325
D NORFOLK SOUTHERN CORP          COM              65584410     25795    389601 SH  SHARED      02         354849             34752
D NORFOLK SOUTHERN CORP          COM              65584410     79438   1199800 SH  SHARED      04        1199800                  
D NORFOLK SOUTHERN CORP          COM              65584410        12       190 SH  SHARED      05            190                  
D NORFOLK SOUTHERN CORP          COM              65584410      4206     63540 SH  SHARED      06          51850             11690
D NORFOLK SOUTHERN CORP          COM              65584410     47929    723904 SH  SHARED      10         723904                  
D NORFOLK SOUTHERN CORP          COM              65584410       761     11500 SH  SHARED      11          11500                  
D NORFOLK SOUTHERN CORP          COM              65584410       447      6753 SH  SHARED      14           6700                53
D NORFOLK SOUTHERN CORP          COM              65584410        29       450 SH  SHARED      20            450                  
D NORFOLK SOUTHERN CORP          COM              65584410        66      1000 SH  SHR/OTHR    20                             1000
D NORFOLK SOUTHERN CORP          COM              65584410        70      1059 SH  SHARED      21                             1059
D NORFOLK SOUTHERN CORP          COM              65584410      3839     57997 SH  SHARED      23          53697              4300
D NORFOLK SOUTHERN CORP          COM              65584410      1944     29376 SH  SHR/OTHR    23                            29376
D NORTECH SYS INC                COM              65655310         0        35 SH  SHARED                     35                  
D NORTEL NETWORKS CORP NEW       NOTE  2.125% 4/1 656568AE      4846  10140000 PRN SHARED               10140000                  
D NORTEL NETWORKS CORP NEW       COM NEW          65656850         0        40 SH  SHARED                     40                  
D NORTEL NETWORKS CORP NEW       COM NEW          65656850      1819    812427 SH  SHARED                 812284               143
D NORTEL NETWORKS CORP NEW       COM NEW          65656850         3      1476 SH  SHARED      01           1476                  
D NORTEL NETWORKS CORP NEW       COM NEW          65656850       456    203949 SH  SHARED      02          19931            184018
D NORTEL NETWORKS CORP NEW       COM NEW          65656850         0       300 SH  SHARED      05            300                  
D NORTEL NETWORKS CORP NEW       COM NEW          65656850         4      2063 SH  SHARED      06            974              1089
D NORTEL NETWORKS CORP NEW       COM NEW          65656850        73     33012 SH  SHARED      10          33012                  
D NORTEL NETWORKS CORP NEW       COM NEW          65656850        27     12322 SH  SHARED      14                            12322
D NORTEL NETWORKS CORP NEW       COM NEW          65656850         5      2500 SH  SHARED      20           2500                  
D NORTEL NETWORKS CORP NEW       COM NEW          65656850         0        52 SH  SHARED      23             52                  
D NORTEL NETWORKS CORP NEW       COM NEW          65656850         0       148 SH  SHR/OTHR    23                              148
D NORTH AMERN ENERGY PARTNERS    COM              65684410       232     22422 SH  SHARED                  22422                  
D NORTH AMERN GALVANZNG & CTNG   COM              65686Y10         7      1412 SH  SHARED                   1412                  
D NORTH AMERN PALLADIUM LTD      COM              65691210         0       300 SH  SHARED      02            300                  
D NORTH AMERN SCIENTIFIC INC     COM NEW          65715D20         0       116 SH  SHARED                    116                  
D NORTH CENT BANCSHARES INC      COM              65841810         0        31 SH  SHARED                     31                  
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010       128      4300 SH  SHARED      01                             4300
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010       149      5000 SH  SHARED      02                             5000
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010        50      1700 SH  SHARED      23           1700                  
D NORTH VALLEY BANCORP           COM              66304M10         4       720 SH  SHARED                    720                  
D NORTH VALLEY BANCORP           COM              66304M10         0        27 SH  SHARED      02             27                  
D NORTHEAST BANCORP              COM              66390410         0        57 SH  SHARED                     57                  
D NORTHEAST CMNTY BANCORP INC    COM              66411210       175     21917 SH  SHARED                  21917                  
D NORTHEAST UTILS                COM              66439710      6672    260135 SH  SHARED                 260135                  
D NORTHEAST UTILS                COM              66439710      1415     55200 SH  SHARED      01           7500             47700
D NORTHEAST UTILS                COM              66439710        25      1000 SH  SHR/OTHR    01                             1000
D NORTHEAST UTILS                COM              66439710       406     15861 SH  SHARED      02          15861                  
D NORTHEAST UTILS                COM              66439710       102      4000 SH  SHARED      10           4000                  
D NORTHEAST UTILS                COM              66439710       271     10600 SH  SHARED      14                            10600
D NORTHEAST UTILS                COM              66439710        15       600 SH  SHARED      23            600                  
D NORTHEAST UTILS                COM              66439710         2        83 SH  SHR/OTHR    23                               83
D NORTHERN DYNASTY MINERALS LT   COM NEW          66510M20        54     12716 SH  SHARED                  12716                  
D NORTHERN DYNASTY MINERALS LT   COM NEW          66510M20        14      3400 SH  SHARED      02           3400                  
D NORTHERN STS FINL CORP         COM              66575110         0        70 SH  SHARED                     70                  
D NORTHERN TECH INTL CORP        COM              66580910         0        71 SH  SHARED                     71                  
D NORTHERN TR CORP               COM              66585910       140      1940 SH  SHARED                   1940                  
D NORTHERN TR CORP               COM              66585910     30018    415768 SH  SHARED                 382768             33000
D NORTHERN TR CORP               COM              66585910      2151     29800 SH  SHARED      01          20200              9600
D NORTHERN TR CORP               COM              66585910      1706     23638 SH  SHARED      02          20864              2774
D NORTHERN TR CORP               COM              66585910        57       800 SH  SHARED      04            800                  
D NORTHERN TR CORP               COM              66585910      2462     34110 SH  SHARED      06          27250              6860
D NORTHERN TR CORP               COM              66585910     66213    917088 SH  SHARED      10         867711             49377
D NORTHERN TR CORP               COM              66585910       537      7443 SH  SHARED      14                             7443
D NORTHERN TR CORP               COM              66585910      1450     20090 SH  SHARED      20             90             20000
D NORTHERN TR CORP               COM              66585910       505      7000 SH  SHR/OTHR    20                             7000
D NORTHERN TR CORP               COM              66585910       642      8900 SH  SHR/OTHR    23                             8900
D NORTHFIELD BANCORP INC NEW     COM              66611L10       115      9561 SH  SHARED                   9561                  
D NORTHFIELD LABS INC            COM              66613510         0       656 SH  SHARED                    656                  
D NORTHGATE MINERALS CORP        COM              66641610       903    690000 SH  SHARED                                   690000
D NORTHGATE MINERALS CORP        COM              66641610        83     63479 SH  SHARED                  63479                  
D NORTHGATE MINERALS CORP        COM              66641610        20     15900 SH  SHARED      02          15900                  
D NORTHRIM BANCORP INC           COM              66676210        11       681 SH  SHARED                    681                  
D NORTHROP GRUMMAN CORP          COM              66680710     23299    384865 SH  SHARED                 384865                  
D NORTHROP GRUMMAN CORP          COM              66680710      4461     73689 SH  SHARED      01          73289               400
D NORTHROP GRUMMAN CORP          COM              66680710      4219     69703 SH  SHARED      02          68809               894
D NORTHROP GRUMMAN CORP          COM              66680710        24       400 SH  SHARED      04            400                  
D NORTHROP GRUMMAN CORP          COM              66680710        10       170 SH  SHARED      05            170                  
D NORTHROP GRUMMAN CORP          COM              66680710      9381    154957 SH  SHARED      06         144767             10190
D NORTHROP GRUMMAN CORP          COM              66680710     96597   1595598 SH  SHARED      10        1581998             13600
D NORTHROP GRUMMAN CORP          COM              66680710      1011     16705 SH  SHARED      14                            16705
D NORTHROP GRUMMAN CORP          COM              66680710       523      8648 SH  SHR/OTHR    23                             8648
D NORTHSTAR RLTY FIN CORP        COM              66704R10       486     62824 SH  SHARED                  62824                  
D NORTHSTAR RLTY FIN CORP        COM              66704R10       192     24800 SH  SHARED      02           1700             23100
D NORTHSTAR RLTY FIN CORP        COM              66704R10       206     26600 SH  SHARED      10          26600                  
D NORTHSTAR NEUROSCIENCE INC     COM              66704V10         0       372 SH  SHARED                    372                  
D NORTHSTAR NEUROSCIENCE INC     COM              66704V10        11      7137 SH  SHARED      01           1205              5932
D NORTHSTAR NEUROSCIENCE INC     COM              66704V10         2      1800 SH  SHARED      02                             1800
D NORTHWEST AIRLS CORP           COM              66728040       196     21758 SH  SHARED                  21758                  
D NORTHWEST AIRLS CORP           COM              66728040        45      5000 SH  SHARED      01           5000                  
D NORTHWEST AIRLS CORP           COM              66728040      1548    171537 SH  SHARED      02         171537                  
D NORTHWEST AIRLS CORP           COM              66728040        86      9600 SH  SHARED      10           9600                  
D NORTHWEST BANCORP INC PA       COM              66732810       289     10511 SH  SHARED                  10511                  
D NORTHWEST BANCORP INC PA       COM              66732810        30      1100 SH  SHARED      01           1100                  
D NORTHWEST BANCORP INC PA       COM              66732810       539     19600 SH  SHARED      10          19600                  
D NORTHWEST NAT GAS CO           COM              66765510         2        49 SH  SHARED                     49                  
D NORTHWEST NAT GAS CO           COM              66765510        35       675 SH  SHARED      01            675                  
D NORTHWEST NAT GAS CO           COM              66765510         5       114 SH  SHARED      02            114                  
D NORTHWEST NAT GAS CO           COM              66765510       738     14200 SH  SHARED      10          14200                  
D NORTHWEST PIPE CO              COM              66774610         0         5 SH  SHARED      02              5                  
D NORTHWEST PIPE CO              COM              66774610      3489     80000 SH  SHARED      04          80000                  
D NORTHWEST PIPE CO              COM              66774610      9816    225050 SH  SHARED      10         224050              1000
D NORTHWESTERN CORP              COM NEW          66807430      1979     78754 SH  SHARED                  78754                  
D NORTHWESTERN CORP              COM NEW          66807430        82      3300 SH  SHARED      01           3300                  
D NORTHWESTERN CORP              COM NEW          66807430         0        22 SH  SHARED      02             22                  
D NORTHWESTERN CORP              COM NEW          66807430       766     30500 SH  SHARED      10          30500                  
D NORTHWESTERN CORP              COM NEW          66807430        27      1105 SH  SHARED      21           1105                  
D NORWOOD FINANCIAL CORP         COM              66954910         1        67 SH  SHARED                     67                  
D NOVA CHEMICALS CORP            COM              66977W10      6596    291872 SH  SHARED                 291872                  
D NOVA CHEMICALS CORP            COM              66977W10       366     16200 SH  SHARED      02          15800               400
D NOVA CHEMICALS CORP            COM              66977W10       473     20965 SH  SHARED      06          19465              1500
D NOVA CHEMICALS CORP            COM              66977W10        49      2200 SH  SHARED      10           2200                  
D NOVA CHEMICALS CORP            COM              66977W10         6       300 SH  SHARED      14                              300
D NOVA CHEMICALS CORP            COM              66977W10         1        66 SH  SHR/OTHR    23                               66
D NOVAMED INC DEL                NOTE  1.000% 6/1 66986WAA     11411  13300000 PRN SHARED      02       13300000                  
D NOVAMED INC DEL                COM              66986W10       504    106474 SH  SHARED                 106474                  
D NOVAMED INC DEL                COM              66986W10       374     78909 SH  SHARED      02          78909                  
D NOVADEL PHARMA INC             COM              66986X10         0      1384 SH  SHARED                   1384                  
D NOVACEA INC                    COM              66987B10         0       248 SH  SHARED                    248                  
D NOVAGOLD RES INC               COM NEW          66987E20         5       800 SH  SHARED                    800                  
D NOVAGOLD RES INC               COM NEW          66987E20      1037    159393 SH  SHARED      02                           159393
D NOVAGOLD RES INC               COM NEW          66987E20       460     70750 SH  SHARED      06          70750                  
D NOVATEL WIRELESS INC           COM NEW          66987M60         1       308 SH  SHARED                    308                  
D NOVATEL WIRELESS INC           COM NEW          66987M60      2030    334991 SH  SHARED      02         334991                  
D NOVATEL WIRELESS INC           COM NEW          66987M60        43      7200 SH  SHARED      10           7200                  
D NOVABAY PHARMACEUTICALS INC    COM              66987P10         0       130 SH  SHARED                    130                  
D NOVABAY PHARMACEUTICALS INC    COM              66987P10         0         8 SH  SHARED      02              8                  
D NOVARTIS A G                   SPONSORED ADR    66987V10       831     15737 SH  SHARED                  15737                  
D NOVARTIS A G                   SPONSORED ADR    66987V10        84      1600 SH  SHARED      01                             1600
D NOVARTIS A G                   SPONSORED ADR    66987V10       398      7538 SH  SHARED      02           7014               524
D NOVARTIS A G                   SPONSORED ADR    66987V10      1088     20600 SH  SHARED      10          20600                  
D NOVARTIS A G                   SPONSORED ADR    66987V10         3        69 SH  SHARED      20             69                  
D NOVARTIS A G                   SPONSORED ADR    66987V10        49       940 SH  SHARED      23                              940
D NOVARTIS A G                   SPONSORED ADR    66987V10       343      6500 SH  SHR/OTHR    23                             6500
D NU HORIZONS ELECTRS CORP       COM              66990810      2616    654030 SH  SHARED                 654030                  
D NOVAVAX INC                    COM              67000210         0       127 SH  SHARED                    127                  
D NOVAVAX INC                    COM              67000210         5      2000 SH  SHARED      01                             2000
D NOVAVAX INC                    COM              67000210         6      2210 SH  SHARED      02           2210                  
D NOVELL INC                     DBCV  0.500% 7/1 670006AC       327    352000 PRN SHARED      02         352000                  
D NOVELL INC                     COM              67000610      3558    692412 SH  SHARED                 692412                  
D NOVELL INC                     COM              67000610       399     77773 SH  SHARED      02          51258             26515
D NOVELL INC                     COM              67000610       189     36800 SH  SHARED      06          28800              8000
D NOVELL INC                     COM              67000610       832    162004 SH  SHARED      10         162004                  
D NOVELLUS SYS INC               COM              67000810        72      3700 SH  SHARED                   3700                  
D NOVELLUS SYS INC               COM              67000810      4701    239377 SH  SHARED                 239377                  
D NOVELLUS SYS INC               COM              67000810       267     13600 SH  SHARED      01          13200               400
D NOVELLUS SYS INC               COM              67000810      2240    114079 SH  SHARED      02          91903             22176
D NOVELLUS SYS INC               COM              67000810       307     15650 SH  SHARED      06          13650              2000
D NOVELLUS SYS INC               COM              67000810      5421    276069 SH  SHARED      10         276069                  
D NOVELLUS SYS INC               COM              67000810        11       600 SH  SHARED      20                              600
D NOVELLUS SYS INC               COM              67000810         8       450 SH  SHR/OTHR    23                              450
D NOVEN PHARMACEUTICALS INC      COM              67000910         0        58 SH  SHARED                     58                  
D NOVEN PHARMACEUTICALS INC      COM              67000910       892     76400 SH  SHARED      01          76400                  
D NOVEN PHARMACEUTICALS INC      COM              67000910       964     82575 SH  SHARED      02            700             81875
D NOVO-NORDISK A S               ADR              67010020         0        16 SH  SHARED                     16                  
D NOVO-NORDISK A S               ADR              67010020        10       200 SH  SHARED      01                              200
D NOVO-NORDISK A S               ADR              67010020        20       400 SH  SHARED      02                              400
D NU SKIN ENTERPRISES INC        CL A             67018T10        78      4858 SH  SHARED                   4858                  
D NU SKIN ENTERPRISES INC        CL A             67018T10       100      6175 SH  SHARED      02           6128                47
D NU SKIN ENTERPRISES INC        CL A             67018T10       880     54278 SH  SHARED      10          54278                  
D NSTAR                          COM              67019E10       147      4407 SH  SHARED                   4407                  
D NSTAR                          COM              67019E10      1162     34700 SH  SHARED      01                            34700
D NSTAR                          COM              67019E10        99      2974 SH  SHARED      02           2134               840
D NSTAR                          COM              67019E10       196      5862 SH  SHARED      10           5862                  
D NSTAR                          COM              67019E10        70      2100 SH  SHARED      23           2100                  
D NSTAR                          COM              67019E10       527     15756 SH  SHR/OTHR    23                            15756
D NTELOS HLDGS CORP              COM              67020Q10        64      2395 SH  SHARED                   2395                  
D NTELOS HLDGS CORP              COM              67020Q10       602     22422 SH  SHARED      01          22422                  
D NTELOS HLDGS CORP              COM              67020Q10       952     35413 SH  SHR/OTHR    01                            35413
D NTELOS HLDGS CORP              COM              67020Q10         0        16 SH  SHARED      02             16                  
D NTELOS HLDGS CORP              COM              67020Q10       309     11500 SH  SHARED      10          11500                  
D NUANCE COMMUNICATIONS INC      COM              67020Y10       377     30973 SH  SHARED                  30973                  
D NUANCE COMMUNICATIONS INC      COM              67020Y10       220     18084 SH  SHARED      02          14325              3759
D NUANCE COMMUNICATIONS INC      COM              67020Y10      1060     87000 SH  SHARED      04          87000                  
D NUANCE COMMUNICATIONS INC      COM              67020Y10        68      5600 SH  SHARED      10           5600                  
D NUANCE COMMUNICATIONS INC      COM              67020Y10       396     32500 SH  SHARED      21          10000             22500
D NUANCE COMMUNICATIONS INC      COM              67020Y10       195     16000 SH  SHR/OTHR    21                            16000
D NUANCE COMMUNICATIONS INC      COM              67020Y10        18      1500 SH  SHR/OTHR    23                             1500
D NUCOR CORP                     COM              67034610       400     10151 SH  SHARED                  10151                  
D NUCOR CORP                     COM              67034610     38882    984379 SH  SHARED                 984379                  
D NUCOR CORP                     COM              67034610      2524     63923 SH  SHARED      01          63923                  
D NUCOR CORP                     COM              67034610      1743     44149 SH  SHARED      02          41589              2560
D NUCOR CORP                     COM              67034610      3223     81600 SH  SHARED      04          81600                  
D NUCOR CORP                     COM              67034610         5       140 SH  SHARED      05            140                  
D NUCOR CORP                     COM              67034610      2246     56872 SH  SHARED      06          47222              9650
D NUCOR CORP                     COM              67034610     32601    825348 SH  SHARED      10         824748               600
D NUCOR CORP                     COM              67034610       252      6400 SH  SHARED      14                             6400
D NUCOR CORP                     COM              67034610       165      4200 SH  SHR/OTHR    22                             4200
D NUCOR CORP                     COM              67034610        59      1500 SH  SHR/OTHR    23                             1500
D NUMEREX CORP PA                CL A             67053A10         1       300 SH  SHARED                    300                  
D NUSTAR ENERGY LP               UNIT COM         67058H10      5207    122609 SH  SHARED                 122609                  
D NUSTAR ENERGY LP               UNIT COM         67058H10       329      7750 SH  SHARED      02                             7750
D NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L10      7673    438461 SH  SHARED                 438461                  
D NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L10      1709     97697 SH  SHARED      02                            97697
D NUVEEN GBL VL OPPORTUNITIES    COM              6706EH10        82      6425 SH  SHARED      02                             6425
D NUVEEN EQTY PRM OPPORTUNITYF   COM              6706EM10       262     20185 SH  SHARED      02                            20185
D NUVEEN FLTNG RTE INCM OPP FD   COM SHS          6706EN10       646     85600 SH  SHARED                  85600                  
D NUVEEN EQUITY PREM INCOME FD   COM              6706ER10       151     11924 SH  SHARED      02                            11924
D NUVEEN EQUITY PREM ADV FD      COM              6706ET10       200     15931 SH  SHARED      02                            15931
D NUTRACEUTICAL INTL CORP        COM              67060Y10        11      1076 SH  SHARED                   1076                  
D NUVEEN MD PREM INCOME MUN FD   COM              67061Q10        59      5500 SH  SHARED      02                             5500
D NUVEEN NY PERFORM PLUS MUN F   COM              67062R10        37      3350 SH  SHARED      22           3350                  
D NUVEEN N Y INVT QUALITY MUN    COM              67062X10        75      7000 SH  SHARED      01                             7000
D NUVEEN INS FL TX FR ADV MUN    COM              67065510        34      3333 SH  SHARED      02                             3333
D NVIDIA CORP                    COM              67066G10      5751    536975 SH  SHARED                 527975              9000
D NVIDIA CORP                    COM              67066G10      3511    327842 SH  SHARED      01         257775             70067
D NVIDIA CORP                    COM              67066G10       591     55200 SH  SHR/OTHR    01                            55200
D NVIDIA CORP                    COM              67066G10     11151   1041225 SH  SHARED      02          24170           1017055
D NVIDIA CORP                    COM              67066G10       230     21530 SH  SHARED      04                            21530
D NVIDIA CORP                    COM              67066G10     61911   5780750 SH  SHARED      04        5780750                  
D NVIDIA CORP                    COM              67066G10         1       120 SH  SHARED      05            120                  
D NVIDIA CORP                    COM              67066G10      1918    179175 SH  SHARED      06          54175            125000
D NVIDIA CORP                    COM              67066G10      8284    773513 SH  SHARED      10         773513                  
D NVIDIA CORP                    COM              67066G10       879     82093 SH  SHARED      14          33600             48493
D NVIDIA CORP                    COM              67066G10       120     11260 SH  SHARED      20           8876              2384
D NVIDIA CORP                    COM              67066G10         1       175 SH  SHR/OTHR    20                              175
D NVIDIA CORP                    COM              67066G10       266     24874 SH  SHARED      21           8874             16000
D NVIDIA CORP                    COM              67066G10       117     11000 SH  SHR/OTHR    21                            11000
D NVIDIA CORP                    COM              67066G10       369     34531 SH  SHARED      22          31786              2745
D NVIDIA CORP                    COM              67066G10        22      2062 SH  SHR/OTHR    22                             2062
D NVIDIA CORP                    COM              67066G10       387     36214 SH  SHARED      23          28614              7600
D NVIDIA CORP                    COM              67066G10       312     29168 SH  SHR/OTHR    23                            29168
D NUVEEN DIVID ADVANTAGE MUN F   COM              67066V10        46      4276 SH  SHARED      02                             4276
D NUVEEN SR INCOME FD            COM              67067Y10         3       750 SH  SHARED                    750                  
D NUTRI SYS INC NEW              COM              67069D10       272     15400 SH  SHARED                  15400                  
D NUTRI SYS INC NEW              COM              67069D10       198     11192 SH  SHARED      02          11192                  
D NUVEEN NC DIVID ADVANTAGE MU   COM SH BEN INT   67069N10        22      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       712     64761 SH  SHARED                  64761                  
D NUVASIVE INC                   COM              67070410         1        32 SH  SHARED                     32                  
D NUVASIVE INC                   COM              67070410        98      2000 SH  SHARED      01           2000                  
D NUVASIVE INC                   COM              67070410         0        20 SH  SHARED      02             20                  
D NUVASIVE INC                   COM              67070410      2668     54100 SH  SHARED      04          54100                  
D NUVASIVE INC                   COM              67070410       121      2459 SH  SHARED      10           1359              1100
D NUVEEN REAL ESTATE INCOME FD   COM              67071B10        59      5285 SH  SHARED      02                             5285
D NUVEEN N C DIV ADV FD 2        COM              67071D10        50      3900 SH  SHARED      02                             3900
D NUVEEN QUALITY PFD INCOME FD   COM              67071S10        59     10776 SH  SHARED      02                            10776
D NUVEEN CT DIV ADV MUN FD 3     COM              67071Y10       120     10000 SH  SHARED      01                            10000
D NYER MED GROUP INC             COM              67071110         0        79 SH  SHARED                     79                  
D NYFIX INC                      COM              67071210         0        82 SH  SHARED      02             82                  
D NUVEEN MD DIV ADV MUN FD 3     COM              67072A10        62      6000 SH  SHARED      02                             6000
D NUVEEN QUALITY PFD INCOME FD   COM              67072C10        23      4000 SH  SHARED      01                             4000
D NUVEEN NC DIV ADV MUN FD 3     COM              67072D10        42      3250 SH  SHARED      02                             3250
D NUVELO INC                     COM NEW          67072M30         0      1380 SH  SHARED                   1380                  
D NUVELO INC                     COM NEW          67072M30         0      1701 SH  SHARED      02           1701                  
D NUVEEN FLOATING RATE INCOME    COM              67072T10      1570    204694 SH  SHARED                 204694                  
D NUVEEN FLOATING RATE INCOME    COM              67072T10        19      2500 SH  SHARED      02                             2500
D NXSTAGE MEDICAL INC            COM              67072V10        27      6600 SH  SHARED      01           6600                  
D NXSTAGE MEDICAL INC            COM              67072V10         0        14 SH  SHARED      02             14                  
D NXSTAGE MEDICAL INC            COM              67072V10      2828    670202 SH  SHARED      10         670202                  
D NUVEEN QUALITY PFD INC FD 3    COM              67072W10         5       965 SH  SHARED      02                              965
D NUVEEN MULTI STRAT INC GR FD   COM SHS          67073D10       123     20692 SH  SHARED      02                            20692
D O CHARLEYS INC                 COM              67082310        16      1875 SH  SHARED                   1875                  
D O CHARLEYS INC                 COM              67082310        21      2500 SH  SHARED      01           2500                  
D O CHARLEYS INC                 COM              67082310        46      5263 SH  SHARED      02           5263                  
D O CHARLEYS INC                 COM              67082310       123     14155 SH  SHARED      10          14155                  
D OGE ENERGY CORP                COM              67083710      1655     53606 SH  SHARED                  53606                  
D OGE ENERGY CORP                COM              67083710      1244     40300 SH  SHARED      01                            40300
D OGE ENERGY CORP                COM              67083710       402     13027 SH  SHARED      02          10577              2450
D OGE ENERGY CORP                COM              67083710       193      6274 SH  SHARED      10           6274                  
D O I CORP                       COM              67084110         0        54 SH  SHARED                     54                  
D OM GROUP INC                   COM              67087210       103      4600 SH  SHARED                   4600                  
D OM GROUP INC                   COM              67087210       262     11650 SH  SHARED      01          11650                  
D OM GROUP INC                   COM              67087210       238     10598 SH  SHARED      02          10565                33
D OM GROUP INC                   COM              67087210      1104     49092 SH  SHARED      10          49092                  
D NUVEEN MULT CURR ST GV INCM    COM              67090N10        49      3573 SH  SHARED      02                             3573
D NUVEEN MULT CURR ST GV INCM    COM              67090N10        13      1000 SH  SHARED      20           1000                  
D NUVEEN CORE EQUITY ALPHA FUN   COM              67090X10        60      5000 SH  SHARED      02                             5000
D NUVEEN NJ INVT QUALITY MUN F   COM              67097110        50      4800 SH  SHARED                   4800                  
D NUVEEN SELECT QUALITY MUN FD   COM              67097310        17      1500 SH  SHARED      02                             1500
D NUVEEN NY SELECT QUALITY MUN   COM              67097610        74      7000 SH  SHR/OTHR    23                             7000
D NUVEEN NY QUALITY INCM MUN F   COM              67098610       765     73362 SH  SHARED                  73362                  
D NUVEEN NY QUALITY INCM MUN F   COM              67098610        88      8500 SH  SHARED      22           8500                  
D NUVEEN NY QUALITY INCM MUN F   COM              67098610        75      7200 SH  SHR/OTHR    23                             7200
D OSG AMER L P                   COM UNIT LPI     67102810       803     90854 SH  SHARED                  90854                  
D OSI PHARMACEUTICALS INC        NOTE  3.250% 9/0 671040AD      4005   3866000 PRN SHARED                3866000                  
D OSI PHARMACEUTICALS INC        NOTE  3.250% 9/0 671040AD     13986  13500000 PRN SHARED      02       13500000                  
D OSI PHARMACEUTICALS INC        NOTE  2.000%12/1 671040AF      3773   2200000 PRN SHARED                2200000                  
D OSI PHARMACEUTICALS INC        SDCV  3.000% 1/1 671040AH      4127   4115000 PRN SHARED      02        4115000                  
D OSI PHARMACEUTICALS INC        COM              67104010        52      1057 SH  SHARED                   1057                  
D OSI PHARMACEUTICALS INC        COM              67104010       645     13100 SH  SHARED      01          12300               800
D OSI PHARMACEUTICALS INC        COM              67104010       181      3679 SH  SHARED      02           3679                  
D OSI PHARMACEUTICALS INC        COM              67104010      8970    182004 SH  SHARED      04         182004                  
D OSI PHARMACEUTICALS INC        COM              67104010      4929    100000 SH  SHARED      05         100000                  
D OSI PHARMACEUTICALS INC        COM              67104010     25749    522400 SH  SHARED      10         522400                  
D OSI PHARMACEUTICALS INC        COM              67104010        34       702 SH  SHARED      21            525               177
D OSI SYSTEMS INC                COM              67104410       103      4392 SH  SHARED                   4392                  
D OSI SYSTEMS INC                COM              67104410         0        10 SH  SHARED      02             10                  
D O2MICRO INTERNATIONAL LTD      SPONS ADR        67107W10        32      9027 SH  SHARED                   9027                  
D O2MICRO INTERNATIONAL LTD      SPONS ADR        67107W10         3      1000 SH  SHARED      02                             1000
D OYO GEOSPACE CORP              COM              67107410         0        12 SH  SHARED                     12                  
D OYO GEOSPACE CORP              COM              67107410         2        60 SH  SHARED      01             60                  
D OYO GEOSPACE CORP              COM              67107410         0         2 SH  SHARED      02              2                  
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10        31      3195 SH  SHARED                   3195                  
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10         7       755 SH  SHARED      02            755                  
D OCCAM NETWORKS INC             COM NEW          67457P30         1       251 SH  SHARED                    251                  
D OCCIDENTAL PETE CORP DEL       COM              67459910      3511     49842 SH  SHARED                  47992              1850
D OCCIDENTAL PETE CORP DEL       COM              67459910    136051   1931179 SH  SHARED                1889079             42100
D OCCIDENTAL PETE CORP DEL       COM              67459910     39616    562335 SH  SHARED      01         502531      400    59404
D OCCIDENTAL PETE CORP DEL       COM              67459910      2781     39486 SH  SHR/OTHR    01                            39486
D OCCIDENTAL PETE CORP DEL       COM              67459910      3279     46553 SH  SHARED      02          41263              5290
D OCCIDENTAL PETE CORP DEL       COM              67459910       488      6929 SH  SHARED      04                             6929
D OCCIDENTAL PETE CORP DEL       COM              67459910      3115     44225 SH  SHARED      04          44225                  
D OCCIDENTAL PETE CORP DEL       COM              67459910      1210     17180 SH  SHARED      05          17180                  
D OCCIDENTAL PETE CORP DEL       COM              67459910      9979    141659 SH  SHARED      06         116189             25470
D OCCIDENTAL PETE CORP DEL       COM              67459910    252666   3586461 SH  SHARED      10        3466704            119757
D OCCIDENTAL PETE CORP DEL       COM              67459910      4053     57538 SH  SHARED      14                            57538
D OCCIDENTAL PETE CORP DEL       COM              67459910      2821     40043 SH  SHARED      19                            40043
D OCCIDENTAL PETE CORP DEL       COM              67459910      2631     37359 SH  SHARED      20          31829      100     5430
D OCCIDENTAL PETE CORP DEL       COM              67459910       285      4050 SH  SHR/OTHR    20                             4050
D OCCIDENTAL PETE CORP DEL       COM              67459910       581      8257 SH  SHARED      21           1125              7132
D OCCIDENTAL PETE CORP DEL       COM              67459910        17       253 SH  SHR/OTHR    21                              253
D OCCIDENTAL PETE CORP DEL       COM              67459910       629      8930 SH  SHARED      22           6926              2004
D OCCIDENTAL PETE CORP DEL       COM              67459910       150      2142 SH  SHR/OTHR    22                             2142
D OCCIDENTAL PETE CORP DEL       COM              67459910      2084     29590 SH  SHARED      23          25515              4075
D OCCIDENTAL PETE CORP DEL       COM              67459910      1865     26480 SH  SHR/OTHR    23                            26480
D OCEAN BIO CHEM INC             COM              67463110         0        85 SH  SHARED                     85                  
D OCEAN PWR TECHNOLOGIES INC     COM NEW          67487030         1       235 SH  SHARED                    235                  
D OCEAN SHORE HLDG CO            COM              67501P10         0       100 SH  SHARED                    100                  
D OCEANAUT INC                   COM              67522710      1606    245306 SH  SHARED                 245306                  
D OCEANAUT INC                   *W EXP 01/01/201 67522711       110    441118 SH  SHARED                 441118                  
D OCEANEERING INTL INC           COM              67523210        38       715 SH  SHARED                    715                  
D OCEANEERING INTL INC           COM              67523210       949     17800 SH  SHARED      01            200             17600
D OCEANEERING INTL INC           COM              67523210       541     10149 SH  SHARED      02           6740              3409
D OCEANEERING INTL INC           COM              67523210       286      5371 SH  SHARED      10           5371                  
D OCEANFIRST FINL CORP           COM              67523410         2       122 SH  SHARED                    122                  
D OCEANFIRST FINL CORP           COM              67523410         9       500 SH  SHARED      01            500                  
D OCEANFIRST FINL CORP           COM              67523410        39      2205 SH  SHARED      02           2205                  
D OCEANFIRST FINL CORP           COM              67523410        28      1600 SH  SHARED      10           1600                  
D OCH ZIFF CAP MGMT GROUP        CL A             67551U10      9055    774639 SH  SHARED                 774639                  
D OCH ZIFF CAP MGMT GROUP        CL A             67551U10      1128     96565 SH  SHARED      02                            96565
D OCWEN FINL CORP                NOTE  3.250% 8/0 675746AD      1499   1700000 PRN SHARED                1700000                  
D OCWEN FINL CORP                COM NEW          67574630        38      4813 SH  SHARED                   4813                  
D OCWEN FINL CORP                COM NEW          67574630       166     20700 SH  SHARED      01          20700                  
D OCWEN FINL CORP                COM NEW          67574630         6       800 SH  SHR/OTHR    01                              800
D OCWEN FINL CORP                COM NEW          67574630       729     90600 SH  SHARED      10          90600                  
D OCULUS INNOVATIVE SCIENCES I   COM              67575P10         1       700 SH  SHARED                    700                  
D OCULUS INNOVATIVE SCIENCES I   COM              67575P10         0       227 SH  SHARED      02            227                  
D ODYSSEY HEALTHCARE INC         COM              67611V10         4       492 SH  SHARED                    492                  
D ODYSSEY HEALTHCARE INC         COM              67611V10         0        59 SH  SHARED      02             18                41
D ODYSSEY HEALTHCARE INC         COM              67611V10      7835    772000 SH  SHARED      10         772000                  
D ODYSSEY MARINE EXPLORATION I   COM              67611810       101     22300 SH  SHARED                  22300                  
D ODYSSEY RE HLDGS CORP          COM              67612W10        19       453 SH  SHARED                    453                  
D ODYSSEY RE HLDGS CORP          COM              67612W10       456     10412 SH  SHARED      02          10412                  
D ODYSSEY RE HLDGS CORP          COM              67612W10       525     12000 SH  SHARED      04          12000                  
D ODYSSEY RE HLDGS CORP          COM              67612W10     27980    638821 SH  SHARED      10         638821                  
D OFFICEMAX INC DEL              COM              67622P10      1323    148846 SH  SHARED                 148846                  
D OFFICEMAX INC DEL              COM              67622P10         4       500 SH  SHARED      01            500                  
D OFFICEMAX INC DEL              COM              67622P10       117     13182 SH  SHARED      02          13182                  
D OFFICEMAX INC DEL              COM              67622P10       266     29990 SH  SHARED      10          29990                  
D OFFICEMAX INC DEL              COM              67622P10        14      1579 SH  SHARED      14                             1579
D OFFICE DEPOT INC               COM              67622010       211     36263 SH  SHARED                  36263                  
D OFFICE DEPOT INC               COM              67622010       160     27600 SH  SHARED      01          27600                  
D OFFICE DEPOT INC               COM              67622010       467     80387 SH  SHARED      02          80387                  
D OFFICE DEPOT INC               COM              67622010       209     35930 SH  SHARED      06          28550              7380
D OFFICE DEPOT INC               COM              67622010       795    136747 SH  SHARED      10         136747                  
D OHIO VY BANC CORP              COM              67771910         2       100 SH  SHARED                    100                  
D OIL DRI CORP AMER              COM              67786410        16       976 SH  SHARED                    976                  
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210     38369    261550 SH  SHARED                 261550                  
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210        88       600 SH  SHARED      01            600                  
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210       513      3500 SH  SHARED      02           2500              1000
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210       704      4800 SH  SHARED      10           4800                  
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210       102       700 SH  SHR/OTHR    23                              700
D OIL STS INTL INC               NOTE  2.375% 7/0 678026AB     19369  15300000 PRN SHARED               15300000                  
D OIL STS INTL INC               COM              67802610      1511     42768 SH  SHARED                  42768                  
D OIL STS INTL INC               COM              67802610       180      5115 SH  SHARED      01           5115                  
D OIL STS INTL INC               COM              67802610       124      3532 SH  SHARED      02           3507                25
D OIL STS INTL INC               COM              67802610         7       200 SH  SHARED      06            200                  
D OIL STS INTL INC               COM              67802610     13080    370032 SH  SHARED      10         361932              8100
D OIL STS INTL INC               COM              67802610        22       636 SH  SHARED      21                              636
D OILSANDS QUEST INC             COM              67804610        23      7800 SH  SHARED                   7800                  
D OILSANDS QUEST INC             COM              67804610        50     16800 SH  SHARED      01          16800                  
D OILSANDS QUEST INC             COM              67804610        35     12000 SH  SHARED      02                            12000
D OILSANDS QUEST INC             COM              67804610       611    204655 SH  SHARED      06         204655                  
D OILSANDS QUEST INC             COM              67804610       196     65800 SH  SHARED      10          65800                  
D OILSANDS QUEST INC             COM              67804610         7      2500 SH  SHARED      21           2500                  
D OLD DOMINION FGHT LINES INC    COM              67958010        46      1624 SH  SHARED                   1624                  
D OLD DOMINION FGHT LINES INC    COM              67958010       161      5700 SH  SHARED      01           5700                  
D OLD DOMINION FGHT LINES INC    COM              67958010       247      8733 SH  SHARED      02           8733                  
D OLD DOMINION FGHT LINES INC    COM              67958010      1807     63764 SH  SHARED      10          63764                  
D OLD NATL BANCORP IND           COM              68003310       702     35092 SH  SHARED                  35092                  
D OLD NATL BANCORP IND           COM              68003310       108      5398 SH  SHARED      02           5398                  
D OLD NATL BANCORP IND           COM              68003310       740     37000 SH  SHARED      10          37000                  
D OLD REP INTL CORP              COM              68022310      7878    617920 SH  SHARED                 617920                  
D OLD REP INTL CORP              COM              68022310       879     68987 SH  SHARED      01           2200             66787
D OLD REP INTL CORP              COM              68022310       295     23144 SH  SHARED      02          22956               188
D OLD REP INTL CORP              COM              68022310        20      1580 SH  SHARED      06                             1580
D OLD REP INTL CORP              COM              68022310       136     10700 SH  SHARED      10          10700                  
D OLD REP INTL CORP              COM              68022310         7       610 SH  SHARED      20            610                  
D OLD REP INTL CORP              COM              68022310        52      4100 SH  SHARED      21                             4100
D OLD SECOND BANCORP INC ILL     COM              68027710         2       119 SH  SHARED                    119                  
D OLD SECOND BANCORP INC ILL     COM              68027710        79      4300 SH  SHARED      10           4300                  
D OLIN CORP                      COM PAR $1       68066520     10228    527240 SH  SHARED                 527240                  
D OLIN CORP                      COM PAR $1       68066520       490     25300 SH  SHARED      01                            25300
D OLIN CORP                      COM PAR $1       68066520       236     12174 SH  SHARED      02          12174                  
D OLIN CORP                      COM PAR $1       68066520         7       400 SH  SHARED      06            400                  
D OLIN CORP                      COM PAR $1       68066520      1231     63489 SH  SHARED      10          61489              2000
D OLYMPIC STEEL INC              COM              68162K10       533     18087 SH  SHARED                  18087                  
D OLYMPIC STEEL INC              COM              68162K10        73      2500 SH  SHARED      01           1400              1100
D OLYMPIC STEEL INC              COM              68162K10       154      5232 SH  SHARED      02           1232              4000
D OLYMPIC STEEL INC              COM              68162K10       666     22600 SH  SHARED      10          22600                  
D OLYMPIC STEEL INC              COM              68162K10         0        11 SH  SHARED      20             11                  
D OMNICARE INC                   DBCV  3.250%12/1 681904AL     14740  22505008 PRN SHARED      02       22505008                  
D OMNICARE INC                   COM              68190410       374     13030 SH  SHARED                  13030                  
D OMNICARE INC                   COM              68190410      1385     48150 SH  SHARED      01           5800             42350
D OMNICARE INC                   COM              68190410       222      7742 SH  SHARED      02           7463               279
D OMNICARE INC                   COM              68190410       234      8159 SH  SHARED      10           8159                  
D OMNICARE INC                   COM              68190410       226      7869 SH  SHARED      21           7590               279
D OMNICOM GROUP INC              NOTE         2/0 681919AK      5334   5483000 PRN SHARED      02        5483000                  
D OMNICOM GROUP INC              NOTE         7/0 681919AT      1726   1895000 PRN SHARED                1895000                  
D OMNICOM GROUP INC              NOTE         7/0 681919AT      4462   4898000 PRN SHARED      02        4898000                  
D OMNICOM GROUP INC              NOTE         7/0 681919AT      3780   4150000 PRN SHARED      06        4150000                  
D OMNICOM GROUP INC              COM              68191910     13893    360316 SH  SHARED                 360316                  
D OMNICOM GROUP INC              COM              68191910      1363     35350 SH  SHARED      01          32500              2850
D OMNICOM GROUP INC              COM              68191910      4260    110491 SH  SHARED      02         109218              1273
D OMNICOM GROUP INC              COM              68191910       107      2800 SH  SHARED      04           2800                  
D OMNICOM GROUP INC              COM              68191910         6       180 SH  SHARED      05            180                  
D OMNICOM GROUP INC              COM              68191910      1988     51580 SH  SHARED      06          42200              9380
D OMNICOM GROUP INC              COM              68191910     26244    680613 SH  SHARED      10         680613                  
D OMNICOM GROUP INC              COM              68191910        30       780 SH  SHARED      14                              780
D OMNICOM GROUP INC              COM              68191910       105      2730 SH  SHARED      20           1130              1600
D OMNICOM GROUP INC              COM              68191910       262      6800 SH  SHR/OTHR    20                             6800
D OMNICOM GROUP INC              COM              68191910      1292     33512 SH  SHR/OTHR    23                            33512
D OMEGA HEALTHCARE INVS INC      COM              68193610     11392    579477 SH  SHARED                 511077             68400
D OMEGA HEALTHCARE INVS INC      COM              68193610       230     11700 SH  SHARED      01          11700                  
D OMEGA HEALTHCARE INVS INC      COM              68193610       994     50608 SH  SHARED      02          42008              8600
D OMEGA HEALTHCARE INVS INC      COM              68193610     11855    603050 SH  SHARED      10         603050                  
D OMEGA HEALTHCARE INVS INC      COM              68193610    105299   5356007 SH  SHARED      11        1997300           3358707
D OMRIX BIOPHARMACEUTICALS INC   COM              68198910        29      1652 SH  SHARED                   1652                  
D OMRIX BIOPHARMACEUTICALS INC   COM              68198910         8       501 SH  SHARED      02            501                  
D OMEGA FLEX INC                 COM              68209510         1        46 SH  SHARED                     46                  
D OMEGA FLEX INC                 COM              68209510         0         1 SH  SHARED      02              1                  
D OMEGA PROTEIN CORP             COM              68210P10         9       838 SH  SHARED                    838                  
D OMEGA PROTEIN CORP             COM              68210P10       243     20710 SH  SHARED      02          20710                  
D OMEGA PROTEIN CORP             COM              68210P10       103      8800 SH  SHARED      10           8800                  
D OMNI ENERGY SERVICES           COM NEW          68210T20        14      4584 SH  SHARED                   4584                  
D OMNI ENERGY SERVICES           COM NEW          68210T20       227     70600 SH  SHARED      02            600             70000
D OMNITURE INC                   COM              68212S10        11       641 SH  SHARED                    641                  
D OMNITURE INC                   COM              68212S10        91      5000 SH  SHARED      01           5000                  
D OMNITURE INC                   COM              68212S10       668     36410 SH  SHARED      02          34485              1925
D OMNITURE INC                   COM              68212S10       697     38000 SH  SHARED      04          38000                  
D OMNITURE INC                   COM              68212S10     18469   1005960 SH  SHARED      10        1005960                  
D OMNITURE INC                   COM              68212S10        20      1100 SH  SHARED      21           1100                  
D OMNIVISION TECHNOLOGIES INC    COM              68212810        16      1417 SH  SHARED                   1417                  
D OMNIVISION TECHNOLOGIES INC    COM              68212810       399     35025 SH  SHARED      01          31725              3300
D OMNIVISION TECHNOLOGIES INC    COM              68212810       228     19984 SH  SHARED      10          19984                  
D OMNOVA SOLUTIONS INC           COM              68212910         1       678 SH  SHARED                    678                  
D OMNOVA SOLUTIONS INC           COM              68212910         0       229 SH  SHARED      02            229                  
D OMNICELL INC                   COM              68213N10         1       101 SH  SHARED                    101                  
D OMNICELL INC                   COM              68213N10        23      1779 SH  SHARED      02           1779                  
D OMNICELL INC                   COM              68213N10        23      1771 SH  SHARED      10           1771                  
D OMNICELL INC                   COM              68213N10         2       206 SH  SHARED      20            206                  
D OMNICARE CAP TR II             PFD B TR 4.00%   68214Q20      5052    126300 SH  SHARED                 126300                  
D ON ASSIGNMENT INC              COM              68215910        85     10844 SH  SHARED                  10844                  
D ON ASSIGNMENT INC              COM              68215910       108     13820 SH  SHARED      02          13820                  
D ON ASSIGNMENT INC              COM              68215910        99     12600 SH  SHARED      10          12600                  
D ON SEMICONDUCTOR CORP          NOTE  1.875%12/1 682189AD     11400  10000000 PRN SHARED               10000000                  
D ON SEMICONDUCTOR CORP          NOTE  1.875%12/1 682189AD      3790   3325000 PRN SHARED      02        3325000                  
D ON SEMICONDUCTOR CORP          NOTE         4/1 682189AE     15558  16948000 PRN SHARED               16948000                  
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AG      1453   1700000 PRN SHARED                1700000                  
D ON SEMICONDUCTOR CORP          COM              68218910        21      3250 SH  SHARED                                     3250
D ON SEMICONDUCTOR CORP          COM              68218910      2670    395105 SH  SHARED                 395105                  
D ON SEMICONDUCTOR CORP          COM              68218910       103     15325 SH  SHARED      01          15325                  
D ON SEMICONDUCTOR CORP          COM              68218910        44      6552 SH  SHARED      02           6325               227
D ON SEMICONDUCTOR CORP          COM              68218910      6293    931000 SH  SHARED      04         931000                  
D ON SEMICONDUCTOR CORP          COM              68218910      7537   1115000 SH  SHARED      05        1115000                  
D ON SEMICONDUCTOR CORP          COM              68218910       910    134670 SH  SHARED      06                           134670
D ON SEMICONDUCTOR CORP          COM              68218910        62      9200 SH  SHARED      10           9200                  
D ONCOGENEX PHARMACEUTICALS IN   COM              68230A10         8      2338 SH  SHARED                   2338                  
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         5       316 SH  SHARED                    316                  
D ONE LIBERTY PPTYS INC          COM              68240610         0         4 SH  SHARED      02              4                  
D 1 800 FLOWERS COM              CL A             68243Q10        47      7831 SH  SHARED                   7831                  
D 1 800 FLOWERS COM              CL A             68243Q10        56      9400 SH  SHARED      01                             9400
D 1 800 FLOWERS COM              CL A             68243Q10        13      2314 SH  SHARED      02           2314                  
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10       206      4080 SH  SHARED                   4080                  
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10       470      9270 SH  SHARED      02                             9270
D ONEOK INC NEW                  COM              68268010      5887    171143 SH  SHARED                 171143                  
D ONEOK INC NEW                  COM              68268010      1617     47026 SH  SHARED      01          10826             36200
D ONEOK INC NEW                  COM              68268010       554     16118 SH  SHARED      02          15868               250
D ONEOK INC NEW                  COM              68268010        30       900 SH  SHARED      06            300               600
D ONEOK INC NEW                  COM              68268010     14332    416638 SH  SHARED      10         391238             25400
D ONLINE RES CORP                COM              68273G10         0        30 SH  SHARED                     30                  
D ONLINE RES CORP                COM              68273G10         0        16 SH  SHARED      02             16                  
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       192 SH  SHARED                    192                  
D ONVIA INC                      COM NEW          68338T40         1       300 SH  SHARED      02            300                  
D ONYX PHARMACEUTICALS INC       COM              68339910       267      7391 SH  SHARED                   7391                  
D ONYX PHARMACEUTICALS INC       COM              68339910       138      3825 SH  SHARED      01           3825                  
D ONYX PHARMACEUTICALS INC       COM              68339910        72      2000 SH  SHR/OTHR    01                             2000
D ONYX PHARMACEUTICALS INC       COM              68339910        92      2548 SH  SHARED      02           2493                55
D ONYX PHARMACEUTICALS INC       COM              68339910     10340    285818 SH  SHARED      04         285818                  
D ONYX PHARMACEUTICALS INC       COM              68339910      1702     47068 SH  SHARED      10          41368              5700
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10      5196    256000 SH  SHARED                   1000            255000
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10     39039   1923142 SH  SHARED                1923142                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10      1749     86200 SH  SHARED      01          86200                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10        60      3000 SH  SHARED      02           3000                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10     99713   4912000 SH  SHARED      04        4912000                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10     53987   2659500 SH  SHARED      05        2659500                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10      6090    300000 SH  SHARED      06                           300000
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10     13018    641300 SH  SHARED      10         641300                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10        47      2331 SH  SHARED      24           2331                  
D OPEN TEXT CORP                 COM              68371510      1582     45768 SH  SHARED                  45768                  
D OPEN TEXT CORP                 COM              68371510       262      7590 SH  SHARED      02           7558                32
D OPENWAVE SYS INC               COM NEW          68371830       140    113310 SH  SHARED                 113310                  
D OPENWAVE SYS INC               COM NEW          68371830         0       368 SH  SHARED      02            335                33
D OPENWAVE SYS INC               COM NEW          68371830        45     36800 SH  SHARED      10          36800                  
D OPENWAVE SYS INC               COM NEW          68371830        10      8099 SH  SHARED      23                             8099
D OPEXA THERAPEUTICS INC         COM              68372T10         0       161 SH  SHARED                    161                  
D OPKO HEALTH INC                COM              68375N10        15      9076 SH  SHARED                   9076                  
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       562     46600 SH  SHARED      01          46600                  
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       906     75100 SH  SHR/OTHR    01                            75100
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       154     12811 SH  SHARED      02          12811                  
D OPNEXT INC                     COM              68375V10        10      2333 SH  SHARED                   2333                  
D OPNEXT INC                     COM              68375V10         0        10 SH  SHARED      02             10                  
D OPNET TECHNOLOGIES INC         COM              68375710         0         7 SH  SHARED      02              7                  
D OPPENHEIMER HLDGS INC          CL A NON VTG     68379710         8       337 SH  SHARED                    337                  
D OPTELECOM NKF INC              COM PAR $0.03    68381820         0        94 SH  SHARED                     94                  
D OPTICAL CABLE CORP             COM NEW          68382720         0       162 SH  SHARED                    162                  
D OPTIMAL GROUP INC              CL A NEW         68388R20        24     11986 SH  SHARED                  11986                  
D ORACLE CORP                    COM              68389X10       583     28743 SH  SHARED                  28743                  
D ORACLE CORP                    COM              68389X10     82219   4048220 SH  SHARED                3908820            139400
D ORACLE CORP                    COM              68389X10     22336   1099759 SH  SHARED      01         912489            187270
D ORACLE CORP                    COM              68389X10      3216    158378 SH  SHR/OTHR    01                           158378
D ORACLE CORP                    COM              68389X10     17549    864072 SH  SHARED      02         736849            127223
D ORACLE CORP                    COM              68389X10      7235    356275 SH  SHARED      04         356275                  
D ORACLE CORP                    COM              68389X10        37      1865 SH  SHARED      05           1865                  
D ORACLE CORP                    COM              68389X10     11091    546089 SH  SHARED      06         421448            124641
D ORACLE CORP                    COM              68389X10    116344   5728451 SH  SHARED      10        4884001            844450
D ORACLE CORP                    COM              68389X10       958     47195 SH  SHARED      14                            47195
D ORACLE CORP                    COM              68389X10       182      9000 SH  SHARED      15                             9000
D ORACLE CORP                    COM              68389X10        53      2650 SH  SHARED      19                             2650
D ORACLE CORP                    COM              68389X10      1670     82256 SH  SHARED      20          63861      150    18245
D ORACLE CORP                    COM              68389X10       281     13840 SH  SHR/OTHR    20                            13840
D ORACLE CORP                    COM              68389X10       377     18574 SH  SHARED      21          13074              5500
D ORACLE CORP                    COM              68389X10       986     48567 SH  SHARED      22          34907             13660
D ORACLE CORP                    COM              68389X10        79      3900 SH  SHR/OTHR    22                             3900
D ORACLE CORP                    COM              68389X10      3730    183690 SH  SHARED      23         172065             11625
D ORACLE CORP                    COM              68389X10      2597    127905 SH  SHR/OTHR    23                           127905
D ORACLE CORP                    COM              68389X10       292     14400 SH  SHARED      24          14400                  
D OPTIMER PHARMACEUTICALS INC    COM              68401H10         0        14 SH  SHARED      02             14                  
D OPTIMER PHARMACEUTICALS INC    COM              68401H10      2095    263600 SH  SHARED      04         263600                  
D OPTIONSXPRESS HLDGS INC        COM              68401010       604     31140 SH  SHARED                  31140                  
D OPTIONSXPRESS HLDGS INC        COM              68401010        15       800 SH  SHARED      01            800                  
D OPTIONSXPRESS HLDGS INC        COM              68401010       388     20002 SH  SHARED      02          19933                69
D OPTIONSXPRESS HLDGS INC        COM              68401010      1553     80000 SH  SHARED      04          80000                  
D OPTIONSXPRESS HLDGS INC        COM              68401010       580     29900 SH  SHARED      10          27700              2200
D ORANGE 21 INC                  COM              68531710         0       127 SH  SHARED                    127                  
D ORASURE TECHNOLOGIES INC       COM              68554V10         1       320 SH  SHARED                    320                  
D ORASURE TECHNOLOGIES INC       COM              68554V10        24      5026 SH  SHARED      02             26              5000
D ORBCOMM INC                    COM              68555P10        72     14723 SH  SHARED                  14723                  
D ORBIT INTL CORP                COM NEW          68555930         4      1069 SH  SHARED                   1069                  
D ORBITAL SCIENCES CORP          COM              68556410      1929     80478 SH  SHARED                  80478                  
D ORBITAL SCIENCES CORP          COM              68556410        39      1645 SH  SHARED      02           1245               400
D ORBITAL SCIENCES CORP          COM              68556410       106      4452 SH  SHARED      10           4452                  
D ORBITZ WORLDWIDE INC           COM              68557K10       148     25296 SH  SHARED                  25296                  
D ORBITZ WORLDWIDE INC           COM              68557K10        34      5800 SH  SHARED      01           5800                  
D ORBITZ WORLDWIDE INC           COM              68557K10         0        20 SH  SHARED      02             20                  
D ORCHARD ENTERPRISES INC        COM NEW          68562L10         0        84 SH  SHARED                     84                  
D ORCHIDS PAPER PRODS CO DEL     COM              68572N10         0       140 SH  SHARED                    140                  
D ORCHID CELLMARK INC            COM              68573C10         2       762 SH  SHARED                    762                  
D ORCHID CELLMARK INC            COM              68573C10         2       777 SH  SHARED      02            777                  
D ORE PHARMACEUTICALS INC        COM NEW          68577620         0       165 SH  SHARED                    165                  
D OREZONE RES INC                COM              68592110         4      9500 SH  SHARED      02           9500                  
D O REILLY AUTOMOTIVE INC        COM              68609110      1607     60049 SH  SHARED                  60049                  
D O REILLY AUTOMOTIVE INC        COM              68609110      1159     43300 SH  SHARED      01                            43300
D O REILLY AUTOMOTIVE INC        COM              68609110       354     13240 SH  SHARED      02          13240                  
D O REILLY AUTOMOTIVE INC        COM              68609110       234      8771 SH  SHARED      10           8771                  
D O REILLY AUTOMOTIVE INC        COM              68609110        42      1600 SH  SHR/OTHR    23                             1600
D OREXIGEN THERAPEUTICS INC      COM              68616410        11      1064 SH  SHARED      02           1064                  
D ORIENTAL FINL GROUP INC        COM              68618W10         0        53 SH  SHARED                     53                  
D ORIENTAL FINL GROUP INC        COM              68618W10       101      5700 SH  SHARED      01           5700                  
D ORIENTAL FINL GROUP INC        COM              68618W10        29      1664 SH  SHARED      02           1664                  
D ORIENTAL FINL GROUP INC        COM              68618W10      1730     96920 SH  SHARED      10          96920                  
D ORIGEN FINL INC                COM              68619E20         0       465 SH  SHARED                    465                  
D ORION ENERGY SYSTEMS INC       COM              68627510        61     11000 SH  SHARED                  11000                  
D ORION ENERGY SYSTEMS INC       COM              68627510        21      3912 SH  SHARED                   3912                  
D ORION MARINE GROUP INC         COM              68628V30         0        12 SH  SHARED      02             12                  
D ORITANI FINL CORP              COM              68632310        13       787 SH  SHARED                    787                  
D ORIX CORP                      SPONSORED ADR    68633010         4        71 SH  SHARED                     71                  
D ORIX CORP                      SPONSORED ADR    68633010         5        86 SH  SHARED      02                               86
D ORLEANS HOMEBUILDERS INC       COM              68658810         5      1309 SH  SHARED                   1309                  
D ORLEANS HOMEBUILDERS INC       COM              68658810         2       700 SH  SHARED      02                              700
D ORMAT TECHNOLOGIES INC         COM              68668810       766     21100 SH  SHARED                  17600              3500
D ORMAT TECHNOLOGIES INC         COM              68668810       486     13391 SH  SHARED                  13391                  
D ORMAT TECHNOLOGIES INC         COM              68668810       150      4150 SH  SHARED      01           4150                  
D ORMAT TECHNOLOGIES INC         COM              68668810         0        10 SH  SHARED      02             10                  
D ORMAT TECHNOLOGIES INC         COM              68668810       155      4272 SH  SHARED      10           4272                  
D ORMAT TECHNOLOGIES INC         COM              68668810         1        41 SH  SHARED      20             41                  
D ORTHOLOGIC CORP                COM              68750J10         0      1083 SH  SHARED                   1083                  
D ORTHOVITA INC                  COM              68750U10         0       149 SH  SHARED                    149                  
D ORTHOVITA INC                  COM              68750U10         7      3037 SH  SHARED      02             37              3000
D OSAGE BANCSHARES INC           COM              68764U10         0        89 SH  SHARED                     89                  
D OSCIENT PHARMACEUTICALS CORP   NOTE  3.500% 4/1 68812RAC         3     20000 PRN SHARED      02          20000                  
D OSCIENT PHARMACEUTICALS CORP   COM NEW          68812R30         0       325 SH  SHARED                    325                  
D OSHKOSH CORP                   COM              68823920       727     55301 SH  SHARED                  55301                  
D OSHKOSH CORP                   COM              68823920       246     18700 SH  SHARED      01                            18700
D OSHKOSH CORP                   COM              68823920         8       650 SH  SHR/OTHR    01                              650
D OSHKOSH CORP                   COM              68823920       555     42210 SH  SHARED      02          42210                  
D OSHKOSH CORP                   COM              68823920       276     21000 SH  SHARED      04          21000                  
D OSHKOSH CORP                   COM              68823920        36      2800 SH  SHARED      10           2800                  
D OSHKOSH CORP                   COM              68823920       825     62700 SH  SHARED      14                            62700
D OSHKOSH CORP                   COM              68823920         2       170 SH  SHARED      20            170                  
D OSIRIS THERAPEUTICS INC        COM              68827R10        21      1110 SH  SHARED                   1110                  
D OSIRIS THERAPEUTICS INC        COM              68827R10        21      1099 SH  SHARED      02           1099                  
D OSTEOTECH INC                  COM              68858210         1       262 SH  SHARED                    262                  
D OSTEOTECH INC                  COM              68858210        38      9010 SH  SHARED      10           9010                  
D OTTER TAIL CORP                COM              68964810         0         1 SH  SHARED                      1                  
D OTTER TAIL CORP                COM              68964810      1167     38007 SH  SHARED      02          38007                  
D OTTER TAIL CORP                COM              68964810       189      6157 SH  SHARED      10           6157                  
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720         0        39 SH  SHARED                     39                  
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720         0         9 SH  SHARED      02              9                  
D OVERHILL FARMS INC             COM              69021210         2       419 SH  SHARED                    419                  
D OVERLAND STORAGE INC           COM              69031010         0       365 SH  SHARED                    365                  
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810      1570     26938 SH  SHARED                  26938                  
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810       781     13400 SH  SHARED      01           3700              9700
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810       164      2819 SH  SHARED      02           2819                  
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810       534      9162 SH  SHARED      10           9162                  
D OVERSTOCK COM INC DEL          COM              69037010       123      6213 SH  SHARED                   6213                  
D OVERSTOCK COM INC DEL          COM              69037010         4       205 SH  SHARED      01            205                  
D OVERSTOCK COM INC DEL          COM              69037010        39      2008 SH  SHARED      02           2008                  
D OWENS & MINOR INC NEW          COM              69073210        17       366 SH  SHARED                    366                  
D OWENS & MINOR INC NEW          COM              69073210       140      2900 SH  SHARED      01           2900                  
D OWENS & MINOR INC NEW          COM              69073210        46       957 SH  SHARED      02            923                34
D OWENS & MINOR INC NEW          COM              69073210     12639    260600 SH  SHARED      10         260600                  
D OWENS & MINOR INC NEW          COM              69073210         9       201 SH  SHARED      21                              201
D OWENS CORNING NEW              COM              69074210        26      1103 SH  SHARED                   1103                  
D OWENS CORNING NEW              COM              69074210        23       997 SH  SHARED      02            397               600
D OWENS CORNING NEW              COM              69074210       201      8440 SH  SHARED      10           8440                  
D OWENS CORNING NEW              COM              69074210        14       600 SH  SHR/OTHR    23                              600
D OWENS CORNING NEW              *W EXP 10/30/201 69074212         5      3335 SH  SHARED                   3335                  
D OWENS ILL INC                  COM NEW          69076840     11031    375210 SH  SHARED                 261910            113300
D OWENS ILL INC                  COM NEW          69076840      1055     35900 SH  SHARED      01          35900                  
D OWENS ILL INC                  COM NEW          69076840       681     23175 SH  SHARED      02          21614              1561
D OWENS ILL INC                  COM NEW          69076840       543     18500 SH  SHARED      04          18500                  
D OWENS ILL INC                  COM NEW          69076840         4       150 SH  SHARED      05            150                  
D OWENS ILL INC                  COM NEW          69076840       571     19430 SH  SHARED      06          16800              2630
D OWENS ILL INC                  COM NEW          69076840     76813   2612700 SH  SHARED      10        1744200            868500
D OWENS ILL INC                  COM NEW          69076840       412     14024 SH  SHARED      14                            14024
D OWENS ILL INC                  COM NEW          69076840        97      3300 SH  SHARED      15                             3300
D OWENS ILL INC                  COM NEW          69076840       476     16200 SH  SHARED      24          16200                  
D OXFORD INDS INC                COM              69149730        57      2237 SH  SHARED                   2237                  
D OXFORD INDS INC                COM              69149730       108      4208 SH  SHARED      02           4208                  
D OXFORD INDS INC                COM              69149730       209      8100 SH  SHARED      10           8100                  
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         1       279 SH  SHARED                    279                  
D P A M TRANSN SVCS INC          COM              69314910         1       149 SH  SHARED                    149                  
D P A M TRANSN SVCS INC          COM              69314910         5       500 SH  SHARED      02                              500
D P C CONNECTION                 COM              69318J10       284     42492 SH  SHARED                  42492                  
D P C CONNECTION                 COM              69318J10        45      6805 SH  SHARED      02           6805                  
D PC MALL INC                    COM              69323K10         0        79 SH  SHARED                     79                  
D PC MALL INC                    COM              69323K10        17      2506 SH  SHARED      02           2506                  
D PC-TEL INC                     COM              69325Q10        10      1106 SH  SHARED                   1106                  
D PC-TEL INC                     COM              69325Q10       108     11611 SH  SHARED      02          11611                  
D PDF SOLUTIONS INC              COM              69328210         3       635 SH  SHARED                    635                  
D PDF SOLUTIONS INC              COM              69328210        32      6300 SH  SHARED      02           6300                  
D PDI INC                        COM              69329V10         4       591 SH  SHARED                    591                  
D PDL BIOPHARMA INC              COM              69329Y10       273     29350 SH  SHARED                  29350                  
D PDL BIOPHARMA INC              COM              69329Y10       380     40875 SH  SHARED      01           2875             38000
D PDL BIOPHARMA INC              COM              69329Y10       112     12095 SH  SHARED      02          12095                  
D PDL BIOPHARMA INC              COM              69329Y10      1396    150000 SH  SHARED      04         150000                  
D PDL BIOPHARMA INC              COM              69329Y10      8472    910000 SH  SHARED      05         910000                  
D PDL BIOPHARMA INC              COM              69329Y10      1006    108137 SH  SHARED      10         108137                  
D PG&E CORP                      NOTE  9.500% 6/3 69331CAD     27903  10626000 PRN SHARED               10626000                  
D PG&E CORP                      COM              69331C10       508     13567 SH  SHARED                                    13567
D PG&E CORP                      COM              69331C10     22049    588770 SH  SHARED                 588770                  
D PG&E CORP                      COM              69331C10      1625     43400 SH  SHARED      01          35400              8000
D PG&E CORP                      COM              69331C10      6110    163156 SH  SHARED      02         163131                25
D PG&E CORP                      COM              69331C10     91590   2445664 SH  SHARED      04        2445664                  
D PG&E CORP                      COM              69331C10     12909    344723 SH  SHARED      05         344723                  
D PG&E CORP                      COM              69331C10     16989    453655 SH  SHARED      06         219650            234005
D PG&E CORP                      COM              69331C10     17046    455178 SH  SHARED      10         427678             27500
D PG&E CORP                      COM              69331C10        22       600 SH  SHARED      14                              600
D PG&E CORP                      COM              69331C10         8       219 SH  SHARED      20            219                  
D PG&E CORP                      COM              69331C10       623     16655 SH  SHR/OTHR    23                            16655
D PHC INC MASS                   CL A             69331510         1       517 SH  SHARED                    517                  
D PHH CORP                       COM NEW          69332020       242     18250 SH  SHARED                  18250                  
D PHH CORP                       COM NEW          69332020       165     12462 SH  SHARED      02          12462                  
D PHH CORP                       COM NEW          69332020       410     30900 SH  SHARED      10          27800              3100
D P F CHANGS CHINA BISTRO INC    COM              69333Y10         1        64 SH  SHARED                     64                  
D P F CHANGS CHINA BISTRO INC    COM              69333Y10       120      5100 SH  SHARED      01           5100                  
D P F CHANGS CHINA BISTRO INC    COM              69333Y10       122      5225 SH  SHARED      02           5225                  
D P F CHANGS CHINA BISTRO INC    COM              69333Y10      1016     43197 SH  SHARED      10          43197                  
D PHI INC                        COM NON VTG      69336T20         0         7 SH  SHARED                      7                  
D PHI INC                        COM NON VTG      69336T20        14       400 SH  SHARED      01            400                  
D PHI INC                        COM NON VTG      69336T20         0         7 SH  SHARED      02              7                  
D PHI INC                        COM NON VTG      69336T20        48      1300 SH  SHARED      10           1300                  
D PGT INC                        COM              69336V10         1       443 SH  SHARED                    443                  
D PICO HLDGS INC                 COM NEW          69336620        14       401 SH  SHARED                    401                  
D PICO HLDGS INC                 COM NEW          69336620        17       500 SH  SHARED      02            500                  
D PICO HLDGS INC                 COM NEW          69336620       166      4650 SH  SHARED      10           4650                  
D PLC SYS INC                    COM              69341D10         0       563 SH  SHARED                    563                  
D PLC SYS INC                    COM              69341D10         0        10 SH  SHARED      02             10                  
D PLX TECHNOLOGY INC             COM              69341710        45      8875 SH  SHARED      01           8875                  
D PLX TECHNOLOGY INC             COM              69341710         0        16 SH  SHARED      02             16                  
D PLX TECHNOLOGY INC             COM              69341710       322     62900 SH  SHARED      10          62900                  
D PMA CAP CORP                   CL A             69341920         5       573 SH  SHARED                    573                  
D PMA CAP CORP                   CL A             69341920        61      6925 SH  SHARED      01           6925                  
D PMA CAP CORP                   CL A             69341920         2       300 SH  SHARED      02            300                  
D PMA CAP CORP                   CL A             69341920       158     18000 SH  SHARED      10          18000                  
D PMC COML TR                    SH BEN INT       69343410         2       280 SH  SHARED                    280                  
D PMC-SIERRA INC                 NOTE  2.250%10/1 69344FAD     23565  21600000 PRN SHARED               21600000                  
D PMC-SIERRA INC                 NOTE  2.250%10/1 69344FAD       354    325000 PRN SHARED      02         325000                  
D PMC-SIERRA INC                 COM              69344F10         1       236 SH  SHARED                    236                  
D PMC-SIERRA INC                 COM              69344F10        79     10700 SH  SHARED      01          10700                  
D PMC-SIERRA INC                 COM              69344F10       869    117125 SH  SHARED      02         117125                  
D PMC-SIERRA INC                 COM              69344F10      2399    323340 SH  SHARED      10         317940              5400
D PMC-SIERRA INC                 COM              69344F10         2       320 SH  SHARED      21                              320
D PMI GROUP INC                  COM              69344M10     13930   4722133 SH  SHARED                4722133                  
D PMI GROUP INC                  COM              69344M10        17      6000 SH  SHARED      01           6000                  
D PMI GROUP INC                  COM              69344M10        54     18583 SH  SHARED      02          18583                  
D PMI GROUP INC                  COM              69344M10        49     16800 SH  SHARED      10          16800                  
D PMFG INC                       COM              69345P10        56      3900 SH  SHARED                   3900                  
D PMFG INC                       COM              69345P10         0         7 SH  SHARED                      7                  
D PMFG INC                       COM              69345P10         0         7 SH  SHARED      02              7                  
D PNC FINL SVCS GROUP INC        COM              69347510      1986     26592 SH  SHARED                  22917              3675
D PNC FINL SVCS GROUP INC        COM              69347510     45390    607635 SH  SHARED                 591435             16200
D PNC FINL SVCS GROUP INC        COM              69347510     18666    249886 SH  SHARED      01         207331             42555
D PNC FINL SVCS GROUP INC        COM              69347510      2802     37515 SH  SHR/OTHR    01                            37515
D PNC FINL SVCS GROUP INC        COM              69347510      3100     41511 SH  SHARED      02          29306             12205
D PNC FINL SVCS GROUP INC        COM              69347510       946     12669 SH  SHARED      04                            12669
D PNC FINL SVCS GROUP INC        COM              69347510        52       700 SH  SHARED      04            700                  
D PNC FINL SVCS GROUP INC        COM              69347510        14       190 SH  SHARED      05            190                  
D PNC FINL SVCS GROUP INC        COM              69347510      3366     45063 SH  SHARED      06          34562             10501
D PNC FINL SVCS GROUP INC        COM              69347510    329759   4414449 SH  SHARED      10        4345691             68758
D PNC FINL SVCS GROUP INC        COM              69347510        51       688 SH  SHARED      14                              688
D PNC FINL SVCS GROUP INC        COM              69347510      5739     76830 SH  SHARED      19                            76830
D PNC FINL SVCS GROUP INC        COM              69347510      4875     65266 SH  SHARED      20          52846      175    12245
D PNC FINL SVCS GROUP INC        COM              69347510      1287     17235 SH  SHR/OTHR    20                            17235
D PNC FINL SVCS GROUP INC        COM              69347510        16       225 SH  SHARED      21            225                  
D PNC FINL SVCS GROUP INC        COM              69347510       635      8512 SH  SHARED      22           4921              3591
D PNC FINL SVCS GROUP INC        COM              69347510        75      1011 SH  SHR/OTHR    22                             1011
D PNC FINL SVCS GROUP INC        COM              69347510      3229     43230 SH  SHARED      23          42645               585
D PNC FINL SVCS GROUP INC        COM              69347510      2249     30110 SH  SHR/OTHR    23                            30110
D POSCO                          SPONSORED ADR    69348310       132      1420 SH  SHARED                   1420                  
D POSCO                          SPONSORED ADR    69348310     20960    224490 SH  SHARED                 224490                  
D POSCO                          SPONSORED ADR    69348310      1423     15250 SH  SHARED      01          15000               250
D POSCO                          SPONSORED ADR    69348310      4121     44140 SH  SHARED      02          43679               461
D POSCO                          SPONSORED ADR    69348310     10737    115000 SH  SHARED      04         115000                  
D POSCO                          SPONSORED ADR    69348310      4414     47283 SH  SHARED      06          26283             21000
D POSCO                          SPONSORED ADR    69348310      7273     77900 SH  SHARED      10          77900                  
D POSCO                          SPONSORED ADR    69348310         1        20 SH  SHARED      20             20                  
D POSCO                          SPONSORED ADR    69348310        37       400 SH  SHARED      24            400                  
D PNM RES INC                    COM              69349H10      1142    111524 SH  SHARED                 111524                  
D PNM RES INC                    COM              69349H10       508     49700 SH  SHARED      01          15600             34100
D PNM RES INC                    COM              69349H10      2046    199842 SH  SHARED      02         198512              1330
D PNM RES INC                    COM              69349H10       365     35734 SH  SHARED      10          35734                  
D PNM RES INC                    COM              69349H10        20      2000 SH  SHR/OTHR    23                             2000
D PPG INDS INC                   COM              69350610     15279    262000 SH  SHARED                 262000                  
D PPG INDS INC                   COM              69350610      1180     20249 SH  SHARED      01          18949              1300
D PPG INDS INC                   COM              69350610      1313     22519 SH  SHARED      02          22419               100
D PPG INDS INC                   COM              69350610        69      1200 SH  SHARED      04           1200                  
D PPG INDS INC                   COM              69350610         5       100 SH  SHARED      05            100                  
D PPG INDS INC                   COM              69350610      1891     32430 SH  SHARED      06          27700              4730
D PPG INDS INC                   COM              69350610      9963    170844 SH  SHARED      10         170844                  
D PPG INDS INC                   COM              69350610       145      2500 SH  SHARED      14                             2500
D PPG INDS INC                   COM              69350610        14       250 SH  SHARED      20                              250
D PPG INDS INC                   COM              69350610        93      1600 SH  SHR/OTHR    22                             1600
D PPG INDS INC                   COM              69350610         8       150 SH  SHARED      23            150                  
D PPG INDS INC                   COM              69350610       699     12000 SH  SHR/OTHR    23                            12000
D PPL CORP                       COM              69351T10     14354    387741 SH  SHARED                 387741                  
D PPL CORP                       COM              69351T10      1346     36375 SH  SHARED      01          36375                  
D PPL CORP                       COM              69351T10      4208    113679 SH  SHARED      02         110879              2800
D PPL CORP                       COM              69351T10       107      2900 SH  SHARED      04           2900                  
D PPL CORP                       COM              69351T10         7       200 SH  SHARED      05            200                  
D PPL CORP                       COM              69351T10      2684     72510 SH  SHARED      06          36850             35660
D PPL CORP                       COM              69351T10     11863    320454 SH  SHARED      10         320454                  
D PPL CORP                       COM              69351T10         3       100 SH  SHARED      14                              100
D PPL CORP                       COM              69351T10        55      1500 SH  SHARED      20                             1500
D PRG-SCHULTZ INTERNATIONAL IN   COM NEW          69357C50      4064    453582 SH  SHARED                 453582                  
D PRG-SCHULTZ INTERNATIONAL IN   COM NEW          69357C50         0         8 SH  SHARED      02              8                  
D PS BUSINESS PKS INC CALIF      COM              69360J10      2381     41338 SH  SHARED                  41338                  
D PS BUSINESS PKS INC CALIF      COM              69360J10        10       175 SH  SHARED      01            175                  
D PS BUSINESS PKS INC CALIF      COM              69360J10       127      2213 SH  SHARED      02           2213                  
D PS BUSINESS PKS INC CALIF      COM              69360J10       224      3900 SH  SHARED      10           3900                  
D PSB HLDGS INC                  COM              69360W10         0        77 SH  SHARED                     77                  
D PVF CAPITAL CORP               COM              69365410         0       178 SH  SHARED                    178                  
D PSS WORLD MED INC              NOTE  2.250% 3/1 69366AAB       292    250000 PRN SHARED                 250000                  
D PSS WORLD MED INC              COM              69366A10        36      1852 SH  SHARED                   1852                  
D PSS WORLD MED INC              COM              69366A10       111      5735 SH  SHARED      02           5735                  
D PSS WORLD MED INC              COM              69366A10       397     20400 SH  SHARED      10          20400                  
D PACCAR INC                     COM              69371810      2100     55008 SH  SHARED                  55008                  
D PACCAR INC                     COM              69371810      1955     51200 SH  SHARED      01          51200                  
D PACCAR INC                     COM              69371810      1091     28579 SH  SHARED      02          28579                  
D PACCAR INC                     COM              69371810      1718     45000 SH  SHARED      04          45000                  
D PACCAR INC                     COM              69371810         7       190 SH  SHARED      05            190                  
D PACCAR INC                     COM              69371810      2167     56765 SH  SHARED      06          45050             11715
D PACCAR INC                     COM              69371810      6962    182312 SH  SHARED      10         182012               300
D PACCAR INC                     COM              69371810        53      1403 SH  SHARED      20            603               800
D PACCAR INC                     COM              69371810        16       438 SH  SHR/OTHR    20                              438
D PACCAR INC                     COM              69371810        85      2227 SH  SHARED      23           2227                  
D PACCAR INC                     COM              69371810       422     11073 SH  SHR/OTHR    23                            11073
D PACER INTL INC TENN            COM              69373H10       338     20578 SH  SHARED                  20578                  
D PACER INTL INC TENN            COM              69373H10       256     15545 SH  SHARED      01          15545                  
D PACER INTL INC TENN            COM              69373H10         0        19 SH  SHARED      02             19                  
D PACER INTL INC TENN            COM              69373H10      1302     79100 SH  SHARED      10          79100                  
D PACIFIC CAP BANCORP NEW        COM              69404P10       675     33172 SH  SHARED                  33172                  
D PACIFIC CAP BANCORP NEW        COM              69404P10        58      2873 SH  SHARED      01           2873                  
D PACIFIC CAP BANCORP NEW        COM              69404P10        75      3728 SH  SHARED      02           3728                  
D PACIFIC CAP BANCORP NEW        COM              69404P10       612     30100 SH  SHARED      10          30100                  
D PACIFIC CONTINENTAL CORP       COM              69412V10         2       193 SH  SHARED                    193                  
D PACIFIC ETHANOL INC            COM              69423U10       663    477524 SH  SHARED                 477524                  
D PACIFIC ETHANOL INC            COM              69423U10        66     47600 SH  SHARED      01          47600                  
D PACIFIC MERCANTILE BANCORP     COM              69455210         8      1347 SH  SHARED                   1347                  
D PACIFIC OFFICE PPTYS TR INC    COM              69471410         0        40 SH  SHARED                     40                  
D PACIFIC PREMIER BANCORP        COM              69478X10         0       135 SH  SHARED                    135                  
D PACIFIC STATE BANCORP CA       COM              69486410         1       278 SH  SHARED                    278                  
D PACIFIC SUNWEAR CALIF INC      COM              69487310         3       466 SH  SHARED                    466                  
D PACIFIC SUNWEAR CALIF INC      COM              69487310       141     21000 SH  SHARED      01                            21000
D PACIFIC SUNWEAR CALIF INC      COM              69487310        49      7385 SH  SHARED      02           7234               151
D PACIFIC SUNWEAR CALIF INC      COM              69487310       144     21400 SH  SHARED      10          21400                  
D PACIFIC SUNWEAR CALIF INC      COM              69487310        67     10040 SH  SHARED      21          10040                  
D PACIFIC SUNWEAR CALIF INC      COM              69487310         8      1264 SH  SHR/OTHR    23                             1264
D PACKAGING CORP AMER            COM              69515610       338     14588 SH  SHARED                  14588                  
D PACKAGING CORP AMER            COM              69515610       711     30700 SH  SHARED      01                            30700
D PACKAGING CORP AMER            COM              69515610       291     12583 SH  SHARED      02          12383               200
D PACKAGING CORP AMER            COM              69515610       971     41900 SH  SHARED      10          41900                  
D PACTIV CORP                    COM              69525710       817     32940 SH  SHARED                  32940                  
D PACTIV CORP                    COM              69525710      3001    120867 SH  SHARED                 120867                  
D PACTIV CORP                    COM              69525710       384     15500 SH  SHARED      01          15500                  
D PACTIV CORP                    COM              69525710       656     26437 SH  SHARED      02          22824              3613
D PACTIV CORP                    COM              69525710      4966    200000 SH  SHARED      05         200000                  
D PACTIV CORP                    COM              69525710       404     16300 SH  SHARED      06          13300              3000
D PACTIV CORP                    COM              69525710     15967    643069 SH  SHARED      10         529369            113700
D PACTIV CORP                    COM              69525710        65      2630 SH  SHARED      21                             2630
D PACWEST BANCORP DEL            COM              69526310       756     26463 SH  SHARED                  26463                  
D PACWEST BANCORP DEL            COM              69526310       397     13900 SH  SHARED      01           3000             10900
D PACWEST BANCORP DEL            COM              69526310        64      2263 SH  SHARED      02           2263                  
D PACWEST BANCORP DEL            COM              69526310       430     15061 SH  SHARED      10          12461              2600
D PAETEC HOLDING CORP            COM              69545910         0        70 SH  SHARED      02             70                  
D PAETEC HOLDING CORP            COM              69545910        54     25300 SH  SHARED      10          25300                  
D PAIN THERAPEUTICS INC          COM              69562K10        12      1244 SH  SHARED      02           1244                  
D PALATIN TECHNOLOGIES INC       COM NEW          69607730         2     16058 SH  SHARED                  16058                  
D PALL CORP                      COM              69642930      6228    181126 SH  SHARED                 181126                  
D PALL CORP                      COM              69642930       527     15349 SH  SHARED      01          15349                  
D PALL CORP                      COM              69642930       594     17300 SH  SHARED      02          17300                  
D PALL CORP                      COM              69642930    151235   4397663 SH  SHARED      04        4397663                  
D PALL CORP                      COM              69642930     17439    507112 SH  SHARED      05         507112                  
D PALL CORP                      COM              69642930       728     21182 SH  SHARED      06          12300              8882
D PALL CORP                      COM              69642930      1797     52282 SH  SHARED      10          52282                  
D PALL CORP                      COM              69642930       986     28700 SH  SHARED      14          28700                  
D PALL CORP                      COM              69642930       140      4100 SH  SHR/OTHR    23                             4100
D PALM HARBOR HOMES              NOTE  3.250% 5/1 696639AB        59    100000 PRN SHARED                 100000                  
D PALM HARBOR HOMES              NOTE  3.250% 5/1 696639AB        14     25000 PRN SHARED      02          25000                  
D PALM HARBOR HOMES              COM              69663910         1       138 SH  SHARED                    138                  
D PALM HARBOR HOMES              COM              69663910        70      7105 SH  SHARED      02           7105                  
D PALM INC NEW                   COM              69664310         0        10 SH  SHARED                     10                  
D PALM INC NEW                   COM              69664310       187     31448 SH  SHARED                  31448                  
D PALM INC NEW                   COM              69664310       284     47700 SH  SHARED      01           7200             40500
D PALM INC NEW                   COM              69664310       331     55605 SH  SHARED      02          55605                  
D PALM INC NEW                   COM              69664310       125     21094 SH  SHARED      10          21094                  
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930        43      3237 SH  SHARED      02           3237                  
D PAMRAPO BANCORP INC            COM              69773810         1       102 SH  SHARED                    102                  
D PAMRAPO BANCORP INC            COM              69773810        36      3600 SH  SHARED      01           3600                  
D PAN AMERICAN SILVER CORP       COM              69790010       333     15000 SH  SHARED                                    15000
D PAN AMERICAN SILVER CORP       COM              69790010       451     20325 SH  SHARED                  20325                  
D PAN AMERICAN SILVER CORP       COM              69790010        50      2250 SH  SHARED      02                             2250
D PAN AMERICAN SILVER CORP       COM              69790010      1000     45000 SH  SHARED      04          45000                  
D PAN AMERICAN SILVER CORP       COM              69790010      3334    150000 SH  SHARED      05         150000                  
D PAN AMERICAN SILVER CORP       COM              69790010         2       100 SH  SHARED      06            100                  
D PAN AMERICAN SILVER CORP       COM              69790010     23829   1071950 SH  SHARED      10        1071950                  
D PANACOS PHARMACEUTICALS INC    COM              69811Q10         0      1294 SH  SHARED                   1294                  
D PANACOS PHARMACEUTICALS INC    COM              69811Q10         0      2500 SH  SHARED      02                             2500
D PANERA BREAD CO                CL A             69840W10       934     18369 SH  SHARED                   5769             12600
D PANERA BREAD CO                CL A             69840W10       437      8600 SH  SHARED      01           6300              2300
D PANERA BREAD CO                CL A             69840W10       467      9177 SH  SHARED      02           9177                  
D PANERA BREAD CO                CL A             69840W10      3270     64262 SH  SHARED      10          56962              7300
D PANHANDLE OIL AND GAS INC      CL A             69847710         2        72 SH  SHARED                     72                  
D PANHANDLE OIL AND GAS INC      CL A             69847710         0         4 SH  SHARED      02              4                  
D PANTRY INC                     NOTE  3.000%11/1 698657AL      1194   1473000 PRN SHARED                1473000                  
D PANTRY INC                     COM              69865710        49      2351 SH  SHARED                   2351                  
D PANTRY INC                     COM              69865710        72      3400 SH  SHARED      01           3400                  
D PANTRY INC                     COM              69865710        10       512 SH  SHARED      02            512                  
D PANTRY INC                     COM              69865710      5450    257200 SH  SHARED      10         257200                  
D PAPA JOHNS INTL INC            COM              69881310       275     10150 SH  SHARED                  10150                  
D PAPA JOHNS INTL INC            COM              69881310         4       175 SH  SHARED      01            175                  
D PAPA JOHNS INTL INC            COM              69881310         0        12 SH  SHARED      02             12                  
D PAPA JOHNS INTL INC            COM              69881310       249      9200 SH  SHARED      10           9200                  
D PAPA JOHNS INTL INC            COM              69881310        26       960 SH  SHARED      21            960                  
D PAR PHARMACEUTICAL COS INC     COM              69888P10        57      4643 SH  SHARED                   4643                  
D PAR PHARMACEUTICAL COS INC     COM              69888P10       103      8422 SH  SHARED      02           8422                  
D PAR PHARMACEUTICAL COS INC     COM              69888P10       118      9629 SH  SHARED      10           9629                  
D PAR TECHNOLOGY CORP            COM              69888410         1       216 SH  SHARED                    216                  
D PARAGON TECHNOLOGIES INC       COM              69912T10         0        66 SH  SHARED                     66                  
D PARAGON SHIPPING INC           CL A             69913R30        46      5417 SH  SHARED                   5417                  
D PARAGON SHIPPING INC           CL A             69913R30        92     10880 SH  SHARED      02                            10880
D PARALLEL PETE CORP DEL         COM              69915710         4       464 SH  SHARED                    464                  
D PARALLEL PETE CORP DEL         COM              69915710         0        23 SH  SHARED      02             23                  
D PARALLEL PETE CORP DEL         COM              69915710      8501    902450 SH  SHARED      10         902450                  
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320       329     17909 SH  SHARED                  17909                  
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320       701     38100 SH  SHARED      01           2500             35600
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320       839     45621 SH  SHARED      02          11336             34285
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      1692     91985 SH  SHARED      10          88285              3700
D PARAMOUNT GOLD & SILVER CORP   COM              69924P10         0      1107 SH  SHARED                   1107                  
D PARENT CO                      COM              69945P10         0       231 SH  SHARED                    231                  
D PARENT CO                      COM              69945P10         0        18 SH  SHARED      02             18                  
D PAREXEL INTL CORP              COM              69946210         1        64 SH  SHARED                     64                  
D PAREXEL INTL CORP              COM              69946210        28      1000 SH  SHARED      01           1000                  
D PAREXEL INTL CORP              COM              69946210        13       474 SH  SHARED      02            232               242
D PAREXEL INTL CORP              COM              69946210      2588     90319 SH  SHARED      10          90319                  
D PAREXEL INTL CORP              COM              69946210         1        50 SH  SHARED      20             50                  
D PAREXEL INTL CORP              COM              69946210        37      1320 SH  SHARED      21           1320                  
D PARK ELECTROCHEMICAL CORP      COM              70041620        33      1376 SH  SHARED                   1376                  
D PARK ELECTROCHEMICAL CORP      COM              70041620        13       553 SH  SHARED      02            515                38
D PARK ELECTROCHEMICAL CORP      COM              70041620     15207    627382 SH  SHARED      10         627382                  
D PARK NATL CORP                 COM              70065810       514      6590 SH  SHARED                   6590                  
D PARK NATL CORP                 COM              70065810        32       413 SH  SHARED      02            413                  
D PARK NATL CORP                 COM              70065810       163      2100 SH  SHARED      06           2100                  
D PARK NATL CORP                 COM              70065810       647      8300 SH  SHARED      10           8300                  
D PARK OHIO HLDGS CORP           COM              70066610         3       204 SH  SHARED                    204                  
D PARK OHIO HLDGS CORP           COM              70066610         0         4 SH  SHARED      02              4                  
D PARK OHIO HLDGS CORP           COM              70066610        48      2700 SH  SHARED      10           2700                  
D PARKER DRILLING CO             NOTE  2.125% 7/1 701081AR      6268   6881000 PRN SHARED      02        6881000                  
D PARKER DRILLING CO             COM              70108110        16      2008 SH  SHARED                   2008                  
D PARKER DRILLING CO             COM              70108110       187     23335 SH  SHARED      01          23335                  
D PARKER DRILLING CO             COM              70108110        95     11882 SH  SHARED      02          11882                  
D PARKER DRILLING CO             COM              70108110       378     47200 SH  SHARED      10          40700              6500
D PARKER DRILLING CO             COM              70108110         1       224 SH  SHARED      20            224                  
D PARKER DRILLING CO             COM              70108110        20      2590 SH  SHARED      21           2590                  
D PARKER HANNIFIN CORP           COM              70109410     19370    365477 SH  SHARED                 365477                  
D PARKER HANNIFIN CORP           COM              70109410      1533     28935 SH  SHARED      01          28625               310
D PARKER HANNIFIN CORP           COM              70109410        23       435 SH  SHR/OTHR    01                              435
D PARKER HANNIFIN CORP           COM              70109410       783     14789 SH  SHARED      02          14789                  
D PARKER HANNIFIN CORP           COM              70109410      2385     45000 SH  SHARED      04          45000                  
D PARKER HANNIFIN CORP           COM              70109410         5       105 SH  SHARED      05            105                  
D PARKER HANNIFIN CORP           COM              70109410      1767     33357 SH  SHARED      06          27997              5360
D PARKER HANNIFIN CORP           COM              70109410     88710   1673786 SH  SHARED      10        1670086              3700
D PARKER HANNIFIN CORP           COM              70109410       268      5074 SH  SHARED      14                             5074
D PARKER HANNIFIN CORP           COM              70109410       180      3403 SH  SHARED      20           1790              1613
D PARKER HANNIFIN CORP           COM              70109410        15       300 SH  SHARED      21            300                  
D PARKER HANNIFIN CORP           COM              70109410        28       539 SH  SHR/OTHR    22                              539
D PARKER HANNIFIN CORP           COM              70109410        75      1425 SH  SHARED      23           1425                  
D PARKER HANNIFIN CORP           COM              70109410       127      2400 SH  SHR/OTHR    23                             2400
D PARKERVISION INC               COM              70135410       519     51967 SH  SHARED                  51967                  
D PARKERVISION INC               COM              70135410        42      4282 SH  SHARED      02           4282                  
D PARKVALE FINL CORP             COM              70149210         1       123 SH  SHARED                    123                  
D PARKWAY PPTYS INC              COM              70159Q10       378      9991 SH  SHARED                   9991                  
D PARKWAY PPTYS INC              COM              70159Q10       100      2659 SH  SHARED      02           2647                12
D PARKWAY PPTYS INC              COM              70159Q10       901     23800 SH  SHARED      10          21500              2300
D PARLUX FRAGRANCES INC          COM              70164510         2       411 SH  SHARED                    411                  
D PARLUX FRAGRANCES INC          COM              70164510        26      5200 SH  SHARED      02           5200                  
D PARTNER COMMUNICATIONS CO LT   ADR              70211M10       361     19605 SH  SHARED                  19605                  
D PARTNER COMMUNICATIONS CO LT   ADR              70211M10         7       400 SH  SHARED      02            400                  
D PARTICLE DRILLING TECHNOLOGI   COM              70212G10         0       820 SH  SHARED                    820                  
D PARTICLE DRILLING TECHNOLOGI   COM              70212G10         0        94 SH  SHARED      02             94                  
D PATNI COMPUTER SYS             SPONS ADR        70324820        14      1840 SH  SHARED                   1840                  
D PATRICK INDS INC               COM              70334310         0       154 SH  SHARED                    154                  
D PATRIOT CAPITAL FUNDING INC    COM              70335Y10        36      5779 SH  SHARED                   5779                  
D PATRIOT CAPITAL FUNDING INC    COM              70335Y10        16      2541 SH  SHARED      02            741              1800
D PATRIOT CAPITAL FUNDING INC    COM              70335Y10        54      8500 SH  SHARED      10           8500                  
D PATRIOT NATL BANCORP INC       COM              70336F10         0        80 SH  SHARED                     80                  
D PATRIOT COAL CORP              COM              70336T10         3       130 SH  SHARED                    130                  
D PATRIOT COAL CORP              COM              70336T10       881     30361 SH  SHARED                  30361                  
D PATRIOT COAL CORP              COM              70336T10       604     20820 SH  SHARED      01            500             20320
D PATRIOT COAL CORP              COM              70336T10        71      2467 SH  SHARED      02           1567               900
D PATRIOT COAL CORP              COM              70336T10        58      2000 SH  SHARED      04           2000                  
D PATRIOT COAL CORP              COM              70336T10        63      2200 SH  SHARED      10           2200                  
D PATRIOT COAL CORP              COM              70336T10        22       780 SH  SHARED      20            380               400
D PATRIOT TRANSN HLDG INC        COM              70337B10         0         1 SH  SHARED                      1                  
D PATTERSON COMPANIES INC        COM              70339510       284      9366 SH  SHARED                   9366                  
D PATTERSON COMPANIES INC        COM              70339510       398     13100 SH  SHARED      01          13100                  
D PATTERSON COMPANIES INC        COM              70339510       354     11661 SH  SHARED      02          11661                  
D PATTERSON COMPANIES INC        COM              70339510        39      1300 SH  SHARED      04           1300                  
D PATTERSON COMPANIES INC        COM              70339510       455     14990 SH  SHARED      06          11900              3090
D PATTERSON COMPANIES INC        COM              70339510      1796     59068 SH  SHARED      10          59068                  
D PATTERSON COMPANIES INC        COM              70339510        60      2000 SH  SHARED      23                             2000
D PATTERSON UTI ENERGY INC       COM              70348110      5815    290501 SH  SHARED                 290501                  
D PATTERSON UTI ENERGY INC       COM              70348110      1089     54400 SH  SHARED      01           5600             48800
D PATTERSON UTI ENERGY INC       COM              70348110      1071     53532 SH  SHARED      02          51387              2145
D PATTERSON UTI ENERGY INC       COM              70348110       260     13000 SH  SHARED      04          13000                  
D PATTERSON UTI ENERGY INC       COM              70348110         3       160 SH  SHARED      05            160                  
D PATTERSON UTI ENERGY INC       COM              70348110       412     20600 SH  SHARED      06          19100              1500
D PATTERSON UTI ENERGY INC       COM              70348110       996     49793 SH  SHARED      10          49793                  
D PATTERSON UTI ENERGY INC       COM              70348110       174      8700 SH  SHARED      14                             8700
D PATTERSON UTI ENERGY INC       COM              70348110       167      8385 SH  SHARED      21           8285               100
D PAULSON CAP CORP               COM              70379710         0        48 SH  SHARED                     48                  
D PAYCHEX INC                    COM              70432610      1950     59055 SH  SHARED                  59055                  
D PAYCHEX INC                    COM              70432610      1236     37425 SH  SHARED      01          37425                  
D PAYCHEX INC                    COM              70432610       264      8000 SH  SHR/OTHR    01                             8000
D PAYCHEX INC                    COM              70432610      5886    178229 SH  SHARED      02         175716              2513
D PAYCHEX INC                    COM              70432610         6       210 SH  SHARED      05            210                  
D PAYCHEX INC                    COM              70432610      1389     42070 SH  SHARED      06          32600              9470
D PAYCHEX INC                    COM              70432610      4811    145663 SH  SHARED      10         145663                  
D PAYCHEX INC                    COM              70432610       913     27645 SH  SHARED      14                            27645
D PAYCHEX INC                    COM              70432610      6606    200000 SH  SHARED      20         200000                  
D PAYCHEX INC                    COM              70432610       464     14073 SH  SHARED      21          13123               950
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG       654    726000 PRN SHARED      02         714000             12000
D PEABODY ENERGY CORP            COM              70454910       849     18875 SH  SHARED                  18875                  
D PEABODY ENERGY CORP            COM              70454910      7917    175939 SH  SHARED                 175939                  
D PEABODY ENERGY CORP            COM              70454910      1334     29665 SH  SHARED      01          28660              1005
D PEABODY ENERGY CORP            COM              70454910      2577     57275 SH  SHARED      02          24235             33040
D PEABODY ENERGY CORP            COM              70454910       841     18700 SH  SHARED      04          18700                  
D PEABODY ENERGY CORP            COM              70454910         6       150 SH  SHARED      05            150                  
D PEABODY ENERGY CORP            COM              70454910      1598     35520 SH  SHARED      06          27500              8020
D PEABODY ENERGY CORP            COM              70454910     16037    356386 SH  SHARED      10         293204             63182
D PEABODY ENERGY CORP            COM              70454910       963     21400 SH  SHARED      14                            21400
D PEABODY ENERGY CORP            COM              70454910       181      4025 SH  SHARED      20           2025              2000
D PEABODY ENERGY CORP            COM              70454910        69      1550 SH  SHARED      21                             1550
D PEAPACK-GLADSTONE FINL CORP    COM              70469910         1        48 SH  SHARED                     48                  
D PEARSON PLC                    SPONSORED ADR    70501510        28      2632 SH  SHARED                   2632                  
D PEARSON PLC                    SPONSORED ADR    70501510         3       350 SH  SHARED      02            350                  
D PEARSON PLC                    SPONSORED ADR    70501510      1347    123600 SH  SHARED      14                           123600
D PECO II INC                    COM NEW          70522120         0        44 SH  SHARED                     44                  
D PECO II INC                    COM NEW          70522120         3      1000 SH  SHARED      02                             1000
D PEDIATRIX MED GROUP            COM              70532410       153      2850 SH  SHARED      01           2850                  
D PEDIATRIX MED GROUP            COM              70532410        16       300 SH  SHR/OTHR    01                              300
D PEDIATRIX MED GROUP            COM              70532410        28       532 SH  SHARED      02            403               129
D PEDIATRIX MED GROUP            COM              70532410      1290     23930 SH  SHARED      10          23930                  
D PEDIATRIX MED GROUP            COM              70532410        71      1327 SH  SHARED      21                             1327
D PEERLESS SYS CORP              COM              70553610         0       409 SH  SHARED                    409                  
D PEETS COFFEE & TEA INC         COM              70556010         9       338 SH  SHARED                    338                  
D PEETS COFFEE & TEA INC         COM              70556010         0        30 SH  SHARED      02              7                23
D PEGASYSTEMS INC                COM              70557310        19      1513 SH  SHARED                   1513                  
D PEGASYSTEMS INC                COM              70557310        99      7708 SH  SHARED      02           7708                  
D PEGASYSTEMS INC                COM              70557310        51      4000 SH  SHARED      10           4000                  
D PENGROWTH ENERGY TR            TR UNIT NEW      70690250      4099    274399 SH  SHARED                 274399                  
D PENGROWTH ENERGY TR            TR UNIT NEW      70690250       107      7200 SH  SHARED      02            200              7000
D PENGROWTH ENERGY TR            TR UNIT NEW      70690250     19922   1333500 SH  SHARED      10        1333500                  
D PENGROWTH ENERGY TR            TR UNIT NEW      70690250        91      6150 SH  SHR/OTHR    23                             6150
D PENFORD CORP                   COM              70705110         0         4 SH  SHARED                      4                  
D PENFORD CORP                   COM              70705110        14       806 SH  SHARED      02            806                  
D PENN NATL GAMING INC           COM              70756910       460     17337 SH  SHARED                  17337                  
D PENN NATL GAMING INC           COM              70756910       161      6075 SH  SHARED      01           6075                  
D PENN NATL GAMING INC           COM              70756910       130      4906 SH  SHARED      02           4906                  
D PENN NATL GAMING INC           COM              70756910        95      3600 SH  SHARED      10           3600                  
D PENN TREATY AMERN CORP         COM NEW          70787440         1      1341 SH  SHARED                   1341                  
D PENN VA GP HLDGS L P           COM UNIT R LIM   70788P10        13       669 SH  SHARED                    669                  
D PENN VA CORP                   NOTE  4.500%11/1 707882AA      1200   1043000 PRN SHARED      02        1043000                  
D PENN VA CORP                   COM              70788210       294      5505 SH  SHARED                   5505                  
D PENN VA CORP                   COM              70788210         1        27 SH  SHARED      02             27                  
D PENN VA CORP                   COM              70788210       192      3600 SH  SHARED      10           2400              1200
D PENN VA CORP                   COM              70788210        24       465 SH  SHARED      21            465                  
D PENN VA RESOURCES PARTNERS L   COM              70788410        13       835 SH  SHARED                    835                  
D PENN VA RESOURCES PARTNERS L   COM              70788410        65      4000 SH  SHARED      02                             4000
D PENN WEST ENERGY TR            TR UNIT          70788510        72      3000 SH  SHARED                   3000                  
D PENN WEST ENERGY TR            TR UNIT          70788510     16049    665943 SH  SHARED                 665943                  
D PENN WEST ENERGY TR            TR UNIT          70788510      2261     93838 SH  SHARED      02                            93838
D PENN WEST ENERGY TR            TR UNIT          70788510        28      1200 SH  SHARED      04           1200                  
D PENN WEST ENERGY TR            TR UNIT          70788510     12990    539020 SH  SHARED      10         539020                  
D PENN WEST ENERGY TR            TR UNIT          70788510         6       254 SH  SHARED      14                              254
D PENN WEST ENERGY TR            TR UNIT          70788510        24      1000 SH  SHARED      20           1000                  
D PENN WEST ENERGY TR            TR UNIT          70788510        36      1500 SH  SHR/OTHR    23                             1500
D PENNANTPARK INVT CORP          COM              70806210       107     14454 SH  SHARED                  14454                  
D PENNANTPARK INVT CORP          COM              70806210         2       383 SH  SHARED      02            383                  
D PENNANTPARK INVT CORP          COM              70806210        30      4083 SH  SHR/OTHR    23                             4083
D PENNEY J C INC                 COM              70816010     15504    465034 SH  SHARED                 465034                  
D PENNEY J C INC                 COM              70816010      1075     32267 SH  SHARED      01          28067              4200
D PENNEY J C INC                 COM              70816010     10056    301635 SH  SHARED      02         298233              3402
D PENNEY J C INC                 COM              70816010       166      5000 SH  SHARED      04           5000                  
D PENNEY J C INC                 COM              70816010      7664    229900 SH  SHARED      05         229900                  
D PENNEY J C INC                 COM              70816010      1028     30840 SH  SHARED      06          23450              7390
D PENNEY J C INC                 COM              70816010      4208    126219 SH  SHARED      10         126219                  
D PENNEY J C INC                 COM              70816010        46      1400 SH  SHARED      14                             1400
D PENNEY J C INC                 COM              70816010        80      2400 SH  SHR/OTHR    23                             2400
D PENNICHUCK CORP                COM NEW          70825420         2       110 SH  SHARED                    110                  
D PENNSYLVANIA COMM BANCORP IN   COM              70867710         2        95 SH  SHARED                     95                  
D PENNSYLVANIA COMM BANCORP IN   COM              70867710         5       176 SH  SHARED      02                              176
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210        31      1677 SH  SHARED                   1677                  
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210        24      1300 SH  SHARED      01           1300                  
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210       132      7007 SH  SHARED      02           7007                  
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210       737     39110 SH  SHARED      10          39110                  
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10       483     42197 SH  SHARED                  22297             19900
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10       322     28150 SH  SHARED      01          28150                  
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10         1       102 SH  SHARED      02            102                  
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10      5913    515600 SH  SHARED      10         515600                  
D PENSON WORLDWIDE INC           COM              70960010       202     14630 SH  SHARED                  14630                  
D PENSON WORLDWIDE INC           COM              70960010       109      7900 SH  SHARED      01           7900                  
D PENSON WORLDWIDE INC           COM              70960010       391     28200 SH  SHARED      10          28200                  
D PENTAIR INC                    COM              70963110     27258    788488 SH  SHARED                 788488                  
D PENTAIR INC                    COM              70963110      1044     30200 SH  SHARED      01                            30200
D PENTAIR INC                    COM              70963110       930     26904 SH  SHARED      02          25669              1235
D PENTAIR INC                    COM              70963110        16       470 SH  SHARED      06                              470
D PENTAIR INC                    COM              70963110       532     15410 SH  SHARED      10          15410                  
D PENWEST PHARMACEUTICALS CO     COM              70975410         1       920 SH  SHARED                    920                  
D PENWEST PHARMACEUTICALS CO     COM              70975410         6      3008 SH  SHARED      02           1008              2000
D PENWEST PHARMACEUTICALS CO     COM              70975410       227    110300 SH  SHARED      10         110300                  
D PEOPLES BANCORP INC            COM              70978910         1        86 SH  SHARED                     86                  
D PEOPLES BANCORP INC            COM              70978910       193      8900 SH  SHARED      10           8900                  
D PEOPLES BANCORP N C INC        COM              71057710         1       124 SH  SHARED                    124                  
D PEOPLES CMNTY BANCORP INC      COM              71086E10         0       118 SH  SHARED                    118                  
D PEOPLES EDL HLDGS INC          COM              71102610         0        35 SH  SHARED                     35                  
D PEOPLES FINL CORP MISS         COM              71103B10         2       104 SH  SHARED                    104                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410      2133    110841 SH  SHARED                 110841                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410         8       422 SH  SHARED      01            422                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410       122      6389 SH  SHARED      02           6389                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410       154      8000 SH  SHARED      06           4000              4000
D PEOPLES UNITED FINANCIAL INC   COM              71270410       175      9100 SH  SHARED      10           9100                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410        30      1585 SH  SHARED      21           1585                  
D PEOPLESUPPORT INC              COM              71271430       306     26252 SH  SHARED                  26252                  
D PEOPLESUPPORT INC              COM              71271430        79      6810 SH  SHARED      02           6810                  
D PEP BOYS MANNY MOE & JACK      COM              71327810       731    118397 SH  SHARED                 118397                  
D PEP BOYS MANNY MOE & JACK      COM              71327810        32      5213 SH  SHARED      02           5213                  
D PEP BOYS MANNY MOE & JACK      COM              71327810       174     28212 SH  SHARED      10          28212                  
D PEP BOYS MANNY MOE & JACK      COM              71327810        34      5600 SH  SHR/OTHR    23                             5600
D PEPCO HOLDINGS INC             COM              71329110     11069    483188 SH  SHARED                 483188                  
D PEPCO HOLDINGS INC             COM              71329110       263     11520 SH  SHARED      01          11520                  
D PEPCO HOLDINGS INC             COM              71329110       641     27992 SH  SHARED      02          27992                  
D PEPCO HOLDINGS INC             COM              71329110        38      1700 SH  SHARED      04           1700                  
D PEPCO HOLDINGS INC             COM              71329110       596     26030 SH  SHARED      06          20200              5830
D PEPCO HOLDINGS INC             COM              71329110      2485    108506 SH  SHARED      10         108506                  
D PEPCO HOLDINGS INC             COM              71329110         6       300 SH  SHARED      23                              300
D PEPSI BOTTLING GROUP INC       COM              71340910      5954    204117 SH  SHARED                 189017             15100
D PEPSI BOTTLING GROUP INC       COM              71340910      1286     44094 SH  SHARED      01          38610              5484
D PEPSI BOTTLING GROUP INC       COM              71340910       109      3750 SH  SHR/OTHR    01                             3750
D PEPSI BOTTLING GROUP INC       COM              71340910       696     23881 SH  SHARED      02          23381               500
D PEPSI BOTTLING GROUP INC       COM              71340910      1074     36850 SH  SHARED      06          33550              3300
D PEPSI BOTTLING GROUP INC       COM              71340910     25734    882234 SH  SHARED      10         822734             59500
D PEPSI BOTTLING GROUP INC       COM              71340910        55      1900 SH  SHARED      14                             1900
D PEPSI BOTTLING GROUP INC       COM              71340910        18       635 SH  SHARED      20            635                  
D PEPSI BOTTLING GROUP INC       COM              71340910        12       445 SH  SHR/OTHR    21                              445
D PEPSIAMERICAS INC              COM              71343P20       689     33271 SH  SHARED                  33271                  
D PEPSIAMERICAS INC              COM              71343P20       505     24400 SH  SHARED      01                            24400
D PEPSIAMERICAS INC              COM              71343P20      2110    101849 SH  SHARED      02         101849                  
D PEPSIAMERICAS INC              COM              71343P20       190      9211 SH  SHARED      10           8411               800
D PEPSIAMERICAS INC              COM              71343P20        62      3000 SH  SHARED      23                             3000
D PEPSICO INC                    COM              71344810       423      5943 SH  SHARED                   5943                  
D PEPSICO INC                    COM              71344810    170350   2390218 SH  SHARED                2346338             43880
D PEPSICO INC                    COM              71344810     34579    485195 SH  SHARED      01         301399            183796
D PEPSICO INC                    COM              71344810      6340     88961 SH  SHR/OTHR    01                            88961
D PEPSICO INC                    COM              71344810      7081     99365 SH  SHARED      02          62582             36783
D PEPSICO INC                    COM              71344810      2243     31475 SH  SHARED      04          31475                  
D PEPSICO INC                    COM              71344810        52       730 SH  SHARED      05            730                  
D PEPSICO INC                    COM              71344810     22109    310225 SH  SHARED      06         214435             95790
D PEPSICO INC                    COM              71344810    241615   3390140 SH  SHARED      10        3355070             35070
D PEPSICO INC                    COM              71344810      1676     23530 SH  SHARED      14                            23530
D PEPSICO INC                    COM              71344810       678      9520 SH  SHARED      15                             9520
D PEPSICO INC                    COM              71344810       308      4326 SH  SHARED      19                             4326
D PEPSICO INC                    COM              71344810     10852    152275 SH  SHARED      20         104382      100    47793
D PEPSICO INC                    COM              71344810      7218    101282 SH  SHR/OTHR    20                           101282
D PEPSICO INC                    COM              71344810       972     13648 SH  SHARED      21           5148              8500
D PEPSICO INC                    COM              71344810       520      7300 SH  SHR/OTHR    21                             7300
D PEPSICO INC                    COM              71344810      1948     27337 SH  SHARED      22          13642             13695
D PEPSICO INC                    COM              71344810       629      8837 SH  SHR/OTHR    22                             8837
D PEPSICO INC                    COM              71344810     12548    176068 SH  SHARED      23         157438             18630
D PEPSICO INC                    COM              71344810     21219    297731 SH  SHR/OTHR    23                           297731
D PERCEPTRON INC                 COM              71361F10        10      1982 SH  SHARED                   1982                  
D PERCEPTRON INC                 COM              71361F10        14      2600 SH  SHARED      02           2600                  
D PERDIGAO S A                   SPONSORED ADR    71361V30       388      9921 SH  SHARED                   9921                  
D PEREGRINE PHARMACEUTICALS IN   COM              71366110         1      5896 SH  SHARED                   5896                  
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10       290     12930 SH  SHARED                  12930                  
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10         0        12 SH  SHARED      02             12                  
D PERFICIENT INC                 COM              71375U10         9      1434 SH  SHARED                   1434                  
D PERFICIENT INC                 COM              71375U10        16      2500 SH  SHARED      01           2500                  
D PERFICIENT INC                 COM              71375U10         0        94 SH  SHARED      02             18                76
D PERFICIENT INC                 COM              71375U10      2813    423714 SH  SHARED      10         423714                  
D PERFUMANIA HLDGS INC           COM NEW          71376C10         0        50 SH  SHARED                     50                  
D PERFORMANCE TECHNOLOGIES INC   COM              71376K10        17      3916 SH  SHARED                   3916                  
D PERFORMANCE TECHNOLOGIES INC   COM              71376K10         2       600 SH  SHARED      02            600                  
D PERICOM SEMICONDUCTOR CORP     COM              71383110        30      2880 SH  SHARED                   2880                  
D PERICOM SEMICONDUCTOR CORP     COM              71383110         0        12 SH  SHARED      02             12                  
D PERICOM SEMICONDUCTOR CORP     COM              71383110       111     10600 SH  SHARED      10          10600                  
D PERINI CORP                    COM              71383910       291     11307 SH  SHARED                  11307                  
D PERINI CORP                    COM              71383910       482     18700 SH  SHARED      01          18700                  
D PERINI CORP                    COM              71383910       660     25600 SH  SHR/OTHR    01                            25600
D PERINI CORP                    COM              71383910      2679    103878 SH  SHARED      02         103823                55
D PERINI CORP                    COM              71383910      9173    355700 SH  SHARED      10         354300              1400
D PERKINELMER INC                COM              71404610      3457    138467 SH  SHARED                 138467                  
D PERKINELMER INC                COM              71404610       284     11400 SH  SHARED      01          11400                  
D PERKINELMER INC                COM              71404610       487     19509 SH  SHARED      02          19377               132
D PERKINELMER INC                COM              71404610       340     13650 SH  SHARED      06          11650              2000
D PERKINELMER INC                COM              71404610     15283    612069 SH  SHARED      10         612069                  
D PERMA-FIX ENVIRONMENTAL SVCS   COM              71415710         2      1356 SH  SHARED                   1356                  
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610        51      2223 SH  SHARED                   2223                  
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610        46      2000 SH  SHARED      01                             2000
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610        31      1353 SH  SHARED      02            123              1230
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610        92      4000 SH  SHR/OTHR    20                             4000
D PEROT SYS CORP                 CL A             71426510        49      2829 SH  SHARED                   2829                  
D PEROT SYS CORP                 CL A             71426510       349     20143 SH  SHARED      01          20143                  
D PEROT SYS CORP                 CL A             71426510        54      3149 SH  SHARED      02           3149                  
D PEROT SYS CORP                 CL A             71426510       347     20000 SH  SHARED      04          20000                  
D PEROT SYS CORP                 CL A             71426510       549     31700 SH  SHARED      10          31700                  
D PEROT SYS CORP                 CL A             71426510        41      2410 SH  SHARED      21           2410                  
D PERRIGO CO                     COM              71429010        14       387 SH  SHARED                    387                  
D PERRIGO CO                     COM              71429010      1149     29900 SH  SHARED      01           3600             26300
D PERRIGO CO                     COM              71429010       336      8747 SH  SHARED      02           8747                  
D PERRIGO CO                     COM              71429010      2830     73600 SH  SHARED      10          73000               600
D PERRIGO CO                     COM              71429010        24       635 SH  SHARED      21            635                  
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410      2322     78000 SH  SHARED                  78000                  
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410         6       220 SH  SHARED      02            145                75
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410       297     10000 SH  SHARED      04          10000                  
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410        35      1200 SH  SHARED      10           1200                  
D PERVASIVE SOFTWARE INC         COM              71571010         2       500 SH  SHARED                    500                  
D PERVASIVE SOFTWARE INC         COM              71571010         0       100 SH  SHARED      02            100                  
D PERVASIVE SOFTWARE INC         COM              71571010        56     13740 SH  SHARED      10          13740                  
D PET DRX CORPORATION            COM              71581310         0        42 SH  SHARED      02             42                  
D PET DRX CORPORATION            COM              71581310         0       201 SH  SHARED      20            201                  
D PETMED EXPRESS INC             COM              71638210         9       600 SH  SHARED                    600                  
D PETMED EXPRESS INC             COM              71638210        40      2580 SH  SHARED      02           2580                  
D PETRO-CDA                      COM              71644E10        25       750 SH  SHARED                    750                  
D PETRO-CDA                      COM              71644E10     29355    880220 SH  SHARED                 877220              3000
D PETRO-CDA                      COM              71644E10       101      3044 SH  SHARED      01           1044              2000
D PETRO-CDA                      COM              71644E10       350     10502 SH  SHARED      02          10465                37
D PETRO-CDA                      COM              71644E10     52646   1578600 SH  SHARED      04        1578600                  
D PETRO-CDA                      COM              71644E10        10       300 SH  SHARED      05            300                  
D PETRO-CDA                      COM              71644E10      1996     59870 SH  SHARED      06          57370              2500
D PETRO-CDA                      COM              71644E10       410     12300 SH  SHARED      10          12300                  
D PETRO-CDA                      COM              71644E10       643     19294 SH  SHARED      14          15300              3994
D PETRO-CDA                      COM              71644E10        66      2000 SH  SHARED      23           2000                  
D PETRO-CDA                      COM              71644E10       200      6000 SH  SHR/OTHR    23                             6000
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10        33       325 SH  SHARED                    325                  
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10      5479     53335 SH  SHARED                  53335                  
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10        82       800 SH  SHARED      01                              800
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10        15       150 SH  SHR/OTHR    01                              150
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10     32409    315478 SH  SHARED      02         313118              2360
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10     10024     97577 SH  SHARED      10          70159             27418
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       205      2000 SH  SHARED      23           2000                  
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       513      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        72      7400 SH  SHARED                   7400                  
D PETROBRAS ENERGIA PARTCPTNS    SP ADR B SHS     71646M10        99     10069 SH  SHARED                  10069                  
D PETROHAWK ENERGY CORP          COM              71649510      9765    451478 SH  SHARED                 451478                  
D PETROHAWK ENERGY CORP          COM              71649510      1042     48211 SH  SHARED      01          48211                  
D PETROHAWK ENERGY CORP          COM              71649510       158      7327 SH  SHARED      02             37              7290
D PETROHAWK ENERGY CORP          COM              71649510        32      1500 SH  SHARED      06                             1500
D PETROHAWK ENERGY CORP          COM              71649510      7166    331332 SH  SHARED      10         331332                  
D PETROHAWK ENERGY CORP          COM              71649510        16       755 SH  SHARED      21            640               115
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10     38766   1035978 SH  SHARED                1006678             29300
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10      3881    103716 SH  SHARED      02          50000             53716
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10      3173     84800 SH  SHARED      04          84800                  
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10        93      2500 SH  SHARED      06           2500                  
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10    115002   3073300 SH  SHARED      10        3073300                  
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10      1975     52800 SH  SHARED      14                            52800
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      8600    195682 SH  SHARED                  30682            165000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40    106403   2421004 SH  SHARED                2421004                  
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      3981     90600 SH  SHARED      01          89100              1500
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        17       400 SH  SHR/OTHR    01                              400
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     13474    306588 SH  SHARED      02         199916            106672
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       361      8220 SH  SHARED      04                             8220
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40    135053   3072880 SH  SHARED      04        3072880                  
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     23118    526010 SH  SHARED      06         328810            197200
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40    107268   2440691 SH  SHARED      10        2379191             61500
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      1881     42800 SH  SHARED      14          19800             23000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        19       450 SH  SHARED      20            450                  
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        83      1890 SH  SHARED      21                             1890
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        54      1250 SH  SHARED      23                             1250
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       131      3000 SH  SHR/OTHR    23                             3000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       105      2398 SH  SHARED      24           2398                  
D PETROLEUM DEV CORP             COM              71657810         0        21 SH  SHARED                     21                  
D PETROLEUM DEV CORP             COM              71657810        13       300 SH  SHARED      01            300                  
D PETROLEUM DEV CORP             COM              71657810        15       358 SH  SHARED      02            358                  
D PETROLEUM DEV CORP             COM              71657810        87      1962 SH  SHARED      10           1962                  
D PETROLEUM DEV CORP             COM              71657810        11       256 SH  SHARED      21                              256
D PETROQUEST ENERGY INC          COM              71674810         3       202 SH  SHARED                    202                  
D PETROQUEST ENERGY INC          COM              71674810       688     44860 SH  SHARED      01          44860                  
D PETROQUEST ENERGY INC          COM              71674810         0        24 SH  SHARED      02             24                  
D PETROQUEST ENERGY INC          COM              71674810     15656   1019974 SH  SHARED      10        1019974                  
D PETROQUEST ENERGY INC          COM              71674810        30      2000 SH  SHR/OTHR    20                             2000
D PETROQUEST ENERGY INC          COM              71674810        26      1713 SH  SHARED      21                             1713
D PETSMART INC                   COM              71676810      1596     64620 SH  SHARED                  64620                  
D PETSMART INC                   COM              71676810       989     40050 SH  SHARED      01           1250             38800
D PETSMART INC                   COM              71676810       295     11944 SH  SHARED      02          11872                72
D PETSMART INC                   COM              71676810        21       850 SH  SHARED      06            150               700
D PETSMART INC                   COM              71676810        98      4000 SH  SHARED      10           4000                  
D PETSMART INC                   COM              71676810        74      3000 SH  SHARED      21                             3000
D PHARMACYCLICS INC              COM              71693310         1       560 SH  SHARED                    560                  
D PFIZER INC                     COM              71708110     10772    584170 SH  SHARED                  33600            550570
D PFIZER INC                     COM              71708110    353216  19154880 SH  SHARED               18530656            624225
D PFIZER INC                     COM              71708110     27421   1487089 SH  SHARED      01        1194326     1000   291763
D PFIZER INC                     COM              71708110      1736     94159 SH  SHR/OTHR    01                            94159
D PFIZER INC                     COM              71708110     12246    664102 SH  SHARED      02         270042            394060
D PFIZER INC                     COM              71708110       252     13709 SH  SHARED      04                            13709
D PFIZER INC                     COM              71708110    234536  12718902 SH  SHARED      04       12718902                  
D PFIZER INC                     COM              71708110      6510    353080 SH  SHARED      05         353080                  
D PFIZER INC                     COM              71708110     35999   1952248 SH  SHARED      06        1594964            357284
D PFIZER INC                     COM              71708110    532356  28869680 SH  SHARED      10       26034128           2835559
D PFIZER INC                     COM              71708110      6424    348398 SH  SHARED      14          51600            296798
D PFIZER INC                     COM              71708110      2300    124768 SH  SHARED      15                           124768
D PFIZER INC                     COM              71708110       249     13520 SH  SHARED      19                            13520
D PFIZER INC                     COM              71708110      4366    236791 SH  SHARED      20         197232             39559
D PFIZER INC                     COM              71708110      4690    254347 SH  SHR/OTHR    20                           254347
D PFIZER INC                     COM              71708110       503     27325 SH  SHARED      21          25865              1460
D PFIZER INC                     COM              71708110      4657    252600 SH  SHR/OTHR    21                           252600
D PFIZER INC                     COM              71708110       432     23470 SH  SHARED      22           9864             13606
D PFIZER INC                     COM              71708110       408     22150 SH  SHR/OTHR    22                            22150
D PFIZER INC                     COM              71708110      3102    168257 SH  SHARED      23         143637             24620
D PFIZER INC                     COM              71708110      8365    453646 SH  SHR/OTHR    23                           453646
D PFIZER INC                     COM              71708110       765     41500 SH  SHARED      24          41500                  
D PFSWEB INC                     COM NEW          71709820         0       257 SH  SHARED                    257                  
D PFSWEB INC                     COM NEW          71709820         4      2021 SH  SHARED      02                             2021
D PHARMACOPEIA INC               COM              7171EP10         1       770 SH  SHARED                    770                  
D PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A20       426      6423 SH  SHARED                   6423                  
D PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A20      3478     52380 SH  SHARED      02          51150              1230
D PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A20        59       900 SH  SHARED      15                              900
D PHARMACEUTICAL PROD DEV INC    COM              71712410      1561     37758 SH  SHARED                  37758                  
D PHARMACEUTICAL PROD DEV INC    COM              71712410      1740     42100 SH  SHARED      01           4100             38000
D PHARMACEUTICAL PROD DEV INC    COM              71712410       190      4619 SH  SHARED      02           2045              2574
D PHARMACEUTICAL PROD DEV INC    COM              71712410        24       600 SH  SHARED      06                              600
D PHARMACEUTICAL PROD DEV INC    COM              71712410     22608    546754 SH  SHARED      10         546754                  
D PHARMACEUTICAL PROD DEV INC    COM              71712410         3        80 SH  SHARED      21                               80
D PHARMACEUTICAL PROD DEV INC    COM              71712410        12       300 SH  SHR/OTHR    23                              300
D PHARMOS CORP                   COM PAR $.03     71713930         0       445 SH  SHARED                    445                  
D PHARMERICA CORP                COM              71714F10        40      1813 SH  SHARED                   1813                  
D PHARMERICA CORP                COM              71714F10        53      2400 SH  SHARED      01           2400                  
D PHARMERICA CORP                COM              71714F10         0        42 SH  SHARED      02             17                25
D PHARMERICA CORP                COM              71714F10        89      4000 SH  SHARED      06           4000                  
D PHARMERICA CORP                COM              71714F10       595     26466 SH  SHARED      10          26466                  
D PHARMATHENE INC                COM              71714G10         0       323 SH  SHARED                    323                  
D PHARMANET DEV GROUP INC        COM              71714810        21      3013 SH  SHARED                   3013                  
D PHARMANET DEV GROUP INC        COM              71714810         0        11 SH  SHARED      02             11                  
D PHARMANET DEV GROUP INC        COM              71714810       222     30851 SH  SHARED      10          30851                  
D PHARMASSET INC                 COM              71715N10      1456     72994 SH  SHARED                  72994                  
D PHARMASSET INC                 COM              71715N10        22      1116 SH  SHARED      02           1116                  
D PHARSIGHT CORP                 COM NEW          71721Q20         0       165 SH  SHARED                    165                  
D PHASE FORWARD INC              COM              71721R40         0        14 SH  SHARED                     14                  
D PHASE FORWARD INC              COM              71721R40         2       124 SH  SHARED      02            124                  
D PHASE FORWARD INC              COM              71721R40      1139     54500 SH  SHARED      10          54500                  
D PHAZAR CORP                    COM              71722R10         0        64 SH  SHARED                     64                  
D PHILADELPHIA CONS HLDG CORP    COM              71752810      2918     49829 SH  SHARED                  49829                  
D PHILADELPHIA CONS HLDG CORP    COM              71752810      1083     18500 SH  SHARED      01                            18500
D PHILADELPHIA CONS HLDG CORP    COM              71752810        80      1374 SH  SHARED      02           1350                24
D PHILADELPHIA CONS HLDG CORP    COM              71752810       146      2500 SH  SHARED      10           2500                  
D PHILADELPHIA CONS HLDG CORP    COM              71752810        20       358 SH  SHARED      21                              358
D PHILIP MORRIS INTL INC         COM              71817210      1168     24300 SH  SHARED                   2150             22150
D PHILIP MORRIS INTL INC         COM              71817210    196112   4077185 SH  SHARED                4016005             61180
D PHILIP MORRIS INTL INC         COM              71817210     21073    438116 SH  SHARED      01         327437            110679
D PHILIP MORRIS INTL INC         COM              71817210    103922   2160545 SH  SHR/OTHR    01                          2160545
D PHILIP MORRIS INTL INC         COM              71817210    211188   4390620 SH  SHARED      02        4275371            115249
D PHILIP MORRIS INTL INC         COM              71817210        62      1300 SH  SHARED      04                             1300
D PHILIP MORRIS INTL INC         COM              71817210    145223   3019203 SH  SHARED      04        3019203                  
D PHILIP MORRIS INTL INC         COM              71817210      1439     29930 SH  SHARED      05          29930                  
D PHILIP MORRIS INTL INC         COM              71817210     55563   1155166 SH  SHARED      06         710950            444216
D PHILIP MORRIS INTL INC         COM              71817210    311086   6467488 SH  SHARED      10        6104179            363309
D PHILIP MORRIS INTL INC         COM              71817210      2621     54491 SH  SHARED      14           4400             50091
D PHILIP MORRIS INTL INC         COM              71817210       115      2400 SH  SHARED      15                             2400
D PHILIP MORRIS INTL INC         COM              71817210       645     13426 SH  SHARED      20          10976              2450
D PHILIP MORRIS INTL INC         COM              71817210      1610     33492 SH  SHR/OTHR    20                            33492
D PHILIP MORRIS INTL INC         COM              71817210       143      2982 SH  SHARED      21           2982                  
D PHILIP MORRIS INTL INC         COM              71817210        13       283 SH  SHR/OTHR    21                              283
D PHILIP MORRIS INTL INC         COM              71817210       101      2100 SH  SHARED      22                             2100
D PHILIP MORRIS INTL INC         COM              71817210      1216     25301 SH  SHARED      23          22501              2800
D PHILIP MORRIS INTL INC         COM              71817210      1966     40890 SH  SHR/OTHR    23                            40890
D PHILIP MORRIS INTL INC         COM              71817210       197      4100 SH  SHARED      24           4100                  
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260        45       816 SH  SHARED                    816                  
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260         4        83 SH  SHARED      02                               83
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260        78      1400 SH  SHARED      10           1400                  
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260      1171     20800 SH  SHARED      14                            20800
D PHILLIPS VAN HEUSEN CORP       COM              71859210       268      7073 SH  SHARED                   7073                  
D PHILLIPS VAN HEUSEN CORP       COM              71859210       602     15900 SH  SHARED      01                            15900
D PHILLIPS VAN HEUSEN CORP       COM              71859210       384     10147 SH  SHARED      02          10132                15
D PHILLIPS VAN HEUSEN CORP       COM              71859210     18456    486840 SH  SHARED      10         486840                  
D PHILLIPS VAN HEUSEN CORP       COM              71859210        82      2168 SH  SHARED      21            765              1403
D PHOENIX COS INC NEW            COM              71902E10       392     42525 SH  SHARED                  42525                  
D PHOENIX COS INC NEW            COM              71902E10        48      5200 SH  SHARED      01           5200                  
D PHOENIX COS INC NEW            COM              71902E10       145     15714 SH  SHARED      02          15072               642
D PHOENIX COS INC NEW            COM              71902E10      2542    275130 SH  SHARED      10         269830              5300
D PHOENIX COS INC NEW            COM              71902E10         1       214 SH  SHARED      23            214                  
D PHOENIX FOOTWEAR GROUP INC     COM              71903M10         0       153 SH  SHARED                    153                  
D PHOENIX TECHNOLOGY LTD         COM              71915310         0        31 SH  SHARED                     31                  
D PHOENIX TECHNOLOGY LTD         COM              71915310        59      7462 SH  SHARED      02           7462                  
D PHOENIX TECHNOLOGY LTD         COM              71915310      3140    393100 SH  SHARED      10         393100                  
D PHOTOMEDEX INC                 COM              71935810         0      1630 SH  SHARED                   1630                  
D PHOTON DYNAMICS INC            COM              71936410         2       147 SH  SHARED                    147                  
D PHOTON DYNAMICS INC            COM              71936410         0        10 SH  SHARED      02             10                  
D PHOTRONICS INC                 COM              71940510         9      5064 SH  SHARED                   5064                  
D PHOTRONICS INC                 COM              71940510         8      4766 SH  SHARED      02           4737                29
D PHOTRONICS INC                 COM              71940510        39     21100 SH  SHARED      10          21100                  
D PHYSICIANS FORMULA HLDGS INC   COM              71942710        20      3459 SH  SHARED                   3459                  
D PHYSICIANS FORMULA HLDGS INC   COM              71942710        62     10578 SH  SHARED      02                            10578
D PIEDMONT NAT GAS INC           COM              72018610         0        19 SH  SHARED                     19                  
D PIEDMONT NAT GAS INC           COM              72018610        38      1200 SH  SHARED      01           1200                  
D PIEDMONT NAT GAS INC           COM              72018610       165      5186 SH  SHARED      02           5089                97
D PIEDMONT NAT GAS INC           COM              72018610      1224     38300 SH  SHARED      10          38300                  
D PIEDMONT NAT GAS INC           COM              72018610       115      3600 SH  SHR/OTHR    22                             3600
D PIEDMONT NAT GAS INC           COM              72018610        71      2250 SH  SHR/OTHR    23                             2250
D PIER 1 IMPORTS INC             NOTE  6.375% 2/1 720279AH       876   1200000 PRN SHARED                1200000                  
D PIER 1 IMPORTS INC             COM              72027910      2917    706336 SH  SHARED                 706336                  
D PIER 1 IMPORTS INC             COM              72027910       155     37626 SH  SHARED      02          37625                 1
D PIER 1 IMPORTS INC             COM              72027910        63     15300 SH  SHARED      10          15300                  
D PIKE ELEC CORP                 COM              72128310       145      9893 SH  SHARED                   9893                  
D PIKE ELEC CORP                 COM              72128310       106      7199 SH  SHARED      02              9              7190
D PILGRIMS PRIDE CORP            COM              72146710      3122   1253922 SH  SHARED                1253922                  
D PILGRIMS PRIDE CORP            COM              72146710         5      2125 SH  SHARED      02           2125                  
D PILGRIMS PRIDE CORP            COM              72146710      1645    660800 SH  SHARED      04         660800                  
D PILGRIMS PRIDE CORP            COM              72146710      2121    852194 SH  SHARED      10         852194                  
D PIMCO CA MUNICIPAL INCOME FD   COM              72200N10         1       100 SH  SHARED                    100                  
D PIMCO CA MUNICIPAL INCOME FD   COM              72200N10        22      1600 SH  SHARED      20           1600                  
D PIMCO MUNICIPAL INCOME FD      COM              72200R10         6       500 SH  SHARED                    500                  
D PIMCO MUNICIPAL INCOME FD      COM              72200R10        38      2800 SH  SHARED      02                             2800
D PIMCO CORPORATE INCOME FD      COM              72200U10        28      3000 SH  SHARED      01                             3000
D PIMCO MUN INCOME FD II         COM              72200W10       113     10000 SH  SHARED      01                            10000
D PIMCO MUN INCOME FD II         COM              72200W10       119     10600 SH  SHARED      02                            10600
D PIMCO STRATEGIC GBL GOV FD I   COM              72200X10         7       800 SH  SHARED                    800                  
D PIMCO CORPORATE OPP FD         COM              72201B10       245     24187 SH  SHARED      01          24187                  
D PIMCO CORPORATE OPP FD         COM              72201B10        29      2870 SH  SHARED      02                             2870
D PIMCO FLOATING RATE INCOME F   COM              72201H10        64      6400 SH  SHARED      02                             6400
D PIMCO HIGH INCOME FD           COM SHS          72201410       126     14774 SH  SHARED      01          14774                  
D PIMCO HIGH INCOME FD           COM SHS          72201410        33      3927 SH  SHARED      02                             3927
D PINNACLE AIRL CORP             COM              72344310         4      1091 SH  SHARED                   1091                  
D PINNACLE AIRL CORP             COM              72344310       237     59672 SH  SHARED      02          59587                85
D PINNACLE DATA SYS INC          COM              72345410         0       135 SH  SHARED                    135                  
D PINNACLE ENTMT INC             COM              72345610        16      2144 SH  SHARED                   2144                  
D PINNACLE ENTMT INC             COM              72345610       333     44100 SH  SHARED      01          44100                  
D PINNACLE ENTMT INC             COM              72345610       101     13422 SH  SHARED      02          13422                  
D PINNACLE ENTMT INC             COM              72345610      2942    389201 SH  SHARED      10         389201                  
D PINNACLE ENTMT INC             COM              72345610      1682    222500 SH  SHARED      14                           222500
D PINNACLE FINL PARTNERS INC     COM              72346Q10         3       112 SH  SHARED                    112                  
D PINNACLE FINL PARTNERS INC     COM              72346Q10       163      5300 SH  SHARED      10           5300                  
D PINNACLE GAS RESOURCES INC     COM              72346430         0        99 SH  SHARED                     99                  
D PINNACLE WEST CAP CORP         COM              72348410      3731    108430 SH  SHARED                 108430                  
D PINNACLE WEST CAP CORP         COM              72348410       344     10000 SH  SHARED      01          10000                  
D PINNACLE WEST CAP CORP         COM              72348410       991     28807 SH  SHARED      02          28807                  
D PINNACLE WEST CAP CORP         COM              72348410        37      1100 SH  SHARED      04           1100                  
D PINNACLE WEST CAP CORP         COM              72348410       405     11770 SH  SHARED      06           9250              2520
D PINNACLE WEST CAP CORP         COM              72348410      1782     51791 SH  SHARED      10          51791                  
D PINNACLE WEST CAP CORP         COM              72348410       412     12000 SH  SHARED      14                            12000
D PINNACLE WEST CAP CORP         COM              72348410       120      3500 SH  SHR/OTHR    23                             3500
D PIONEER DIV HIGH INCOME TRUS   COM BENE INTER   72365310      2526    180442 SH  SHARED                 180442                  
D PIONEER DIV HIGH INCOME TRUS   COM BENE INTER   72365310        14      1000 SH  SHARED      02                             1000
D PIONEER DRILLING CO            COM              72365510         0        33 SH  SHARED                     33                  
D PIONEER DRILLING CO            COM              72365510       406     30600 SH  SHARED      01          27200              3400
D PIONEER DRILLING CO            COM              72365510       424     31950 SH  SHR/OTHR    01                            31950
D PIONEER DRILLING CO            COM              72365510        86      6528 SH  SHARED      02           6528                  
D PIONEER DRILLING CO            COM              72365510       776     58400 SH  SHARED      10          58400                  
D PIONEER HIGH INCOME TR         COM              72369H10      1189    115300 SH  SHARED      10         115300                  
D PIONEER MUN & EQUITY INCOME    COM              72376110       179     16022 SH  SHARED                  16022                  
D PIONEER MUN HIGH INC ADV TR    COM              72376210        20      2000 SH  SHARED      01           2000                  
D PIONEER NAT RES CO             NOTE  2.875% 1/1 723787AH      7235   6871000 PRN SHARED      02        6871000                  
D PIONEER NAT RES CO             COM              72378710      5943    113694 SH  SHARED                 113694                  
D PIONEER NAT RES CO             COM              72378710        88      1700 SH  SHARED      01                             1700
D PIONEER NAT RES CO             COM              72378710       420      8051 SH  SHARED      02           7451               600
D PIONEER NAT RES CO             COM              72378710       444      8500 SH  SHARED      04           8500                  
D PIONEER NAT RES CO             COM              72378710         5       110 SH  SHARED      05            110                  
D PIONEER NAT RES CO             COM              72378710       833     15950 SH  SHARED      06          11850              4100
D PIONEER NAT RES CO             COM              72378710      2930     56050 SH  SHARED      10          56050                  
D PIONEER NAT RES CO             COM              72378710        66      1280 SH  SHARED      21                             1280
D PIONEER SOUTHWST ENRG PRTNR    UNIT LP INT      72388B10         3       220 SH  SHARED                    220                  
D PIONEER SOUTHWST ENRG PRTNR    UNIT LP INT      72388B10      2586    155691 SH  SHARED      02                           155691
D PIPER JAFFRAY COS              COM              72407810       442     10222 SH  SHARED                  10222                  
D PIPER JAFFRAY COS              COM              72407810       543     12574 SH  SHARED      01          12574                  
D PIPER JAFFRAY COS              COM              72407810       347      8036 SH  SHARED      02           8036                  
D PIPER JAFFRAY COS              COM              72407810       506     11700 SH  SHARED      10          10500              1200
D PIPEX PHARM INC                COM NEW          72415320         0       222 SH  SHARED                    222                  
D PITNEY BOWES INC               COM              72447910      9885    297226 SH  SHARED                 297226                  
D PITNEY BOWES INC               COM              72447910      1554     46724 SH  SHARED      01          43724              3000
D PITNEY BOWES INC               COM              72447910       573     17236 SH  SHARED      02          13927              3309
D PITNEY BOWES INC               COM              72447910         3       100 SH  SHARED      05            100                  
D PITNEY BOWES INC               COM              72447910       923     27760 SH  SHARED      06          21800              5960
D PITNEY BOWES INC               COM              72447910      4010    120595 SH  SHARED      10         120595                  
D PITNEY BOWES INC               COM              72447910       289      8700 SH  SHARED      14                             8700
D PITNEY BOWES INC               COM              72447910       172      5200 SH  SHR/OTHR    20                             5200
D PITNEY BOWES INC               COM              72447910       950     28563 SH  SHR/OTHR    23                            28563
D PITTSBURGH & W VA RR           SH BEN INT       72481910         0        39 SH  SHARED                     39                  
D PIXELWORKS INC                 SDCV  1.750% 5/1 72581MAB       609    840000 PRN SHARED                 840000                  
D PIXELWORKS INC                 COM NEW          72581M30         0       421 SH  SHARED                    421                  
D PIXELPLUS CO LTD               ADR NEW          72582A20         8      7997 SH  SHARED                   7997                  
D PIZZA INN INC NEW              COM              72584810         0       142 SH  SHARED                    142                  
D PLACER DOME INC                DBCV  2.750%10/1 725906AK      5408   3542000 PRN SHARED      02        3542000                  
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310     46945   1184882 SH  SHARED                1184882                  
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310      5272    133068 SH  SHARED      02                           133068
D PLAINS EXPL& PRODTN CO         COM              72650510      1565     44537 SH  SHARED                  29437             15100
D PLAINS EXPL& PRODTN CO         COM              72650510      2310     65710 SH  SHARED      01          30088             35622
D PLAINS EXPL& PRODTN CO         COM              72650510        62      1776 SH  SHARED      02           1626               150
D PLAINS EXPL& PRODTN CO         COM              72650510        73      2100 SH  SHARED      06            600              1500
D PLAINS EXPL& PRODTN CO         COM              72650510     15205    432460 SH  SHARED      10         427660              4800
D PLAINS EXPL& PRODTN CO         COM              72650510       151      4318 SH  SHARED      14                             4318
D PLAINS EXPL& PRODTN CO         COM              72650510         5       160 SH  SHARED      21                              160
D PLAINS EXPL& PRODTN CO         COM              72650510        45      1300 SH  SHARED      23                             1300
D PLANAR SYS INC                 COM              72690010         1       497 SH  SHARED                    497                  
D PLANAR SYS INC                 COM              72690010         0       200 SH  SHARED      02            200                  
D PLANETOUT INC                  COM NEW          72705820         0        93 SH  SHARED                     93                  
D PLANTRONICS INC NEW            COM              72749310       102      4563 SH  SHARED                   4563                  
D PLANTRONICS INC NEW            COM              72749310       416     18475 SH  SHARED      01           3175             15300
D PLANTRONICS INC NEW            COM              72749310       342     15226 SH  SHARED      02          15226                  
D PLANTRONICS INC NEW            COM              72749310     20417    906657 SH  SHARED      10         906657                  
D PLATO LEARNING INC             COM              72764Y10         7      2599 SH  SHARED                   2599                  
D PLATO LEARNING INC             COM              72764Y10         0         1 SH  SHARED      01              1                  
D PLATINUM GROUP METALS LTD      COM NEW          72765Q20       114     90000 SH  SHARED                  90000                  
D PLAYBOY ENTERPRISES INC        CL B             72811730         0        14 SH  SHARED                     14                  
D PLAYBOY ENTERPRISES INC        CL B             72811730         7      1912 SH  SHARED      02           1912                  
D PLEXUS CORP                    COM              72913210      1334     64473 SH  SHARED                  64473                  
D PLEXUS CORP                    COM              72913210        16       800 SH  SHARED      01            800                  
D PLEXUS CORP                    COM              72913210        24      1172 SH  SHARED      02           1122                50
D PLEXUS CORP                    COM              72913210       679     32846 SH  SHARED      10          32846                  
D PLUG POWER INC                 COM              72919P10        24     24636 SH  SHARED                  24636                  
D PLUG POWER INC                 COM              72919P10         1      1045 SH  SHARED      02             45              1000
D PLUG POWER INC                 COM              72919P10      3118   3150000 SH  SHARED      04        3150000                  
D PLUM CREEK TIMBER CO INC       COM              72925110        39       797 SH  SHARED                                      797
D PLUM CREEK TIMBER CO INC       COM              72925110       905     18165 SH  SHARED                  18165                  
D PLUM CREEK TIMBER CO INC       COM              72925110      1565     31389 SH  SHARED      01          24389              7000
D PLUM CREEK TIMBER CO INC       COM              72925110      2001     40146 SH  SHARED      02          34256              5890
D PLUM CREEK TIMBER CO INC       COM              72925110     73236   1468834 SH  SHARED      04        1468834                  
D PLUM CREEK TIMBER CO INC       COM              72925110     14973    300312 SH  SHARED      05         300312                  
D PLUM CREEK TIMBER CO INC       COM              72925110      3343     67054 SH  SHARED      06           7100             59954
D PLUM CREEK TIMBER CO INC       COM              72925110      6062    121600 SH  SHARED      10         121600                  
D PLUM CREEK TIMBER CO INC       COM              72925110        60      1222 SH  SHARED      23           1222                  
D PLUM CREEK TIMBER CO INC       COM              72925110       298      5981 SH  SHR/OTHR    23                             5981
D PLUMAS BANCORP                 COM              72927310         1       116 SH  SHARED                    116                  
D POINT 360                      COM              73050710         0       159 SH  SHARED                    159                  
D POKERTEK INC                   COM              73086410         0       143 SH  SHARED                    143                  
D POLARIS ACQUISITION CORP       COM              73104R10       279     30000 SH  SHARED                  30000                  
D POLARIS INDS INC               COM              73106810      1208     26567 SH  SHARED                  26567                  
D POLARIS INDS INC               COM              73106810       507     11151 SH  SHARED      02          11151                  
D POLARIS INDS INC               COM              73106810       577     12700 SH  SHARED      06          12700                  
D POLARIS INDS INC               COM              73106810       448      9856 SH  SHARED      10           8556              1300
D POLARIS INDS INC               COM              73106810        31       700 SH  SHR/OTHR    23                              700
D POLO RALPH LAUREN CORP         CL A             73157210      6848    102768 SH  SHARED                 102768                  
D POLO RALPH LAUREN CORP         CL A             73157210       141      2120 SH  SHARED      01                             2120
D POLO RALPH LAUREN CORP         CL A             73157210        66      1000 SH  SHR/OTHR    01                             1000
D POLO RALPH LAUREN CORP         CL A             73157210       757     11371 SH  SHARED      02          11371                  
D POLO RALPH LAUREN CORP         CL A             73157210      2332     35000 SH  SHARED      04          35000                  
D POLO RALPH LAUREN CORP         CL A             73157210     11995    180000 SH  SHARED      05         180000                  
D POLO RALPH LAUREN CORP         CL A             73157210       509      7650 SH  SHARED      06           6050              1600
D POLO RALPH LAUREN CORP         CL A             73157210      8114    121762 SH  SHARED      10         121762                  
D POLO RALPH LAUREN CORP         CL A             73157210        19       300 SH  SHARED      14                              300
D POLO RALPH LAUREN CORP         CL A             73157210       159      2400 SH  SHARED      23           2400                  
D POLYCOM INC                    COM              73172K10        12       550 SH  SHARED                                      550
D POLYCOM INC                    COM              73172K10        40      1732 SH  SHARED                   1732                  
D POLYCOM INC                    COM              73172K10       626     27100 SH  SHARED      01                            27100
D POLYCOM INC                    COM              73172K10        51      2206 SH  SHARED      02           2206                  
D POLYCOM INC                    COM              73172K10     11680    505000 SH  SHARED      04         505000                  
D POLYCOM INC                    COM              73172K10      5435    235000 SH  SHARED      05         235000                  
D POLYCOM INC                    COM              73172K10       575     24900 SH  SHARED      06                            24900
D POLYCOM INC                    COM              73172K10     27288   1179786 SH  SHARED      10        1176786              3000
D POLYCOM INC                    COM              73172K10        23      1005 SH  SHARED      21           1005                  
D POLYONE CORP                   COM              73179P10         1       195 SH  SHARED                    195                  
D POLYONE CORP                   COM              73179P10         3       584 SH  SHARED      02            333               251
D POLYONE CORP                   COM              73179P10       330     51210 SH  SHARED      10          51210                  
D POLYPORE INTL INC              COM              73179V10       109      5112 SH  SHARED                   5112                  
D POLYPORE INTL INC              COM              73179V10        12       599 SH  SHARED      02             99               500
D POMEROY IT SOLUTIONS INC       COM              73182210         1       278 SH  SHARED                    278                  
D POLYMET MINING CORP            COM              73191610         5      2600 SH  SHARED      02           2600                  
D PONIARD PHARMACEUTICALS INC    COM NEW          73244930         2       625 SH  SHARED                    625                  
D PONIARD PHARMACEUTICALS INC    COM NEW          73244930        43     10100 SH  SHARED      02          10100                  
D POOL CORPORATION               COM              73278L10       120      5158 SH  SHARED                   5158                  
D POOL CORPORATION               COM              73278L10        86      3712 SH  SHARED      01           3712                  
D POOL CORPORATION               COM              73278L10       118      5086 SH  SHARED      02           5086                  
D POOL CORPORATION               COM              73278L10       525     22523 SH  SHARED      06          22523                  
D POOL CORPORATION               COM              73278L10        76      3281 SH  SHARED      10           3281                  
D POOL CORPORATION               COM              73278L10         9       398 SH  SHARED      21                              398
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   73285710         2        99 SH  SHARED                     99                  
D POPULAR INC                    COM              73317410      1597    192738 SH  SHARED                 192738                  
D POPULAR INC                    COM              73317410        51      6200 SH  SHARED      01           6200                  
D POPULAR INC                    COM              73317410        46      5656 SH  SHARED      02           5656                  
D POPULAR INC                    COM              73317410        83     10100 SH  SHARED      10          10100                  
D PORTEC RAIL PRODS INC          COM              73621210         5       657 SH  SHARED                    657                  
D PORTER BANCORP INC             COM              73623310       244     13737 SH  SHARED                  13737                  
D PORTER BANCORP INC             COM              73623310        14       800 SH  SHARED      02            800                  
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10       465      9573 SH  SHARED                   9573                  
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10       972     20000 SH  SHARED      01          20000                  
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10      1565     32200 SH  SHR/OTHR    01                            32200
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10       139      2864 SH  SHARED      02           2741               123
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10      7944    163356 SH  SHARED      10         163356                  
D PORTLAND GEN ELEC CO           COM NEW          73650884         0         8 SH  SHARED                      8                  
D PORTLAND GEN ELEC CO           COM NEW          73650884      1687     71320 SH  SHARED                  71320                  
D PORTLAND GEN ELEC CO           COM NEW          73650884        47      2000 SH  SHARED      01           2000                  
D PORTLAND GEN ELEC CO           COM NEW          73650884        80      3422 SH  SHARED      02           3422                  
D PORTLAND GEN ELEC CO           COM NEW          73650884      1731     73176 SH  SHARED      10          73176                  
D PORTUGAL TELECOM SGPS S A      SPONSORED ADR    73727310         1       180 SH  SHARED      02                              180
D POST PPTYS INC                 COM              73746410     16707    597350 SH  SHARED                 524075             73275
D POST PPTYS INC                 COM              73746410       190      6827 SH  SHARED      02           6802                25
D POST PPTYS INC                 COM              73746410     18080    646425 SH  SHARED      10         646425                  
D POST PPTYS INC                 COM              73746410    133573   4775600 SH  SHARED      11        2308875           2466725
D POTASH CORP SASK INC           COM              73755L10      1740     13181 SH  SHARED                  12941               240
D POTASH CORP SASK INC           COM              73755L10    105609    800011 SH  SHARED                 779711             20300
D POTASH CORP SASK INC           COM              73755L10       660      5000 SH  SHARED      01           5000                  
D POTASH CORP SASK INC           COM              73755L10      3002     22742 SH  SHARED      02          22140               602
D POTASH CORP SASK INC           COM              73755L10       244      1850 SH  SHARED      04                             1850
D POTASH CORP SASK INC           COM              73755L10     60160    455730 SH  SHARED      04         455730                  
D POTASH CORP SASK INC           COM              73755L10     37373    283114 SH  SHARED      05         283114                  
D POTASH CORP SASK INC           COM              73755L10      8350     63257 SH  SHARED      06          48352             14905
D POTASH CORP SASK INC           COM              73755L10    117248    888179 SH  SHARED      10         696172            192007
D POTASH CORP SASK INC           COM              73755L10       741      5616 SH  SHARED      14                             5616
D POTASH CORP SASK INC           COM              73755L10        52       400 SH  SHARED      15                              400
D POTASH CORP SASK INC           COM              73755L10        25       190 SH  SHARED      21                              190
D POTASH CORP SASK INC           COM              73755L10      1267      9603 SH  SHARED      24           9603                  
D POTLATCH CORP NEW              COM              73763010      1071     23101 SH  SHARED                  23101                  
D POTLATCH CORP NEW              COM              73763010       675     14570 SH  SHARED      01           1525             13045
D POTLATCH CORP NEW              COM              73763010       628     13548 SH  SHARED      02          13548                  
D POTLATCH CORP NEW              COM              73763010      1454     31354 SH  SHARED      10          31354                  
D POWELL INDS INC                COM              73912810         0         4 SH  SHARED      02              4                  
D POWER INTEGRATIONS INC         COM              73927610        11       460 SH  SHARED                                      460
D POWER INTEGRATIONS INC         COM              73927610         4       190 SH  SHARED                    190                  
D POWER INTEGRATIONS INC         COM              73927610       187      7772 SH  SHARED      02           7653               119
D POWER INTEGRATIONS INC         COM              73927610      6158    255559 SH  SHARED      04         255559                  
D POWER INTEGRATIONS INC         COM              73927610      8508    353031 SH  SHARED      05         353031                  
D POWER INTEGRATIONS INC         COM              73927610       822     34137 SH  SHARED      06                            34137
D POWER MED INTERVENTIONS INC    COM              73929910         0       100 SH  SHARED                    100                  
D POWER-ONE INC                  COM              73930810         0        16 SH  SHARED                     16                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10      3696     94990 SH  SHARED                  94640               350
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10     63694   1636969 SH  SHARED                1636969                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       178      4588 SH  SHARED      01           1625              2963
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10         5       140 SH  SHR/OTHR    01                              140
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10     26296    675824 SH  SHARED      02         598832             76992
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10      9374    240929 SH  SHARED      10         240929                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10      2106     54150 SH  SHARED      15                            54150
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       844     21700 SH  SHARED      19                            21700
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        19       500 SH  SHARED      21            500                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10         4       125 SH  SHR/OTHR    22                              125
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       412     10600 SH  SHARED      23          10600                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10         3       100 SH  SHR/OTHR    23                              100
D POWERSHARES INDIA ETF TR       INDIA PORT       73935L10      1658     97812 SH  SHARED      02                            97812
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10     13914    410585 SH  SHARED      01         182716            227869
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      7136    210585 SH  SHR/OTHR    01                           210585
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       183      5400 SH  SHARED      02                             5400
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      7628    225085 SH  SHARED      20         168740      950    55395
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      1243     36700 SH  SHR/OTHR    20                            36700
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10        54      1600 SH  SHARED      21           1600                  
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      2536     74841 SH  SHARED      22          63566             11275
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10        53      1565 SH  SHR/OTHR    22                             1565
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      1660     48985 SH  SHARED      23          46290              2695
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      1480     43695 SH  SHR/OTHR    23                            43695
D POWERSHARES ETF TRUST          DWA TECH LDRS    73935X15       163      8400 SH  SHARED      02                             8400
D POWERSHARES ETF TRUST          PRVT EQTY PORT   73935X19        21      1310 SH  SHARED      02                             1310
D POWERSHARES ETF TRUST          CLEANTECH PORT   73935X27        21       837 SH  SHARED      02                              837
D POWERSHARES ETF TRUST          TECH SECT PORT   73935X34        62      2900 SH  SHARED      02                             2900
D POWERSHARES ETF TRUST          GOLDEN DRG USX   73935X40      1584     83161 SH  SHARED      02                            83161
D POWERSHARES ETF TRUST          BASIC MAT SECT   73935X42        16       600 SH  SHARED      02                              600
D POWERSHARES ETF TRUST          DYNAM SML CAP    73935X43       711     32860 SH  SHARED      02                            32860
D POWERSHARES ETF TRUST          DYNAM MIDCP PT   73935X44      1296     61803 SH  SHARED      02                            61803
D POWERSHARES ETF TRUST          FTSE RAFI UTIL   73935X47       132      2723 SH  SHARED      02                             2723
D POWERSHARES ETF TRUST          FTSE TELE TECH   73935X48       128      2888 SH  SHARED      02                             2888
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50         0        50 SH  SHR/OTHR    01                               50
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50        86      5790 SH  SHARED      02                             5790
D POWERSHARES ETF TRUST          FTSE HLTHCARE    73935X51       117      2614 SH  SHARED      02                             2614
D POWERSHARES ETF TRUST          FTSE RAFI INDS   73935X53       601     12653 SH  SHARED      02                            12653
D POWERSHARES ETF TRUST          FTSE BSIC MATL   73935X54       110      2187 SH  SHARED      02                             2187
D POWERSHARES ETF TRUST          FTSE US1500 SM   73935X56       658     14940 SH  SHARED      02                            14940
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57        55      3000 SH  SHARED                   3000                  
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57        39      2125 SH  SHARED      01           2125                  
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57      1838     99943 SH  SHARED      02                            99943
D POWERSHARES ETF TRUST          DYNM LRG CP GR   73935X60       625     42750 SH  SHARED      02                            42750
D POWERSHARES ETF TRUST          DYN RETAIL PTF   73935X61        39      2700 SH  SHARED      02                             2700
D POWERSHARES ETF TRUST          DYN OIL SVCS     73935X62        46      2145 SH  SHARED      02                             2145
D POWERSHARES ETF TRUST          DYN EN EX PROD   73935X65        51      2500 SH  SHARED      01           2500                  
D POWERSHARES ETF TRUST          DYN BLDG CNSTR   73935X66        22      1600 SH  SHARED      02                             1600
D POWERSHARES ETF TRUST          VAL LINE TIME    73935X68         4       300 SH  SHARED      02                              300
D POWERSHARES ETF TRUST          AERSPC DEF PTF   73935X69        17      1000 SH  SHARED      02                             1000
D POWERSHARES ETF TRUST          DYNM LRG CP VL   73935X70       711     42175 SH  SHARED      02                            42175
D POWERSHARES ETF TRUST          INTL DIV ACHV    73935X71       250     16710 SH  SHARED      02                            16710
D POWERSHARES ETF TRUST          DYNAMIC TELECO   73935X76        13      1027 SH  SHARED      02                             1027
D POWERSHARES ETF TRUST          DYN SFTWR PORT   73935X77        32      2000 SH  SHARED      02                             2000
D POWERSHARES ETF TRUST          DYNM MC GRWTH    73935X80        69      3912 SH  SHARED      02                             3912
D POWERSHARES ETF TRUST          DYN BIOT & GEN   73935X85       168      9300 SH  SHARED      02                             9300
D POWERSHARES DB G10 CURCY HAR   COM UT BEN INT   73935Y10         1        70 SH  SHARED      02                               70
D POWERSHARES DB G10 CURCY HAR   COM UT BEN INT   73935Y10       145      6000 SH  SHARED      20                             6000
D POWERSHARES DB G10 CURCY HAR   COM UT BEN INT   73935Y10        21       900 SH  SHR/OTHR    20                              900
D POWERSHS DB MULTI SECT COMM    DB ENERGY FUND   73936B10        11       300 SH  SHARED      01                              300
D POWERSHS DB MULTI SECT COMM    DB ENERGY FUND   73936B10         7       200 SH  SHARED      02                              200
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40       184      6100 SH  SHARED                   6100                  
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40      1510     50000 SH  SHARED                  50000                  
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40       257      8540 SH  SHARED      01           8540                  
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40       226      7500 SH  SHR/OTHR    01                             7500
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40     25617    847992 SH  SHARED      02         749089             98903
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40        44      1470 SH  SHARED      04           1470                  
D POWERSHS DB MULTI SECT COMM    DB OIL FUND      73936B50       576     15000 SH  SHARED      02          15000                  
D POWERSHS DB MULTI SECT COMM    DB GOLD FUND     73936B60        61      1925 SH  SHARED      02                             1925
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10        24      1000 SH  SHARED      01                             1000
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10      1612     65982 SH  SHARED      02          64982              1000
D POWERSECURE INTL INC           COM              73936N10        58      9700 SH  SHARED                   9700                  
D POWERSECURE INTL INC           COM              73936N10         6      1056 SH  SHARED                   1056                  
D POWERSECURE INTL INC           COM              73936N10        21      3500 SH  SHARED      01           3500                  
D POWERSECURE INTL INC           COM              73936N10         8      1474 SH  SHARED      02           1474                  
D POWERSHARES GLOBAL ETF TRUST   ASIA PAC OPPOR   73936T10      1266     77783 SH  SHARED      02                            77783
D POWERSHARES GLOBAL ETF TRUST   DYN EUROPE PRT   73936T40      1511     97738 SH  SHARED      02                            97738
D POWERSHARES GLOBAL ETF TRUST   SOVEREIGN DEBT   73936T57        49      2226 SH  SHARED      02                             2226
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61        28      1500 SH  SHARED      01           1500                  
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61        15       800 SH  SHARED      02                              800
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61         8       450 SH  SHARED      21            450                  
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61        19      1000 SH  SHR/OTHR    21                             1000
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61        15       800 SH  SHR/OTHR    23                              800
D POWERSHARES GLOBAL ETF TRUST   GBL WTR PORT     73936T62      4669    282995 SH  SHARED                 282995                  
D POWERSHARES GLOBAL ETF TRUST   EUROPE SM PORT   73936T74      1452     92900 SH  SHARED      02                            92900
D POWERSHARES GLOBAL ETF TRUST   EUROPE PORTFOL   73936T75      1563     45361 SH  SHARED      02                            45361
D POWERSHARES GLOBAL ETF TRUST   EMER MRKT PORT   73936T76      1639     89128 SH  SHARED      02                            89128
D POWERSHARES GLOBAL ETF TRUST   EX US SML PORT   73936T77      1590     92220 SH  SHARED      02                            92220
D POWERSHARES GLOBAL ETF TRUST   DEV MKTS EX-US   73936T78      4006    112440 SH  SHARED      02                           112440
D POWERSHARES GLOBAL ETF TRUST   DEV INTL OPP     73936T80      3803    239978 SH  SHARED      02                           239978
D POWERSHARES GLOBAL ETF TRUST   ASIA PC EX JAP   73936T84      1513    100426 SH  SHARED      02                           100426
D POWERSHARES GLOBAL ETF TRUST   ASIA PAC EX-JP   73936T85      1535     40844 SH  SHARED      02                            40844
D POWERWAVE TECHNOLOGIES INC     SDCV  3.875%10/0 739363AF      1717   2650000 PRN SHARED      02        2650000                  
D POWERWAVE TECHNOLOGIES INC     COM              73936310        11      2979 SH  SHARED                   2979                  
D POWERWAVE TECHNOLOGIES INC     COM              73936310        30      7700 SH  SHARED      01           7700                  
D POWERWAVE TECHNOLOGIES INC     COM              73936310       140     35491 SH  SHARED      02            275             35216
D POWERWAVE TECHNOLOGIES INC     COM              73936310       854    215700 SH  SHARED      10         215700                  
D POWERWAVE TECHNOLOGIES INC     COM              73936310         0        61 SH  SHR/OTHR    23                               61
D POWERSHARES ETF TR II          GLBL WIND ENRG   73937B30         9       587 SH  SHARED      21            587                  
D POZEN INC                      COM              73941U10       110     10488 SH  SHARED                  10488                  
D POZEN INC                      COM              73941U10        38      3700 SH  SHARED      01           3700                  
D POZEN INC                      COM              73941U10       195     18573 SH  SHARED      02          15323              3250
D POZEN INC                      COM              73941U10       686     65300 SH  SHARED      10          65300                  
D PRAXAIR INC                    COM              74005P10      1856     25873 SH  SHARED                  25873                  
D PRAXAIR INC                    COM              74005P10     31252    435631 SH  SHARED                 435631                  
D PRAXAIR INC                    COM              74005P10      3946     55014 SH  SHARED      01          40614      300    14100
D PRAXAIR INC                    COM              74005P10      1846     25745 SH  SHR/OTHR    01                            25745
D PRAXAIR INC                    COM              74005P10      1666     23235 SH  SHARED      02          16414              6821
D PRAXAIR INC                    COM              74005P10     27540    383900 SH  SHARED      04         383900                  
D PRAXAIR INC                    COM              74005P10      1043     14550 SH  SHARED      05          14550                  
D PRAXAIR INC                    COM              74005P10      9861    137460 SH  SHARED      06         127300             10160
D PRAXAIR INC                    COM              74005P10     83768   1167668 SH  SHARED      10        1099468             68200
D PRAXAIR INC                    COM              74005P10      2146     29924 SH  SHARED      20          10215             19709
D PRAXAIR INC                    COM              74005P10      1161     16190 SH  SHR/OTHR    20                            16190
D PRAXAIR INC                    COM              74005P10        92      1295 SH  SHARED      21            503               792
D PRAXAIR INC                    COM              74005P10        57       800 SH  SHR/OTHR    21                              800
D PRAXAIR INC                    COM              74005P10       661      9215 SH  SHARED      22           7365              1850
D PRAXAIR INC                    COM              74005P10       221      3090 SH  SHR/OTHR    22                             3090
D PRAXAIR INC                    COM              74005P10      3134     43697 SH  SHARED      23          40697              3000
D PRAXAIR INC                    COM              74005P10      2713     37830 SH  SHR/OTHR    23                            37830
D PRE PAID LEGAL SVCS INC        COM              74006510        21       510 SH  SHARED                    510                  
D PRE PAID LEGAL SVCS INC        COM              74006510        37       900 SH  SHARED      01            900                  
D PRE PAID LEGAL SVCS INC        COM              74006510        16       404 SH  SHARED      02            404                  
D PRE PAID LEGAL SVCS INC        COM              74006510         4       119 SH  SHARED      10            119                  
D PRECISION CASTPARTS CORP       COM              74018910     13499    171351 SH  SHARED                 171351                  
D PRECISION CASTPARTS CORP       COM              74018910       905     11500 SH  SHARED      01          11500                  
D PRECISION CASTPARTS CORP       COM              74018910       540      6860 SH  SHARED      02           6768                92
D PRECISION CASTPARTS CORP       COM              74018910         6        80 SH  SHARED      05             80                  
D PRECISION CASTPARTS CORP       COM              74018910      1370     17400 SH  SHARED      06          13400              4000
D PRECISION CASTPARTS CORP       COM              74018910      6672     84703 SH  SHARED      10          84703                  
D PRECISION CASTPARTS CORP       COM              74018910        18       240 SH  SHARED      21                              240
D PRECISION CASTPARTS CORP       COM              74018910        23       300 SH  SHR/OTHR    23                              300
D PRECISION DRILLING TR          TR UNIT          74021510      7118    429584 SH  SHARED                 429584                  
D PRECISION DRILLING TR          TR UNIT          74021510        16      1000 SH  SHARED      01                             1000
D PRECISION DRILLING TR          TR UNIT          74021510       115      7000 SH  SHARED      02                             7000
D PRECISION DRILLING TR          TR UNIT          74021510        33      2000 SH  SHARED      20           2000                  
D PREFERRED BK LOS ANGELES CA    COM              74036710         4       419 SH  SHARED                    419                  
D PREFORMED LINE PRODS CO        COM              74044410         0         1 SH  SHARED      02              1                  
D PREMIER FINL BANCORP INC       COM              74050M10         0       101 SH  SHARED                    101                  
D PREMIER EXIBITIONS INC         COM              74051E10         0       553 SH  SHARED                    553                  
D PREMIERE GLOBAL SVCS INC       COM              74058510        35      2500 SH  SHARED      01           2500                  
D PREMIERE GLOBAL SVCS INC       COM              74058510       131      9320 SH  SHARED      02           9320                  
D PREMIERE GLOBAL SVCS INC       COM              74058510       497     35360 SH  SHARED      10          35360                  
D PRESIDENTIAL LIFE CORP         COM              74088410         1        86 SH  SHARED                     86                  
D PRESIDENTIAL LIFE CORP         COM              74088410         1        80 SH  SHARED      01             80                  
D PRESIDENTIAL LIFE CORP         COM              74088410         9       600 SH  SHARED      02            600                  
D PRESIDENTIAL LIFE CORP         COM              74088410       183     11600 SH  SHARED      10          11600                  
D PREMIERWEST BANCORP            COM              74092110         0       119 SH  SHARED                    119                  
D PRESIDENTIAL RLTY CORP NEW     CL B             74100420         0        90 SH  SHARED                     90                  
D PRESSTEK INC                   COM              74111310         0        15 SH  SHARED      02             15                  
D PRESTIGE BRANDS HLDGS INC      COM              74112D10        53      6024 SH  SHARED                   6024                  
D PRESTIGE BRANDS HLDGS INC      COM              74112D10        60      6819 SH  SHARED      02           6819                  
D PRESTIGE BRANDS HLDGS INC      COM              74112D10       129     14600 SH  SHARED      10          14600                  
D PRESSURE BIOSCIENCES INC       COM              74112E10         0        44 SH  SHARED                     44                  
D PRICE T ROWE GROUP INC         COM              74144T10        52       973 SH  SHARED                    973                  
D PRICE T ROWE GROUP INC         COM              74144T10     23793    442995 SH  SHARED                 422995             20000
D PRICE T ROWE GROUP INC         COM              74144T10     22600    420781 SH  SHARED      01         297175            123606
D PRICE T ROWE GROUP INC         COM              74144T10     10446    194499 SH  SHR/OTHR    01                           194499
D PRICE T ROWE GROUP INC         COM              74144T10      1723     32097 SH  SHARED      02          21587             10510
D PRICE T ROWE GROUP INC         COM              74144T10       120      2250 SH  SHARED      04           2250                  
D PRICE T ROWE GROUP INC         COM              74144T10         8       160 SH  SHARED      05            160                  
D PRICE T ROWE GROUP INC         COM              74144T10      1852     34490 SH  SHARED      06          26400              8090
D PRICE T ROWE GROUP INC         COM              74144T10     28604    532570 SH  SHARED      10         529715              2855
D PRICE T ROWE GROUP INC         COM              74144T10        52       981 SH  SHARED      19                              981
D PRICE T ROWE GROUP INC         COM              74144T10      3443     64110 SH  SHARED      20          51010      125    12975
D PRICE T ROWE GROUP INC         COM              74144T10       937     17455 SH  SHR/OTHR    20                            17455
D PRICE T ROWE GROUP INC         COM              74144T10       150      2800 SH  SHARED      21           2800                  
D PRICE T ROWE GROUP INC         COM              74144T10        26       500 SH  SHR/OTHR    21                              500
D PRICE T ROWE GROUP INC         COM              74144T10      1717     31975 SH  SHARED      22          27500              4475
D PRICE T ROWE GROUP INC         COM              74144T10       307      5725 SH  SHR/OTHR    22                             5725
D PRICE T ROWE GROUP INC         COM              74144T10      3724     69340 SH  SHARED      23          60530              8810
D PRICE T ROWE GROUP INC         COM              74144T10      3772     70240 SH  SHR/OTHR    23                            70240
D PRICELINE COM INC              NOTE  2.250% 1/1 741503AH         7      4000 PRN SHARED      02           4000                  
D PRICELINE COM INC              NOTE  0.750% 9/3 741503AL      4549   2700000 PRN SHARED                2700000                  
D PRICELINE COM INC              COM NEW          74150340      1132     16547 SH  SHARED                  16547                  
D PRICELINE COM INC              COM NEW          74150340       949     13875 SH  SHARED      01           1975             11900
D PRICELINE COM INC              COM NEW          74150340       216      3157 SH  SHARED      02           3038               119
D PRICELINE COM INC              COM NEW          74150340      1354     19800 SH  SHARED      04          19800                  
D PRICELINE COM INC              COM NEW          74150340        13       200 SH  SHARED      06                              200
D PRICELINE COM INC              COM NEW          74150340      9020    131823 SH  SHARED      10         131823                  
D PRICELINE COM INC              COM NEW          74150340        13       192 SH  SHARED      14                              192
D PRICELINE COM INC              COM NEW          74150340        18       270 SH  SHARED      21            230                40
D PRICESMART INC                 COM              74151110         0        16 SH  SHARED                     16                  
D PRICESMART INC                 COM              74151110         0         8 SH  SHARED      02              8                  
D PRIDE INTL INC DEL             COM              74153Q10      4961    167547 SH  SHARED                 167547                  
D PRIDE INTL INC DEL             COM              74153Q10      1715     57920 SH  SHARED      01           3620             54300
D PRIDE INTL INC DEL             COM              74153Q10       261      8821 SH  SHARED      02           6571              2250
D PRIDE INTL INC DEL             COM              74153Q10        17       600 SH  SHARED      04            600                  
D PRIDE INTL INC DEL             COM              74153Q10       232      7850 SH  SHARED      06           6950               900
D PRIDE INTL INC DEL             COM              74153Q10       448     15146 SH  SHARED      10          15146                  
D PRIDE INTL INC DEL             COM              74153Q10       225      7600 SH  SHARED      14                             7600
D PRIMEDIA INC                   COM NEW          74157K84        25     10363 SH  SHARED                  10363                  
D PRIMEDIA INC                   COM NEW          74157K84       404    166384 SH  SHARED      02         166384                  
D PRIMEDIA INC                   COM NEW          74157K84        68     28116 SH  SHARED      10          28116                  
D PRINCETON NATL BANCORP INC     COM              74228210         2        83 SH  SHARED                     83                  
D PRINCETON REVIEW INC           COM              74235210         1       143 SH  SHARED                    143                  
D PRINCETON REVIEW INC           COM              74235210         0         7 SH  SHARED      02              7                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10     20622    474191 SH  SHARED                 474191                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10      1004     23100 SH  SHARED      01          23100                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10       958     22046 SH  SHARED      02          21879               167
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10         5       130 SH  SHARED      05            130                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10      1478     34000 SH  SHARED      06          26050              7950
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10      8726    200645 SH  SHARED      10         200645                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10        63      1459 SH  SHARED      14                             1459
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10         9       210 SH  SHARED      21                              210
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10       128      2951 SH  SHARED      23                             2951
D PRO-DEX INC COLO               COM              74265M10         0       211 SH  SHARED                    211                  
D PROASSURANCE CORP              COM              74267C10       833     14875 SH  SHARED                  14875                  
D PROASSURANCE CORP              COM              74267C10       655     11708 SH  SHARED                  11708                  
D PROASSURANCE CORP              COM              74267C10        90      1620 SH  SHARED      02           1620                  
D PROASSURANCE CORP              COM              74267C10       881     15735 SH  SHARED      10          15735                  
D PRO PHARMACEUTICALS INC        COM              74267T10         0       813 SH  SHARED                    813                  
D PROCERA NETWORKS INC           COM              74269U10         1      1815 SH  SHARED                   1815                  
D PROCTER & GAMBLE CO            COM              74271810      5929     85077 SH  SHARED                  27456             57621
D PROCTER & GAMBLE CO            COM              74271810    287789   4129560 SH  SHARED                4025340            104220
D PROCTER & GAMBLE CO            COM              74271810     59966    860473 SH  SHARED      01         617627            242846
D PROCTER & GAMBLE CO            COM              74271810     20045    287635 SH  SHR/OTHR    01                           287635
D PROCTER & GAMBLE CO            COM              74271810     21412    307255 SH  SHARED      02         257289             49966
D PROCTER & GAMBLE CO            COM              74271810      1092     15674 SH  SHARED      04                            15674
D PROCTER & GAMBLE CO            COM              74271810      4731     67900 SH  SHARED      04          67900                  
D PROCTER & GAMBLE CO            COM              74271810      2322     33327 SH  SHARED      05          33327                  
D PROCTER & GAMBLE CO            COM              74271810     43207    619992 SH  SHARED      06         481020            138972
D PROCTER & GAMBLE CO            COM              74271810    267526   3838810 SH  SHARED      10        3521632            317178
D PROCTER & GAMBLE CO            COM              74271810      3327     47753 SH  SHARED      14                            47753
D PROCTER & GAMBLE CO            COM              74271810        97      1400 SH  SHARED      15                             1400
D PROCTER & GAMBLE CO            COM              74271810      6522     93594 SH  SHARED      19                            93594
D PROCTER & GAMBLE CO            COM              74271810     27208    390416 SH  SHARED      20         257848       85   132483
D PROCTER & GAMBLE CO            COM              74271810     16383    235097 SH  SHR/OTHR    20                           235097
D PROCTER & GAMBLE CO            COM              74271810      3161     45360 SH  SHARED      21          32860             12500
D PROCTER & GAMBLE CO            COM              74271810       219      3150 SH  SHR/OTHR    21                             3150
D PROCTER & GAMBLE CO            COM              74271810      2406     34534 SH  SHARED      22          19127             15407
D PROCTER & GAMBLE CO            COM              74271810       878     12602 SH  SHR/OTHR    22                            12602
D PROCTER & GAMBLE CO            COM              74271810     17641    253148 SH  SHARED      23         239076             14072
D PROCTER & GAMBLE CO            COM              74271810     45008    645833 SH  SHR/OTHR    23                           645833
D PROCTER & GAMBLE CO            COM              74271810       153      2200 SH  SHARED      24           2200                  
D PRIVATEBANCORP INC             NOTE  3.625% 3/1 742962AD      1214   1236000 PRN SHARED      02        1236000                  
D PRIVATEBANCORP INC             COM              74296210       148      3575 SH  SHARED                   3575                  
D PRIVATEBANCORP INC             COM              74296210        59      1434 SH  SHARED      02           1434                  
D PRIVATEBANCORP INC             COM              74296210       104      2500 SH  SHARED      10           2500                  
D PROGENICS PHARMACEUTICALS IN   COM              74318710         1       128 SH  SHARED                    128                  
D PROGENICS PHARMACEUTICALS IN   COM              74318710        14      1091 SH  SHARED      02           1091                  
D PROGENICS PHARMACEUTICALS IN   COM              74318710        25      1903 SH  SHARED      10           1903                  
D PROGRESS ENERGY INC            COM              74326310     20233    469133 SH  SHARED                 469133                  
D PROGRESS ENERGY INC            COM              74326310      6246    144840 SH  SHARED      01         141563              3277
D PROGRESS ENERGY INC            COM              74326310        25       600 SH  SHR/OTHR    01                              600
D PROGRESS ENERGY INC            COM              74326310      1815     42083 SH  SHARED      02          33496              8587
D PROGRESS ENERGY INC            COM              74326310        86      2000 SH  SHARED      04           2000                  
D PROGRESS ENERGY INC            COM              74326310         6       140 SH  SHARED      05            140                  
D PROGRESS ENERGY INC            COM              74326310      2209     51220 SH  SHARED      06          42750              8470
D PROGRESS ENERGY INC            COM              74326310      9439    218855 SH  SHARED      10         218855                  
D PROGRESS ENERGY INC            COM              74326310       349      8100 SH  SHARED      14                             8100
D PROGRESS ENERGY INC            COM              74326310       132      3081 SH  SHARED      21           1381              1700
D PROGRESS ENERGY INC            COM              74326310       550     12771 SH  SHARED      23          12771                  
D PROGRESS ENERGY INC            COM              74326310       136      3168 SH  SHR/OTHR    23                             3168
D PROGRESS SOFTWARE CORP         COM              74331210       123      4737 SH  SHARED                   4737                  
D PROGRESS SOFTWARE CORP         COM              74331210         8       321 SH  SHARED      02            321                  
D PROGRESS SOFTWARE CORP         COM              74331210       359     13825 SH  SHARED      10          13825                  
D PROGRESS SOFTWARE CORP         COM              74331210        32      1265 SH  SHARED      21           1265                  
D PROGRESSIVE CORP OHIO          COM              74331510     20364   1170359 SH  SHARED                1170359                  
D PROGRESSIVE CORP OHIO          COM              74331510      1414     81275 SH  SHARED      01          81275                  
D PROGRESSIVE CORP OHIO          COM              74331510     24163   1388698 SH  SHARED      02          38219           1350479
D PROGRESSIVE CORP OHIO          COM              74331510         6       400 SH  SHARED      05            400                  
D PROGRESSIVE CORP OHIO          COM              74331510      1910    109791 SH  SHARED      06          89661             20130
D PROGRESSIVE CORP OHIO          COM              74331510     22338   1283819 SH  SHARED      10        1257819             26000
D PROLIANCE INTL INC             COM              74340R10         0       358 SH  SHARED                    358                  
D PROLOGIS                       NOTE  2.250% 4/0 743410AQ      4122   5417000 PRN SHARED      02        5417000                  
D PROLOGIS                       NOTE  1.875%11/1 743410AR     32062  46000000 PRN SHARED               46000000                  
D PROLOGIS                       NOTE  2.625% 5/1 743410AS     15394  21500000 PRN SHARED               21500000                  
D PROLOGIS                       NOTE  2.625% 5/1 743410AS      4833   6750000 PRN SHARED      02        6750000                  
D PROLOGIS                       SH BEN INT       74341010     67006   1623618 SH  SHARED                1420268            203350
D PROLOGIS                       SH BEN INT       74341010      5668    137345 SH  SHARED      01         112980             24365
D PROLOGIS                       SH BEN INT       74341010       515     12495 SH  SHR/OTHR    01                            12495
D PROLOGIS                       SH BEN INT       74341010      7727    187233 SH  SHARED      02         185159              2074
D PROLOGIS                       SH BEN INT       74341010         6       150 SH  SHARED      05            150                  
D PROLOGIS                       SH BEN INT       74341010       226      5500 SH  SHARED      06            200              5300
D PROLOGIS                       SH BEN INT       74341010     84435   2045924 SH  SHARED      10        2029824             16100
D PROLOGIS                       SH BEN INT       74341010    472438  11447512 SH  SHARED      11        6015765           5431747
D PROLOGIS                       SH BEN INT       74341010       406      9860 SH  SHARED      14                             9860
D PROLOGIS                       SH BEN INT       74341010       963     23355 SH  SHARED      20          20764       80     2511
D PROLOGIS                       SH BEN INT       74341010       187      4545 SH  SHR/OTHR    20                             4545
D PROLOGIS                       SH BEN INT       74341010         4       100 SH  SHARED      21            100                  
D PROLOGIS                       SH BEN INT       74341010       153      3709 SH  SHARED      22           2350              1359
D PROLOGIS                       SH BEN INT       74341010         1        25 SH  SHR/OTHR    22                               25
D PROLOGIS                       SH BEN INT       74341010       834     20219 SH  SHARED      23          11869              8350
D PROLOGIS                       SH BEN INT       74341010       540     13098 SH  SHR/OTHR    23                            13098
D PROS HOLDINGS INC              COM              74346Y10        28      3045 SH  SHARED                   3045                  
D PROS HOLDINGS INC              COM              74346Y10        37      4007 SH  SHARED      02              7              4000
D PROS HOLDINGS INC              COM              74346Y10        15      1700 SH  SHARED      21           1700                  
D PROS HOLDINGS INC              COM              74346Y10      9390   1000000 SH  SHARED      23        1000000                  
D PROSHARES TR                   ULTRA S&P 500    74347R10       773     15705 SH  SHARED      02                            15705
D PROSHARES TR                   ULTRA QQQ PSHS   74347R20       108      2075 SH  SHARED      02                             2075
D PROSHARES TR                   ULTRSHRT 20YRS   74347R29      1452     23300 SH  SHARED      02                            23300
D PROSHARES TR                   ULTRA DOW 30     74347R30       137      2590 SH  SHARED      02                             2590
D PROSHARES TR                   ULTRSHRT 7-10Y   74347R31         5        85 SH  SHARED      02                               85
D PROSHARES TR                   ULTRA XIN CH25   74347R32      8888     94554 SH  SHARED                  94554                  
D PROSHARES TR                   ULTRA XIN CH25   74347R32        16       175 SH  SHARED      02                              175
D PROSHARES TR                   ULTR SHRT MSCI   74347R33       251      2091 SH  SHARED      02                             2091
D PROSHARES TR                   ULTR SHRT MSCI   74347R35       245      2533 SH  SHARED      02                             2533
D PROSHARES TR                   ULTRA MDCAP400   74347R40        52      1000 SH  SHARED      02                             1000
D PROSHARES TR                   ULSHRT2000 GRW   74347R42         0         5 SH  SHARED      02                                5
D PROSHARES TR                   SHORT S&P 500    74347R50        73      1000 SH  SHARED      02                             1000
D PROSHARES TR                   REAL EST PRO     74347R55     11497    149333 SH  SHARED                 149333                  
D PROSHARES TR                   REAL EST PRO     74347R55        50       660 SH  SHARED      02                              660
D PROSHARES TR                   ULTRASHRT O&G    74347R58      1048     27000 SH  SHARED                  27000                  
D PROSHARES TR                   ULTRASHRT O&G    74347R58         9       250 SH  SHARED      01                              250
D PROSHARES TR                   ULTRASHRT O&G    74347R58      2140     55090 SH  SHARED      02          50000              5090
D PROSHARES TR                   ULTRASHRT FINL   74347R62      8216     81364 SH  SHARED                  81364                  
D PROSHARES TR                   ULTRASHRT FINL   74347R62      2393     23700 SH  SHARED      02          20000              3700
D PROSHARES TR                   BASIC MTRL PRO   74347R65        13       250 SH  SHARED      01                              250
D PROSHARES TR                   BASIC MTRL PRO   74347R65       662     12450 SH  SHARED      02                            12450
D PROSHARES TR                   ULTRA SEMICNDC   74347R66       385     12940 SH  SHARED      02                            12940
D PROSHARES TR                   ULTRA SEMICNDC   74347R66      1624     54500 SH  SHARED      15                            54500
D PROSHARES TR                   ULTRA O&G PRO    74347R71       372      5991 SH  SHARED      02                             5991
D PROSHARES TR                   ULTRA HLTHCARE   74347R73       465      8850 SH  SHARED      02                             8850
D PROSHARES TR                   ULTRA FINL PRO   74347R74         5       300 SH  SHARED      01                              300
D PROSHARES TR                   ULTRA FINL PRO   74347R74      1074     61285 SH  SHARED      02                            61285
D PROSHARES TR                   ULTRA SMCAP600   74347R81         9       200 SH  SHARED      02                              200
D PROSHARES TR                   ULTSHT RUS2000   74347R83      7441    103500 SH  SHARED                 103500                  
D PROSHARES TR                   ULTSHT RUS2000   74347R83       719     10000 SH  SHARED      02                            10000
D PROSHARES TR                   ULTRASHT MD400   74347R85        13       200 SH  SHARED      02                              200
D PROSHARES TR                   ULTRASHT DOW30   74347R86     20520    333500 SH  SHARED                 333500                  
D PROSHARES TR                   ULTRASHT DOW30   74347R86      1303     21187 SH  SHARED      02                            21187
D PROSHARES TR                   ULTRASHORT QQQ   74347R87       627     11475 SH  SHARED      02                            11475
D PROSHARES TR                   ULTRASHT SP500   74347R88     23445    333500 SH  SHARED                 333500                  
D PROSHARES TR                   ULTRASHT SP500   74347R88       766     10900 SH  SHR/OTHR    01                            10900
D PROSHARES TR                   ULTRASHT SP500   74347R88      1526     21710 SH  SHARED      02                            21710
D PROSPECT ACQUISITION CORP      COM              74347T10      5183    575898 SH  SHARED                 575898                  
D PROSPECT ACQUISITION CORP      *W EXP 11/14/201 74347T11        91    505694 SH  SHARED                 505694                  
D PROSPECT CAPITAL CORPORATION   COM              74348T10       550     42972 SH  SHARED                  42972                  
D PROSPECT CAPITAL CORPORATION   COM              74348T10        54      4235 SH  SHARED      01           4235                  
D PROSPECT CAPITAL CORPORATION   COM              74348T10      1083     84571 SH  SHARED      10          84571                  
D PROSPECT MEDICAL HOLDINGS IN   COM              74349410         0       296 SH  SHARED                    296                  
D PROSPERITY BANCSHARES INC      COM              74360610      1082     31851 SH  SHARED                  31851                  
D PROSPERITY BANCSHARES INC      COM              74360610       179      5276 SH  SHARED      02           5276                  
D PROSPERITY BANCSHARES INC      COM              74360610       959     28236 SH  SHARED      10          28236                  
D PROSPERITY BANCSHARES INC      COM              74360610        21       618 SH  SHARED      21                              618
D PROTALIX BIOTHERAPEUTICS INC   COM              74365A10         0         6 SH  SHARED      02              6                  
D PROTECTION ONE INC             COM NEW          74366340         0        51 SH  SHARED                     51                  
D PROTECTION ONE INC             COM NEW          74366340         0         3 SH  SHARED      02              3                  
D PROTECTIVE LIFE CORP           COM              74367410       821     28810 SH  SHARED                  28810                  
D PROTECTIVE LIFE CORP           COM              74367410       538     18900 SH  SHARED      01            100             18800
D PROTECTIVE LIFE CORP           COM              74367410        67      2368 SH  SHARED      02           2315                53
D PROTECTIVE LIFE CORP           COM              74367410      8494    297950 SH  SHARED      10         296650              1300
D PROTECTIVE LIFE CORP           COM              74367410       136      4778 SH  SHARED      14                             4778
D PROTEIN DESIGN LABS INC        NOTE  2.750% 8/1 74369LAD      3111   3585000 PRN SHARED                3585000                  
D PROTEIN DESIGN LABS INC        NOTE  2.750% 8/1 74369LAD      2202   2538000 PRN SHARED      02        2538000                  
D PROTEIN DESIGN LABS INC        NOTE  2.000% 2/1 74369LAF      1783   2400000 PRN SHARED                2400000                  
D PROVIDENCE & WORCESTER RR CO   COM              74373710         1        96 SH  SHARED                     96                  
D PROVIDENCE & WORCESTER RR CO   COM              74373710         5       350 SH  SHARED      02                              350
D PROVIDENCE SVC CORP            COM              74381510         0        32 SH  SHARED                     32                  
D PROVIDENCE SVC CORP            COM              74381510        12      1260 SH  SHARED      02              6              1254
D PROVIDENCE SVC CORP            COM              74381510      3770    384783 SH  SHARED      10         384783                  
D PROVIDENT BANKSHARES CORP      COM              74385910       629     64826 SH  SHARED                  64826                  
D PROVIDENT BANKSHARES CORP      COM              74385910       115     11900 SH  SHARED      01           7100              4800
D PROVIDENT BANKSHARES CORP      COM              74385910        45      4647 SH  SHARED      02           4647                  
D PROVIDENT BANKSHARES CORP      COM              74385910       126     13000 SH  SHARED      10          13000                  
D PROVIDENT ENERGY TR            TR UNIT          74386K10      5123    570576 SH  SHARED                 570576                  
D PROVIDENT ENERGY TR            TR UNIT          74386K10        17      2000 SH  SHARED      02                             2000
D PROVIDENT ENERGY TR            TR UNIT          74386K10       209     23350 SH  SHR/OTHR    23                            23350
D PROVIDENT FINL SVCS INC        COM              74386T10       374     22706 SH  SHARED                  22706                  
D PROVIDENT FINL SVCS INC        COM              74386T10       184     11167 SH  SHARED      02          11167                  
D PROVIDENT FINL SVCS INC        COM              74386T10       465     28200 SH  SHARED      10          28200                  
D PROVIDENT FINL HLDGS INC       COM              74386810         1       134 SH  SHARED                    134                  
D PROVIDENT NEW YORK BANCORP     COM              74402810         3       237 SH  SHARED                    237                  
D PROVIDENT NEW YORK BANCORP     COM              74402810       499     37800 SH  SHARED      10          32100              5700
D PROVIDENT NEW YORK BANCORP     COM              74402810        66      5000 SH  SHR/OTHR    23                             5000
D PROXIM WIRELESS CORP           COM              74428510         0       568 SH  SHARED                    568                  
D PRUDENTIAL BANCORP INC PA      COM              74431910         0        89 SH  SHARED                     89                  
D PRUDENTIAL FINL INC            FRNT        12/1 744320AG      4420   4520000 PRN SHARED      02        4520000                  
D PRUDENTIAL FINL INC            FRNT        12/1 744320AJ     37437  39700000 PRN SHARED               39700000                  
D PRUDENTIAL FINL INC            FRNT        12/1 744320AJ      4715   5000000 PRN SHARED      02        5000000                  
D PRUDENTIAL FINL INC            FRNT        12/1 744320AJ      1886   2000000 PRN SHARED      06        2000000                  
D PRUDENTIAL FINL INC            COM              74432010     74435   1033823 SH  SHARED                 958323             75500
D PRUDENTIAL FINL INC            COM              74432010      4372     60724 SH  SHARED      01          60425               299
D PRUDENTIAL FINL INC            COM              74432010         1        27 SH  SHR/OTHR    01                               27
D PRUDENTIAL FINL INC            COM              74432010      4042     56150 SH  SHARED      02          55825               325
D PRUDENTIAL FINL INC            COM              74432010      6084     84500 SH  SHARED      04          84500                  
D PRUDENTIAL FINL INC            COM              74432010        15       210 SH  SHARED      05            210                  
D PRUDENTIAL FINL INC            COM              74432010      5575     77432 SH  SHARED      06          63692             13740
D PRUDENTIAL FINL INC            COM              74432010    127672   1773226 SH  SHARED      10        1245126            528100
D PRUDENTIAL FINL INC            COM              74432010       602      8364 SH  SHARED      14                             8364
D PRUDENTIAL FINL INC            COM              74432010      1129     15690 SH  SHARED      15                            15690
D PRUDENTIAL FINL INC            COM              74432010       324      4500 SH  SHARED      19                             4500
D PRUDENTIAL FINL INC            COM              74432010       278      3873 SH  SHARED      23           3873                  
D PRUDENTIAL FINL INC            COM              74432010       757     10525 SH  SHR/OTHR    23                            10525
D PRUDENTIAL FINL INC            COM              74432010       676      9400 SH  SHARED      24           9400                  
D PRUDENTIAL PLC                 ADR              74435K20       763     41500 SH  SHARED                  41500                  
D PRUDENTIAL PLC                 ADR              74435K20         9       500 SH  SHARED      01                              500
D PRUDENTIAL PLC                 ADR              74435K20        14       803 SH  SHARED      02            500               303
D PSYCHEMEDICS CORP              COM NEW          74437520        14      1020 SH  SHARED                   1020                  
D PSYCHEMEDICS CORP              COM NEW          74437520         4       302 SH  SHARED      02            302                  
D PT INDOSAT TBK                 SPONSORED ADR    74438310         0         8 SH  SHARED                      8                  
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10         0        16 SH  SHARED                     16                  
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10      1225     32300 SH  SHARED      01          14500             17800
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10       102      2713 SH  SHARED      02           2113               600
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10      6141    161838 SH  SHARED      10         160138              1700
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10         8       217 SH  SHARED      20            217                  
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10         4       125 SH  SHARED      21                              125
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310     17308    527848 SH  SHARED                 527848                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      2096     63948 SH  SHARED      01          61748              2200
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      6134    187085 SH  SHARED      02         184635              2450
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       124      3800 SH  SHARED      04           3800                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310         8       260 SH  SHARED      05            260                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      4461    136060 SH  SHARED      06          54300             81760
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310     10568    322309 SH  SHARED      10         322309                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       318      9700 SH  SHARED      14                             9700
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310        32      1000 SH  SHARED      22           1000                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       144      4400 SH  SHARED      23           4200               200
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310        49      1500 SH  SHR/OTHR    23                             1500
D PUBLIC STORAGE                 COM              74460D10     45270    457234 SH  SHARED                 412884             44350
D PUBLIC STORAGE                 COM              74460D10      1392     14060 SH  SHARED      01          14060                  
D PUBLIC STORAGE                 COM              74460D10        74       750 SH  SHR/OTHR    01                              750
D PUBLIC STORAGE                 COM              74460D10      1131     11431 SH  SHARED      02          11431                  
D PUBLIC STORAGE                 COM              74460D10         6        70 SH  SHARED      05             70                  
D PUBLIC STORAGE                 COM              74460D10       257      2600 SH  SHARED      06            100              2500
D PUBLIC STORAGE                 COM              74460D10     45872    463313 SH  SHARED      10         456513              6800
D PUBLIC STORAGE                 COM              74460D10    274686   2774330 SH  SHARED      11        1387748           1386582
D PUBLIC STORAGE                 COM              74460D10       348      3524 SH  SHARED      14                             3524
D PUBLIC STORAGE                 COM              74460D10        32       333 SH  SHR/OTHR    23                              333
D PUBLIC STORAGE                 COM A DP1/1000   74460D72       333     12800 SH  SHARED      11                            12800
D PUBLIC STORAGE                 COM A DP1/1000   74460D72         0        11 SH  SHR/OTHR    23                               11
D PUGET ENERGY INC NEW           COM              74531010     86931   3255847 SH  SHARED                3255847                  
D PUGET ENERGY INC NEW           COM              74531010      1244     46600 SH  SHARED      01           4600             42000
D PUGET ENERGY INC NEW           COM              74531010        47      1768 SH  SHARED      02           1768                  
D PUGET ENERGY INC NEW           COM              74531010        88      3300 SH  SHARED      10           3300                  
D PULASKI FINL CORP              COM              74554810        11      1334 SH  SHARED                   1334                  
D PULTE HOMES INC                COM              74586710     18298   1309864 SH  SHARED                1309864                  
D PULTE HOMES INC                COM              74586710       412     29526 SH  SHARED      01          29526                  
D PULTE HOMES INC                COM              74586710      1429    102309 SH  SHARED      02         102309                  
D PULTE HOMES INC                COM              74586710      7216    516600 SH  SHARED      05         516600                  
D PULTE HOMES INC                COM              74586710       346     24790 SH  SHARED      06          18700              6090
D PULTE HOMES INC                COM              74586710      2198    157389 SH  SHARED      10         157389                  
D PURE BIOSCIENCE                COM              74621810         0       292 SH  SHARED                    292                  
D PURECYCLE CORP                 COM NEW          74622830         2       434 SH  SHARED                    434                  
D PUTNAM MANAGED MUN INCOM TR    COM              74682310        23      3623 SH  SHARED                   3623                  
D QIMONDA AG                     SPONSORED ADR    74690410         3      4470 SH  SHARED                   4470                  
D PUTNAM MUN OPPORTUNITIES TR    SH BEN INT       74692210       121     11719 SH  SHARED                  11719                  
D QLT INC                        COM              74692710         0         3 SH  SHARED                      3                  
D QLT INC                        COM              74692710      3740   1147476 SH  SHARED                1147476                  
D QLT INC                        COM              74692710        11      3628 SH  SHARED      02           3628                  
D PYRAMID OIL CO                 COM              74721510         0        53 SH  SHARED                     53                  
D QCR HOLDINGS INC               COM              74727A10         1       111 SH  SHARED                    111                  
D QCR HOLDINGS INC               COM              74727A10         0        15 SH  SHARED      02             15                  
D QAD INC                        COM              74727D10         0        83 SH  SHARED                     83                  
D QAD INC                        COM              74727D10         0         7 SH  SHARED      02              7                  
D Q E P INC                      COM              74727K10         0        48 SH  SHARED                     48                  
D QLOGIC CORP                    COM              74727710      4191    272904 SH  SHARED                 196204             76700
D QLOGIC CORP                    COM              74727710       299     19500 SH  SHARED      01          19500                  
D QLOGIC CORP                    COM              74727710       630     41033 SH  SHARED      02          41033                  
D QLOGIC CORP                    COM              74727710       562     36600 SH  SHARED      06          33600              3000
D QLOGIC CORP                    COM              74727710     24798   1614499 SH  SHARED      10        1583499             31000
D QC HLDGS INC                   COM              74729T10         1       153 SH  SHARED                    153                  
D QUADRAMED CORP                 COM NEW          74730W50         1       208 SH  SHARED                    208                  
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10       128     13549 SH  SHARED                  13549                  
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10        60      6400 SH  SHARED      01           6400                  
D QUAKER CHEM CORP               COM              74731610         0        17 SH  SHARED                     17                  
D QUAKER CHEM CORP               COM              74731610         0         5 SH  SHARED      02              5                  
D QIMONDA FIN LLC                NOTE  6.750% 3/2 74732WAA      3876   7300000 PRN SHARED      02        7300000                  
D QUALCOMM INC                   COM              74752510      1920     44692 SH  SHARED                  40892              3800
D QUALCOMM INC                   COM              74752510     50226   1168873 SH  SHARED                1147873             21000
D QUALCOMM INC                   COM              74752510     36910    858982 SH  SHARED      01         576442            282540
D QUALCOMM INC                   COM              74752510      8335    193981 SH  SHR/OTHR    01                           193981
D QUALCOMM INC                   COM              74752510     14534    338240 SH  SHARED      02         143270            194970
D QUALCOMM INC                   COM              74752510       774     18017 SH  SHARED      04                            18017
D QUALCOMM INC                   COM              74752510     12330    286950 SH  SHARED      04         286950                  
D QUALCOMM INC                   COM              74752510      6476    150720 SH  SHARED      05         150720                  
D QUALCOMM INC                   COM              74752510      9512    221374 SH  SHARED      06         171674             49700
D QUALCOMM INC                   COM              74752510    133029   3095872 SH  SHARED      10        3060246             35626
D QUALCOMM INC                   COM              74752510       865     20144 SH  SHARED      14                            20144
D QUALCOMM INC                   COM              74752510      4741    110347 SH  SHARED      19                           110347
D QUALCOMM INC                   COM              74752510      5726    133268 SH  SHARED      20          90978      265    42025
D QUALCOMM INC                   COM              74752510      1235     28745 SH  SHR/OTHR    20                            28745
D QUALCOMM INC                   COM              74752510       777     18099 SH  SHARED      21          16273              1826
D QUALCOMM INC                   COM              74752510        81      1900 SH  SHR/OTHR    21                             1900
D QUALCOMM INC                   COM              74752510      2177     50668 SH  SHARED      22          39468             11200
D QUALCOMM INC                   COM              74752510       794     18494 SH  SHR/OTHR    22                            18494
D QUALCOMM INC                   COM              74752510      6336    147470 SH  SHARED      23         126950             20520
D QUALCOMM INC                   COM              74752510      8114    188840 SH  SHR/OTHR    23                           188840
D QUALITY DISTR INC FLA          COM              74756M10         0       224 SH  SHARED                    224                  
D QUALSTAR CORP                  COM              74758R10         0       196 SH  SHARED                    196                  
D QUALITY SYS INC                COM              74758210        83      1981 SH  SHARED                   1981                  
D QUALITY SYS INC                COM              74758210       193      4590 SH  SHARED      02           4590                  
D QUALITY SYS INC                COM              74758210      2201     52100 SH  SHARED      10          52100                  
D QUANEX BUILDING PRODUCTS COR   COM              74761910       907     59549 SH  SHARED                  59549                  
D QUANEX BUILDING PRODUCTS COR   COM              74761910       102      6754 SH  SHARED      02           6754                  
D QUANEX BUILDING PRODUCTS COR   COM              74761910       152     10000 SH  SHARED      10          10000                  
D QUANTA SVCS INC                COM              74762E10        13       500 SH  SHARED                                      500
D QUANTA SVCS INC                COM              74762E10      1571     58199 SH  SHARED                  58199                  
D QUANTA SVCS INC                COM              74762E10      1600     59250 SH  SHARED      01           4950             54300
D QUANTA SVCS INC                COM              74762E10       865     32047 SH  SHARED      02          29036              3011
D QUANTA SVCS INC                COM              74762E10      5266    195000 SH  SHARED      04         195000                  
D QUANTA SVCS INC                COM              74762E10      5347    198000 SH  SHARED      05         198000                  
D QUANTA SVCS INC                COM              74762E10       676     25050 SH  SHARED      06                            25050
D QUANTA SVCS INC                COM              74762E10      1195     44259 SH  SHARED      10          44259                  
D QUANTUM FUEL SYS TECH WORLDW   COM              74765E10         0       172 SH  SHARED                    172                  
D QUANTUM GROUP INC              COM NEW          74765L20         0        39 SH  SHARED                     39                  
D QUANTUM CORP                   COM DSSG         74790620         5      4951 SH  SHARED      02           4951                  
D QUANTUM CORP                   COM DSSG         74790620        84     80600 SH  SHARED      10          80600                  
D QUEPASA CORP                   COM NEW          74833W20         0       267 SH  SHARED                    267                  
D QUEST DIAGNOSTICS INC          COM              74834L10     18139    351059 SH  SHARED                 351059                  
D QUEST DIAGNOSTICS INC          COM              74834L10      1268     24557 SH  SHARED      01          16727              7830
D QUEST DIAGNOSTICS INC          COM              74834L10       149      2900 SH  SHR/OTHR    01                             2900
D QUEST DIAGNOSTICS INC          COM              74834L10       661     12805 SH  SHARED      02          12680               125
D QUEST DIAGNOSTICS INC          COM              74834L10    137979   2670400 SH  SHARED      04        2670400                  
D QUEST DIAGNOSTICS INC          COM              74834L10     26027    503730 SH  SHARED      06         232800            270930
D QUEST DIAGNOSTICS INC          COM              74834L10      9119    176490 SH  SHARED      10         176490                  
D QUEST DIAGNOSTICS INC          COM              74834L10       785     15200 SH  SHARED      14          15200                  
D QUEST DIAGNOSTICS INC          COM              74834L10      1911     37000 SH  SHARED      15                            37000
D QUEST DIAGNOSTICS INC          COM              74834L10       976     18900 SH  SHARED      20          11431              7469
D QUEST DIAGNOSTICS INC          COM              74834L10       353      6835 SH  SHR/OTHR    20                             6835
D QUEST DIAGNOSTICS INC          COM              74834L10      1216     23550 SH  SHARED      23          22950               600
D QUEST DIAGNOSTICS INC          COM              74834L10      1532     29650 SH  SHR/OTHR    23                            29650
D QUEST SOFTWARE INC             COM              74834T10      9223    726812 SH  SHARED                 726812                  
D QUEST SOFTWARE INC             COM              74834T10       107      8500 SH  SHARED      01                             8500
D QUEST SOFTWARE INC             COM              74834T10       311     24566 SH  SHARED      02          24566                  
D QUEST SOFTWARE INC             COM              74834T10       672     53000 SH  SHARED      04          53000                  
D QUEST SOFTWARE INC             COM              74834T10       300     23710 SH  SHARED      10          23710                  
D QUEST RESOURCE CORP            COM NEW          74834930         4      1700 SH  SHARED      01           1700                  
D QUEST RESOURCE CORP            COM NEW          74834930         0        15 SH  SHARED      02             15                  
D QUEST RESOURCE CORP            COM NEW          74834930        12      4700 SH  SHARED      10           4700                  
D QUEST RESOURCE CORP            COM NEW          74834930         0        38 SH  SHARED      20             38                  
D QUEST CAP CORP NEW             COM              74835U10        18     13300 SH  SHARED                  13300                  
D QUEST CAP CORP NEW             COM              74835U10         2      2000 SH  SHARED      02                             2000
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10         9      1300 SH  SHARED                   1300                  
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10        38      5300 SH  SHARED      01           5300                  
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10         0        30 SH  SHARED      02             30                  
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10         2       400 SH  SHARED      10            400                  
D QUESTAR CORP                   COM              74835610      8350    204066 SH  SHARED                 204066                  
D QUESTAR CORP                   COM              74835610       832     20350 SH  SHARED      01          20350                  
D QUESTAR CORP                   COM              74835610       798     19509 SH  SHARED      02          19509                  
D QUESTAR CORP                   COM              74835610        57      1400 SH  SHARED      04           1400                  
D QUESTAR CORP                   COM              74835610      1417     34632 SH  SHARED      06          18062             16570
D QUESTAR CORP                   COM              74835610      4006     97899 SH  SHARED      10          97899                  
D QUESTAR CORP                   COM              74835610       225      5500 SH  SHARED      14                             5500
D QUESTAR CORP                   COM              74835610       130      3200 SH  SHARED      23                             3200
D QUEST ENERGY PARTNERS L P      COM UNIT LP IN   74836B20       223     33371 SH  SHARED                  33371                  
D QUICKLOGIC CORP                COM              74837P10         0       758 SH  SHARED                    758                  
D QUICKSILVER RESOURCES INC      DBCV  1.875%11/0 74837RAB     40658  29000000 PRN SHARED               29000000                  
D QUICKSILVER RESOURCES INC      COM              74837R10      7646    389509 SH  SHARED                 389509                  
D QUICKSILVER RESOURCES INC      COM              74837R10      1851     94340 SH  SHARED      01          57640             36700
D QUICKSILVER RESOURCES INC      COM              74837R10       877     44716 SH  SHARED      02          44716                  
D QUICKSILVER RESOURCES INC      COM              74837R10       174      8879 SH  SHARED      10           8879                  
D QUICKSILVER RESOURCES INC      COM              74837R10         5       300 SH  SHARED      21                              300
D QUIKSILVER INC                 COM              74838C10       175     30520 SH  SHARED                  30520                  
D QUIKSILVER INC                 COM              74838C10        12      2180 SH  SHARED      01                             2180
D QUIKSILVER INC                 COM              74838C10      1349    235072 SH  SHARED      02             72            235000
D QUIKSILVER INC                 COM              74838C10      3554    619231 SH  SHARED      10         619231                  
D QUIDEL CORP                    COM              74838J10       139      8474 SH  SHARED                   8474                  
D QUIDEL CORP                    COM              74838J10        62      3800 SH  SHARED      01           3800                  
D QUIDEL CORP                    COM              74838J10        36      2197 SH  SHARED      02           2197                  
D QUIDEL CORP                    COM              74838J10      2765    168502 SH  SHARED      10         166302              2200
D QUIGLEY CORP                   COM NEW          74838L30         5      1071 SH  SHARED                   1071                  
D QUICKSILVER GAS SVCS LP        COM UNITS LPI    74839G10         0        20 SH  SHARED                     20                  
D QUIXOTE CORP                   COM              74905610         1       237 SH  SHARED                    237                  
D QWEST COMMUNICATIONS INTL IN   NOTE  3.500%11/1 749121BY      2824   3331000 PRN SHARED                3331000                  
D QWEST COMMUNICATIONS INTL IN   NOTE  3.500%11/1 749121BY      2598   3064000 PRN SHARED      02        3064000                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110     14087   4361523 SH  SHARED                4361523                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110       441    136565 SH  SHARED      01         136565                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110      3011    932298 SH  SHARED      02         932066               232
D QWEST COMMUNICATIONS INTL IN   COM              74912110      1649    510700 SH  SHARED      04         510700                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110         2       800 SH  SHARED      05            800                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110       656    203190 SH  SHARED      06         161400             41790
D QWEST COMMUNICATIONS INTL IN   COM              74912110      6115   1893253 SH  SHARED      10        1893253                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110        18      5644 SH  SHARED      14                             5644
D QWEST COMMUNICATIONS INTL IN   COM              74912110         0       255 SH  SHARED      20            255                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110         0        69 SH  SHR/OTHR    23                               69
D RAIT FINANCIAL TRUST           COM              74922710       550    100226 SH  SHARED                 100226                  
D RAIT FINANCIAL TRUST           COM              74922710        58     10705 SH  SHARED      01          10705                  
D RAIT FINANCIAL TRUST           COM              74922710      2770    504566 SH  SHARED      02         504566                  
D RAIT FINANCIAL TRUST           COM              74922710       169     30800 SH  SHARED      10          30800                  
D RCM TECHNOLOGIES INC           COM NEW          74936040         0       526 SH  SHARED                    526                  
D RCM TECHNOLOGIES INC           COM NEW          74936040        45     26265 SH  SHARED      10          26265                  
D RCN CORP                       COM NEW          74936120      9440    770035 SH  SHARED                 770035                  
D RCN CORP                       COM NEW          74936120        32      2621 SH  SHARED      02           2621                  
D RCN CORP                       COM NEW          74936120       109      8900 SH  SHARED      10           5100              3800
D RC2 CORP                       COM              74938810         6       300 SH  SHARED                    300                  
D RC2 CORP                       COM              74938810        37      1873 SH  SHARED      02           1809                64
D RC2 CORP                       COM              74938810       230     11536 SH  SHARED      10          11536                  
D RF MONOLITHICS INC             COM              74955F10         0       240 SH  SHARED                    240                  
D RGC RES INC                    COM              74955L10         1        56 SH  SHARED                     56                  
D R H DONNELLEY CORP             COM NEW          74955W30         8      4274 SH  SHARED                   4274                  
D R H DONNELLEY CORP             COM NEW          74955W30         1       512 SH  SHARED      01                              512
D R H DONNELLEY CORP             COM NEW          74955W30        10      5300 SH  SHARED      02           5300                  
D R H DONNELLEY CORP             COM NEW          74955W30        82     41325 SH  SHARED      10          41325                  
D R H DONNELLEY CORP             COM NEW          74955W30         0       100 SH  SHARED      20            100                  
D R H DONNELLEY CORP             COM NEW          74955W30        33     17000 SH  SHARED      23          17000                  
D RF INDS LTD                    COM PAR $0.01    74955210         0        74 SH  SHARED                     74                  
D RHI ENTMT INC DEL              COM              74957T10         5       360 SH  SHARED                    360                  
D RHI ENTMT INC DEL              COM              74957T10      1202     80730 SH  SHARED      02          80730                  
D RLI CORP                       COM              74960710       468      7539 SH  SHARED                   7539                  
D RLI CORP                       COM              74960710        55       900 SH  SHARED      01                              900
D RLI CORP                       COM              74960710        11       181 SH  SHARED      02            181                  
D RLI CORP                       COM              74960710       695     11200 SH  SHARED      10          11200                  
D RMK HIGH INCOME FD INC         COM SHS          74963B10         1      1611 SH  SHARED                   1611                  
D RMR REAL ESTATE FD             SH BEN INT       74963F10       153     18746 SH  SHARED                  18746                  
D RMK STRATEGIC INCOME FD INC    COM              74963H10         2      2817 SH  SHARED                   2817                  
D RMR HOSPITALITY REAL ESTATE    COM              74963J10       479     46645 SH  SHARED                  46645                  
D RMR ASIA REAL ESTATE FUND      COM BENE INTER   74964Q10      1171    154151 SH  SHARED      02                           154151
D RPC INC                        COM              74966010         1        94 SH  SHARED                     94                  
D RPC INC                        COM              74966010       153     10945 SH  SHARED      01          10945                  
D RPC INC                        COM              74966010         0        16 SH  SHARED      02             16                  
D RPC INC                        COM              74966010      8064    573577 SH  SHARED      10         573577                  
D RPM INTL INC                   COM              74968510       761     39358 SH  SHARED                  39358                  
D RPM INTL INC                   COM              74968510       767     39700 SH  SHARED      01                            39700
D RPM INTL INC                   COM              74968510       611     31627 SH  SHARED      02          26933              4694
D RPM INTL INC                   COM              74968510        11       600 SH  SHARED      06            600                  
D RPM INTL INC                   COM              74968510       117      6100 SH  SHARED      10           6100                  
D RSC HOLDINGS INC               COM              74972L10         1       114 SH  SHARED                    114                  
D RSC HOLDINGS INC               COM              74972L10        15      1377 SH  SHARED      02             27              1350
D RSC HOLDINGS INC               COM              74972L10      1778    156600 SH  SHARED      14                           156600
D RTI INTL METALS INC            COM              74973W10     12008    613908 SH  SHARED                 613908                  
D RTI INTL METALS INC            COM              74973W10       108      5533 SH  SHARED      02           5533                  
D RTI INTL METALS INC            COM              74973W10      6359    325150 SH  SHARED      10         325150                  
D RTI BIOLOGICS INC              COM              74975N10         0        30 SH  SHARED      02             30                  
D RXI PHARMACEUTICALS CORP       COM              74978T10        20      2500 SH  SHARED      02                             2500
D RF MICRODEVICES INC            NOTE  0.750% 4/1 749941AG      2785   3800000 PRN SHARED                3800000                  
D RF MICRODEVICES INC            NOTE  1.000% 4/1 749941AJ     17354  27074000 PRN SHARED               27074000                  
D RF MICRODEVICES INC            COM              74994110        21      7359 SH  SHARED                   7359                  
D RF MICRODEVICES INC            COM              74994110       302    103600 SH  SHARED      01          31600             72000
D RF MICRODEVICES INC            COM              74994110        52     18037 SH  SHARED      02          12895              5142
D RF MICRODEVICES INC            COM              74994110       199     68200 SH  SHARED      10          68200                  
D RACKABLE SYS INC               COM              75007710         4       468 SH  SHARED                    468                  
D RACKABLE SYS INC               COM              75007710       172     17555 SH  SHARED      02          17055               500
D RACKABLE SYS INC               COM              75007710        74      7600 SH  SHARED      10           7600                  
D RACKSPACE HOSTING INC          COM              75008610         3       400 SH  SHARED                    400                  
D RACKSPACE HOSTING INC          COM              75008610       370     37891 SH  SHARED      02          37891                  
D RADIAN GROUP INC               COM              75023610        65     13038 SH  SHARED                  13038                  
D RADIAN GROUP INC               COM              75023610        79     15800 SH  SHARED      01          15800                  
D RADIAN GROUP INC               COM              75023610        46      9176 SH  SHARED      02           9176                  
D RADIAN GROUP INC               COM              75023610       258     51300 SH  SHARED      10          51300                  
D RADIANT SYSTEMS INC            COM              75025N10         2       345 SH  SHARED                    345                  
D RADIANT SYSTEMS INC            COM              75025N10         0        68 SH  SHARED      02             15                53
D RADIO ONE INC                  CL A             75040P10         0         1 SH  SHARED      01                                1
D RADIO ONE INC                  CL D NON VTG     75040P40         2      3943 SH  SHARED                   3943                  
D RADIO ONE INC                  CL D NON VTG     75040P40        94    126000 SH  SHARED      14                           126000
D RADIOSHACK CORP                COM              75043810      1710     99007 SH  SHARED                  57907             41100
D RADIOSHACK CORP                COM              75043810       717     41500 SH  SHARED      01          41500                  
D RADIOSHACK CORP                COM              75043810      1274     73737 SH  SHARED      02          73737                  
D RADIOSHACK CORP                COM              75043810      1044     60450 SH  SHARED      06          56950              3500
D RADIOSHACK CORP                COM              75043810     30824   1783826 SH  SHARED      10        1691226             92600
D RADIOSHACK CORP                COM              75043810       169      9783 SH  SHARED      14                             9783
D RADISYS CORP                   COM              75045910         0        21 SH  SHARED                     21                  
D RADISYS CORP                   COM              75045910        31      3700 SH  SHARED      01           3700                  
D RADISYS CORP                   COM              75045910        80      9312 SH  SHARED      02           9312                  
D RADISYS CORP                   COM              75045910       238     27700 SH  SHARED      10          27700                  
D RADNET INC                     COM              75049110        15      3846 SH  SHARED                   3846                  
D RADNET INC                     COM              75049110         0       187 SH  SHARED      02            187                  
D RAE SYS INC                    COM              75061P10         1      1027 SH  SHARED                   1027                  
D RAINIER PAC FINL GROUP INC     COM              75087U10         3       735 SH  SHARED                    735                  
D RAINMAKER SYSTEMS              COM NEW          75087530         1       462 SH  SHARED                    462                  
D RAMBUS INC DEL                 NOTE         2/0 750917AB      1936   2000000 PRN SHARED                2000000                  
D RAMBUS INC DEL                 COM              75091710       523     40757 SH  SHARED                  40757                  
D RAMBUS INC DEL                 COM              75091710        14      1100 SH  SHARED      01           1100                  
D RAMBUS INC DEL                 COM              75091710       216     16824 SH  SHARED      02          15824              1000
D RAMBUS INC DEL                 COM              75091710        39      3100 SH  SHARED      10           3100                  
D RALCORP HLDGS INC NEW          COM              75102810      2137     31714 SH  SHARED                  31714                  
D RALCORP HLDGS INC NEW          COM              75102810      1934     28700 SH  SHARED      01          10900             17800
D RALCORP HLDGS INC NEW          COM              75102810      1085     16100 SH  SHR/OTHR    01                            16100
D RALCORP HLDGS INC NEW          COM              75102810       443      6573 SH  SHARED      02           6465               108
D RALCORP HLDGS INC NEW          COM              75102810     41760    619500 SH  SHARED      10         619500                  
D RALCORP HLDGS INC NEW          COM              75102810       447      6641 SH  SHARED      21                             6641
D RALCORP HLDGS INC NEW          COM              75102810         8       133 SH  SHR/OTHR    23                              133
D RAM ENERGY RESOURCES INC       COM              75130P10         1       500 SH  SHARED                    500                  
D RAM ENERGY RESOURCES INC       COM              75130P10       187     65026 SH  SHARED      02             26             65000
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220        97      4339 SH  SHARED                   4339                  
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220         8       389 SH  SHARED      02              9               380
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220       150      6700 SH  SHARED      10           6700                  
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220      8497    379000 SH  SHARED      11                           379000
D RAMTRON INTL CORP              COM NEW          75190730         1       511 SH  SHARED                    511                  
D RAMTRON INTL CORP              COM NEW          75190730        12      4400 SH  SHARED      02           4400                  
D RANDGOLD RES LTD               ADR              75234430       378      9217 SH  SHARED                   9217                  
D RANDGOLD RES LTD               ADR              75234430     32055    781263 SH  SHARED      02         780763               500
D RANDGOLD RES LTD               ADR              75234430      4103    100000 SH  SHARED      04         100000                  
D RANDGOLD RES LTD               ADR              75234430     20313    495101 SH  SHARED      10         495101                  
D RANGE RES CORP                 COM              75281A10     15644    364937 SH  SHARED                 364937                  
D RANGE RES CORP                 COM              75281A10       484     11300 SH  SHARED      01          11300                  
D RANGE RES CORP                 COM              75281A10      2801     65348 SH  SHARED      02           8199             57149
D RANGE RES CORP                 COM              75281A10     36396    849000 SH  SHARED      04         849000                  
D RANGE RES CORP                 COM              75281A10       831     19400 SH  SHARED      06          14700              4700
D RANGE RES CORP                 COM              75281A10      3891     90784 SH  SHARED      10          90784                  
D RANGE RES CORP                 COM              75281A10        78      1840 SH  SHARED      21            730              1110
D RASER TECHNOLOGIES INC         COM              75405510         0        55 SH  SHARED      01             55                  
D RASER TECHNOLOGIES INC         COM              75405510        49      5800 SH  SHARED      10           5800                  
D RAVEN INDS INC                 COM              75421210        81      2074 SH  SHARED                   2074                  
D RAVEN INDS INC                 COM              75421210         0         9 SH  SHARED      02              9                  
D RAYMOND JAMES FINANCIAL INC    COM              75473010      2023     61364 SH  SHARED                  61364                  
D RAYMOND JAMES FINANCIAL INC    COM              75473010      1317     39950 SH  SHARED      01           9125             30825
D RAYMOND JAMES FINANCIAL INC    COM              75473010       688     20866 SH  SHARED      02          20807                59
D RAYMOND JAMES FINANCIAL INC    COM              75473010     11760    356600 SH  SHARED      10         329200             27400
D RAYMOND JAMES FINANCIAL INC    COM              75473010        95      2900 SH  SHARED      21                             2900
D RAYMOND JAMES FINANCIAL INC    COM              75473010       158      4800 SH  SHARED      23           4800                  
D RAYONIER INC                   COM              75490710     14235    300642 SH  SHARED                 300000               642
D RAYONIER INC                   COM              75490710      8890    187751 SH  SHARED                 187751                  
D RAYONIER INC                   COM              75490710      1253     26472 SH  SHARED      01           2661             23811
D RAYONIER INC                   COM              75490710       787     16630 SH  SHARED      02           1628             15002
D RAYONIER INC                   COM              75490710      9885    208778 SH  SHARED      04         208778                  
D RAYONIER INC                   COM              75490710     10701    226000 SH  SHARED      05         226000                  
D RAYONIER INC                   COM              75490710      1452     30677 SH  SHARED      06                            30677
D RAYONIER INC                   COM              75490710       118      2500 SH  SHARED      10           2500                  
D RAYONIER INC                   COM              75490710         3        67 SH  SHR/OTHR    23                               67
D RAYONIER TRS HLDGS INC         NOTE  3.750%10/1 75508AAB      2497   2546000 PRN SHARED      02        2546000                  
D RAYTHEON CO                    *W EXP 06/16/201 75511111      2056    120966 SH  SHARED      02         120966                  
D RAYTHEON CO                    *W EXP 06/16/201 75511111         2       133 SH  SHARED      10            133                  
D RAYTHEON CO                    COM NEW          75511150       298      5585 SH  SHARED                    385              5200
D RAYTHEON CO                    COM NEW          75511150     55417   1035644 SH  SHARED                1035644                  
D RAYTHEON CO                    COM NEW          75511150      3209     59981 SH  SHARED      01          58185              1796
D RAYTHEON CO                    COM NEW          75511150      1751     32726 SH  SHARED      02          30916              1810
D RAYTHEON CO                    COM NEW          75511150        32       600 SH  SHARED      04            600                  
D RAYTHEON CO                    COM NEW          75511150        11       220 SH  SHARED      05            220                  
D RAYTHEON CO                    COM NEW          75511150      3044     56891 SH  SHARED      06          43601             13290
D RAYTHEON CO                    COM NEW          75511150     21409    400103 SH  SHARED      10         400103                  
D RAYTHEON CO                    COM NEW          75511150        76      1427 SH  SHARED      14                             1427
D RAYTHEON CO                    COM NEW          75511150        44       825 SH  SHARED      20            825                  
D RAYTHEON CO                    COM NEW          75511150        48       900 SH  SHARED      21            900                  
D RAYTHEON CO                    COM NEW          75511150        80      1500 SH  SHR/OTHR    22                             1500
D RAYTHEON CO                    COM NEW          75511150       341      6385 SH  SHARED      23           6348                37
D RAYTHEON CO                    COM NEW          75511150       505      9445 SH  SHR/OTHR    23                             9445
D RBC BEARINGS INC               COM              75524B10        14       445 SH  SHARED                    445                  
D RBC BEARINGS INC               COM              75524B10         0        12 SH  SHARED      02             12                  
D RBC BEARINGS INC               COM              75524B10      1142     33900 SH  SHARED      10          33900                  
D RBC BEARINGS INC               COM              75524B10        21       647 SH  SHARED      21            575                72
D READING INTERNATIONAL INC      CL A             75540810         2       424 SH  SHARED                    424                  
D READY MIX INC                  COM              75574710         0       253 SH  SHARED                    253                  
D REAL GOODS SOLAR INC           CL A             75601N10         0       200 SH  SHARED                    200                  
D REALNETWORKS INC               COM              75605L10       668    131560 SH  SHARED                 131560                  
D REALNETWORKS INC               COM              75605L10        28      5551 SH  SHARED      02             51              5500
D REALNETWORKS INC               COM              75605L10       101     20000 SH  SHARED      04                            20000
D REALNETWORKS INC               COM              75605L10       245     48424 SH  SHARED      10          48424                  
D REALTY INCOME CORP             COM              75610910      2775    108419 SH  SHARED                 108419                  
D REALTY INCOME CORP             COM              75610910       820     32050 SH  SHARED      01           2050             30000
D REALTY INCOME CORP             COM              75610910      2387     93260 SH  SHARED      02          92610               650
D REALTY INCOME CORP             COM              75610910      1735     67800 SH  SHARED      10          67800                  
D REALTY INCOME CORP             COM              75610910      8568    334700 SH  SHARED      11                           334700
D RECKSON OPER PARTNERSHIP L P   DEB   4.000% 6/1 75621LAJ     28877  33500000 PRN SHARED               33500000                  
D RED HAT INC                    DBCV  0.500% 1/1 756577AB      2733   2818000 PRN SHARED                2818000                  
D RED HAT INC                    COM              75657710       237     15763 SH  SHARED                  15763                  
D RED HAT INC                    COM              75657710        70      4650 SH  SHARED      01           4650                  
D RED HAT INC                    COM              75657710        37      2512 SH  SHARED      02           1812               700
D RED HAT INC                    COM              75657710        27      1800 SH  SHARED      06           1800                  
D RED HAT INC                    COM              75657710       277     18406 SH  SHARED      10          18406                  
D RED LION HOTELS CORP           COM              75676410         5       670 SH  SHARED                    670                  
D RED LION HOTELS CORP           COM              75676410        32      4100 SH  SHARED      02           4100                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10        90      3379 SH  SHARED                   3379                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10       798     29800 SH  SHARED      01          29800                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10      1283     47900 SH  SHR/OTHR    01                            47900
D RED ROBIN GOURMET BURGERS IN   COM              75689M10       196      7322 SH  SHARED      02           7322                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10      3835    143100 SH  SHARED      10         143100                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10        23       865 SH  SHARED      21            865                  
D REDDY ICE HLDGS INC            COM              75734R10       123     33751 SH  SHARED                  33751                  
D REDDY ICE HLDGS INC            COM              75734R10         8      2410 SH  SHARED      02           2410                  
D REDDY ICE HLDGS INC            COM              75734R10        28      7700 SH  SHARED      10           7700                  
D REDIFF COM INDIA LTD           SPONSORED ADR    75747910         1       324 SH  SHARED                    324                  
D REDWOOD TR INC                 COM              75807540       956     43995 SH  SHARED                  43995                  
D REDWOOD TR INC                 COM              75807540       104      4800 SH  SHARED      01           4800                  
D REDWOOD TR INC                 COM              75807540       205      9445 SH  SHARED      02           9445                  
D REDWOOD TR INC                 COM              75807540       473     21800 SH  SHARED      10          21800                  
D REED ELSEVIER N V              SPONS ADR NEW    75820420        64      2184 SH  SHARED                   2184                  
D REED ELSEVIER N V              SPONS ADR NEW    75820420         1        41 SH  SHARED      02                               41
D REED ELSEVIER N V              SPONS ADR NEW    75820420        89      3029 SH  SHARED      23                             3029
D REED ELSEVIER P L C            SPONS ADR NEW    75820520         0         6 SH  SHARED                      6                  
D REED ELSEVIER P L C            SPONS ADR NEW    75820520         4       100 SH  SHARED      02            100                  
D REEDS INC                      COM              75833810         0       104 SH  SHARED                    104                  
D RENEGY HOLDINGS INC            COM              75845J10         0        69 SH  SHARED                     69                  
D RENEGY HOLDINGS INC            COM              75845J10         6      3101 SH  SHARED      02                             3101
D REGAL BELOIT CORP              COM              75875010       279      6565 SH  SHARED                   6565                  
D REGAL BELOIT CORP              COM              75875010       127      3004 SH  SHARED      02           2943                61
D REGAL BELOIT CORP              COM              75875010     30314    712950 SH  SHARED      10         712950                  
D REGAL BELOIT CORP              COM              75875010        47      1124 SH  SHARED      21                             1124
D REGAL ENTMT GROUP              CL A             75876610        13       828 SH  SHARED                    828                  
D REGAL ENTMT GROUP              CL A             75876610      1240     78605 SH  SHARED      02           4605             74000
D REGAL ENTMT GROUP              CL A             75876610       104      6600 SH  SHARED      10           6600                  
D REGAL ENTMT GROUP              CL A             75876610         1       126 SH  SHARED      20            126                  
D REGAL ENTMT GROUP              CL A             75876610        25      1640 SH  SHARED      21           1640                  
D REGAL ENTMT GROUP              CL A             75876610       367     23300 SH  SHARED      23                            23300
D REGENCY CTRS CORP              COM              75884910     44732    670752 SH  SHARED                 590397             80355
D REGENCY CTRS CORP              COM              75884910      1492     22375 SH  SHARED      01            375             22000
D REGENCY CTRS CORP              COM              75884910       281      4219 SH  SHARED      02           3734               485
D REGENCY CTRS CORP              COM              75884910     47705    715339 SH  SHARED      10         714839               500
D REGENCY CTRS CORP              COM              75884910    300142   4500558 SH  SHARED      11        2238642           2261916
D REGENCY CTRS CORP              COM              75884910        27       407 SH  SHARED      14                              407
D REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y10      5367    292682 SH  SHARED                 292682                  
D REGENERON PHARMACEUTICALS      NOTE  5.500%10/1 75886FAB      7218   6961000 PRN SHARED                6961000                  
D REGENERON PHARMACEUTICALS      COM              75886F10      5766    264147 SH  SHARED                 264147                  
D REGENERON PHARMACEUTICALS      COM              75886F10       102      4675 SH  SHARED      01           4675                  
D REGENERON PHARMACEUTICALS      COM              75886F10       170      7805 SH  SHARED      02           6305              1500
D REGENERON PHARMACEUTICALS      COM              75886F10      4370    200200 SH  SHARED      04         200200                  
D REGENERON PHARMACEUTICALS      COM              75886F10      2183    100000 SH  SHARED      10          95900              4100
D REGENERX BIOPHARMACEUTICALS    COM              75886X10         0       786 SH  SHARED                    786                  
D REGENT COMMUNICATIONS INC DE   COM              75886510         0       820 SH  SHARED                    820                  
D REGIS CORP MINN                COM              75893210       181      6615 SH  SHARED                   6615                  
D REGIS CORP MINN                COM              75893210       404     14700 SH  SHARED      01           1700             13000
D REGIS CORP MINN                COM              75893210       255      9295 SH  SHARED      02           9295                  
D REGIS CORP MINN                COM              75893210     23606    858400 SH  SHARED      10         856200              2200
D REGIONAL BK HOLDRS TR          DEPOSITRY RCPT   75902E10        53       500 SH  SHARED      01                              500
D REGIONAL BK HOLDRS TR          DEPOSITRY RCPT   75902E10       311      2900 SH  SHARED      02           2900                  
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      7868    819683 SH  SHARED                 819683                  
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       923     96204 SH  SHARED      01          92404              3800
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       454     47375 SH  SHARED      02          45305              2070
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         2       300 SH  SHARED      05            300                  
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       970    101133 SH  SHARED      06          79753             21380
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      3101    323067 SH  SHARED      10         323067                  
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       243     25372 SH  SHARED      14                            25372
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         4       478 SH  SHARED      23            478                  
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         3       318 SH  SHR/OTHR    23                              318
D REHABCARE GROUP INC            COM              75914810        42      2327 SH  SHARED                   2327                  
D REHABCARE GROUP INC            COM              75914810        92      5100 SH  SHARED      01           2400              2700
D REHABCARE GROUP INC            COM              75914810       188     10410 SH  SHARED      02          10410                  
D REHABCARE GROUP INC            COM              75914810       669     36970 SH  SHARED      10          36970                  
D REINSURANCE GROUP AMER INC     PFD TR INC EQ    75935130     19295    324300 SH  SHARED                 324300                  
D REINSURANCE GROUP AMER INC     CL A             75935140      1305     24171 SH  SHARED                  22071              2100
D REINSURANCE GROUP AMER INC     CL A             75935140        59      1100 SH  SHARED      01           1100                  
D REINSURANCE GROUP AMER INC     CL A             75935140       517      9583 SH  SHARED      02           9043               540
D REINSURANCE GROUP AMER INC     CL A             75935140        59      1100 SH  SHARED      06           1100                  
D REINSURANCE GROUP AMER INC     CL A             75935140      5052     93574 SH  SHARED      10          82374             11200
D REINSURANCE GROUP AMER INC     CL A             75935140         5       100 SH  SHARED      21                              100
D REINSURANCE GROUP AMER INC     CL B             75935150      3869     81597 SH  SHARED                  81597                  
D REINSURANCE GROUP AMER INC     CL B             75935150       135      2863 SH  SHARED      02           2863                  
D REINSURANCE GROUP AMER INC     CL B             75935150       311      6571 SH  SHARED      10           6571                  
D REIS INC                       COM              75936P10         5       851 SH  SHARED                    851                  
D REIS INC                       COM              75936P10         1       200 SH  SHARED      02            200                  
D RELIANCE STEEL & ALUMINUM CO   COM              75950910     76976   2027289 SH  SHARED                2014489             12800
D RELIANCE STEEL & ALUMINUM CO   COM              75950910      1097     28900 SH  SHARED      01           8900             20000
D RELIANCE STEEL & ALUMINUM CO   COM              75950910       180      4743 SH  SHARED      02           4743                  
D RELIANCE STEEL & ALUMINUM CO   COM              75950910     20045    527921 SH  SHARED      10         489621             38300
D RELIANT ENERGY INC             COM              75952B10      3223    438619 SH  SHARED                 438619                  
D RELIANT ENERGY INC             COM              75952B10       365     49777 SH  SHARED      01          42915              6862
D RELIANT ENERGY INC             COM              75952B10         6       875 SH  SHR/OTHR    01                              875
D RELIANT ENERGY INC             COM              75952B10       269     36666 SH  SHARED      02          19022             17644
D RELIANT ENERGY INC             COM              75952B10       798    108600 SH  SHARED      04         108600                  
D RELIANT ENERGY INC             COM              75952B10       215     29330 SH  SHARED      06          24850              4480
D RELIANT ENERGY INC             COM              75952B10       526     71676 SH  SHARED      10          71676                  
D RELIANT ENERGY INC             COM              75952B10       151     20570 SH  SHARED      14                            20570
D RELIANT ENERGY INC             COM              75952B10         7      1005 SH  SHARED      20           1005                  
D RELIANT ENERGY INC             COM              75952B10         4       612 SH  SHARED      21            612                  
D RELIANT ENERGY INC             COM              75952B10         5       715 SH  SHR/OTHR    21                              715
D RELIANT ENERGY INC             COM              75952B10        17      2365 SH  SHR/OTHR    23                             2365
D RELIV INTL INC                 COM              75952R10         1       384 SH  SHARED                    384                  
D RELM WIRELESS CORP             COM              75952510         1      1334 SH  SHARED                   1334                  
D RENAISSANCE ACQUISITION CORP   *W EXP 01/28/201 75966C11        11    167500 SH  SHARED      02         167500                  
D RENAISSANCE ACQUISITION CORP   COM              75966C30      1795    323500 SH  SHARED                 323500                  
D RENAISSANCE ACQUISITION CORP   COM              75966C30        72     13100 SH  SHARED      02          13100                  
D RENAISSANCE LEARNING INC       COM              75968L10      1500    115500 SH  SHARED                 115500                  
D RENAISSANCE LEARNING INC       COM              75968L10        11       900 SH  SHARED      01            900                  
D RENAISSANCE LEARNING INC       COM              75968L10         0         5 SH  SHARED      02              5                  
D RENAISSANCE LEARNING INC       COM              75968L10       131     10100 SH  SHARED      10          10100                  
D RENASANT CORP                  COM              75970E10         2       134 SH  SHARED                    134                  
D RENASANT CORP                  COM              75970E10       303     14000 SH  SHARED      10          14000                  
D RENESOLA LTD                   SPONS ADS        75971T10       262     25000 SH  SHARED      02                            25000
D RENESOLA LTD                   SPONS ADS        75971T10         9       905 SH  SHARED      21            905                  
D REPLIGEN CORP                  COM              75991610        29      6264 SH  SHARED                   6264                  
D REPLIGEN CORP                  COM              75991610         0        17 SH  SHARED      02             17                  
D RENT A CTR INC NEW             COM              76009N10       465     20907 SH  SHARED                  20907                  
D RENT A CTR INC NEW             COM              76009N10       583     26200 SH  SHARED      01           6600             19600
D RENT A CTR INC NEW             COM              76009N10       102      4603 SH  SHARED      02           4489               114
D RENT A CTR INC NEW             COM              76009N10       334     15000 SH  SHARED      04          15000                  
D RENT A CTR INC NEW             COM              76009N10      3852    172900 SH  SHARED      10         172900                  
D RENTECH INC                    COM              76011210        30     23000 SH  SHARED      01          23000                  
D RENTRAK CORP                   COM              76017410         5       367 SH  SHARED                    367                  
D RENTRAK CORP                   COM              76017410        38      2800 SH  SHARED      02           2800                  
D REPSOL YPF S A                 SPONSORED ADR    76026T20      1987     67006 SH  SHARED                  67006                  
D REPSOL YPF S A                 SPONSORED ADR    76026T20         1        48 SH  SHARED      02                               48
D REPSOL YPF S A                 SPONSORED ADR    76026T20       118      4000 SH  SHR/OTHR    20                             4000
D REPUBLIC AWYS HLDGS INC        COM              76027610       213     20919 SH  SHARED                  20919                  
D REPUBLIC AWYS HLDGS INC        COM              76027610        20      2020 SH  SHARED      02           2020                  
D REPUBLIC AWYS HLDGS INC        COM              76027610       157     15500 SH  SHARED      10          15500                  
D REPROS THERAPEUTICS INC        COM              76028H10         2       331 SH  SHARED                    331                  
D REPROS THERAPEUTICS INC        COM              76028H10       763    106400 SH  SHARED      04         106400                  
D REPLIDYNE INC                  COM              76028W10         0       380 SH  SHARED                    380                  
D REPUBLIC BANCORP KY            CL A             76028120       304     10049 SH  SHARED                  10049                  
D REPUBLIC BANCORP KY            CL A             76028120        90      3000 SH  SHARED      01           3000                  
D REPUBLIC BANCORP KY            CL A             76028120       742     24500 SH  SHARED      10          24500                  
D REPUBLIC FIRST BANCORP INC     COM              76041610         6       810 SH  SHARED                    810                  
D REPUBLIC SVCS INC              COM              76075910      5414    180606 SH  SHARED                 180606                  
D REPUBLIC SVCS INC              COM              76075910      1656     55250 SH  SHARED      01                            55250
D REPUBLIC SVCS INC              COM              76075910      1385     46199 SH  SHARED      02          46199                  
D REPUBLIC SVCS INC              COM              76075910         4       150 SH  SHARED      05            150                  
D REPUBLIC SVCS INC              COM              76075910       145      4855 SH  SHARED      06           2650              2205
D REPUBLIC SVCS INC              COM              76075910       152      5100 SH  SHARED      10           5100                  
D RESEARCH FRONTIERS INC         COM              76091110         1       400 SH  SHARED                    400                  
D RES-CARE INC                   COM              76094310        83      4613 SH  SHARED                   4613                  
D RES-CARE INC                   COM              76094310        41      2314 SH  SHARED      02           2314                  
D RES-CARE INC                   COM              76094310       444     24500 SH  SHARED      10          24500                  
D RESEARCH IN MOTION LTD         COM              76097510     47964    702261 SH  SHARED                 702261                  
D RESEARCH IN MOTION LTD         COM              76097510      9227    135104 SH  SHARED      01          74179             60925
D RESEARCH IN MOTION LTD         COM              76097510      3068     44922 SH  SHR/OTHR    01                            44922
D RESEARCH IN MOTION LTD         COM              76097510     26026    381062 SH  SHARED      02         371752              9310
D RESEARCH IN MOTION LTD         COM              76097510        11       169 SH  SHARED      04                              169
D RESEARCH IN MOTION LTD         COM              76097510      5153     75450 SH  SHARED      04          75450                  
D RESEARCH IN MOTION LTD         COM              76097510       812     11900 SH  SHARED      05          11900                  
D RESEARCH IN MOTION LTD         COM              76097510       540      7915 SH  SHARED      06           5365              2550
D RESEARCH IN MOTION LTD         COM              76097510     14627    214164 SH  SHARED      10         213445               719
D RESEARCH IN MOTION LTD         COM              76097510       482      7060 SH  SHARED      14                             7060
D RESEARCH IN MOTION LTD         COM              76097510      1213     17762 SH  SHARED      20          15777       50     1935
D RESEARCH IN MOTION LTD         COM              76097510        86      1260 SH  SHR/OTHR    20                             1260
D RESEARCH IN MOTION LTD         COM              76097510        85      1250 SH  SHARED      21           1250                  
D RESEARCH IN MOTION LTD         COM              76097510        34       500 SH  SHR/OTHR    21                              500
D RESEARCH IN MOTION LTD         COM              76097510      1042     15257 SH  SHARED      22          11282              3975
D RESEARCH IN MOTION LTD         COM              76097510       120      1765 SH  SHR/OTHR    22                             1765
D RESEARCH IN MOTION LTD         COM              76097510      3436     50320 SH  SHARED      23          45800              4520
D RESEARCH IN MOTION LTD         COM              76097510      3431     50240 SH  SHR/OTHR    23                            50240
D RESMED INC                     COM              76115210        59      1373 SH  SHARED                   1373                  
D RESMED INC                     COM              76115210       997     23200 SH  SHARED      01                            23200
D RESMED INC                     COM              76115210       346      8056 SH  SHARED      02           8056                  
D RESMED INC                     COM              76115210      1505     35000 SH  SHARED      04          35000                  
D RESMED INC                     COM              76115210      1802     41924 SH  SHARED      10          41924                  
D RESOURCE AMERICA INC           CL A             76119520        17      1802 SH  SHARED                   1802                  
D RESOURCE AMERICA INC           CL A             76119520         0       100 SH  SHARED      01                              100
D RESOURCE AMERICA INC           CL A             76119520         5       550 SH  SHR/OTHR    01                              550
D RESOURCE AMERICA INC           CL A             76119520        11      1200 SH  SHARED      02           1200                  
D RESOURCE CAP CORP              COM              76120W30        25      4145 SH  SHARED      01           4145                  
D RESOURCE CAP CORP              COM              76120W30         4       762 SH  SHARED      02             12               750
D RESOURCE CAP CORP              COM              76120W30        96     16000 SH  SHARED      10          16000                  
D RESOURCES CONNECTION INC       COM              76122Q10        85      3781 SH  SHARED                   3781                  
D RESOURCES CONNECTION INC       COM              76122Q10       296     13170 SH  SHARED      02           5538              7632
D RESOURCES CONNECTION INC       COM              76122Q10       196      8733 SH  SHARED      10           8733                  
D RESPONSE GENETICS INC          COM              76123U10         0        78 SH  SHARED                     78                  
D RETAIL HOLDRS TR               DEP RCPT         76127U10    421448   4675487 SH  SHARED                4675487                  
D RETAIL HOLDRS TR               DEP RCPT         76127U10     61971    687500 SH  SHARED      02         687500                  
D RETAIL VENTURES INC            COM              76128Y10       494    126780 SH  SHARED                 126780                  
D RETAIL VENTURES INC            COM              76128Y10        39     10016 SH  SHARED      02          10016                  
D RETAIL VENTURES INC            COM              76128Y10        36      9300 SH  SHARED      10           9300                  
D RETRACTABLE TECHNOLOGIES INC   COM              76129W10         0       251 SH  SHARED                    251                  
D REWARDS NETWORK INC            COM              76155710         3       627 SH  SHARED                    627                  
D REWARDS NETWORK INC            COM              76155710        24      4900 SH  SHARED      01           4900                  
D REX ENERGY CORPORATION         COM              76156510       869     55189 SH  SHARED                  55189                  
D REX ENERGY CORPORATION         COM              76156510        52      3300 SH  SHARED      01           3300                  
D REX ENERGY CORPORATION         COM              76156510         8       509 SH  SHARED      02              9               500
D REX ENERGY CORPORATION         COM              76156510        29      1900 SH  SHARED      10           1900                  
D REX STORES CORP                COM              76162410        19      1709 SH  SHARED                   1709                  
D REX STORES CORP                COM              76162410         0         4 SH  SHARED      02              4                  
D REXAHN PHARMACEUTICALS INC     COM              76164010        23     18233 SH  SHARED                  18233                  
D REYNOLDS AMERICAN INC          COM              76171310       297      6120 SH  SHARED                                     6120
D REYNOLDS AMERICAN INC          COM              76171310     22724    467382 SH  SHARED                 467382                  
D REYNOLDS AMERICAN INC          COM              76171310       986     20300 SH  SHARED      01          20300                  
D REYNOLDS AMERICAN INC          COM              76171310      2275     46807 SH  SHARED      02          40280              6527
D REYNOLDS AMERICAN INC          COM              76171310      1149     23650 SH  SHARED      06          18550              5100
D REYNOLDS AMERICAN INC          COM              76171310      9860    202812 SH  SHARED      10         202812                  
D REYNOLDS AMERICAN INC          COM              76171310       150      3100 SH  SHARED      14                             3100
D RICHARDSON ELECTRS LTD         COM              76316510         5       881 SH  SHARED                    881                  
D RICKS CABARET INTL INC         COM NEW          76564130        43      4405 SH  SHARED                   4405                  
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       119      5100 SH  SHARED      01           5100                  
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960        53      2289 SH  SHARED      02           2289                  
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960      5340    228700 SH  SHARED      04         228700                  
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       945     40500 SH  SHARED      10          40500                  
D RIGHTNOW TECHNOLOGIES INC      COM              76657R10        53      4237 SH  SHARED                   4237                  
D RIGHTNOW TECHNOLOGIES INC      COM              76657R10        12      1015 SH  SHARED      02             15              1000
D RIMAGE CORP                    COM              76672110        22      1630 SH  SHARED                   1630                  
D RIMAGE CORP                    COM              76672110         0         5 SH  SHARED      02              5                  
D RIO TINTO PLC                  SPONSORED ADR    76720410        24       100 SH  SHARED                    100                  
D RIO TINTO PLC                  SPONSORED ADR    76720410     34824    139577 SH  SHARED                 139577                  
D RIO TINTO PLC                  SPONSORED ADR    76720410        12        50 SH  SHARED      01             50                  
D RIO TINTO PLC                  SPONSORED ADR    76720410       535      2147 SH  SHARED      02            400              1747
D RIO TINTO PLC                  SPONSORED ADR    76720410        42       170 SH  SHARED      20            170                  
D RIO TINTO PLC                  SPONSORED ADR    76720410         1         6 SH  SHARED      21              6                  
D RIO VISTA ENERGY PARTNERS L    COM              76727110         0        50 SH  SHARED                     50                  
D RISKMETRICS GROUP INC          COM              76773510       543     27771 SH  SHARED                  27771                  
D RISKMETRICS GROUP INC          COM              76773510         0        12 SH  SHARED      02             12                  
D RISKMETRICS GROUP INC          COM              76773510      2520    128800 SH  SHARED      10         128800                  
D RITCHIE BROS AUCTIONEERS       COM              76774410        30      1300 SH  SHARED                   1300                  
D RITCHIE BROS AUCTIONEERS       COM              76774410        14       600 SH  SHARED      14                              600
D RITE AID CORP                  COM              76775410        27     32458 SH  SHARED                  32458                  
D RITE AID CORP                  COM              76775410       665    792170 SH  SHARED      02         791170              1000
D RITE AID CORP                  COM              76775410         0       500 SH  SHR/OTHR    23                              500
D RIVER CITY BK                  COM              76803710         0        46 SH  SHARED                     46                  
D RIVERBED TECHNOLOGY INC        COM              76857310         1       117 SH  SHARED                    117                  
D RIVERBED TECHNOLOGY INC        COM              76857310        11       953 SH  SHARED      02             32               921
D RIVERVIEW BANCORP INC          COM              76939710         7      1267 SH  SHARED                   1267                  
D RIVIERA HLDGS CORP             COM              76962710         0       111 SH  SHARED                    111                  
D ROBERTS REALTY INVS            COM              76990010         0       114 SH  SHARED                    114                  
D ROBBINS & MYERS INC            COM              77019610       240      7767 SH  SHARED                   7767                  
D ROBBINS & MYERS INC            COM              77019610        98      3200 SH  SHARED      01           2000              1200
D ROBBINS & MYERS INC            COM              77019610       193      6241 SH  SHARED      02           6241                  
D ROBBINS & MYERS INC            COM              77019610      1347     43573 SH  SHARED      10          43573                  
D ROBERT HALF INTL INC           COM              77032310      4151    167748 SH  SHARED                 167748                  
D ROBERT HALF INTL INC           COM              77032310       415     16800 SH  SHARED      01          16800                  
D ROBERT HALF INTL INC           COM              77032310       406     16405 SH  SHARED      02          16405                  
D ROBERT HALF INTL INC           COM              77032310         3       160 SH  SHARED      05            160                  
D ROBERT HALF INTL INC           COM              77032310       488     19750 SH  SHARED      06          16350              3400
D ROBERT HALF INTL INC           COM              77032310     11788    476318 SH  SHARED      10         476318                  
D ROBERT HALF INTL INC           COM              77032310        83      3370 SH  SHARED      14                             3370
D ROCHESTER MED CORP             COM              77149710         2       225 SH  SHARED                    225                  
D ROCHESTER MED CORP             COM              77149710        37      2800 SH  SHARED      02           2800                  
D ROCK OF AGES CORP              CL A             77263210         0       107 SH  SHARED                    107                  
D ROCK-TENN CO                   CL A             77273920      1162     29082 SH  SHARED                  29082                  
D ROCK-TENN CO                   CL A             77273920       107      2700 SH  SHARED      01           2700                  
D ROCK-TENN CO                   CL A             77273920       103      2578 SH  SHARED      02           2578                  
D ROCK-TENN CO                   CL A             77273920      2191     54817 SH  SHARED      10          54817                  
D ROCK-TENN CO                   CL A             77273920        60      1515 SH  SHARED      21           1515                  
D ROCKFORD CORP                  COM              77316P10         0       170 SH  SHARED                    170                  
D ROCKWELL AUTOMATION INC        COM              77390310     10926    292614 SH  SHARED                 292614                  
D ROCKWELL AUTOMATION INC        COM              77390310       945     25324 SH  SHARED      01          25324                  
D ROCKWELL AUTOMATION INC        COM              77390310      5820    155872 SH  SHARED      02         155472               400
D ROCKWELL AUTOMATION INC        COM              77390310       298      8000 SH  SHARED      04           8000                  
D ROCKWELL AUTOMATION INC        COM              77390310         3        90 SH  SHARED      05             90                  
D ROCKWELL AUTOMATION INC        COM              77390310       888     23790 SH  SHARED      06          19600              4190
D ROCKWELL AUTOMATION INC        COM              77390310      2980     79830 SH  SHARED      10          79830                  
D ROCKVILLE FINL INC             COM              77418610         1        69 SH  SHARED                     69                  
D ROCKWELL COLLINS INC           COM              77434110        49      1025 SH  SHARED                   1025                  
D ROCKWELL COLLINS INC           COM              77434110     13052    271418 SH  SHARED                 259418             12000
D ROCKWELL COLLINS INC           COM              77434110      8717    181279 SH  SHARED      01         130439             50840
D ROCKWELL COLLINS INC           COM              77434110      1696     35271 SH  SHR/OTHR    01                            35271
D ROCKWELL COLLINS INC           COM              77434110       506     10529 SH  SHARED      02           6944              3585
D ROCKWELL COLLINS INC           COM              77434110      1971     41000 SH  SHARED      04          41000                  
D ROCKWELL COLLINS INC           COM              77434110         6       130 SH  SHARED      05            130                  
D ROCKWELL COLLINS INC           COM              77434110      1086     22600 SH  SHARED      06          17850              4750
D ROCKWELL COLLINS INC           COM              77434110      3947     82079 SH  SHARED      10          82079                  
D ROCKWELL COLLINS INC           COM              77434110         9       200 SH  SHARED      14                              200
D ROCKWELL COLLINS INC           COM              77434110        17       371 SH  SHARED      19                              371
D ROCKWELL COLLINS INC           COM              77434110       269      5605 SH  SHARED      20           5015               590
D ROCKWELL COLLINS INC           COM              77434110         2        50 SH  SHR/OTHR    20                               50
D ROCKWELL COLLINS INC           COM              77434110       432      8993 SH  SHARED      21           8506               487
D ROCKWELL COLLINS INC           COM              77434110       647     13474 SH  SHARED      22          11669              1805
D ROCKWELL COLLINS INC           COM              77434110        67      1400 SH  SHR/OTHR    22                             1400
D ROCKWELL COLLINS INC           COM              77434110      1020     21216 SH  SHARED      23          17316              3900
D ROCKWELL COLLINS INC           COM              77434110       577     12015 SH  SHR/OTHR    23                            12015
D ROCKWELL MEDICAL TECH          COM              77437410         1       263 SH  SHARED                    263                  
D ROCKWOOD HLDGS INC             COM              77441510        36      1431 SH  SHARED                   1431                  
D ROCKWOOD HLDGS INC             COM              77441510       143      5604 SH  SHARED      02           5104               500
D ROCKWOOD HLDGS INC             COM              77441510       467     18217 SH  SHARED      10          18217                  
D ROCKY BRANDS INC               COM              77451510         0       130 SH  SHARED                    130                  
D ROCKY MTN CHOCOLATE FACTORY    COM PAR $0.03    77467840        11      1239 SH  SHARED                   1239                  
D RODMAN & RENSHAW CAP GP INC    COM              77487R10         0       218 SH  SHARED                    218                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310      2945     96236 SH  SHARED                  96236                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       707     23100 SH  SHARED      01          23100                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310      1138     37200 SH  SHR/OTHR    01                            37200
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       216      7060 SH  SHARED      02           7060                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       918     30000 SH  SHARED      06                            30000
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       115      3772 SH  SHARED      10           3772                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310        34      1126 SH  SHARED      21                             1126
D ROGERS COMMUNICATIONS INC      CL B             77510920       119      3584 SH  SHARED                   3584                  
D ROGERS COMMUNICATIONS INC      CL B             77510920     29352    883052 SH  SHARED                 881652              1400
D ROGERS COMMUNICATIONS INC      CL B             77510920        63      1900 SH  SHARED      01           1900                  
D ROGERS COMMUNICATIONS INC      CL B             77510920        52      1567 SH  SHARED      02           1500                67
D ROGERS COMMUNICATIONS INC      CL B             77510920      1761     53000 SH  SHARED      04          53000                  
D ROGERS COMMUNICATIONS INC      CL B             77510920         9       300 SH  SHARED      05            300                  
D ROGERS COMMUNICATIONS INC      CL B             77510920      3493    105112 SH  SHARED      06          32012             73100
D ROGERS COMMUNICATIONS INC      CL B             77510920      1199     36100 SH  SHARED      10          36100                  
D ROGERS COMMUNICATIONS INC      CL B             77510920       381     11463 SH  SHARED      14                            11463
D ROGERS COMMUNICATIONS INC      CL B             77510920        39      1190 SH  SHARED      21                             1190
D ROGERS CORP                    COM              77513310       286      7758 SH  SHARED                   7758                  
D ROGERS CORP                    COM              77513310       203      5510 SH  SHARED      02           5510                  
D ROGERS CORP                    COM              77513310       329      8921 SH  SHARED      10           8921                  
D ROHM & HAAS CO                 COM              77537110     51432    735375 SH  SHARED                 735375                  
D ROHM & HAAS CO                 COM              77537110      1459     20865 SH  SHARED      01          20865                  
D ROHM & HAAS CO                 COM              77537110      3067     43861 SH  SHARED      02          43861                  
D ROHM & HAAS CO                 COM              77537110        48       700 SH  SHARED      04            700                  
D ROHM & HAAS CO                 COM              77537110         6        90 SH  SHARED      05             90                  
D ROHM & HAAS CO                 COM              77537110      1272     18200 SH  SHARED      06          14250              3950
D ROHM & HAAS CO                 COM              77537110      8263    118156 SH  SHARED      10         118156                  
D ROHM & HAAS CO                 COM              77537110         6       100 SH  SHR/OTHR    23                              100
D ROLLINS INC                    COM              77571110       340     17920 SH  SHARED                  17920                  
D ROLLINS INC                    COM              77571110       395     20850 SH  SHARED      01           1275             19575
D ROLLINS INC                    COM              77571110        96      5077 SH  SHARED      02           4756               321
D ROLLINS INC                    COM              77571110         3       210 SH  SHARED      21                              210
D ROMA FINANCIAL CORP            COM              77581P10         5       392 SH  SHARED                    392                  
D ROME BANCORP INC NEW           COM              77587P10      1014     96573 SH  SHARED                  96573                  
D RONSON CORP                    COM NEW          77633820         0        63 SH  SHARED                     63                  
D ROPER INDS INC NEW             NOTE  1.481% 1/1 776696AA     34150  50000000 PRN SHARED               50000000                  
D ROPER INDS INC NEW             COM              77669610      2111     37073 SH  SHARED                  37073                  
D ROPER INDS INC NEW             COM              77669610      1607     28230 SH  SHARED      01            130             28100
D ROPER INDS INC NEW             COM              77669610       325      5706 SH  SHARED      02           5706                  
D ROPER INDS INC NEW             COM              77669610     35850    629394 SH  SHARED      04         629394                  
D ROPER INDS INC NEW             COM              77669610     33477    587736 SH  SHARED      05         587736                  
D ROPER INDS INC NEW             COM              77669610      2210     38805 SH  SHARED      06            100             38705
D ROPER INDS INC NEW             COM              77669610     20413    358380 SH  SHARED      10         358380                  
D ROPER INDS INC NEW             COM              77669610        43       765 SH  SHARED      21            590               175
D ROPER INDS INC NEW             COM              77669610       250      4400 SH  SHARED      23           4400                  
D ROSETTA RESOURCES INC          COM              77777930       158      8634 SH  SHARED                   8634                  
D ROSETTA RESOURCES INC          COM              77777930       113      6200 SH  SHARED      01           6200                  
D ROSETTA RESOURCES INC          COM              77777930         1        73 SH  SHARED      02             29                44
D ROSETTA RESOURCES INC          COM              77777930      2115    115200 SH  SHARED      10         115200                  
D ROSS STORES INC                COM              77829610      2736     74340 SH  SHARED                  74340                  
D ROSS STORES INC                COM              77829610      1567     42595 SH  SHARED      01            295             42300
D ROSS STORES INC                COM              77829610       418     11373 SH  SHARED      02          11373                  
D ROSS STORES INC                COM              77829610       368     10000 SH  SHARED      04          10000                  
D ROSS STORES INC                COM              77829610     10619    288500 SH  SHARED      05         288500                  
D ROSS STORES INC                COM              77829610        48      1320 SH  SHARED      06            600               720
D ROSS STORES INC                COM              77829610      1774     48200 SH  SHARED      10          40100              8100
D ROSS STORES INC                COM              77829610       568     15455 SH  SHARED      14                            15455
D ROSTELECOM OPEN JT STK LNG D   SPONSORED ADR    77852910       449     10313 SH  SHARED                  10313                  
D ROSTELECOM OPEN JT STK LNG D   SPONSORED ADR    77852910       493     11332 SH  SHARED                  11332                  
D ROSTELECOM OPEN JT STK LNG D   SPONSORED ADR    77852910      5098    117100 SH  SHARED      06                           117100
D ROWAN COS INC                  COM              77938210      3295    107866 SH  SHARED                 107866                  
D ROWAN COS INC                  COM              77938210       455     14899 SH  SHARED      01          14899                  
D ROWAN COS INC                  COM              77938210      1319     43188 SH  SHARED      02          30637             12551
D ROWAN COS INC                  COM              77938210       983     32196 SH  SHARED      06          29376              2820
D ROWAN COS INC                  COM              77938210     19370    634067 SH  SHARED      10         634067                  
D ROWAN COS INC                  COM              77938210        70      2300 SH  SHARED      21                             2300
D ROYAL BANCSHARES PA INC        CL A             78008110         6      1264 SH  SHARED                   1264                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710      1135     23640 SH  SHARED                  23640                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710    122258   2545990 SH  SHARED                2542490              3500
D ROYAL BK CDA MONTREAL QUE      COM              78008710        26       560 SH  SHARED      01            560                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710       329      6852 SH  SHARED      02           3900              2952
D ROYAL BK CDA MONTREAL QUE      COM              78008710        91      1900 SH  SHARED      04           1900                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710        28       600 SH  SHARED      05            600                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710       982     20456 SH  SHARED      06          13856              6600
D ROYAL BK CDA MONTREAL QUE      COM              78008710      1639     34151 SH  SHARED      10          34151                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710      1242     25872 SH  SHARED      14                            25872
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF T    78009771        28      2807 SH  SHARED                   2807                  
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF T    78009771        30      3000 SH  SHARED      02                             3000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR REP SHS   78009772         6      2030 SH  SHARED                   2030                  
D ROYAL BK SCOTLAND GROUP PLC    SP ADR REP SHS   78009772        20      6537 SH  SHARED      02           6132               405
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF S    78009773        21      2455 SH  SHARED                   2455                  
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF S    78009773       162     18800 SH  SHARED      02          15800              3000
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SHS R   78009774        26      3125 SH  SHARED                   3125                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SHS R   78009774         6       800 SH  SHARED      02                              800
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SHS Q   78009775         6       744 SH  SHARED                    744                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        33      3950 SH  SHARED      01                             3950
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        16      1960 SH  SHR/OTHR    01                             1960
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        17      2000 SH  SHARED      21           2000                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SER N   78009777        20      2125 SH  SHARED                   2125                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SER N   78009777        28      3000 SH  SHARED      02                             3000
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SER N   78009777         3       400 SH  SHARED      20            400                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SER N   78009777         9      1000 SH  SHR/OTHR    23                             1000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR L RP PF   78009778        30      3348 SH  SHARED                   3348                  
D ROYAL BK SCOTLAND GROUP PLC    SP ADR L RP PF   78009778        15      1750 SH  SHARED      02                             1750
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF M    78009779      4925    531933 SH  SHARED      02         531433               500
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR F       78009780        13      1000 SH  SHARED      02                             1000
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR SER H   78009787         0         2 SH  SHARED                      2                  
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        30       536 SH  SHARED                    536                  
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        13       237 SH  SHARED      01                              237
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        55       968 SH  SHARED      02                              968
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        78      1379 SH  SHARED      23           1379                  
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910       200      3510 SH  SHR/OTHR    23                             3510
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      1475     25000 SH  SHARED                                    25000
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       311      5273 SH  SHARED                   5273                  
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      7912    134079 SH  SHARED      01          49177             84902
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      2709     45920 SH  SHR/OTHR    01                            45920
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      2296     38912 SH  SHARED      02          15000             23912
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       707     11990 SH  SHARED      10          11990                  
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      4500     76271 SH  SHARED      20          20477             55794
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      2829     47944 SH  SHR/OTHR    20                            47944
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920        19       325 SH  SHARED      21             60               265
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       472      8000 SH  SHR/OTHR    21                             8000
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920        88      1500 SH  SHARED      22           1200               300
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       220      3741 SH  SHR/OTHR    22                             3741
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      6589    111671 SH  SHARED      23          89021             22650
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      9007    152649 SH  SHR/OTHR    23                           152649
D ROYAL GOLD INC                 COM              78028710        53      1500 SH  SHARED                                     1500
D ROYAL GOLD INC                 COM              78028710       171      4761 SH  SHARED                   4761                  
D ROYAL GOLD INC                 COM              78028710       380     10575 SH  SHARED      01          10575                  
D ROYAL GOLD INC                 COM              78028710       140      3916 SH  SHARED      02           3416               500
D ROYAL GOLD INC                 COM              78028710       327      9100 SH  SHARED      10           9100                  
D ROYAL GOLD INC                 COM              78028710        17       500 SH  SHR/OTHR    23                              500
D ROYALE ENERGY INC              COM NEW          78074G20         0       135 SH  SHARED                    135                  
D ROYCE FOCUS TR                 COM              78080N10        79     10539 SH  SHARED      02                            10539
D ROYCE VALUE TR INC             COM              78091010        31      2400 SH  SHARED      02                             2400
D RUBICON MINERALS CORP          COM              78091110        23     16400 SH  SHARED                  16400                  
D RUBICON MINERALS CORP          COM              78091110         3      2400 SH  SHARED      02           2400                  
D ROYCE MICRO-CAP TR INC         COM              78091510       147     16801 SH  SHARED      02                            16801
D RUBICON TECHNOLOGY INC         COM              78112T10        89     12402 SH  SHARED                  12402                  
D RUBICON TECHNOLOGY INC         COM              78112T10       112     15522 SH  SHARED      02          15522                  
D RUBIOS RESTAURANTS INC         COM              78116B10         1       186 SH  SHARED                    186                  
D RUBY TUESDAY INC               COM              78118210        38      6690 SH  SHARED                   6690                  
D RUBY TUESDAY INC               COM              78118210         0        29 SH  SHARED      02             29                  
D RUBY TUESDAY INC               COM              78118210        79     13700 SH  SHARED      06          13700                  
D RUBY TUESDAY INC               COM              78118210       116     20162 SH  SHARED      10          20162                  
D RUDDICK CORP                   COM              78125810         0        16 SH  SHARED                     16                  
D RUDDICK CORP                   COM              78125810       425     13100 SH  SHARED      01                            13100
D RUDDICK CORP                   COM              78125810        16       513 SH  SHARED      02            513                  
D RUDDICK CORP                   COM              78125810     23177    714250 SH  SHARED      10         714250                  
D RUDOLPH TECHNOLOGIES INC       COM              78127010         3       365 SH  SHARED                    365                  
D RUDOLPH TECHNOLOGIES INC       COM              78127010         0       104 SH  SHARED      02             17                87
D RURAL / METRO CORP             COM              78174810         2      1009 SH  SHARED                   1009                  
D RURBAN FINL CORP               COM              78176P10         1       131 SH  SHARED                    131                  
D RUSH ENTERPRISES INC           CL A             78184620        64      5032 SH  SHARED                   5032                  
D RUSH ENTERPRISES INC           CL A             78184620         0        19 SH  SHARED      02             19                  
D RUSH ENTERPRISES INC           CL A             78184620       157     12300 SH  SHARED      10          12300                  
D RUSH ENTERPRISES INC           CL B             78184630        16      1288 SH  SHARED                   1288                  
D RUSS BERRIE & CO               COM              78223310         5       660 SH  SHARED                    660                  
D RUSS BERRIE & CO               COM              78223310        59      7763 SH  SHARED      02           7763                  
D RUTHS HOSPITALITY GROUP INC    COM              78333210         0        21 SH  SHARED                     21                  
D RUTHS HOSPITALITY GROUP INC    COM              78333210        18      4708 SH  SHARED      02           4708                  
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310       618     27591 SH  SHARED                  27591                  
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310         4       179 SH  SHARED      02            179                  
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310       130      5800 SH  SHARED      06           5800                  
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310       228     10200 SH  SHARED      10          10200                  
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310         1        62 SH  SHARED      20             62                  
D RYDER SYS INC                  COM              78354910      7850    126623 SH  SHARED                  97923             28700
D RYDER SYS INC                  COM              78354910      1221     19700 SH  SHARED      01          19700                  
D RYDER SYS INC                  COM              78354910       185      2991 SH  SHARED      02           2741               250
D RYDER SYS INC                  COM              78354910       595      9600 SH  SHARED      06           8600              1000
D RYDER SYS INC                  COM              78354910     86028   1387561 SH  SHARED      10        1317104             70457
D RYDEX ETF TRUST                S&P 500 EQ TRD   78355W10       250      6610 SH  SHARED      02                             6610
D RYDEX ETF TRUST                MATERIALS ETF    78355W82        18       420 SH  SHARED      02                              420
D RYDEX ETF TRUST                ENERGY ETF       78355W86         8       170 SH  SHARED      02                              170
D RYLAND GROUP INC               COM              78376410      1319     49764 SH  SHARED                  49764                  
D RYLAND GROUP INC               COM              78376410       400     15100 SH  SHARED      01           1800             13300
D RYLAND GROUP INC               COM              78376410       901     33981 SH  SHARED      02          33981                  
D RYLAND GROUP INC               COM              78376410       981     37000 SH  SHARED      10          37000                  
D RYLAND GROUP INC               COM              78376410      1596     60200 SH  SHARED      14                            60200
D S&P 500 COVERED CALL FD INC    COM              78381P10        57      4600 SH  SHARED                   4600                  
D S&P 500 COVERED CALL FD INC    COM              78381P10        85      6775 SH  SHARED      02                             6775
D S & T BANCORP INC              COM              78385910        43      1190 SH  SHARED                   1190                  
D S & T BANCORP INC              COM              78385910        10       275 SH  SHARED      01            275                  
D S & T BANCORP INC              COM              78385910        48      1313 SH  SHARED      02           1313                  
D S & T BANCORP INC              COM              78385910       136      3700 SH  SHARED      10           3700                  
D SBA COMMUNICATIONS CORP        NOTE  0.375%12/0 78388JAJ       176    200000 PRN SHARED                 200000                  
D SBA COMMUNICATIONS CORP        NOTE  0.375%12/0 78388JAJ      9352  10616000 PRN SHARED      02       10614000              2000
D SBA COMMUNICATIONS CORP        COM              78388J10     32448   1254287 SH  SHARED                1254287                  
D SBA COMMUNICATIONS CORP        COM              78388J10       525     20325 SH  SHARED      01          20325                  
D SBA COMMUNICATIONS CORP        COM              78388J10       124      4807 SH  SHARED      02           4807                  
D SBA COMMUNICATIONS CORP        COM              78388J10       244      9445 SH  SHARED      10           9445                  
D SBA COMMUNICATIONS CORP        COM              78388J10         4       168 SH  SHARED      20            168                  
D SBA COMMUNICATIONS CORP        COM              78388J10        57      2215 SH  SHARED      21           2215                  
D SAIC INC                       COM              78390X10       296     14637 SH  SHARED                  14637                  
D SAIC INC                       COM              78390X10      1628     80500 SH  SHARED      01          21300             59200
D SAIC INC                       COM              78390X10      1321     65332 SH  SHARED      02           2178             63154
D SAIC INC                       COM              78390X10      1011     50000 SH  SHARED      04          50000                  
D SAIC INC                       COM              78390X10      7729    382100 SH  SHARED      10         344800             37300
D SCBT FINANCIAL CORP            COM              78401V10         1        42 SH  SHARED                     42                  
D SCM MICROSYSTEMS INC           COM              78401810         0       401 SH  SHARED                    401                  
D SCM MICROSYSTEMS INC           COM              78401810         0       300 SH  SHARED      02            300                  
D SCOLR PHARMA INC               COM              78402X10         0       994 SH  SHARED                    994                  
D SEI INVESTMENTS CO             COM              78411710      2251    101420 SH  SHARED                 101420                  
D SEI INVESTMENTS CO             COM              78411710      1095     49325 SH  SHARED      01           5625             43700
D SEI INVESTMENTS CO             COM              78411710      1030     46400 SH  SHR/OTHR    01                            46400
D SEI INVESTMENTS CO             COM              78411710       253     11412 SH  SHARED      02          11212               200
D SEI INVESTMENTS CO             COM              78411710        19       900 SH  SHARED      06                              900
D SEI INVESTMENTS CO             COM              78411710        79      3600 SH  SHARED      10           3600                  
D SEI INVESTMENTS CO             COM              78411710         6       285 SH  SHARED      20            285                  
D SESI L L C                     NOTE  1.500%12/1 78412FAH      7412   8500000 PRN SHARED                8500000                  
D SESI L L C                     NOTE  1.500%12/1 78412FAH       695    798000 PRN SHARED      02         798000                  
D SFBC INTL INC                  NOTE  2.250% 8/1 784121AB       805   1000000 PRN SHARED                1000000                  
D SI FINL GROUP INC              COM              78425W10       448     59837 SH  SHARED                  59837                  
D SI INTL INC                    COM              78427V10         7       235 SH  SHARED                    235                  
D SI INTL INC                    COM              78427V10         5       186 SH  SHARED      02            186                  
D SI INTL INC                    COM              78427V10       213      7100 SH  SHARED      10           7100                  
D SI INTL INC                    COM              78427V10        23       785 SH  SHARED      21            785                  
D SJW CORP                       COM              78430510         0        16 SH  SHARED                     16                  
D SJW CORP                       COM              78430510         0         7 SH  SHARED      02              7                  
D SJW CORP                       COM              78430510       242      8100 SH  SHARED      10           8100                  
D SJW CORP                       COM              78430510        89      3000 SH  SHARED      23                             3000
D SK TELECOM LTD                 SPONSORED ADR    78440P10      2780    147743 SH  SHARED                 147743                  
D SK TELECOM LTD                 SPONSORED ADR    78440P10       281     14947 SH  SHARED      02          14700               247
D SK TELECOM LTD                 SPONSORED ADR    78440P10        16       870 SH  SHR/OTHR    23                              870
D SL GREEN RLTY CORP             COM              78440X10     22244    343274 SH  SHARED                 309174             34100
D SL GREEN RLTY CORP             COM              78440X10        58       900 SH  SHARED      01            900                  
D SL GREEN RLTY CORP             COM              78440X10       519      8011 SH  SHARED      02           7831               180
D SL GREEN RLTY CORP             COM              78440X10         2        40 SH  SHARED      05             40                  
D SL GREEN RLTY CORP             COM              78440X10         6       100 SH  SHARED      06            100                  
D SL GREEN RLTY CORP             COM              78440X10     19919    307400 SH  SHARED      10         307400                  
D SL GREEN RLTY CORP             COM              78440X10    125307   1933750 SH  SHARED      11        1049450            884300
D SL GREEN RLTY CORP             COM              78440X10       243      3750 SH  SHARED      14                             3750
D S L INDS INC                   COM              78441310         1       108 SH  SHARED                    108                  
D SLM CORP                       COM              78442P10       167     13577 SH  SHARED                  13577                  
D SLM CORP                       COM              78442P10     17234   1396630 SH  SHARED                1396630                  
D SLM CORP                       COM              78442P10       513     41590 SH  SHARED      01          41590                  
D SLM CORP                       COM              78442P10       254     20649 SH  SHARED      02          20649                  
D SLM CORP                       COM              78442P10        20      1700 SH  SHARED      04           1700                  
D SLM CORP                       COM              78442P10         2       220 SH  SHARED      05            220                  
D SLM CORP                       COM              78442P10       825     66890 SH  SHARED      06          53000             13890
D SLM CORP                       COM              78442P10      2785    225747 SH  SHARED      10         225747                  
D SLM CORP                       COM              78442P10      2014    163266 SH  SHARED      14                           163266
D SLM CORP                       COM              78442P10        11       900 SH  SHARED      20                              900
D SLM CORP                       COM              78442P10        27      2205 SH  SHR/OTHR    20                             2205
D SLM CORP                       COM              78442P10       215     17450 SH  SHR/OTHR    23                            17450
D SMF ENERGY CORPORATION         COM              78453M10         0       339 SH  SHARED                    339                  
D SORL AUTO PTS INC              COM              78461U10         3      1058 SH  SHARED                   1058                  
D SORL AUTO PTS INC              COM              78461U10         0        21 SH  SHARED      02             21                  
D SPDR TR                        UNIT SER 1       78462F10      2745     23670 SH  SHARED                  23545               125
D SPDR TR                        UNIT SER 1       78462F10     40913    352731 SH  SHARED                 352731                  
D SPDR TR                        UNIT SER 1       78462F10     10226     88170 SH  SHARED      01          17369             70801
D SPDR TR                        UNIT SER 1       78462F10       359      3101 SH  SHR/OTHR    01                             3101
D SPDR TR                        UNIT SER 1       78462F10     36454    314293 SH  SHARED      02         249450             64843
D SPDR TR                        UNIT SER 1       78462F10      7740     66731 SH  SHARED      04          10149             56582
D SPDR TR                        UNIT SER 1       78462F10     34748    299581 SH  SHARED      10         299581                  
D SPDR TR                        UNIT SER 1       78462F10     36162    311770 SH  SHARED      15                           311770
D SPDR TR                        UNIT SER 1       78462F10     21533    185647 SH  SHARED      19                           185647
D SPDR TR                        UNIT SER 1       78462F10        20       175 SH  SHARED      20            175                  
D SPDR TR                        UNIT SER 1       78462F10       179      1550 SH  SHR/OTHR    21                             1550
D SPDR TR                        UNIT SER 1       78462F10        41       356 SH  SHARED      22                              356
D SPDR TR                        UNIT SER 1       78462F10        11       100 SH  SHR/OTHR    22                              100
D SPDR TR                        UNIT SER 1       78462F10     10389     89575 SH  SHARED      23          88295              1280
D SPDR TR                        UNIT SER 1       78462F10      5294     45646 SH  SHR/OTHR    23                            45646
D SPSS INC                       NOTE  2.500% 3/1 78462KAB      7947   9000000 PRN SHARED                9000000                  
D SPSS INC                       NOTE  2.500% 3/1 78462KAB       220    250000 PRN SHARED      02         250000                  
D SPSS INC                       COM              78462K10       126      4307 SH  SHARED                   4307                  
D SPSS INC                       COM              78462K10       670     22845 SH  SHARED      01          21045              1800
D SPSS INC                       COM              78462K10       992     33800 SH  SHR/OTHR    01                            33800
D SPSS INC                       COM              78462K10       135      4610 SH  SHARED      02           4610                  
D SPSS INC                       COM              78462K10       173      5900 SH  SHARED      10           5900                  
D S1 CORPORATION                 COM              78463B10        49      8009 SH  SHARED                   8009                  
D S1 CORPORATION                 COM              78463B10       151     24828 SH  SHARED      02          24828                  
D S1 CORPORATION                 COM              78463B10       181     29600 SH  SHARED      10          29600                  
D SPDR GOLD TRUST                GOLD SHS         78463V10      2514     29554 SH  SHARED                  29554                  
D SPDR GOLD TRUST                GOLD SHS         78463V10      1030     12115 SH  SHARED                  12115                  
D SPDR GOLD TRUST                GOLD SHS         78463V10      5962     70095 SH  SHARED      01          69666               429
D SPDR GOLD TRUST                GOLD SHS         78463V10       467      5498 SH  SHR/OTHR    01                             5498
D SPDR GOLD TRUST                GOLD SHS         78463V10      2753     32373 SH  SHARED      02           2000             30373
D SPDR GOLD TRUST                GOLD SHS         78463V10        88      1040 SH  SHARED      04           1040                  
D SPDR GOLD TRUST                GOLD SHS         78463V10      1173     13800 SH  SHARED      06          13800                  
D SPDR GOLD TRUST                GOLD SHS         78463V10     30806    362129 SH  SHARED      10         260519            101610
D SPDR GOLD TRUST                GOLD SHS         78463V10     13866    163000 SH  SHARED      19                           163000
D SPDR GOLD TRUST                GOLD SHS         78463V10       189      2230 SH  SHARED      21                             2230
D SPDR GOLD TRUST                GOLD SHS         78463V10       459      5400 SH  SHARED      23                             5400
D SPDR GOLD TRUST                GOLD SHS         78463V10        38       450 SH  SHR/OTHR    23                              450
D SPDR INDEX SHS FDS             EMERG MKTS ETF   78463X50        15       300 SH  SHARED      02                              300
D SPDR INDEX SHS FDS             LATIN AMER ETF   78463X70        33       550 SH  SHARED      02                              550
D SPDR INDEX SHS FDS             MIDEAST AFRICA   78463X80        10       200 SH  SHARED      02                              200
D SPDR INDEX SHS FDS             DJWS INTL REAL   78463X86         2        70 SH  SHARED      01             70                  
D SPDR INDEX SHS FDS             S&P WRLD EX US   78463X88        21       900 SH  SHARED      02                              900
D SPX CORP                       COM              78463510      3506     45535 SH  SHARED                  45535                  
D SPX CORP                       COM              78463510      5946     77222 SH  SHARED      01           1854             75368
D SPX CORP                       COM              78463510       798     10366 SH  SHR/OTHR    01                            10366
D SPX CORP                       COM              78463510       639      8305 SH  SHARED      02           8289                16
D SPX CORP                       COM              78463510      3272     42500 SH  SHARED      04          42500                  
D SPX CORP                       COM              78463510        82      1070 SH  SHARED      06            400               670
D SPX CORP                       COM              78463510      2168     28157 SH  SHARED      10          28157                  
D SPX CORP                       COM              78463510        23       300 SH  SHARED      14                              300
D SPDR SERIES TRUST              LEHMAN YLD ETF   78464A41         9       241 SH  SHARED      02                              241
D SPDR SERIES TRUST              DB INT GVT ETF   78464A49        45       880 SH  SHARED      02            880                  
D SPDR SERIES TRUST              LEHMN INTL ETF   78464A51        55      1070 SH  SHARED      02                             1070
D SPDR SERIES TRUST              DJ WLSH REIT ETF 78464A60        33       500 SH  SHARED      02                              500
D SPDR SERIES TRUST              DJ WLSH REIT ETF 78464A60        33       500 SH  SHR/OTHR    23                              500
D SPDR SERIES TRUST              BARCL CAP TIPS   78464A65       180      3700 SH  SHARED      02                             3700
D SPDR SERIES TRUST              KBW REGN BK ETF  78464A69      2735     77059 SH  SHARED      02          49494             27565
D SPDR SERIES TRUST              S&P RETAIL ETF   78464A71    138375   4500000 SH  SHARED                4500000                  
D SPDR SERIES TRUST              S&P RETAIL ETF   78464A71       481     15664 SH  SHARED      02                            15664
D SPDR SERIES TRUST              S&P OILGAS EXP   78464A73     22415    500000 SH  SHARED                 500000                  
D SPDR SERIES TRUST              OILGAS EQUIP     78464A74        93      2855 SH  SHARED      23                             2855
D SPDR SERIES TRUST              S&P METALS MNG   78464A75     23489    500100 SH  SHARED                 500100                  
D SPDR SERIES TRUST              S&P METALS MNG   78464A75       131      2800 SH  SHARED      02           2600               200
D SPDR SERIES TRUST              SPDR KBW BK ETF  78464A79     85680   2550000 SH  SHARED                2550000                  
D SPDR SERIES TRUST              SPDR KBW BK ETF  78464A79       597     17782 SH  SHARED      02                            17782
D SPDR SERIES TRUST              S&P BIOTECH      78464A87       744     12380 SH  SHARED      02                            12380
D SPDR SERIES TRUST              S&P BIOTECH      78464A87     12026    200000 SH  SHARED      04         200000                  
D SPDR SERIES TRUST              S&P HOMEBUILD    78464A88     20758   1055327 SH  SHARED                1055327                  
D SPDR SERIES TRUST              S&P HOMEBUILD    78464A88      6129    311611 SH  SHARED      02         308411              3200
D SRS LABS INC                   COM              78464M10         0        20 SH  SHARED                     20                  
D SRA INTL INC                   CL A             78464R10      3781    167100 SH  SHARED                 167100                  
D SRA INTL INC                   CL A             78464R10       444     19650 SH  SHARED      01           6450             13200
D SRA INTL INC                   CL A             78464R10       174      7728 SH  SHARED      02           7728                  
D SRA INTL INC                   CL A             78464R10       174      7700 SH  SHARED      10           7700                  
D SRA INTL INC                   CL A             78464R10        53      2351 SH  SHARED      21                             2351
D SRI/SURGICAL EXPRESS INC       COM              78464W10        38     11933 SH  SHARED                  11933                  
D SM&A                           COM              78465D10         1       398 SH  SHARED                    398                  
D SP ACQUISITION HOLDINGS INC    COM              78470A10      4525    487111 SH  SHARED                 487111                  
D SP ACQUISITION HOLDINGS INC    COM              78470A10       929    100000 SH  SHARED      02         100000                  
D SP ACQUISITION HOLDINGS INC    *W EXP 10/10/201 78470A11        39    131800 SH  SHARED                 131800                  
D STEC INC                       COM              78477410       113     14755 SH  SHARED                  14755                  
D STEC INC                       COM              78477410        46      6000 SH  SHARED      01           6000                  
D STEC INC                       COM              78477410       156     20300 SH  SHARED      10          20300                  
D SVB FINL GROUP                 COM              78486Q10      1448     25013 SH  SHARED                  25013                  
D SVB FINL GROUP                 COM              78486Q10       729     12590 SH  SHARED      01           2390             10200
D SVB FINL GROUP                 COM              78486Q10       291      5033 SH  SHARED      02           5033                  
D SVB FINL GROUP                 COM              78486Q10      2212     38200 SH  SHARED      10          38200                  
D SABA SOFTWARE INC              COM NEW          78493260         2       799 SH  SHARED                    799                  
D SPAR GROUP INC                 COM              78493310         0        92 SH  SHARED                     92                  
D SWS GROUP INC                  COM              78503N10       228     11358 SH  SHARED                  11358                  
D SWS GROUP INC                  COM              78503N10        58      2900 SH  SHARED      01                             2900
D SWS GROUP INC                  COM              78503N10       245     12173 SH  SHARED      02          12173                  
D SWS GROUP INC                  COM              78503N10       169      8400 SH  SHARED      10           8400                  
D SWS GROUP INC                  COM              78503N10      2379    118029 SH  SHR/OTHR    20                           118029
D SXC HEALTH SOLUTIONS CORP      COM              78505P10        95      6231 SH  SHARED                   6231                  
D S Y BANCORP INC                COM              78506010        82      2700 SH  SHARED      10           2700                  
D SABINE ROYALTY TR              UNIT BEN INT     78568810       134      2400 SH  SHARED      01                             2400
D SABINE ROYALTY TR              UNIT BEN INT     78568810        16       300 SH  SHR/OTHR    23                              300
D SADIA S A                      SPON ADR PFD     78632610       101     10867 SH  SHARED                  10867                  
D SAFECO CORP                    COM              78642910         0      8399 SH  SHARED                   8399                  
D SAFEGUARD SCIENTIFICS INC      COM              78644910         0       100 SH  SHARED                    100                  
D SAFEGUARD SCIENTIFICS INC      COM              78644910         3      2937 SH  SHARED      02            187              2750
D SAFEGUARD SCIENTIFICS INC      COM              78644910        29     23900 SH  SHARED      10          23900                  
D SAFETY INS GROUP INC           COM              78648T10       293      7745 SH  SHARED                   7745                  
D SAFETY INS GROUP INC           COM              78648T10        79      2109 SH  SHARED      02           2109                  
D SAFETY INS GROUP INC           COM              78648T10     17675    466000 SH  SHARED      10         466000                  
D SAFEWAY INC                    COM NEW          78651420      4128    174066 SH  SHARED                 174066                  
D SAFEWAY INC                    COM NEW          78651420      1579     66608 SH  SHARED      01          66608                  
D SAFEWAY INC                    COM NEW          78651420       868     36620 SH  SHARED      02          35793               827
D SAFEWAY INC                    COM NEW          78651420       339     14300 SH  SHARED      04          14300                  
D SAFEWAY INC                    COM NEW          78651420         5       220 SH  SHARED      05            220                  
D SAFEWAY INC                    COM NEW          78651420      1894     79890 SH  SHARED      06          66850             13040
D SAFEWAY INC                    COM NEW          78651420     12404    522971 SH  SHARED      10         522971                  
D SAFEWAY INC                    COM NEW          78651420       225      9513 SH  SHARED      14                             9513
D SAGA COMMUNICATIONS            CL A             78659810         2       466 SH  SHARED                    466                  
D SAGA COMMUNICATIONS            CL A             78659810         4       800 SH  SHARED      02            800                  
D SAIA INC                       COM              78709Y10        30      2300 SH  SHARED                   2300                  
D SAIA INC                       COM              78709Y10        37      2807 SH  SHARED      02              7              2800
D SAIA INC                       COM              78709Y10        47      3600 SH  SHARED      10           3600                  
D ST JOE CO                      COM              79014810      1564     40014 SH  SHARED                  40014                  
D ST JOE CO                      COM              79014810       138      3545 SH  SHARED      01            545              3000
D ST JOE CO                      COM              79014810       149      3814 SH  SHARED      02           2964               850
D ST JOE CO                      COM              79014810       126      3231 SH  SHARED      10           3231                  
D ST JUDE MED INC                DBCV  1.220%12/1 790849AD       198    200000 PRN SHARED                 200000                  
D ST JUDE MED INC                DBCV  1.220%12/1 790849AD         1      2000 PRN SHARED      02           2000                  
D ST JUDE MED INC                DBCV  1.220%12/1 790849AD      5902   5950000 PRN SHARED      06        5950000                  
D ST JUDE MED INC                COM              79084910      1641     37751 SH  SHARED                  37751                  
D ST JUDE MED INC                COM              79084910     18442    424060 SH  SHARED                 408060             16000
D ST JUDE MED INC                COM              79084910     13932    320369 SH  SHARED      01         172889            147480
D ST JUDE MED INC                COM              79084910      3799     87362 SH  SHR/OTHR    01                            87362
D ST JUDE MED INC                COM              79084910      1601     36821 SH  SHARED      02          25991             10830
D ST JUDE MED INC                COM              79084910       205      4725 SH  SHARED      04           4725                  
D ST JUDE MED INC                COM              79084910         4       110 SH  SHARED      05            110                  
D ST JUDE MED INC                COM              79084910      1972     45355 SH  SHARED      06          35515              9840
D ST JUDE MED INC                COM              79084910     24214    556778 SH  SHARED      10         553464              3314
D ST JUDE MED INC                COM              79084910       359      8257 SH  SHARED      14                             8257
D ST JUDE MED INC                COM              79084910      4363    100327 SH  SHARED      20          56692      145    43490
D ST JUDE MED INC                COM              79084910       314      7230 SH  SHR/OTHR    20                             7230
D ST JUDE MED INC                COM              79084910       195      4499 SH  SHARED      21           2749              1750
D ST JUDE MED INC                COM              79084910        34       800 SH  SHR/OTHR    21                              800
D ST JUDE MED INC                COM              79084910      1369     31489 SH  SHARED      22          24044              7445
D ST JUDE MED INC                COM              79084910       230      5295 SH  SHR/OTHR    22                             5295
D ST JUDE MED INC                COM              79084910      2152     49483 SH  SHARED      23          39683              9800
D ST JUDE MED INC                COM              79084910      2891     66495 SH  SHR/OTHR    23                            66495
D ST MARY LD & EXPL CO           COM              79222810      1318     36985 SH  SHARED                  36985                  
D ST MARY LD & EXPL CO           COM              79222810       144      4042 SH  SHARED      02           4042                  
D ST MARY LD & EXPL CO           COM              79222810     11923    334450 SH  SHARED      10         334450                  
D SAKS INC                       NOTE  2.000% 3/1 79377WAL       463    500000 PRN SHARED                 500000                  
D SAKS INC                       COM              79377W10     25448   2751182 SH  SHARED                2751182                  
D SAKS INC                       COM              79377W10       424     45900 SH  SHARED      01                            45900
D SAKS INC                       COM              79377W10       388     41987 SH  SHARED      02          41987                  
D SAKS INC                       COM              79377W10       241     26145 SH  SHARED      10          26145                  
D SAKS INC                       COM              79377W10         5       550 SH  SHARED      21                              550
D SALARY COM INC                 COM              79400610         1       319 SH  SHARED                    319                  
D SALEM COMMUNICATIONS CORP DE   CL A             79409310         0       586 SH  SHARED                    586                  
D SALESFORCE COM INC             COM              79466L30      7093    146568 SH  SHARED                 146568                  
D SALESFORCE COM INC             COM              79466L30       387      8000 SH  SHARED      01           6425              1575
D SALESFORCE COM INC             COM              79466L30      1901     39289 SH  SHARED      02          33155              6134
D SALESFORCE COM INC             COM              79466L30      2444     50500 SH  SHARED      04          50500                  
D SALESFORCE COM INC             COM              79466L30       665     13750 SH  SHARED      06          11150              2600
D SALESFORCE COM INC             COM              79466L30     12864    265800 SH  SHARED      10         265800                  
D SALIX PHARMACEUTICALS INC      COM              79543510         0        27 SH  SHARED                     27                  
D SALIX PHARMACEUTICALS INC      COM              79543510        98     15300 SH  SHARED      01           8700              6600
D SALIX PHARMACEUTICALS INC      COM              79543510        22      3491 SH  SHARED      02           1791              1700
D SALIX PHARMACEUTICALS INC      COM              79543510       252     39462 SH  SHARED      10          39462                  
D SALLY BEAUTY HLDGS INC         COM              79546E10         0        90 SH  SHARED                     90                  
D SALLY BEAUTY HLDGS INC         COM              79546E10        29      3424 SH  SHARED      01           3424                  
D SALLY BEAUTY HLDGS INC         COM              79546E10        41      4826 SH  SHARED      02           4826                  
D SALLY BEAUTY HLDGS INC         COM              79546E10         8      1041 SH  SHARED      10           1041                  
D SALLY BEAUTY HLDGS INC         COM              79546E10       552     64200 SH  SHARED      23                            64200
D SAN JUAN BASIN RTY TR          UNIT BEN INT     79824110         3       100 SH  SHARED                    100                  
D SANDERS MORRIS HARRIS GROUP    COM              80000Q10        41      4806 SH  SHARED                   4806                  
D SANDERS MORRIS HARRIS GROUP    COM              80000Q10        59      6900 SH  SHARED      10           6900                  
D SANDERSON FARMS INC            COM              80001310         5       137 SH  SHARED                    137                  
D SANDERSON FARMS INC            COM              80001310        47      1300 SH  SHARED      01           1300                  
D SANDERSON FARMS INC            COM              80001310       106      2911 SH  SHARED      02           2911                  
D SANDERSON FARMS INC            COM              80001310      3335     90800 SH  SHARED      10          90800                  
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC     19428  24500000 PRN SHARED               24500000                  
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC      3302   4164000 PRN SHARED      02        4156000              8000
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC      9912  12500000 PRN SHARED      04       12500000                  
D SANDISK CORP                   COM              80004C10       259     13254 SH  SHARED                  13254                  
D SANDISK CORP                   COM              80004C10       841     43067 SH  SHARED                  43067                  
D SANDISK CORP                   COM              80004C10       854     43725 SH  SHARED      01          43725                  
D SANDISK CORP                   COM              80004C10      8265    422811 SH  SHARED      02         422811                  
D SANDISK CORP                   COM              80004C10       586     30000 SH  SHARED      04          30000                  
D SANDISK CORP                   COM              80004C10       589     30160 SH  SHARED      06          24200              5960
D SANDISK CORP                   COM              80004C10      5376    275019 SH  SHARED      10         275019                  
D SANDRIDGE ENERGY INC           COM              80007P30       209     10675 SH  SHARED                  10675                  
D SANDRIDGE ENERGY INC           COM              80007P30       174      8900 SH  SHARED      01           8900                  
D SANDRIDGE ENERGY INC           COM              80007P30        59      3014 SH  SHARED      02             14              3000
D SANDRIDGE ENERGY INC           COM              80007P30       103      5300 SH  SHARED      10           5300                  
D SANDRIDGE ENERGY INC           COM              80007P30         3       200 SH  SHARED      20            200                  
D SANDRIDGE ENERGY INC           COM              80007P30         2       120 SH  SHARED      21                              120
D SANDY SPRING BANCORP INC       COM              80036310        10       474 SH  SHARED                    474                  
D SANDY SPRING BANCORP INC       COM              80036310        91      4159 SH  SHARED      02           4009               150
D SANDY SPRING BANCORP INC       COM              80036310       278     12600 SH  SHARED      10          12600                  
D SANFILIPPO JOHN B & SON INC    COM              80042210         1       206 SH  SHARED                    206                  
D SANGAMO BIOSCIENCES INC        COM              80067710        10      1337 SH  SHARED      02           1337                  
D SANMINA SCI CORP               COM              80090710         2      1943 SH  SHARED                   1943                  
D SANMINA SCI CORP               COM              80090710         9      6500 SH  SHARED      01           6500                  
D SANMINA SCI CORP               COM              80090710        21     15204 SH  SHARED      02          15204                  
D SANMINA SCI CORP               COM              80090710       158    113400 SH  SHARED      10         113400                  
D SANOFI AVENTIS                 SPONSORED ADR    80105N10        65      1983 SH  SHARED                   1983                  
D SANOFI AVENTIS                 SPONSORED ADR    80105N10        22       674 SH  SHARED      02                              674
D SANOFI AVENTIS                 SPONSORED ADR    80105N10       384     11700 SH  SHARED      14                            11700
D SANOFI AVENTIS                 SPONSORED ADR    80105N10         4       135 SH  SHARED      20            135                  
D SANTA MONICA MEDIA CORP        COM              80250110      7145    948985 SH  SHARED                 948985                  
D SANTA MONICA MEDIA CORP        *W EXP 03/27/201 80250111        23    215507 SH  SHARED                 215507                  
D SANTA MONICA MEDIA CORP        *W EXP 03/27/201 80250111         5     48200 SH  SHARED      02          48200                  
D SANTANDER BANCORP              COM              80280910         6       614 SH  SHARED                    614                  
D SANTANDER BANCORP              COM              80280910        64      6000 SH  SHARED      01           6000                  
D SANTANDER BANCORP              COM              80280910         7       700 SH  SHARED      02            700                  
D SANTANDER BANCORP              COM              80280910       703     65100 SH  SHARED      10          65100                  
D SANTARUS INC                   COM              80281730         2      1233 SH  SHARED                   1233                  
D SANTARUS INC                   COM              80281730        33     16504 SH  SHARED      02          16504                  
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420         1        24 SH  SHARED                     24                  
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420         8       150 SH  SHARED      01                              150
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420       663     12423 SH  SHARED      02          12423                  
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420      1549     29000 SH  SHARED      04          29000                  
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420         6       118 SH  SHARED      20            118                  
D SAPPHIRE INDUSTRIALS CORP      COM              80306T10      9508   1057665 SH  SHARED                1057665                  
D SAPPHIRE INDUSTRIALS CORP      COM              80306T10       505     56200 SH  SHARED      02          56200                  
D SAPPHIRE INDUSTRIALS CORP      *W EXP 01/17/201 80306T11        61    204683 SH  SHARED                 204683                  
D SAPPHIRE INDUSTRIALS CORP      *W EXP 01/17/201 80306T11        22     76100 SH  SHARED      02          76100                  
D SAPPHIRE INDUSTRIALS CORP      UNIT 99/99/9999  80306T20         9      1000 SH  SHARED      02           1000                  
D SAPIENT CORP                   COM              80306210        22      3070 SH  SHARED                   3070                  
D SAPIENT CORP                   COM              80306210       141     19050 SH  SHARED      02          19050                  
D SAPIENT CORP                   COM              80306210       267     36000 SH  SHARED      04          36000                  
D SAPIENT CORP                   COM              80306210       273     36800 SH  SHARED      10          36800                  
D SAPPI LTD                      SPON ADR NEW     80306920         0        36 SH  SHARED                     36                  
D SAPPI LTD                      SPON ADR NEW     80306920        46      4600 SH  SHARED      02                             4600
D SARA LEE CORP                  COM              80311110     59595   4718559 SH  SHARED                4718559                  
D SARA LEE CORP                  COM              80311110      1070     84770 SH  SHARED      01          77695              7075
D SARA LEE CORP                  COM              80311110        59      4750 SH  SHR/OTHR    01                             4750
D SARA LEE CORP                  COM              80311110       711     56343 SH  SHARED      02          50343              6000
D SARA LEE CORP                  COM              80311110        70      5600 SH  SHARED      04           5600                  
D SARA LEE CORP                  COM              80311110         5       420 SH  SHARED      05            420                  
D SARA LEE CORP                  COM              80311110      4925    389950 SH  SHARED      06         169400            220550
D SARA LEE CORP                  COM              80311110      4403    348685 SH  SHARED      10         348685                  
D SARA LEE CORP                  COM              80311110       368     29200 SH  SHARED      14                            29200
D SARA LEE CORP                  COM              80311110       391     31030 SH  SHARED      20          16480             14550
D SARA LEE CORP                  COM              80311110        69      5500 SH  SHR/OTHR    20                             5500
D SARA LEE CORP                  COM              80311110       252     20000 SH  SHARED      21           7000             13000
D SARA LEE CORP                  COM              80311110       164     13000 SH  SHR/OTHR    21                            13000
D SARA LEE CORP                  COM              80311110       138     11000 SH  SHR/OTHR    23                            11000
D SASOL LTD                      SPONSORED ADR    80386630       211      4972 SH  SHARED                   4972                  
D SASOL LTD                      SPONSORED ADR    80386630       910     21431 SH  SHARED      02           8231             13200
D SATCON TECHNOLOGY CORP         COM              80389310         2      1151 SH  SHARED                   1151                  
D SATYAM COMPUTER SERVICES LTD   ADR              80409810       565     35000 SH  SHARED                                    35000
D SATYAM COMPUTER SERVICES LTD   ADR              80409810      1901    117709 SH  SHARED                 117709                  
D SATYAM COMPUTER SERVICES LTD   ADR              80409810       194     12050 SH  SHARED      02          12050                  
D SATYAM COMPUTER SERVICES LTD   ADR              80409810        48      3000 SH  SHARED      19                             3000
D SAUER-DANFOSS INC              COM              80413710        24      1000 SH  SHARED                   1000                  
D SAUER-DANFOSS INC              COM              80413710         4       200 SH  SHARED      01            200                  
D SAUER-DANFOSS INC              COM              80413710       190      7706 SH  SHARED      02           7706                  
D SAUER-DANFOSS INC              COM              80413710       106      4300 SH  SHARED      10           4300                  
D SAUL CTRS INC                  COM              80439510      2697     53367 SH  SHARED                  45867              7500
D SAUL CTRS INC                  COM              80439510        65      1300 SH  SHARED      01           1300                  
D SAUL CTRS INC                  COM              80439510      1116     22095 SH  SHARED      02              5             22090
D SAUL CTRS INC                  COM              80439510      3999     79126 SH  SHARED      10          79126                  
D SAUL CTRS INC                  COM              80439510     28320    560350 SH  SHARED      11         271850            288500
D SAUL CTRS INC                  COM              80439510       593     11750 SH  SHR/OTHR    23                            11750
D SAVANNAH BANCORP INC           COM              80474810         1       150 SH  SHARED                    150                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        98      6613 SH  SHARED                   6613                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        58      3900 SH  SHARED      01           3900                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10       910     61033 SH  SHARED      02          21158             39875
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10      4168    279550 SH  SHARED      04         279550                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        20      1372 SH  SHARED      10           1372                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        17      1170 SH  SHARED      21           1170                  
D SAVVIS INC                     NOTE  3.000% 5/1 805423AA      2458   3714000 PRN SHARED                3714000                  
D SAVVIS INC                     COM NEW          80542330         1       137 SH  SHARED                    137                  
D SAVVIS INC                     COM NEW          80542330        16      1198 SH  SHARED      02           1198                  
D SAVVIS INC                     COM NEW          80542330         6       500 SH  SHARED      10            500                  
D SCANA CORP NEW                 COM              80589M10      1674     43001 SH  SHARED                  43001                  
D SCANA CORP NEW                 COM              80589M10      1719     44175 SH  SHARED      01           2575             41600
D SCANA CORP NEW                 COM              80589M10        28       733 SH  SHR/OTHR    01                              733
D SCANA CORP NEW                 COM              80589M10       335      8622 SH  SHARED      02           3924              4698
D SCANA CORP NEW                 COM              80589M10        58      1500 SH  SHARED      04           1500                  
D SCANA CORP NEW                 COM              80589M10       277      7120 SH  SHARED      06           6600               520
D SCANA CORP NEW                 COM              80589M10       315      8100 SH  SHARED      10           8100                  
D SCANA CORP NEW                 COM              80589M10        85      2200 SH  SHARED      14                             2200
D SCANA CORP NEW                 COM              80589M10        26       692 SH  SHARED      21            692                  
D SCANA CORP NEW                 COM              80589M10       101      2600 SH  SHARED      23           2600                  
D SCANA CORP NEW                 COM              80589M10       317      8150 SH  SHR/OTHR    23                             8150
D SCANSOURCE INC                 COM              80603710         0        11 SH  SHARED                     11                  
D SCANSOURCE INC                 COM              80603710       196      6839 SH  SHARED      02           6798                41
D SCANSOURCE INC                 COM              80603710     12682    440507 SH  SHARED      10         440507                  
D SCANSOURCE INC                 COM              80603710        10       373 SH  SHARED      21                              373
D SCHAWK INC                     CL A             80637310        11       782 SH  SHARED                    782                  
D SCHAWK INC                     CL A             80637310        41      2750 SH  SHARED      01           2750                  
D SCHAWK INC                     CL A             80637310        53      3508 SH  SHARED      02           3508                  
D SCHAWK INC                     CL A             80637310      4637    306685 SH  SHARED      10         306685                  
D SCHEIN HENRY INC               NOTE  3.000% 8/1 806407AB         1      1000 PRN SHARED      02                             1000
D SCHEIN HENRY INC               COM              80640710       849     15769 SH  SHARED                  15769                  
D SCHEIN HENRY INC               COM              80640710      1582     29400 SH  SHARED      01                            29400
D SCHEIN HENRY INC               COM              80640710       654     12151 SH  SHARED      02          11925               226
D SCHEIN HENRY INC               COM              80640710        32       600 SH  SHARED      06            100               500
D SCHEIN HENRY INC               COM              80640710      1325     24613 SH  SHARED      10          24613                  
D SCHEIN HENRY INC               COM              80640710         4        76 SH  SHARED      20             76                  
D SCHEIN HENRY INC               COM              80640710        94      1750 SH  SHARED      21                             1750
D SCHEIN HENRY INC               COM              80640710        64      1200 SH  SHARED      23                             1200
D SCHERING PLOUGH CORP           COM              80660510        29      1600 SH  SHARED                   1600                  
D SCHERING PLOUGH CORP           COM              80660510     80667   4367495 SH  SHARED                4366695               800
D SCHERING PLOUGH CORP           COM              80660510      4218    228384 SH  SHARED      01         221124              7260
D SCHERING PLOUGH CORP           COM              80660510     24752   1340160 SH  SHR/OTHR    01                          1340160
D SCHERING PLOUGH CORP           COM              80660510     11988    649065 SH  SHARED      02         617766             31299
D SCHERING PLOUGH CORP           COM              80660510      4378    237071 SH  SHARED      04         237071                  
D SCHERING PLOUGH CORP           COM              80660510        12       660 SH  SHARED      05            660                  
D SCHERING PLOUGH CORP           COM              80660510      3993    216200 SH  SHARED      06         167000             49200
D SCHERING PLOUGH CORP           COM              80660510     55694   3015410 SH  SHARED      10        3012310              3100
D SCHERING PLOUGH CORP           COM              80660510      1518     82200 SH  SHARED      14                            82200
D SCHERING PLOUGH CORP           COM              80660510      3778    204600 SH  SHARED      20         197300              7300
D SCHERING PLOUGH CORP           COM              80660510      3407    184500 SH  SHR/OTHR    20                           184500
D SCHERING PLOUGH CORP           COM              80660510      9879    534920 SH  SHARED      22         534920                  
D SCHERING PLOUGH CORP           COM              80660510        36      2000 SH  SHARED      23           2000                  
D SCHERING PLOUGH CORP           COM              80660510       142      7700 SH  SHR/OTHR    23                             7700
D SCHERING PLOUGH CORP           PFD CONV MAN07   80660570     68444    399815 SH  SHARED                 399815                  
D SCHERING PLOUGH CORP           PFD CONV MAN07   80660570        44       260 SH  SHARED      02                              260
D SCHERING PLOUGH CORP           PFD CONV MAN07   80660570       616      3600 SH  SHARED      23                             3600
D SCHIFF NUTRITION INTL INC      COM              80669310        12      1839 SH  SHARED                   1839                  
D SCHIFF NUTRITION INTL INC      COM              80669310         0         5 SH  SHARED      02              5                  
D SCHLUMBERGER LTD               DBCV  2.125% 6/0 806857AD     17613   9000000 PRN SHARED      04        9000000                  
D SCHLUMBERGER LTD               COM              80685710      7479     95782 SH  SHARED                  95782                  
D SCHLUMBERGER LTD               COM              80685710    104056   1332521 SH  SHARED                1318701             13820
D SCHLUMBERGER LTD               COM              80685710     19154    245286 SH  SHARED      01         195881             49405
D SCHLUMBERGER LTD               COM              80685710      2785     35670 SH  SHR/OTHR    01                            35670
D SCHLUMBERGER LTD               COM              80685710     30606    391939 SH  SHARED      02         354822             37117
D SCHLUMBERGER LTD               COM              80685710    210038   2689695 SH  SHARED      04        2689695                  
D SCHLUMBERGER LTD               COM              80685710      1368     17530 SH  SHARED      05          17530                  
D SCHLUMBERGER LTD               COM              80685710     55473    710384 SH  SHARED      06         431354            279030
D SCHLUMBERGER LTD               COM              80685710    160982   2061499 SH  SHARED      10        1945499            116000
D SCHLUMBERGER LTD               COM              80685710      5901     75577 SH  SHARED      14          22150             53427
D SCHLUMBERGER LTD               COM              80685710       630      8080 SH  SHARED      15                             8080
D SCHLUMBERGER LTD               COM              80685710       281      3600 SH  SHARED      19                             3600
D SCHLUMBERGER LTD               COM              80685710      1277     16365 SH  SHARED      20          15045       40     1280
D SCHLUMBERGER LTD               COM              80685710       372      4765 SH  SHR/OTHR    20                             4765
D SCHLUMBERGER LTD               COM              80685710       545      6991 SH  SHARED      21            590              6401
D SCHLUMBERGER LTD               COM              80685710       624      8000 SH  SHR/OTHR    21                             8000
D SCHLUMBERGER LTD               COM              80685710       877     11235 SH  SHARED      22           7120              4115
D SCHLUMBERGER LTD               COM              80685710       133      1715 SH  SHR/OTHR    22                             1715
D SCHLUMBERGER LTD               COM              80685710      7097     90885 SH  SHARED      23          87160              3725
D SCHLUMBERGER LTD               COM              80685710      9647    123542 SH  SHR/OTHR    23                           123542
D SCHMITT INDS INC ORE           COM NEW          80687020         0        55 SH  SHARED                     55                  
D SCHNITZER STL INDS             CL A             80688210       310      7919 SH  SHARED                   7919                  
D SCHNITZER STL INDS             CL A             80688210       262      6700 SH  SHARED      01           6700                  
D SCHNITZER STL INDS             CL A             80688210       425     10850 SH  SHR/OTHR    01                            10850
D SCHNITZER STL INDS             CL A             80688210       228      5830 SH  SHARED      02           2930              2900
D SCHNITZER STL INDS             CL A             80688210       636     16227 SH  SHARED      10          16227                  
D SCHOLASTIC CORP                COM              80706610        55      2148 SH  SHARED                   2148                  
D SCHOLASTIC CORP                COM              80706610       208      8100 SH  SHARED      01            300              7800
D SCHOLASTIC CORP                COM              80706610       128      5018 SH  SHARED      02           5018                  
D SCHOLASTIC CORP                COM              80706610      1207     47009 SH  SHARED      10          47009                  
D SCHOOL SPECIALTY INC           COM              80786310       137      4418 SH  SHARED                   4418                  
D SCHOOL SPECIALTY INC           COM              80786310         4       138 SH  SHARED      02            105                33
D SCHOOL SPECIALTY INC           COM              80786310       202      6500 SH  SHARED      10           6500                  
D SCHULMAN A INC                 COM              80819410       266     13475 SH  SHARED                  13475                  
D SCHULMAN A INC                 COM              80819410       220     11138 SH  SHARED      02          11138                  
D SCHULMAN A INC                 COM              80819410       274     13885 SH  SHARED      10          13885                  
D SCHWAB CHARLES CORP NEW        COM              80851310    100659   3871530 SH  SHARED                3832130             39400
D SCHWAB CHARLES CORP NEW        COM              80851310      3484    134000 SH  SHARED      01         134000                  
D SCHWAB CHARLES CORP NEW        COM              80851310      2621    100831 SH  SHARED      02          99558              1273
D SCHWAB CHARLES CORP NEW        COM              80851310     45099   1734600 SH  SHARED      04        1734600                  
D SCHWAB CHARLES CORP NEW        COM              80851310         9       380 SH  SHARED      05            380                  
D SCHWAB CHARLES CORP NEW        COM              80851310      3883    149375 SH  SHARED      06         119565             29810
D SCHWAB CHARLES CORP NEW        COM              80851310     48478   1864539 SH  SHARED      10        1811684             52855
D SCHWAB CHARLES CORP NEW        COM              80851310      2550     98100 SH  SHARED      14                            98100
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110        21      1145 SH  SHARED                   1145                  
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110        52      2776 SH  SHARED      01           2776                  
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110        38      2008 SH  SHARED      02           2008                  
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110       480     25300 SH  SHARED      10          25300                  
D SCICLONE PHARMACEUTICALS INC   COM              80862K10         2      2000 SH  SHARED                   2000                  
D SCICLONE PHARMACEUTICALS INC   COM              80862K10         1       977 SH  SHARED                    977                  
D SCIELE PHARMA INC              COM              80862710         4       152 SH  SHARED                    152                  
D SCIELE PHARMA INC              COM              80862710        38      1250 SH  SHARED      01                             1250
D SCIELE PHARMA INC              COM              80862710        47      1540 SH  SHARED      02           1491                49
D SCIELE PHARMA INC              COM              80862710     25278    821000 SH  SHARED      10         821000                  
D SCIENTIFIC GAMES CORP          SDCV  0.750%12/0 80874PAD      4885   5000000 PRN SHARED                5000000                  
D SCIENTIFIC GAMES CORP          SDCV  0.750%12/0 80874PAD      2844   2911000 PRN SHARED      02        2911000                  
D SCIENTIFIC GAMES CORP          CL A             80874P10       332     14450 SH  SHARED                  14450                  
D SCIENTIFIC GAMES CORP          CL A             80874P10        72      3161 SH  SHARED                   3161                  
D SCIENTIFIC GAMES CORP          CL A             80874P10       483     21000 SH  SHARED      01                            21000
D SCIENTIFIC GAMES CORP          CL A             80874P10      4997    217076 SH  SHARED      02         210951              6125
D SCIENTIFIC GAMES CORP          CL A             80874P10        75      3300 SH  SHARED      10           3300                  
D SCIENTIFIC LEARNING CORP       COM              80876010         1       359 SH  SHARED                    359                  
D SCOTTS MIRACLE GRO CO          CL A             81018610        31      1347 SH  SHARED                   1347                  
D SCOTTS MIRACLE GRO CO          CL A             81018610       340     14400 SH  SHARED      01                            14400
D SCOTTS MIRACLE GRO CO          CL A             81018610       160      6790 SH  SHARED      02           6790                  
D SCOTTS MIRACLE GRO CO          CL A             81018610         7       300 SH  SHARED      06            300                  
D SCOTTS MIRACLE GRO CO          CL A             81018610       234      9918 SH  SHARED      10           9918                  
D SCOTTS MIRACLE GRO CO          CL A             81018610        13       570 SH  SHARED      20            570                  
D SCOTTS MIRACLE GRO CO          CL A             81018610        66      2832 SH  SHARED      21            770              2062
D SCRIPPS E W CO OHIO            CL A NEW         81105440       749    106034 SH  SHARED                 106034                  
D SCRIPPS E W CO OHIO            CL A NEW         81105440         6       882 SH  SHARED      01            882                  
D SCRIPPS E W CO OHIO            CL A NEW         81105440        21      2983 SH  SHARED      02           2983                  
D SCRIPPS E W CO OHIO            CL A NEW         81105440        14      1998 SH  SHARED      10           1998                  
D SCRIPPS E W CO OHIO            CL A NEW         81105440        46      6631 SH  SHARED      14                             6631
D SCRIPPS E W CO OHIO            CL A NEW         81105440         9      1333 SH  SHARED      23                             1333
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510      3620     99700 SH  SHARED                  99700                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       343      9450 SH  SHARED      01           9450                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       105      2905 SH  SHARED      02           2905                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       410     11300 SH  SHARED      06           9100              2200
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510      1556     42866 SH  SHARED      10          42866                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        14       400 SH  SHARED      14                              400
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       383     10566 SH  SHARED      21          10566                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       145      4000 SH  SHARED      23                             4000
D SEABOARD CORP                  COM              81154310         1         1 SH  SHARED                      1                  
D SEABOARD CORP                  COM              81154310         6         5 SH  SHARED      01              5                  
D SEABOARD CORP                  COM              81154310       125       100 SH  SHARED      02            100                  
D SEABOARD CORP                  COM              81154310       111        89 SH  SHARED      06             89                  
D SEABOARD CORP                  COM              81154310       282       225 SH  SHARED      10            225                  
D SEABRIGHT INSURANCE HLDGS IN   COM              81165610         7       550 SH  SHARED                    550                  
D SEABRIGHT INSURANCE HLDGS IN   COM              81165610       507     39000 SH  SHARED      10          39000                  
D SEACHANGE INTL INC             COM              81169910         5       518 SH  SHARED                    518                  
D SEACHANGE INTL INC             COM              81169910       213     22117 SH  SHARED      02          22117                  
D SEACOAST BKG CORP FLA          COM              81170730         0        58 SH  SHARED                     58                  
D SEACOAST BKG CORP FLA          COM              81170730        62      5800 SH  SHARED      10           5800                  
D SEACOR HOLDINGS INC            DBCV  2.875%12/1 811904AJ      1167   1000000 PRN SHARED                1000000                  
D SEACOR HOLDINGS INC            COM              81190410       269      3416 SH  SHARED                   3416                  
D SEACOR HOLDINGS INC            COM              81190410        34       432 SH  SHARED      01            432                  
D SEACOR HOLDINGS INC            COM              81190410        39       502 SH  SHARED      02            502                  
D SEACOR HOLDINGS INC            COM              81190410       156      1977 SH  SHARED      10           1977                  
D SEABRIDGE GOLD INC             COM              81191610      1051     61825 SH  SHARED      02                            61825
D SEALED AIR CORP NEW            COM              81211K10      2514    114347 SH  SHARED                 114347                  
D SEALED AIR CORP NEW            COM              81211K10       423     19253 SH  SHARED      01          19253                  
D SEALED AIR CORP NEW            COM              81211K10       581     26465 SH  SHARED      02          26065               400
D SEALED AIR CORP NEW            COM              81211K10       405     18420 SH  SHARED      06          14900              3520
D SEALED AIR CORP NEW            COM              81211K10      5142    233856 SH  SHARED      10         233856                  
D SEALED AIR CORP NEW            COM              81211K10         1        50 SH  SHARED      20                               50
D SEALY CORP                     COM              81213930        31      4835 SH  SHARED                   4835                  
D SEALY CORP                     COM              81213930       110     17136 SH  SHARED      10          17136                  
D SEARS HLDGS CORP               COM              81235010     45384    485392 SH  SHARED                 485392                  
D SEARS HLDGS CORP               COM              81235010       591      6329 SH  SHARED      01           6329                  
D SEARS HLDGS CORP               COM              81235010      4209     45017 SH  SHARED      02          44801               216
D SEARS HLDGS CORP               COM              81235010      1060     11337 SH  SHARED      06           9000              2337
D SEARS HLDGS CORP               COM              81235010      2929     31331 SH  SHARED      10          31331                  
D SEARS HLDGS CORP               COM              81235010       168      1800 SH  SHARED      14                             1800
D SEATTLE GENETICS INC           COM              81257810         1       176 SH  SHARED                    176                  
D SEATTLE GENETICS INC           COM              81257810        27      2533 SH  SHARED      02           2533                  
D SEATTLE GENETICS INC           COM              81257810        23      2229 SH  SHARED      10           2229                  
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10     90623   2713264 SH  SHARED                2713264                  
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10       461     13815 SH  SHARED      02                            13815
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10        43      1295 SH  SHARED      23           1295                  
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        57      1900 SH  SHARED                   1900                  
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20       180      6000 SH  SHARED      01                             6000
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        24       824 SH  SHARED      02                              824
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        17       590 SH  SHR/OTHR    23                              590
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30     11048    400308 SH  SHARED                 400308                  
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30      2586     93708 SH  SHARED      02          72300             21408
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30        70      2566 SH  SHARED      10           2566                  
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30        27      1000 SH  SHARED      21           1000                  
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30        19       690 SH  SHR/OTHR    23                              690
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40        78      2800 SH  SHARED                   2800                  
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40        15       549 SH  SHARED      02            549                  
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50    407461   6436986 SH  SHARED                6436986                  
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50       129      2047 SH  SHARED      01           1000              1047
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50      3658     57791 SH  SHARED      02          55750              2041
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50      4939     78027 SH  SHARED      10          78027                  
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50        23       375 SH  SHARED      23            375                  
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50        31       500 SH  SHR/OTHR    23                              500
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60     69331   3485755 SH  SHARED                3485755                  
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       410     20660 SH  SHARED      01          19660              1000
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        13       700 SH  SHR/OTHR    01                              700
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60     26423   1328459 SH  SHARED      02        1242155             86304
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60      3164    159110 SH  SHARED      10         159110                  
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       710     35725 SH  SHARED      19                            35725
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        12       620 SH  SHR/OTHR    23                              620
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70     61600   2000000 SH  SHARED                2000000                  
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70        70      2297 SH  SHARED      02                             2297
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70        91      2966 SH  SHARED      10           2966                  
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70        11       385 SH  SHR/OTHR    23                              385
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80        17       900 SH  SHARED                    900                  
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80        89      4530 SH  SHARED      01                             4530
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80        48      2433 SH  SHARED      02                             2433
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80        26      1320 SH  SHARED      19                             1320
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80        13       705 SH  SHR/OTHR    23                              705
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88     99743   3001600 SH  SHARED                3001600                  
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88       855     25734 SH  SHARED      02                            25734
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88      2904     87400 SH  SHARED      10          87400                  
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88        27       840 SH  SHARED      23            840                  
D SECURE COMPUTING CORP          COM              81370510        20      3687 SH  SHARED                   3687                  
D SECURE COMPUTING CORP          COM              81370510        12      2300 SH  SHARED      01           2300                  
D SECURE COMPUTING CORP          COM              81370510         0        30 SH  SHARED      02             30                  
D SECURE COMPUTING CORP          COM              81370510       395     72200 SH  SHARED      05          72200                  
D SECURE COMPUTING CORP          COM              81370510       151     27600 SH  SHARED      10          27600                  
D SECURE AMER ACQUISITION CORP   COM              81372L10       649     87865 SH  SHARED                  87865                  
D SECURE AMER ACQUISITION CORP   *W EXP 10/23/201 81372L11         3     66039 SH  SHARED                  66039                  
D SECURITY BANK CORP             COM              81404710         3       826 SH  SHARED                    826                  
D SECURITY BANK CORP             COM              81404710        14      3600 SH  SHARED      10           3600                  
D SECURITY NATL FINL CORP        CL A NEW         81478530         0       127 SH  SHARED                    127                  
D SECURITY W ADVANCED TECHNOLO   COM              81517510         0        99 SH  SHARED                     99                  
D SELECT COMFORT CORP            COM              81616X10         3      2101 SH  SHARED                   2101                  
D SELECT COMFORT CORP            COM              81616X10         0       260 SH  SHARED      02            110               150
D SELECTICA INC                  COM              81628810         0       691 SH  SHARED                    691                  
D SELECTIVE INS GROUP INC        COM              81630010       507     22163 SH  SHARED                  22163                  
D SELECTIVE INS GROUP INC        COM              81630010        12       535 SH  SHARED      01            535                  
D SELECTIVE INS GROUP INC        COM              81630010        70      3057 SH  SHARED      02           3057                  
D SELECTIVE INS GROUP INC        COM              81630010     12267    535220 SH  SHARED      10         535220                  
D SELIGMAN LASALLE INTL REAL E   COM              81634A10       151     15710 SH  SHARED      02                            15710
D SELIGMAN SELECT MUN FD INC     COM              81634410       737     79982 SH  SHARED                  79982                  
D SEMGROUP ENERGY PARTNERS L P   COM UNIT LP      81662W10       289     41430 SH  SHARED                  41430                  
D SEMGROUP ENERGY PARTNERS L P   COM UNIT LP      81662W10      1659    237700 SH  SHARED      02         235700              2000
D SEMICONDUCTOR MFG INTL CORP    SPONSORED ADR    81663N20        49     33100 SH  SHARED                  30000              3100
D SEMICONDUCTOR MFG INTL CORP    SPONSORED ADR    81663N20         0       412 SH  SHARED      02            412                  
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620     53547   2167921 SH  SHARED                2167921                  
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620        12       500 SH  SHARED      01                              500
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620      4287    173593 SH  SHARED      02         172793               800
D SEMTECH CORP                   COM              81685010       281     20146 SH  SHARED                  20146                  
D SEMTECH CORP                   COM              81685010       308     22075 SH  SHARED      01            475             21600
D SEMTECH CORP                   COM              81685010       188     13505 SH  SHARED      02          13232               273
D SEMPRA ENERGY                  COM              81685110     12564    248942 SH  SHARED                 248942                  
D SEMPRA ENERGY                  COM              81685110      1753     34736 SH  SHARED      01          34736                  
D SEMPRA ENERGY                  COM              81685110      1394     27623 SH  SHARED      02          27072               551
D SEMPRA ENERGY                  COM              81685110         6       136 SH  SHARED      04                              136
D SEMPRA ENERGY                  COM              81685110       100      2000 SH  SHARED      04           2000                  
D SEMPRA ENERGY                  COM              81685110         8       170 SH  SHARED      05            170                  
D SEMPRA ENERGY                  COM              81685110      3023     59900 SH  SHARED      06          27100             32800
D SEMPRA ENERGY                  COM              81685110     24388    483232 SH  SHARED      10         441732             41500
D SEMPRA ENERGY                  COM              81685110        15       300 SH  SHARED      14                              300
D SEMPRA ENERGY                  COM              81685110       159      3157 SH  SHR/OTHR    23                             3157
D SEMITOOL INC                   COM              81690910        72      8812 SH  SHARED      02           8812                  
D SENECA FOODS CORP NEW          CL A             81707050         2       141 SH  SHARED                    141                  
D SENECA FOODS CORP NEW          CL A             81707050        19      1000 SH  SHARED      02           1000                  
D SENESCO TECHNOLOGIES INC       COM NEW          81720840         0       416 SH  SHARED                    416                  
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10     20885    876445 SH  SHARED                 781345             95100
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10        85      3600 SH  SHARED      01           3600                  
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10         1        65 SH  SHARED      02                               65
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10     24926   1045995 SH  SHARED      10        1045995                  
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10    206512   8666065 SH  SHARED      11        3384070           5281995
D SENOMYX INC                    COM              81724Q10        51     11386 SH  SHARED                  11386                  
D SENOMYX INC                    COM              81724Q10      2253    497564 SH  SHARED      02                           497564
D SENOMYX INC                    COM              81724Q10      2684    592700 SH  SHARED      04         592700                  
D SENOMYX INC                    COM              81724Q10      1165    257300 SH  SHARED      10         257300                  
D SENORX INC                     COM              81724W10         1       368 SH  SHARED                    368                  
D SENSIENT TECHNOLOGIES CORP     COM              81725T10      3134    111427 SH  SHARED                 111427                  
D SENSIENT TECHNOLOGIES CORP     COM              81725T10       501     17838 SH  SHARED      01                            17838
D SENSIENT TECHNOLOGIES CORP     COM              81725T10       201      7149 SH  SHARED      02           7149                  
D SENSIENT TECHNOLOGIES CORP     COM              81725T10       351     12500 SH  SHARED      10          12500                  
D SEPRACOR INC                   NOTE        12/1 817315AT       487    500000 PRN SHARED                 500000                  
D SEPRACOR INC                   NOTE        12/1 817315AU      3754   4356000 PRN SHARED                4356000                  
D SEPRACOR INC                   NOTE        12/1 817315AU      4535   5262000 PRN SHARED      02        5262000                  
D SEPRACOR INC                   NOTE        10/1 817315AW       892   1000000 PRN SHARED                1000000                  
D SEPRACOR INC                   NOTE        10/1 817315AW      9027 1 0120000 PRN SHARED      02       10120000                  
D SEPRACOR INC                   COM              81731510       138      7579 SH  SHARED                   7579                  
D SEPRACOR INC                   COM              81731510       651     35590 SH  SHARED      01           3325             32265
D SEPRACOR INC                   COM              81731510       254     13889 SH  SHARED      02           4689              9200
D SEPRACOR INC                   COM              81731510      7267    396900 SH  SHARED      10         396900                  
D SEPRACOR INC                   COM              81731510        74      4042 SH  SHARED      14                             4042
D SEPRACOR INC                   COM              81731510         0        50 SH  SHARED      22             50                  
D SEPRACOR INC                   COM              81731510         2       150 SH  SHR/OTHR    23                              150
D SEQUENOM INC                   COM NEW          81733740      1354     50893 SH  SHARED                  50893                  
D SEQUENOM INC                   COM NEW          81733740       151      5700 SH  SHARED      01           5700                  
D SEQUENOM INC                   COM NEW          81733740       218      8203 SH  SHARED      02           8203                  
D SEQUENOM INC                   COM NEW          81733740        18       700 SH  SHARED      10            700                  
D SERVICE CORP INTL              COM              81756510        16      2000 SH  SHARED                   2000                  
D SERVICE CORP INTL              COM              81756510        70      8425 SH  SHARED                   8425                  
D SERVICE CORP INTL              COM              81756510       637     76300 SH  SHARED      01                            76300
D SERVICE CORP INTL              COM              81756510        68      8210 SH  SHARED      02           8210                  
D SERVICE CORP INTL              COM              81756510       182     21785 SH  SHARED      10          21785                  
D SERVICE CORP INTL              COM              81756510        37      4500 SH  SHARED      22           4500                  
D SERVIDYNE INC                  COM              81765M10         0        53 SH  SHARED                     53                  
D SERVOTRONICS INC               COM              81773210         0        10 SH  SHARED                     10                  
D SERVOTRONICS INC               COM              81773210         0         2 SH  SHARED      02              2                  
D SEVERN BANCORP  ANNAPOLIS MD   COM              81811M10         1       178 SH  SHARED                    178                  
D SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q20       907     35500 SH  SHARED                                    35500
D SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q20      2870    112348 SH  SHARED                 112348                  
D SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q20         2        84 SH  SHARED      02             84                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20     11774    579192 SH  SHARED                 579192                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        40      2000 SH  SHARED      01           2000                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        48      2370 SH  SHARED      02           2370                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        58      2900 SH  SHARED      04           2900                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       120      5936 SH  SHARED      06           3936              2000
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       536     26400 SH  SHARED      10          26400                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       243     11966 SH  SHARED      14                            11966
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       243     12000 SH  SHARED      23                            12000
D SHAW GROUP INC                 COM              82028010        14       472 SH  SHARED                                      472
D SHAW GROUP INC                 COM              82028010      2201     71629 SH  SHARED                  71629                  
D SHAW GROUP INC                 COM              82028010       981     31925 SH  SHARED      01           6225             25700
D SHAW GROUP INC                 COM              82028010       320     10419 SH  SHARED      02           9749               670
D SHAW GROUP INC                 COM              82028010      4310    140267 SH  SHARED      04         140267                  
D SHAW GROUP INC                 COM              82028010      3347    108936 SH  SHARED      05         108936                  
D SHAW GROUP INC                 COM              82028010       634     20646 SH  SHARED      06                            20646
D SHAW GROUP INC                 COM              82028010      3456    112475 SH  SHARED      10         105875              6600
D SHAW GROUP INC                 COM              82028010         5       190 SH  SHARED      21                              190
D SHENANDOAH TELECOMMUNICATION   COM              82312B10         0        25 SH  SHARED      01             25                  
D SHENANDOAH TELECOMMUNICATION   COM              82312B10         0        13 SH  SHARED      02             13                  
D SHENANDOAH TELECOMMUNICATION   COM              82312B10        99      4500 SH  SHARED      10           4500                  
D SHENGDA TECH INC               COM              82321310       690     98690 SH  SHARED                  98690                  
D SHENGDA TECH INC               COM              82321310        38      5500 SH  SHARED      10           5500                  
D SHERWIN WILLIAMS CO            COM              82434810     18147    317483 SH  SHARED                 317483                  
D SHERWIN WILLIAMS CO            COM              82434810      1121     19624 SH  SHARED      01          18124              1500
D SHERWIN WILLIAMS CO            COM              82434810        28       500 SH  SHR/OTHR    01                              500
D SHERWIN WILLIAMS CO            COM              82434810       737     12898 SH  SHARED      02          11898              1000
D SHERWIN WILLIAMS CO            COM              82434810         6       120 SH  SHARED      05            120                  
D SHERWIN WILLIAMS CO            COM              82434810      1101     19270 SH  SHARED      06          16200              3070
D SHERWIN WILLIAMS CO            COM              82434810     11997    209891 SH  SHARED      10         209891                  
D SHERWIN WILLIAMS CO            COM              82434810       103      1810 SH  SHARED      20           1810                  
D SHERWIN WILLIAMS CO            COM              82434810        25       450 SH  SHR/OTHR    23                              450
D SHILOH INDS INC                COM              82454310        12      1434 SH  SHARED                   1434                  
D SHILOH INDS INC                COM              82454310        27      3302 SH  SHARED      02           3302                  
D SHINHAN FINANCIAL GROUP CO L   SPN ADR RESTRD   82459610         9       136 SH  SHARED                    136                  
D SHIRE LIMITED                  SPONSORED ADR    82481R10        23       500 SH  SHR/OTHR    01                              500
D SHIRE LIMITED                  SPONSORED ADR    82481R10      1710     35814 SH  SHARED      02          11929             23885
D SHIRE LIMITED                  SPONSORED ADR    82481R10      2955     61900 SH  SHARED      10          61900                  
D SHIRE LIMITED                  SPONSORED ADR    82481R10       615     12900 SH  SHARED      14                            12900
D SHIRE LIMITED                  SPONSORED ADR    82481R10        66      1400 SH  SHARED      23           1400                  
D SHOE CARNIVAL INC              COM              82488910        66      4068 SH  SHARED                   4068                  
D SHOE CARNIVAL INC              COM              82488910         0         5 SH  SHARED      02              5                  
D SHOE CARNIVAL INC              COM              82488910       154      9455 SH  SHARED      10           9455                  
D SHORE BANCSHARES INC           COM              82510710         3       151 SH  SHARED                    151                  
D SHORETEL INC                   COM              82521110         0        65 SH  SHARED                     65                  
D SHORETEL INC                   COM              82521110       341     59424 SH  SHARED      02             24             59400
D SHUFFLE MASTER INC             COM              82554910        22      4415 SH  SHARED                   4415                  
D SHUFFLE MASTER INC             COM              82554910        33      6625 SH  SHARED      02           6575                50
D SHUTTERFLY INC                 COM              82568P30         1       184 SH  SHARED                    184                  
D SHUTTERFLY INC                 COM              82568P30         0        11 SH  SHARED      02             11                  
D SIEBERT FINL CORP              COM              82617610         0        64 SH  SHARED                     64                  
D SIEMENS A G                    SPONSORED ADR    82619750      4900     52192 SH  SHARED                  52192                  
D SIEMENS A G                    SPONSORED ADR    82619750        14       150 SH  SHARED      01                              150
D SIEMENS A G                    SPONSORED ADR    82619750        14       150 SH  SHR/OTHR    01                              150
D SIEMENS A G                    SPONSORED ADR    82619750       381      4065 SH  SHARED      02             36              4029
D SIEMENS A G                    SPONSORED ADR    82619750         3        38 SH  SHARED      20             38                  
D SIEMENS A G                    SPONSORED ADR    82619750       140      1500 SH  SHARED      23           1500                  
D SIEMENS A G                    SPONSORED ADR    82619750        18       200 SH  SHR/OTHR    23                              200
D SIERRA BANCORP                 COM              82620P10        17       844 SH  SHARED                    844                  
D SIERRA PAC RES NEW             COM              82642810     48196   5030974 SH  SHARED                5030974                  
D SIERRA PAC RES NEW             COM              82642810       861     89900 SH  SHARED      01          14100             75800
D SIERRA PAC RES NEW             COM              82642810       269     28125 SH  SHARED      02          28125                  
D SIERRA PAC RES NEW             COM              82642810      1566    163500 SH  SHARED      10         163500                  
D SIERRA PAC RES NEW             COM              82642810        16      1716 SH  SHARED      21           1716                  
D SIERRA WIRELESS INC            COM              82651610        35      3528 SH  SHARED                   3528                  
D SIERRA WIRELESS INC            COM              82651610         1       160 SH  SHARED      20            160                  
D SIFCO INDS INC                 COM              82654610         9      1222 SH  SHARED                   1222                  
D SIFY TECHNOLOGIES LIMITED      SPONSORED ADR    82655M10         3      1893 SH  SHARED                   1893                  
D SIFY TECHNOLOGIES LIMITED      SPONSORED ADR    82655M10         2      1200 SH  SHARED      01           1200                  
D SIGMA ALDRICH CORP             COM              82655210       534     10205 SH  SHARED                  10205                  
D SIGMA ALDRICH CORP             COM              82655210      1402     26751 SH  SHARED      01          24251              2500
D SIGMA ALDRICH CORP             COM              82655210        39       750 SH  SHR/OTHR    01                              750
D SIGMA ALDRICH CORP             COM              82655210      3134     59804 SH  SHARED      02          57504              2300
D SIGMA ALDRICH CORP             COM              82655210        31       600 SH  SHARED      04            600                  
D SIGMA ALDRICH CORP             COM              82655210       958     18280 SH  SHARED      06          14300              3980
D SIGMA ALDRICH CORP             COM              82655210      3993     76181 SH  SHARED      10          76181                  
D SIGMA ALDRICH CORP             COM              82655210       257      4908 SH  SHARED      20           3980               928
D SIGMA ALDRICH CORP             COM              82655210       513      9800 SH  SHR/OTHR    20                             9800
D SIGMA ALDRICH CORP             COM              82655210         7       137 SH  SHARED      21                              137
D SIGMA ALDRICH CORP             COM              82655210       157      3000 SH  SHR/OTHR    23                             3000
D SIGMA DESIGNS INC              COM              82656510       448     31512 SH  SHARED                  31512                  
D SIGMA DESIGNS INC              COM              82656510        21      1500 SH  SHARED      01           1500                  
D SIGMA DESIGNS INC              COM              82656510        44      3139 SH  SHARED      02             63              3076
D SIGMATRON INTL INC             COM              82661L10         0        88 SH  SHARED                     88                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10        28       831 SH  SHARED                    831                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10        95      2725 SH  SHARED      01           2725                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10        91      2625 SH  SHARED      02           2625                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10       226      6500 SH  SHARED      10           6500                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10        75      2160 SH  SHARED      21           2160                  
D SIGA TECHNOLOGIES INC          COM              82691710         2       682 SH  SHARED                    682                  
D SIGA TECHNOLOGIES INC          COM              82691710        37     10000 SH  SHARED      02                            10000
D SILICON LABORATORIES INC       COM              82691910      3400    110770 SH  SHARED                 110770                  
D SILICON LABORATORIES INC       COM              82691910       865     28200 SH  SHARED      01          12000             16200
D SILICON LABORATORIES INC       COM              82691910       124      4041 SH  SHARED      02           3541               500
D SILICON LABORATORIES INC       COM              82691910        52      1700 SH  SHARED      10           1700                  
D SILGAN HOLDINGS INC            COM              82704810         0         3 SH  SHARED                      3                  
D SILGAN HOLDINGS INC            COM              82704810         0        14 SH  SHARED      02             14                  
D SILGAN HOLDINGS INC            COM              82704810       694     13600 SH  SHARED      10          13600                  
D SILGAN HOLDINGS INC            COM              82704810        92      1802 SH  SHARED      21            730              1072
D SILICON IMAGE INC              COM              82705T10       274     51445 SH  SHARED                  51445                  
D SILICON IMAGE INC              COM              82705T10        13      2542 SH  SHARED      02           2542                  
D SILICON GRAPHICS INC           COM NEW          82705630         2       288 SH  SHARED                    288                  
D SILICON STORAGE TECHNOLOGY I   COM              82705710         0       197 SH  SHARED                    197                  
D SILICON STORAGE TECHNOLOGY I   COM              82705710        49     15147 SH  SHARED      02          15147                  
D SILICON MOTION TECHNOLOGY CO   SPONSORED ADR    82706C10       434     92742 SH  SHARED                  92742                  
D SILICON MOTION TECHNOLOGY CO   SPONSORED ADR    82706C10        10      2300 SH  SHARED      02            300              2000
D SILICON MOTION TECHNOLOGY CO   SPONSORED ADR    82706C10         0        96 SH  SHARED      20             96                  
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486         0       140 SH  SHARED                    140                  
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486         9      1619 SH  SHARED      02           1548                71
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486       398     69044 SH  SHARED      10          69044                  
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486         1       270 SH  SHARED      20            270                  
D SILVER STD RES INC             COM              82823L10        88      5368 SH  SHARED                   5368                  
D SILVER STD RES INC             COM              82823L10       170     10302 SH  SHARED      02           3182              7120
D SILVER STD RES INC             COM              82823L10        23      1430 SH  SHARED      21                             1430
D SILVER WHEATON CORP            COM              82833610       268     33000 SH  SHARED                                    33000
D SILVER WHEATON CORP            COM              82833610      3979    488271 SH  SHARED                 488271                  
D SILVER WHEATON CORP            COM              82833610      3079    377905 SH  SHARED      02         377570               335
D SILVER WHEATON CORP            COM              82833610      1426    175000 SH  SHARED      04         175000                  
D SILVER WHEATON CORP            COM              82833610      3260    400000 SH  SHARED      05         400000                  
D SILVER WHEATON CORP            COM              82833610       179     22040 SH  SHARED      06          22040                  
D SILVER WHEATON CORP            COM              82833610     19863   2437200 SH  SHARED      10        2437200                  
D SILVER WHEATON CORP            COM              82833610         4       500 SH  SHARED      19                              500
D SILVERLEAF RESORTS INC         COM              82839510         0       522 SH  SHARED                    522                  
D SILVERLEAF RESORTS INC         COM              82839510         3      3000 SH  SHARED      02                             3000
D SIMCERE PHARMACEUTICAL GROUP   SPON ADR         82859P10        24      2831 SH  SHARED                   2831                  
D SIMCERE PHARMACEUTICAL GROUP   SPON ADR         82859P10         0        73 SH  SHARED      02             73                  
D SIMCLAR INC                    COM              82859910         0        44 SH  SHARED                     44                  
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020         0        18 SH  SHARED                     18                  
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020       288      8100 SH  SHARED      10           8100                  
D SIMON PPTY GROUP INC NEW       COM              82880610     96207    991831 SH  SHARED                 885731            106100
D SIMON PPTY GROUP INC NEW       COM              82880610      2726     28113 SH  SHARED      01          26043              2070
D SIMON PPTY GROUP INC NEW       COM              82880610      1344     13857 SH  SHARED      02          12844              1013
D SIMON PPTY GROUP INC NEW       COM              82880610        58       600 SH  SHARED      04            600                  
D SIMON PPTY GROUP INC NEW       COM              82880610         9       100 SH  SHARED      05            100                  
D SIMON PPTY GROUP INC NEW       COM              82880610       455      4700 SH  SHARED      06            100              4600
D SIMON PPTY GROUP INC NEW       COM              82880610    109219   1125970 SH  SHARED      10        1115470             10500
D SIMON PPTY GROUP INC NEW       COM              82880610    603851   6225274 SH  SHARED      11        3160623           3064651
D SIMON PPTY GROUP INC NEW       COM              82880610       235      2423 SH  SHARED      14                             2423
D SIMON PPTY GROUP INC NEW       COM              82880610      1444     14890 SH  SHARED      20           1660             13230
D SIMON PPTY GROUP INC NEW       COM              82880610         9       100 SH  SHR/OTHR    20                              100
D SIMON PPTY GROUP INC NEW       COM              82880610        14       150 SH  SHARED      22                              150
D SIMON PPTY GROUP INC NEW       COM              82880610        99      1023 SH  SHARED      23            673               350
D SIMON PPTY GROUP INC NEW       COM              82880610       208      2150 SH  SHR/OTHR    23                             2150
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680    104808   1332091 SH  SHARED                1332091                  
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680       142      1810 SH  SHARED      01             60              1750
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680      7922    100688 SH  SHARED      02         100688                  
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680        82      1050 SH  SHARED      23           1050                  
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680        39       498 SH  SHR/OTHR    23                              498
D SIMPSON MANUFACTURING CO INC   COM              82907310       142      5273 SH  SHARED                   5273                  
D SIMPSON MANUFACTURING CO INC   COM              82907310       109      4035 SH  SHARED      02           3987                48
D SIMPSON MANUFACTURING CO INC   COM              82907310       232      8569 SH  SHARED      10           8569                  
D SIMS GROUP LTD                 SPONS ADR        82916010      6192    268065 SH  SHARED      10         268065                  
D SIMULATIONS PLUS INC           COM              82921410         0       182 SH  SHARED                    182                  
D SINA CORP                      NOTE         7/1 82922RAB      2892   2000000 PRN SHARED                2000000                  
D SINA CORP                      NOTE         7/1 82922RAB     14315   9900000 PRN SHARED      02        9900000                  
D SINCLAIR BROADCAST GROUP INC   NOTE  3.000% 5/1 829226AW    760500   9000000 SH  SHARED                9000000                  
D SINCLAIR BROADCAST GROUP INC   CL A             82922610       528    104854 SH  SHARED                 104854                  
D SINCLAIR BROADCAST GROUP INC   CL A             82922610        86     17253 SH  SHARED      02          17157                96
D SINCLAIR BROADCAST GROUP INC   CL A             82922610        99     19820 SH  SHARED      10          19820                  
D SINGAPORE FD INC               COM              82929L10       115     10902 SH  SHARED      01                            10902
D SINGAPORE FD INC               COM              82929L10       109     10356 SH  SHARED      23          10356                  
D SINGAPORE FD INC               COM              82929L10       243     23013 SH  SHR/OTHR    23                            23013
D SINOPEC SHANGHAI PETROCHEMIC   SPON ADR H       82935M10        64      2900 SH  SHARED                   2900                  
D SINOPEC SHANGHAI PETROCHEMIC   SPON ADR H       82935M10         1        84 SH  SHARED      02             84                  
D SIRONA DENTAL SYSTEMS INC      COM              82966C10       120      5160 SH  SHARED                   5160                  
D SIRONA DENTAL SYSTEMS INC      COM              82966C10       505     21700 SH  SHARED      01          21700                  
D SIRONA DENTAL SYSTEMS INC      COM              82966C10       812     34900 SH  SHR/OTHR    01                            34900
D SIRONA DENTAL SYSTEMS INC      COM              82966C10        23      1000 SH  SHARED      02                             1000
D SIRIUS SATELLITE RADIO INC     NOTE  3.250%10/1 82966UAD         3      5000 PRN SHARED      02           3000              2000
D SIRF TECHNOLOGY HLDGS INC      COM              82967H10       149    100458 SH  SHARED                 100458                  
D SIRF TECHNOLOGY HLDGS INC      COM              82967H10        10      7200 SH  SHARED      01           7200                  
D SIRF TECHNOLOGY HLDGS INC      COM              82967H10         1      1000 SH  SHARED      02                             1000
D SIRF TECHNOLOGY HLDGS INC      COM              82967H10        31     21300 SH  SHARED      10          21300                  
D SIRIUS XM RADIO INC            COM              82967N10       283    497389 SH  SHARED                 497389                  
D SIRIUS XM RADIO INC            COM              82967N10        59    104010 SH  SHARED      01          64010             40000
D SIRIUS XM RADIO INC            COM              82967N10        18     32232 SH  SHARED      02           1036             31196
D SIRIUS XM RADIO INC            COM              82967N10         6     11790 SH  SHARED      06                            11790
D SIRIUS XM RADIO INC            COM              82967N10        89    157860 SH  SHARED      10         157860                  
D SIRIUS XM RADIO INC            COM              82967N10       215    377200 SH  SHARED      14                           377200
D SIRIUS XM RADIO INC            COM              82967N10         1      3500 SH  SHR/OTHR    23                             3500
D SIX FLAGS INC                  NOTE  4.500% 5/1 83001PAJ       906   2000000 PRN SHARED      02        2000000                  
D SIX FLAGS INC                  COM              83001P10       102    148311 SH  SHARED                 148311                  
D SIX FLAGS INC                  COM              83001P10         0       200 SH  SHARED      02                              200
D SIX FLAGS INC                  COM              83001P10        34     49500 SH  SHARED      10          49500                  
D SIX FLAGS INC                  COM              83001P10       176    256000 SH  SHARED      22         256000                  
D SIX FLAGS INC                  PIERS            83001P50      1303    233196 SH  SHARED                 233196                  
D SKECHERS U S A INC             CL A             83056610       910     54108 SH  SHARED                  54108                  
D SKECHERS U S A INC             CL A             83056610        20      1218 SH  SHARED      02           1218                  
D SKECHERS U S A INC             CL A             83056610       397     23600 SH  SHARED      10          23600                  
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        17      1130 SH  SHARED                   1130                  
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10         0         9 SH  SHARED      02              9                  
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        28      1800 SH  SHARED      10           1800                  
D SKYLINE CORP                   COM              83083010         1        74 SH  SHARED                     74                  
D SKYLINE CORP                   COM              83083010       107      4049 SH  SHARED      01           4049                  
D SKYLINE CORP                   COM              83083010        10       403 SH  SHARED      02            403                  
D SKYWEST INC                    COM              83087910       314     19697 SH  SHARED                  19697                  
D SKYWEST INC                    COM              83087910       163     10203 SH  SHARED      02          10033               170
D SKYWEST INC                    COM              83087910      1967    123094 SH  SHARED      10         123094                  
D SKYWORKS SOLUTIONS INC         NOTE  1.250% 3/0 83088MAF      1698   1665000 PRN SHARED                1665000                  
D SKYWORKS SOLUTIONS INC         NOTE  1.250% 3/0 83088MAF      2550   2500000 PRN SHARED      02        2500000                  
D SKYWORKS SOLUTIONS INC         NOTE  1.500% 3/0 83088MAH      6990   6800000 PRN SHARED                6800000                  
D SKYWORKS SOLUTIONS INC         COM              83088M10       142     17027 SH  SHARED                  17027                  
D SKYWORKS SOLUTIONS INC         COM              83088M10       962    115074 SH  SHARED      01         115074                  
D SKYWORKS SOLUTIONS INC         COM              83088M10      1036    124000 SH  SHR/OTHR    01                           124000
D SKYWORKS SOLUTIONS INC         COM              83088M10       103     12368 SH  SHARED      02          12368                  
D SKYWORKS SOLUTIONS INC         COM              83088M10      1744    208700 SH  SHARED      10         208700                  
D SKILLSOFT PLC                  SPONSORED ADR    83092810       299     28640 SH  SHARED                  28640                  
D SKILLSOFT PLC                  SPONSORED ADR    83092810       102      9821 SH  SHARED      02            710              9111
D SMART BALANCE INC              COM              83169Y10       191     29242 SH  SHARED                  29242                  
D SMARTPROS LTD                  COM              83171G10         2       675 SH  SHARED                    675                  
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20        12       230 SH  SHARED                    230                  
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20         3        74 SH  SHARED                     74                  
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20        23       450 SH  SHARED      01                              450
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20        49       940 SH  SHARED      02             50               890
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20         4        84 SH  SHARED      20             84                  
D SMITH & WESSON HLDG CORP       COM              83175610        71     19100 SH  SHARED                  19100                  
D SMITH & WESSON HLDG CORP       COM              83175610       561    150000 SH  SHARED      04         150000                  
D SMITH A O                      COM              83186520       285      7285 SH  SHARED                   7285                  
D SMITH A O                      COM              83186520       170      4354 SH  SHARED      02           4316                38
D SMITH A O                      COM              83186520       352      9007 SH  SHARED      10           9007                  
D SMITH A O                      COM              83186520        28       730 SH  SHARED      21                              730
D SMITH A O                      COM              83186520         4       126 SH  SHR/OTHR    23                              126
D SMART MOVE INC                 COM              83192010         0        79 SH  SHARED                     79                  
D SMITH INTL INC                 COM              83211010      6472    110374 SH  SHARED                 110374                  
D SMITH INTL INC                 COM              83211010      1328     22649 SH  SHARED      01          22601                48
D SMITH INTL INC                 COM              83211010      3927     66975 SH  SHARED      02          63212              3763
D SMITH INTL INC                 COM              83211010      2973     50700 SH  SHARED      04          50700                  
D SMITH INTL INC                 COM              83211010     15295    260840 SH  SHARED      06         101450            159390
D SMITH INTL INC                 COM              83211010     11881    202619 SH  SHARED      10         202001               618
D SMITH MICRO SOFTWARE INC       COM              83215410         0       123 SH  SHARED                    123                  
D SMITH MICRO SOFTWARE INC       COM              83215410        21      3017 SH  SHARED      02             17              3000
D SMITHFIELD FOODS INC           NOTE  4.000% 6/3 832248AR      1837   2180000 PRN SHARED                2180000                  
D SMITHFIELD FOODS INC           NOTE  4.000% 6/3 832248AR      6027   7150000 PRN SHARED      02        7150000                  
D SMITHFIELD FOODS INC           COM              83224810       159     10043 SH  SHARED                  10043                  
D SMITHFIELD FOODS INC           COM              83224810      1125     70853 SH  SHARED      01          32953             37900
D SMITHFIELD FOODS INC           COM              83224810      1849    116488 SH  SHARED      02         116488                  
D SMITHFIELD FOODS INC           COM              83224810       467     29450 SH  SHARED      10          29450                  
D SMITHTOWN BANCORP INC          COM              83244910         0         1 SH  SHARED                      1                  
D SMUCKER J M CO                 COM NEW          83269640      1158     22857 SH  SHARED                  22857                  
D SMUCKER J M CO                 COM NEW          83269640       904     17841 SH  SHARED      01            983             16858
D SMUCKER J M CO                 COM NEW          83269640         1        36 SH  SHR/OTHR    01                               36
D SMUCKER J M CO                 COM NEW          83269640      1168     23047 SH  SHARED      02          23023                24
D SMUCKER J M CO                 COM NEW          83269640     23783    469200 SH  SHARED      10         469200                  
D SMUCKER J M CO                 COM NEW          83269640         0         8 SH  SHARED      20              8                  
D SMUCKER J M CO                 COM NEW          83269640         3        60 SH  SHR/OTHR    20                               60
D SMUCKER J M CO                 COM NEW          83269640        12       240 SH  SHARED      23            240                  
D SMUCKER J M CO                 COM NEW          83269640       132      2611 SH  SHR/OTHR    23                             2611
D SMURFIT-STONE CONTAINER CORP   COM              83272710       171     36520 SH  SHARED                  36520                  
D SMURFIT-STONE CONTAINER CORP   COM              83272710       654    139316 SH  SHARED      02         139316                  
D SMURFIT-STONE CONTAINER CORP   COM              83272710        92     19592 SH  SHARED      10          19592                  
D SMURFIT-STONE CONTAINER CORP   COM              83272710      1612    343000 SH  SHARED      14                           343000
D SMURFIT-STONE CONTAINER CORP   COM              83272710        84     18000 SH  SHARED      21          18000                  
D SNAP ON INC                    COM              83303410      3242     61580 SH  SHARED                  61580                  
D SNAP ON INC                    COM              83303410       425      8073 SH  SHARED      01           8073                  
D SNAP ON INC                    COM              83303410       262      4991 SH  SHARED      02           4853               138
D SNAP ON INC                    COM              83303410       394      7500 SH  SHARED      06           6300              1200
D SNAP ON INC                    COM              83303410      1476     28037 SH  SHARED      10          28037                  
D SOAPSTONE NETWORKS INC         COM              83357010         9      2916 SH  SHARED                   2916                  
D SOAPSTONE NETWORKS INC         COM              83357010         1       300 SH  SHARED      02            300                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510        20       800 SH  SHARED                                      800
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510       411     16320 SH  SHARED                  16320                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      3959    157070 SH  SHARED      01         157070                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      4184    166000 SH  SHARED      04         166000                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      6370    252700 SH  SHARED      05         252700                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510       637     25300 SH  SHARED      06                            25300
D SOCKET MOBILE INC              COM              83368E10         0      1000 SH  SHARED                   1000                  
D SOCKET MOBILE INC              COM              83368E10         0       788 SH  SHARED                    788                  
D SOFTBRANDS INC                 COM              83402A10         0       883 SH  SHARED                    883                  
D SOFTBRANDS INC                 COM              83402A10         0       172 SH  SHARED      01            172                  
D SOHU COM INC                   COM              83408W10      1801     32317 SH  SHARED                  32317                  
D SOHU COM INC                   COM              83408W10       482      8650 SH  SHARED      01           8650                  
D SOHU COM INC                   COM              83408W10       123      2222 SH  SHARED      02           2169                53
D SOHU COM INC                   COM              83408W10       903     16200 SH  SHARED      10          16200                  
D SOLARFUN POWER HOLDINGS CO L   SPONSORED ADR    83415U10        88      8400 SH  SHARED                   8400                  
D SOLARFUN POWER HOLDINGS CO L   SPONSORED ADR    83415U10      5290    502416 SH  SHARED                 502416                  
D SOLARFUN POWER HOLDINGS CO L   SPONSORED ADR    83415U10         3       349 SH  SHARED      02            281                68
D SOLARFUN POWER HOLDINGS CO L   SPONSORED ADR    83415U10        78      7424 SH  SHARED      04           7424                  
D SOLITARIO EXPL & RTY CORP      COM              8342EP10         2       634 SH  SHARED                    634                  
D SOLITARIO EXPL & RTY CORP      COM              8342EP10       131     40000 SH  SHARED      23                            40000
D SOLERA HOLDINGS INC            COM              83421A10       640     22305 SH  SHARED                  22305                  
D SOLERA HOLDINGS INC            COM              83421A10         0        29 SH  SHARED      02             29                  
D SOLERA HOLDINGS INC            COM              83421A10       269      9400 SH  SHARED      10           9400                  
D SOLERA HOLDINGS INC            COM              83421A10        32      1120 SH  SHARED      21           1120                  
D SOLUTIA INC                    COM NEW          83437650         0        54 SH  SHARED      02             54                  
D SOMANETICS CORP                COM NEW          83444540       292     13389 SH  SHARED                  13389                  
D SOMANETICS CORP                COM NEW          83444540       168      7706 SH  SHARED      02           7606               100
D SOMANETICS CORP                COM NEW          83444540      7099    324600 SH  SHARED      10         324600                  
D SOMAXON PHARMACEUTICALS INC    COM              83445310         1       376 SH  SHARED                    376                  
D SONESTA INTL HOTELS CORP       CL A             83543840         1        84 SH  SHARED                     84                  
D SONIC AUTOMOTIVE INC           NOTE  4.250%11/3 83545GAK      2376   3225000 PRN SHARED                3225000                  
D SONIC AUTOMOTIVE INC           NOTE  4.250%11/3 83545GAK       847   1150000 PRN SHARED      02        1150000                  
D SONIC AUTOMOTIVE INC           CL A             83545G10       137     16309 SH  SHARED                  16309                  
D SONIC AUTOMOTIVE INC           CL A             83545G10         0        50 SH  SHARED      01             50                  
D SONIC AUTOMOTIVE INC           CL A             83545G10        52      6214 SH  SHARED      02           6214                  
D SONIC AUTOMOTIVE INC           CL A             83545G10       155     18383 SH  SHARED      10          18383                  
D SONIC INNOVATIONS INC          COM              83545M10         1       702 SH  SHARED                    702                  
D SONIC INNOVATIONS INC          COM              83545M10       459    181000 SH  SHARED      02                           181000
D SONIC FDRY INC                 COM              83545R10         0       823 SH  SHARED                    823                  
D SONIC CORP                     COM              83545110         0        68 SH  SHARED                     68                  
D SONIC CORP                     COM              83545110        47      3274 SH  SHARED      01           3274                  
D SONIC CORP                     COM              83545110       126      8684 SH  SHARED      02           7684              1000
D SONIC CORP                     COM              83545110        71      4900 SH  SHARED      10           4900                  
D SONIC CORP                     COM              83545110        19      1368 SH  SHARED      21                             1368
D SONIC SOLUTIONS                COM              83546010        21      4882 SH  SHARED                   4882                  
D SONIC SOLUTIONS                COM              83546010        66     15119 SH  SHARED      02           1219             13900
D SONICWALL INC                  COM              83547010       343     65548 SH  SHARED                  65548                  
D SONICWALL INC                  COM              83547010         0       130 SH  SHARED      02            130                  
D SONICWALL INC                  COM              83547010        52     10017 SH  SHARED      10          10017                  
D SONOCO PRODS CO                COM              83549510       374     12630 SH  SHARED                                    12630
D SONOCO PRODS CO                COM              83549510       836     28169 SH  SHARED                  28169                  
D SONOCO PRODS CO                COM              83549510      1171     39484 SH  SHARED      01           1350             38134
D SONOCO PRODS CO                COM              83549510       298     10052 SH  SHARED      02           4427              5625
D SONOCO PRODS CO                COM              83549510     63095   2125862 SH  SHARED      04        2125862                  
D SONOCO PRODS CO                COM              83549510      4313    145332 SH  SHARED      10         145332                  
D SONOCO PRODS CO                COM              83549510        76      2590 SH  SHARED      20           2590                  
D SONOCO PRODS CO                COM              83549510        49      1675 SH  SHR/OTHR    20                             1675
D SONOCO PRODS CO                COM              83549510       157      5320 SH  SHR/OTHR    23                             5320
D SONOSITE INC                   NOTE  3.750% 7/1 83568GAA      1043   1000000 PRN SHARED                1000000                  
D SONOSITE INC                   COM              83568G10         0         8 SH  SHARED                      8                  
D SONOSITE INC                   COM              83568G10        18       600 SH  SHARED      01            600                  
D SONOSITE INC                   COM              83568G10       138      4420 SH  SHARED      02           4404                16
D SONOSITE INC                   COM              83568G10      1433     45666 SH  SHARED      10          45666                  
D SONY CORP                      ADR NEW          83569930      5034    163076 SH  SHARED                 162076              1000
D SONY CORP                      ADR NEW          83569930        85      2782 SH  SHARED      02                             2782
D SONY CORP                      ADR NEW          83569930       956     31000 SH  SHARED      14                            31000
D SOTHEBYS                       COM              83589810         4       200 SH  SHARED                    200                  
D SOTHEBYS                       COM              83589810        50      2530 SH  SHARED                    100              2430
D SOTHEBYS                       COM              83589810       421     21015 SH  SHARED      01             15             21000
D SOTHEBYS                       COM              83589810        66      3309 SH  SHARED      02           3309                  
D SOTHEBYS                       COM              83589810       138      6898 SH  SHARED      10           5298              1600
D SOTHEBYS                       COM              83589810         5       275 SH  SHARED      20            275                  
D SONUS NETWORKS INC             COM              83591610       128     44631 SH  SHARED                  44631                  
D SONUS NETWORKS INC             COM              83591610        20      7108 SH  SHARED      02           7108                  
D SONUS NETWORKS INC             COM              83591610       100     35000 SH  SHARED      04          35000                  
D SONUS NETWORKS INC             COM              83591610      5615   1949900 SH  SHARED      10        1949900                  
D SONUS NETWORKS INC             COM              83591610         9      3220 SH  SHARED      21           3220                  
D SOUNDBITE COMMUNICATIONS INC   COM              83609110         0       136 SH  SHARED                    136                  
D SOURCE INTERLINK COS INC       COM NEW          83615120         3      3799 SH  SHARED                   3799                  
D SOURCEFIRE INC                 COM              83616T10         0        48 SH  SHARED                     48                  
D SOURCEFIRE INC                 COM              83616T10         0        11 SH  SHARED      02             11                  
D SOURCEFORGE INC                COM              83616W10         2      1850 SH  SHARED                   1850                  
D SOUTH FINL GROUP INC           COM              83784110       240     32865 SH  SHARED                  32865                  
D SOUTH FINL GROUP INC           COM              83784110       109     14900 SH  SHARED      01          14900                  
D SOUTH FINL GROUP INC           COM              83784110        57      7848 SH  SHARED      02           7848                  
D SOUTH FINL GROUP INC           COM              83784110       255     34800 SH  SHARED      10          28400              6400
D SOUTH FINL GROUP INC           COM              83784110        17      2450 SH  SHARED      21           2450                  
D SOUTH JERSEY INDS INC          COM              83851810        33       925 SH  SHARED                    925                  
D SOUTH JERSEY INDS INC          COM              83851810       406     11400 SH  SHARED      01          11400                  
D SOUTH JERSEY INDS INC          COM              83851810       599     16800 SH  SHR/OTHR    01                            16800
D SOUTH JERSEY INDS INC          COM              83851810        14       417 SH  SHARED      02            217               200
D SOUTH JERSEY INDS INC          COM              83851810       719     20142 SH  SHARED      10          20142                  
D SOUTH TEXAS OIL CO             COM              84055V10         0       221 SH  SHARED                    221                  
D SOUTHCOAST FINANCIAL CORP      COM              84129R10         1       271 SH  SHARED                    271                  
D SOUTHERN CO                    COM              84258710     52378   1389725 SH  SHARED                1389725                  
D SOUTHERN CO                    COM              84258710     11180    296647 SH  SHARED      01         292997              3650
D SOUTHERN CO                    COM              84258710        92      2450 SH  SHR/OTHR    01                             2450
D SOUTHERN CO                    COM              84258710      5421    143848 SH  SHARED      02         120807             23041
D SOUTHERN CO                    COM              84258710       211      5600 SH  SHARED      04           5600                  
D SOUTHERN CO                    COM              84258710        13       350 SH  SHARED      05            350                  
D SOUTHERN CO                    COM              84258710      4246    112680 SH  SHARED      06          89200             23480
D SOUTHERN CO                    COM              84258710     14513    385066 SH  SHARED      10         385066                  
D SOUTHERN CO                    COM              84258710        15       400 SH  SHARED      14                              400
D SOUTHERN CO                    COM              84258710      1342     35630 SH  SHARED      20          11200             24430
D SOUTHERN CO                    COM              84258710        75      2000 SH  SHR/OTHR    20                             2000
D SOUTHERN CO                    COM              84258710       104      2764 SH  SHARED      21           2764                  
D SOUTHERN CO                    COM              84258710        75      2000 SH  SHR/OTHR    21                             2000
D SOUTHERN CO                    COM              84258710        16       440 SH  SHARED      23            440                  
D SOUTHERN CO                    COM              84258710       159      4233 SH  SHR/OTHR    23                             4233
D SOUTHERN CMNTY FINL CORP       COM              84263210         2       460 SH  SHARED                    460                  
D SOUTHERN COPPER CORP           COM              84265V10       238     12498 SH  SHARED                                    12498
D SOUTHERN COPPER CORP           COM              84265V10     11174    585677 SH  SHARED                 585677                  
D SOUTHERN COPPER CORP           COM              84265V10        57      3000 SH  SHARED      01                             3000
D SOUTHERN COPPER CORP           COM              84265V10      1179     61794 SH  SHARED      02          60594              1200
D SOUTHERN COPPER CORP           COM              84265V10       864     45300 SH  SHARED      04          45300                  
D SOUTHERN COPPER CORP           COM              84265V10       370     19400 SH  SHARED      05          19400                  
D SOUTHERN COPPER CORP           COM              84265V10       747     39200 SH  SHARED      10          39200                  
D SOUTHERN COPPER CORP           COM              84265V10      1782     93400 SH  SHARED      14                            93400
D SOUTHERN MO BANCORP INC        COM              84338010         0        49 SH  SHARED                     49                  
D SOUTHERN NATL BANCORP OF VA    COM              84339510         1       140 SH  SHARED                    140                  
D SOUTHERN UN CO NEW             COM              84403010       107      5198 SH  SHARED                   5198                  
D SOUTHERN UN CO NEW             COM              84403010       205      9934 SH  SHARED      02           9934                  
D SOUTHERN UN CO NEW             COM              84403010      9957    482204 SH  SHARED      10         482204                  
D SOUTHERN UN CO NEW             COM              84403010        23      1150 SH  SHARED      23           1150                  
D SOUTHERN UN CO NEW             COM              84403010        21      1050 SH  SHR/OTHR    23                             1050
D SOUTHSIDE BANCSHARES INC       COM              84470P10        13       554 SH  SHARED                    554                  
D SOUTHSIDE BANCSHARES INC       COM              84470P10        45      1800 SH  SHARED      01           1800                  
D SOUTHSIDE BANCSHARES INC       COM              84470P10       393     15600 SH  SHARED      10          15600                  
D SOUTHWEST AIRLS CO             COM              84474110     11475    790885 SH  SHARED                 776085             14800
D SOUTHWEST AIRLS CO             COM              84474110      1978    136342 SH  SHARED      01         136342                  
D SOUTHWEST AIRLS CO             COM              84474110        29      2000 SH  SHR/OTHR    01                             2000
D SOUTHWEST AIRLS CO             COM              84474110       602     41504 SH  SHARED      02          40704               800
D SOUTHWEST AIRLS CO             COM              84474110       362     25000 SH  SHARED      04          25000                  
D SOUTHWEST AIRLS CO             COM              84474110         4       300 SH  SHARED      05            300                  
D SOUTHWEST AIRLS CO             COM              84474110      2385    164380 SH  SHARED      06         149100             15280
D SOUTHWEST AIRLS CO             COM              84474110     41299   2846296 SH  SHARED      10        2476768            369528
D SOUTHWEST AIRLS CO             COM              84474110       224     15500 SH  SHARED      14                            15500
D SOUTHWEST AIRLS CO             COM              84474110         3       250 SH  SHARED      20            250                  
D SOUTHWEST AIRLS CO             COM              84474110        34      2380 SH  SHARED      21           2380                  
D SOUTHWEST AIRLS CO             COM              84474110       419     28940 SH  SHR/OTHR    23                            28940
D SOUTHWEST BANCORP INC OKLA     COM              84476710        35      2008 SH  SHARED                   2008                  
D SOUTHWEST BANCORP INC OKLA     COM              84476710        58      3335 SH  SHARED      01            235              3100
D SOUTHWEST BANCORP INC OKLA     COM              84476710        67      3800 SH  SHARED      10           3800                  
D SOUTHWEST GAS CORP             COM              84489510         0        24 SH  SHARED                     24                  
D SOUTHWEST GAS CORP             COM              84489510        21       725 SH  SHARED      01            375               350
D SOUTHWEST GAS CORP             COM              84489510        38      1259 SH  SHARED      02            944               315
D SOUTHWEST GAS CORP             COM              84489510       919     30400 SH  SHARED      10          30400                  
D SOUTHWEST GA FINL CORP         COM              84502A10         1       103 SH  SHARED                    103                  
D SOUTHWEST WTR CO               COM              84533110        44      3492 SH  SHARED      02           3492                  
D SOUTHWEST WTR CO               COM              84533110       193     15200 SH  SHARED      10           7600              7600
D SOUTHWESTERN ENERGY CO         COM              84546710     12507    409532 SH  SHARED                 409532                  
D SOUTHWESTERN ENERGY CO         COM              84546710      1348     44160 SH  SHARED      01          43760               400
D SOUTHWESTERN ENERGY CO         COM              84546710       967     31691 SH  SHARED      02          30491              1200
D SOUTHWESTERN ENERGY CO         COM              84546710        27       900 SH  SHARED      04            900                  
D SOUTHWESTERN ENERGY CO         COM              84546710         6       220 SH  SHARED      05            220                  
D SOUTHWESTERN ENERGY CO         COM              84546710      1374     45000 SH  SHARED      06          35100              9900
D SOUTHWESTERN ENERGY CO         COM              84546710     18159    594615 SH  SHARED      10         593615              1000
D SOUTHWESTERN ENERGY CO         COM              84546710        76      2500 SH  SHARED      14           2500                  
D SOVEREIGN BANCORP INC          COM              84590510      3907    989140 SH  SHARED                 986640              2500
D SOVEREIGN BANCORP INC          COM              84590510       142     35980 SH  SHARED      01          35980                  
D SOVEREIGN BANCORP INC          COM              84590510       157     39826 SH  SHARED      02          36684              3142
D SOVEREIGN BANCORP INC          COM              84590510       181     46000 SH  SHARED      04                            46000
D SOVEREIGN BANCORP INC          COM              84590510       207     52600 SH  SHARED      06          39970             12630
D SOVEREIGN BANCORP INC          COM              84590510     17015   4307768 SH  SHARED      10        4303568              4200
D SOVRAN SELF STORAGE INC        COM              84610H10       230      5149 SH  SHARED                   5149                  
D SOVRAN SELF STORAGE INC        COM              84610H10        53      1200 SH  SHARED      01           1200                  
D SOVRAN SELF STORAGE INC        COM              84610H10        63      1412 SH  SHARED      02           1412                  
D SOVRAN SELF STORAGE INC        COM              84610H10      1175     26300 SH  SHARED      10          26300                  
D SPACEHAB INC                   COM NEW          84624340         0       119 SH  SHARED                    119                  
D SPACEHAB INC                   COM NEW          84624340         2      7800 SH  SHARED      23                             7800
D SPAN AMER MED SYS INC          COM              84639610         0        50 SH  SHARED                     50                  
D SPANISH BROADCASTING SYS INC   CL A             84642588        11     31143 SH  SHARED                  31143                  
D SPANISH BROADCASTING SYS INC   CL A             84642588        85    224908 SH  SHARED      10         224908                  
D SPANSION INC                   COM CL A         84649R10     14610   9426165 SH  SHARED                9426165                  
D SPANSION INC                   COM CL A         84649R10         0        73 SH  SHARED      02             73                  
D SPANSION INC                   COM CL A         84649R10       104     67500 SH  SHARED      10          67500                  
D SPARK NETWORKS INC             COM              84651P10         1       447 SH  SHARED                    447                  
D SPARTAN MTRS INC               COM              84681910        41     12914 SH  SHARED                  12914                  
D SPARTAN MTRS INC               COM              84681910         4      1418 SH  SHARED      02            218              1200
D SPARTAN MTRS INC               COM              84681910        38     12000 SH  SHARED      10          12000                  
D SPARTAN STORES INC             NOTE  3.375% 5/1 846822AE      3986   4300000 PRN SHARED                4300000                  
D SPARTAN STORES INC             COM              84682210       474     19081 SH  SHARED                  19081                  
D SPARTAN STORES INC             COM              84682210       952     38300 SH  SHARED      01          38300                  
D SPARTAN STORES INC             COM              84682210      1532     61600 SH  SHR/OTHR    01                            61600
D SPARTAN STORES INC             COM              84682210         0        12 SH  SHARED      02             12                  
D SPARTAN STORES INC             COM              84682210       199      8000 SH  SHARED      10           8000                  
D SPARTECH CORP                  COM NEW          84722020         9       961 SH  SHARED                    961                  
D SPARTECH CORP                  COM NEW          84722020       114     11565 SH  SHARED      02          11417               148
D SPARTECH CORP                  COM NEW          84722020        93      9400 SH  SHARED      10           9400                  
D SPARTON CORP                   COM              84723510         0       177 SH  SHARED                    177                  
D SPECIALTY UNDERWRITERS ALLIA   COM              84751T30        10      2072 SH  SHARED                   2072                  
D SPECIALTY UNDERWRITERS ALLIA   COM              84751T30        41      8450 SH  SHARED      10           8450                  
D SPECTRA ENERGY PARTNERS LP     COM              84756N10        17       939 SH  SHARED                    939                  
D SPECTRA ENERGY PARTNERS LP     COM              84756N10         3       200 SH  SHARED      02                              200
D SPECTRA ENERGY CORP            COM              84756010     16042    674061 SH  SHARED                 674061                  
D SPECTRA ENERGY CORP            COM              84756010      6935    291387 SH  SHARED      01         259625             31762
D SPECTRA ENERGY CORP            COM              84756010       240     10096 SH  SHR/OTHR    01                            10096
D SPECTRA ENERGY CORP            COM              84756010      1282     53891 SH  SHARED      02          36648             17243
D SPECTRA ENERGY CORP            COM              84756010        38      1600 SH  SHARED      04           1600                  
D SPECTRA ENERGY CORP            COM              84756010         6       280 SH  SHARED      05            280                  
D SPECTRA ENERGY CORP            COM              84756010      2273     95515 SH  SHARED      06          60475             35040
D SPECTRA ENERGY CORP            COM              84756010     10347    434759 SH  SHARED      10         432659              2100
D SPECTRA ENERGY CORP            COM              84756010       744     31275 SH  SHARED      20          30075              1200
D SPECTRA ENERGY CORP            COM              84756010        11       500 SH  SHARED      22            500                  
D SPECTRA ENERGY CORP            COM              84756010        59      2500 SH  SHARED      23                             2500
D SPECTRA ENERGY CORP            COM              84756010       131      5510 SH  SHR/OTHR    23                             5510
D SPECTRANETICS CORP             COM              84760C10        24      5260 SH  SHARED                   5260                  
D SPECTRANETICS CORP             COM              84760C10         3       818 SH  SHARED      02            818                  
D SPECTRUM CTL INC               COM              84761510        15      2146 SH  SHARED                   2146                  
D SPECTRUM BRANDS INC            COM              84762L10      6956   5004571 SH  SHARED                5004571                  
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10         1       803 SH  SHARED                    803                  
D SPEEDUS CORP                   COM NEW          84772320         0        52 SH  SHARED                     52                  
D SPEEDWAY MOTORSPORTS INC       COM              84778810        32      1682 SH  SHARED                   1682                  
D SPEEDWAY MOTORSPORTS INC       COM              84778810        15       800 SH  SHARED      01            800                  
D SPEEDWAY MOTORSPORTS INC       COM              84778810         0         7 SH  SHARED      02              7                  
D SPEEDWAY MOTORSPORTS INC       COM              84778810         3       180 SH  SHARED      10            180                  
D SPHERIX INC                    COM              84842R10         0       304 SH  SHARED                    304                  
D SPHERION CORP                  COM              84842010        27      5589 SH  SHARED                   5589                  
D SPHERION CORP                  COM              84842010       179     36814 SH  SHARED      02          36814                  
D SPIRE CORP                     COM              84856510       115      8112 SH  SHARED                   8112                  
D SPIRE CORP                     COM              84856510        17      1239 SH  SHARED      02           1239                  
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410        16      1034 SH  SHARED                   1034                  
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410       241     15056 SH  SHARED      02          15056                  
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410       549     34200 SH  SHARED      10          34200                  
D SPORT-HALEY INC                COM              84892510         0        49 SH  SHARED                     49                  
D SPORT SUPPLY GROUP INC DEL     COM              84916A10        37      3370 SH  SHARED                   3370                  
D SPORT SUPPLY GROUP INC DEL     COM              84916A10        27      2500 SH  SHARED      02           2500                  
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      3239    359998 SH  SHARED                 359998                  
D SPORTS PPTYS ACQUISITION COR   UNIT 99/99/9999  84920F20       207     22200 SH  SHARED      02          22200                  
D SPREADTRUM COMMUNICATIONS IN   ADR              84941520       128     56905 SH  SHARED                  56905                  
D SPREADTRUM COMMUNICATIONS IN   ADR              84941520         0        68 SH  SHARED      02             68                  
D SPRINT NEXTEL CORP             COM SER 1        85206110         1       177 SH  SHARED                    177                  
D SPRINT NEXTEL CORP             COM SER 1        85206110     64470  10568977 SH  SHARED               10568977                  
D SPRINT NEXTEL CORP             COM SER 1        85206110      1959    321179 SH  SHARED      01         319779              1400
D SPRINT NEXTEL CORP             COM SER 1        85206110        34      5707 SH  SHR/OTHR    01                             5707
D SPRINT NEXTEL CORP             COM SER 1        85206110      4024    659761 SH  SHARED      02         653274              6487
D SPRINT NEXTEL CORP             COM SER 1        85206110    195203  32000496 SH  SHARED      04       32000496                  
D SPRINT NEXTEL CORP             COM SER 1        85206110         9      1507 SH  SHARED      05           1507                  
D SPRINT NEXTEL CORP             COM SER 1        85206110      3596    589523 SH  SHARED      06         503124             86399
D SPRINT NEXTEL CORP             COM SER 1        85206110     13095   2146801 SH  SHARED      10        2146801                  
D SPRINT NEXTEL CORP             COM SER 1        85206110      3248    532482 SH  SHARED      14         151500            380982
D SPRINT NEXTEL CORP             COM SER 1        85206110        19      3115 SH  SHARED      23            580              2535
D SPRINT NEXTEL CORP             COM SER 1        85206110        15      2517 SH  SHR/OTHR    23                             2517
D STAAR SURGICAL CO              COM PAR $0.01    85231230         5      1262 SH  SHARED                   1262                  
D STAAR SURGICAL CO              COM PAR $0.01    85231230        36      8200 SH  SHARED      02           8200                  
D STAGE STORES INC               COM NEW          85254C30         9       696 SH  SHARED                    696                  
D STAGE STORES INC               COM NEW          85254C30         6       500 SH  SHARED      01            500                  
D STAGE STORES INC               COM NEW          85254C30       119      8721 SH  SHARED      02           8721                  
D STAGE STORES INC               COM NEW          85254C30      1215     88962 SH  SHARED      10          88962                  
D STAMPS COM INC                 COM NEW          85285720         0         4 SH  SHARED                      4                  
D STAMPS COM INC                 COM NEW          85285720        24      2108 SH  SHARED      02           2108                  
D STAMPS COM INC                 COM NEW          85285720        56      4800 SH  SHARED      10           4800                  
D STANCORP FINL GROUP INC        COM              85289110      2308     44385 SH  SHARED                  33385             11000
D STANCORP FINL GROUP INC        COM              85289110       811     15600 SH  SHARED      01                            15600
D STANCORP FINL GROUP INC        COM              85289110        68      1318 SH  SHARED      02           1318                  
D STANCORP FINL GROUP INC        COM              85289110     20976    403400 SH  SHARED      10         402800               600
D STANCORP FINL GROUP INC        COM              85289110      1560     30000 SH  SHARED      14                            30000
D STANDARD MICROSYSTEMS CORP     COM              85362610         0        19 SH  SHARED                     19                  
D STANDARD MICROSYSTEMS CORP     COM              85362610        21       875 SH  SHARED      01            875                  
D STANDARD MICROSYSTEMS CORP     COM              85362610       148      5939 SH  SHARED      02           5939                  
D STANDARD MICROSYSTEMS CORP     COM              85362610       262     10500 SH  SHARED      10          10500                  
D STANDARD MTR PRODS INC         SDCV  6.750% 7/1 853666AB         4      5000 PRN SHARED      02                             5000
D STANDARD MTR PRODS INC         SDCV  6.750% 7/1 853666AB        44     50000 PRN SHARED      23                            50000
D STANDARD MTR PRODS INC         COM              85366610         1       257 SH  SHARED                    257                  
D STANDARD MTR PRODS INC         COM              85366610        21      3500 SH  SHARED      02           3500                  
D STANDARD MTR PRODS INC         COM              85366610        95     15335 SH  SHARED      10          15335                  
D STANDARD PAC CORP NEW          COM              85375C10       451     92051 SH  SHARED                  92051                  
D STANDARD PAC CORP NEW          COM              85375C10         7      1625 SH  SHARED      01           1625                  
D STANDARD PAC CORP NEW          COM              85375C10        70     14292 SH  SHARED      02          14292                  
D STANDARD PAC CORP NEW          COM              85375C10       165     33800 SH  SHARED      10          33800                  
D STANDARD PARKING CORP          COM              85379010        13       605 SH  SHARED                    605                  
D STANDARD PARKING CORP          COM              85379010         0         4 SH  SHARED      02              4                  
D STANDARD REGISTER CO           COM              85388710        19      1947 SH  SHARED                   1947                  
D STANDARD REGISTER CO           COM              85388710         8       900 SH  SHARED      01            900                  
D STANDARD REGISTER CO           COM              85388710       121     12322 SH  SHARED      02          12322                  
D STANDARD REGISTER CO           COM              85388710        86      8800 SH  SHARED      10           8800                  
D STANDEX INTL CORP              COM              85423110        38      1404 SH  SHARED                   1404                  
D STANDEX INTL CORP              COM              85423110       216      7807 SH  SHARED      02           7807                  
D STANDEX INTL CORP              COM              85423110        38      1400 SH  SHARED      10           1400                  
D STANLEY FURNITURE INC          COM NEW          85430520        21      2391 SH  SHARED                   2391                  
D STANLEY INC                    COM              85453210       349      9459 SH  SHARED                   9459                  
D STANLEY INC                    COM              85453210         6       167 SH  SHARED      02             17               150
D STANLEY INC                    COM              85453210      7330    198600 SH  SHARED      10         198600                  
D STANLEY WKS                    COM              85461610        87      2100 SH  SHARED                                     2100
D STANLEY WKS                    COM              85461610      4167     99836 SH  SHARED                  99836                  
D STANLEY WKS                    COM              85461610       468     11224 SH  SHARED      01           9424              1800
D STANLEY WKS                    COM              85461610      1575     37738 SH  SHARED      02          20188             17550
D STANLEY WKS                    COM              85461610       498     11950 SH  SHARED      06           9950              2000
D STANLEY WKS                    COM              85461610      6247    149670 SH  SHARED      10         149670                  
D STANLEY WKS                    COM              85461610       413      9900 SH  SHARED      23           9900                  
D STANTEC INC                    COM              85472N10       393     16538 SH  SHARED                  16538                  
D STANTEC INC                    COM              85472N10        99      4200 SH  SHARED      02           4200                  
D STAPLES INC                    COM              85503010     14813    658369 SH  SHARED                 658369                  
D STAPLES INC                    COM              85503010      2276    101180 SH  SHARED      01          79550             21630
D STAPLES INC                    COM              85503010         5       225 SH  SHR/OTHR    01                              225
D STAPLES INC                    COM              85503010      5208    231467 SH  SHARED      02         214976             16491
D STAPLES INC                    COM              85503010        56      2500 SH  SHARED      04           2500                  
D STAPLES INC                    COM              85503010         8       365 SH  SHARED      05            365                  
D STAPLES INC                    COM              85503010      2057     91452 SH  SHARED      06          70202             21250
D STAPLES INC                    COM              85503010    268923  11952176 SH  SHARED      10       11952176                  
D STAPLES INC                    COM              85503010       762     33900 SH  SHARED      20          17220             16680
D STAPLES INC                    COM              85503010       135      6000 SH  SHR/OTHR    20                             6000
D STAPLES INC                    COM              85503010       270     12000 SH  SHARED      21                            12000
D STAPLES INC                    COM              85503010       157      7000 SH  SHR/OTHR    21                             7000
D STAPLES INC                    COM              85503010      1079     47967 SH  SHR/OTHR    23                            47967
D STAR BUFFET INC                COM              85508610         0        37 SH  SHARED                     37                  
D STAR GAS PARTNERS L P          UNIT LTD PARTNR  85512C10         3      1642 SH  SHARED                   1642                  
D STAR GAS PARTNERS L P          UNIT LTD PARTNR  85512C10        15      6842 SH  SHARED      02                             6842
D STAR SCIENTIFIC INC            COM              85517P10       115     32427 SH  SHARED                  32427                  
D STARBUCKS CORP                 COM              85524410        22      1500 SH  SHARED                   1500                  
D STARBUCKS CORP                 COM              85524410     13420    902494 SH  SHARED                 902494                  
D STARBUCKS CORP                 COM              85524410      1440     96850 SH  SHARED      01          93850              3000
D STARBUCKS CORP                 COM              85524410        95      6400 SH  SHR/OTHR    01                             6400
D STARBUCKS CORP                 COM              85524410     56148   3775982 SH  SHARED      02        3707395             68587
D STARBUCKS CORP                 COM              85524410       194     13107 SH  SHARED      04                            13107
D STARBUCKS CORP                 COM              85524410        46      3100 SH  SHARED      04           3100                  
D STARBUCKS CORP                 COM              85524410         5       380 SH  SHARED      05            380                  
D STARBUCKS CORP                 COM              85524410      1432     96360 SH  SHARED      06          74850             21510
D STARBUCKS CORP                 COM              85524410      5212    350547 SH  SHARED      10         350547                  
D STARBUCKS CORP                 COM              85524410        35      2400 SH  SHARED      20           2400                  
D STARBUCKS CORP                 COM              85524410       426     28700 SH  SHARED      21          27015              1685
D STARBUCKS CORP                 COM              85524410        23      1600 SH  SHARED      23           1600                  
D STARBUCKS CORP                 COM              85524410       349     23500 SH  SHR/OTHR    23                            23500
D STARENT NETWORKS CORP          COM              85528P10        13      1014 SH  SHARED                   1014                  
D STARENT NETWORKS CORP          COM              85528P10        27      2100 SH  SHARED      01           2100                  
D STARENT NETWORKS CORP          COM              85528P10       313     24216 SH  SHARED      02          18866              5350
D STARENT NETWORKS CORP          COM              85528P10       296     22900 SH  SHARED      10          22900                  
D STARRETT L S CO                CL A             85566810        13       724 SH  SHARED                    724                  
D STARRETT L S CO                CL A             85566810        23      1300 SH  SHARED      02           1300                  
D STARRETT L S CO                CL A             85566810       127      6900 SH  SHARED      10           6900                  
D STARTEK INC                    COM              85569C10         3       481 SH  SHARED                    481                  
D STARTEK INC                    COM              85569C10        11      1800 SH  SHARED      02           1800                  
D STATE AUTO FINL CORP           COM              85570710         3       110 SH  SHARED                    110                  
D STATE BANCORP INC N.Y          COM              85571610         1        93 SH  SHARED                     93                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40     30439   1081701 SH  SHARED                1068202             13499
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40       598     21275 SH  SHARED      01          21175               100
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40      3423    121666 SH  SHARED      02         121586                80
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40       112      4000 SH  SHARED      04           4000                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40         3       120 SH  SHARED      05            120                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40       104      3700 SH  SHARED      06                             3700
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40      8043    285850 SH  SHARED      10         285850                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40     20674    734711 SH  SHARED      11         400312            334399
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40        15       554 SH  SHR/OTHR    23                              554
D STATE STR CORP                 COM              85747710     43846    770860 SH  SHARED                 742760             28100
D STATE STR CORP                 COM              85747710      3084     54233 SH  SHARED      01          54233                  
D STATE STR CORP                 COM              85747710       409      7200 SH  SHR/OTHR    01                             7200
D STATE STR CORP                 COM              85747710      2254     39642 SH  SHARED      02          37436              2206
D STATE STR CORP                 COM              85747710        68      1200 SH  SHARED      04           1200                  
D STATE STR CORP                 COM              85747710        11       200 SH  SHARED      05            200                  
D STATE STR CORP                 COM              85747710      4230     74370 SH  SHARED      06          61208             13162
D STATE STR CORP                 COM              85747710    119484   2100637 SH  SHARED      10        2027821             72816
D STATE STR CORP                 COM              85747710        33       594 SH  SHARED      14                              594
D STATE STR CORP                 COM              85747710      1650     29019 SH  SHARED      20           9900             19119
D STATE STR CORP                 COM              85747710       830     14594 SH  SHR/OTHR    20                            14594
D STATE STR CORP                 COM              85747710      1712     30100 SH  SHARED      23          30100                  
D STATE STR CORP                 COM              85747710       537      9450 SH  SHR/OTHR    23                             9450
D STATOILHYDRO ASA               SPONSORED ADR    85771P10      1185     49818 SH  SHARED                  49818                  
D STATOILHYDRO ASA               SPONSORED ADR    85771P10       271     11420 SH  SHARED                  11420                  
D STATOILHYDRO ASA               SPONSORED ADR    85771P10       186      7841 SH  SHARED      02           6034              1807
D STATOILHYDRO ASA               SPONSORED ADR    85771P10     14476    608270 SH  SHARED      10         437068            171202
D STEAK N SHAKE CO               COM              85787310         0        28 SH  SHARED                     28                  
D STEAK N SHAKE CO               COM              85787310        30      3566 SH  SHARED      02           3566                  
D STEAK N SHAKE CO               COM              85787310       146     16900 SH  SHARED      10          16900                  
D STEEL DYNAMICS INC             COM              85811910       674     39457 SH  SHARED                  39457                  
D STEEL DYNAMICS INC             COM              85811910     71115   4161257 SH  SHARED                4133757             27500
D STEEL DYNAMICS INC             COM              85811910      1310     76700 SH  SHARED      01          16800             59900
D STEEL DYNAMICS INC             COM              85811910       572     33501 SH  SHARED      02          30251              3250
D STEEL DYNAMICS INC             COM              85811910       273     16000 SH  SHARED      04          16000                  
D STEEL DYNAMICS INC             COM              85811910       220     12900 SH  SHARED      06          11900              1000
D STEEL DYNAMICS INC             COM              85811910     21563   1261746 SH  SHARED      10        1102646            159100
D STEEL DYNAMICS INC             COM              85811910       141      8272 SH  SHARED      14                             8272
D STEELCLOUD INC                 COM              85815M10         0       331 SH  SHARED                    331                  
D STEELCASE INC                  CL A             85815520      4169    387873 SH  SHARED                 387873                  
D STEELCASE INC                  CL A             85815520         1       106 SH  SHARED      02              4               102
D STEELCASE INC                  CL A             85815520       280     26100 SH  SHARED      06          26100                  
D STEELCASE INC                  CL A             85815520       546     50800 SH  SHARED      10          41800              9000
D STEIN MART INC                 COM              85837510        80     20642 SH  SHARED      02          20642                  
D STEIN MART INC                 COM              85837510        34      8800 SH  SHARED      10           8800                  
D STEINWAY MUSICAL INSTRS INC    COM              85849510        35      1237 SH  SHARED                   1237                  
D STEINWAY MUSICAL INSTRS INC    COM              85849510        50      1800 SH  SHARED      01           1800                  
D STEINWAY MUSICAL INSTRS INC    COM              85849510         0         3 SH  SHARED      02              3                  
D STEINWAY MUSICAL INSTRS INC    COM              85849510        22       800 SH  SHARED      10            800                  
D STELLARONE CORP                COM              85856G10         0        41 SH  SHARED                     41                  
D STELLARONE CORP                COM              85856G10       152      7400 SH  SHARED      10           3700              3700
D STEMCELLS INC                  COM              85857R10         2      2187 SH  SHARED                   2187                  
D STEMCELLS INC                  COM              85857R10         2      2695 SH  SHARED      02           2695                  
D STEPAN CO                      COM              85858610         6       122 SH  SHARED                    122                  
D STEPAN CO                      COM              85858610         5       100 SH  SHARED      01            100                  
D STEPAN CO                      COM              85858610         0         3 SH  SHARED      02              3                  
D STEPAN CO                      COM              85858610        21       400 SH  SHARED      10            400                  
D STEPAN CO                      PFD CONV 5.50%   85858620       668     11188 SH  SHARED                  11188                  
D STEPHAN CO                     COM              85860310         0        35 SH  SHARED                     35                  
D STERLING BANCSHARES INC        COM              85890710       309     29633 SH  SHARED                  29633                  
D STERLING BANCSHARES INC        COM              85890710        62      5959 SH  SHARED      02           5816               143
D STERLING BANCSHARES INC        COM              85890710       749     71700 SH  SHARED      10          71700                  
D STERICYCLE INC                 COM              85891210      1232     20922 SH  SHARED                  17147              3775
D STERICYCLE INC                 COM              85891210      5289     89781 SH  SHARED                  82781              7000
D STERICYCLE INC                 COM              85891210     13913    236177 SH  SHARED      01         129392            106785
D STERICYCLE INC                 COM              85891210      3865     65613 SH  SHR/OTHR    01                            65613
D STERICYCLE INC                 COM              85891210       352      5985 SH  SHARED      02           5968                17
D STERICYCLE INC                 COM              85891210       601     10207 SH  SHARED      04                            10207
D STERICYCLE INC                 COM              85891210        33       575 SH  SHARED      04            575                  
D STERICYCLE INC                 COM              85891210       562      9555 SH  SHARED      06           9555                  
D STERICYCLE INC                 COM              85891210      1495     25392 SH  SHARED      10          24422               970
D STERICYCLE INC                 COM              85891210      3694     62722 SH  SHARED      19                            62722
D STERICYCLE INC                 COM              85891210      1838     31205 SH  SHARED      20          22840       80     8285
D STERICYCLE INC                 COM              85891210       605     10270 SH  SHR/OTHR    20                            10270
D STERICYCLE INC                 COM              85891210        35       600 SH  SHARED      21            600                  
D STERICYCLE INC                 COM              85891210        64      1100 SH  SHR/OTHR    21                             1100
D STERICYCLE INC                 COM              85891210       986     16739 SH  SHARED      22          12709              4030
D STERICYCLE INC                 COM              85891210        75      1280 SH  SHR/OTHR    22                             1280
D STERICYCLE INC                 COM              85891210      2030     34462 SH  SHARED      23          31122              3340
D STERICYCLE INC                 COM              85891210      2896     49175 SH  SHR/OTHR    23                            49175
D STERIS CORP                    COM              85915210        77      2053 SH  SHARED                   2053                  
D STERIS CORP                    COM              85915210       796     21200 SH  SHARED      01           1400             19800
D STERIS CORP                    COM              85915210        33       898 SH  SHARED      02            898                  
D STERIS CORP                    COM              85915210      1435     38200 SH  SHARED      10          38200                  
D STERLING BANCORP               COM              85915810         9       667 SH  SHARED                    667                  
D STERLING BANCORP               COM              85915810         7       499 SH  SHARED      02            499                  
D STERLING BANCORP               COM              85915810       160     11100 SH  SHARED      10          11100                  
D STEREOTAXIS INC                COM              85916J10        73     12141 SH  SHARED                  12141                  
D STEREOTAXIS INC                COM              85916J10        34      5700 SH  SHARED      01           5700                  
D STEREOTAXIS INC                COM              85916J10      2761    456408 SH  SHARED      02            300            456108
D STERLING CONSTRUCTION CO INC   COM              85924110        62      3840 SH  SHARED                   3840                  
D STERLING CONSTRUCTION CO INC   COM              85924110         0         6 SH  SHARED      02              6                  
D STERLING CONSTRUCTION CO INC   COM              85924110      9025    557125 SH  SHARED      10         557125                  
D STERLING FINL CORP WASH        COM              85931910       336     23180 SH  SHARED                  23180                  
D STERLING FINL CORP WASH        COM              85931910       200     13800 SH  SHARED      01          13800                  
D STERLING FINL CORP WASH        COM              85931910        82      5695 SH  SHARED      02           5695                  
D STERLING FINL CORP WASH        COM              85931910       627     43250 SH  SHARED      10          43250                  
D STERLITE INDS INDIA LTD        ADS              85973720       577     64082 SH  SHARED                  64082                  
D STERLITE INDS INDIA LTD        ADS              85973720         5       600 SH  SHR/OTHR    01                              600
D STERLITE INDS INDIA LTD        ADS              85973720         3       350 SH  SHARED      02                              350
D STEWART ENTERPRISES INC        NOTE  3.125% 7/1 860370AH      7139   7300000 PRN SHARED                7300000                  
D STEWART ENTERPRISES INC        NOTE  3.375% 7/1 860370AK       291    300000 PRN SHARED                 300000                  
D STEWART ENTERPRISES INC        CL A             86037010       307     39127 SH  SHARED                  39127                  
D STEWART ENTERPRISES INC        CL A             86037010         4       547 SH  SHARED      02            547                  
D STEWART ENTERPRISES INC        CL A             86037010       443     56453 SH  SHARED      10          56453                  
D STEWART INFORMATION SVCS COR   COM              86037210       285      9601 SH  SHARED                   9601                  
D STEWART INFORMATION SVCS COR   COM              86037210         0        25 SH  SHARED      01             25                  
D STEWART INFORMATION SVCS COR   COM              86037210        32      1107 SH  SHARED      02           1107                  
D STEWART INFORMATION SVCS COR   COM              86037210       357     12000 SH  SHARED      10          12000                  
D STEWART INFORMATION SVCS COR   COM              86037210         0        20 SH  SHARED      23             20                  
D STIFEL FINL CORP               COM              86063010         2        47 SH  SHARED                     47                  
D STIFEL FINL CORP               COM              86063010       104      2100 SH  SHARED      01           2100                  
D STIFEL FINL CORP               COM              86063010       167      3360 SH  SHARED      02           3360                  
D STIFEL FINL CORP               COM              86063010       543     10900 SH  SHARED      10          10900                  
D STILLWATER MNG CO              COM              86074Q10         1       246 SH  SHARED                    246                  
D STILLWATER MNG CO              COM              86074Q10        71     12322 SH  SHARED      02          11822               500
D STILLWATER MNG CO              COM              86074Q10        90     15548 SH  SHARED      10          15548                  
D STMICROELECTRONICS N V         NY REGISTRY      86101210       221     21781 SH  SHARED                  21781                  
D STMICROELECTRONICS N V         NY REGISTRY      86101210         2       210 SH  SHARED      02                              210
D STOCKERYALE INC                COM NEW          86126T20         0       815 SH  SHARED                    815                  
D STONE ENERGY CORP              COM              86164210       366      8668 SH  SHARED                   8668                  
D STONE ENERGY CORP              COM              86164210        34       825 SH  SHARED      01            825                  
D STONE ENERGY CORP              COM              86164210       540     12771 SH  SHARED      02          12771                  
D STONE ENERGY CORP              COM              86164210         8       200 SH  SHARED      06            200                  
D STONE ENERGY CORP              COM              86164210     14299    337799 SH  SHARED      10         337799                  
D STONERIDGE INC                 COM              86183P10         9       828 SH  SHARED                    828                  
D STONERIDGE INC                 COM              86183P10        52      4700 SH  SHARED      01           4700                  
D STONERIDGE INC                 COM              86183P10        27      2408 SH  SHARED      02           2408                  
D STONERIDGE INC                 COM              86183P10       658     58500 SH  SHARED      10          58500                  
D STONEMOR PARTNERS L P          COM UNITS        86183Q10         4       282 SH  SHARED                    282                  
D STONEMOR PARTNERS L P          COM UNITS        86183Q10        28      2000 SH  SHARED      02                             2000
D STONELEIGH PARTNERS ACQUS CO   COM              86192310     10174   1347627 SH  SHARED                1347627                  
D STONELEIGH PARTNERS ACQUS CO   COM              86192310      1841    243900 SH  SHARED      02         243900                  
D STONELEIGH PARTNERS ACQUS CO   *W EXP 05/31/201 86192312        21    180939 SH  SHARED                 180939                  
D STRATASYS INC                  COM              86268510        53      3058 SH  SHARED                   3058                  
D STRATASYS INC                  COM              86268510         8       487 SH  SHARED      02             11               476
D STRATEGIC DIAGNOSTICS INC      COM              86270010         0       407 SH  SHARED                    407                  
D STRATEGIC DIAGNOSTICS INC      COM              86270010        19     12000 SH  SHARED      02                            12000
D STRATEGIC HOTELS & RESORTS I   COM              86272T10      3581    474405 SH  SHARED                 474405                  
D STRATEGIC HOTELS & RESORTS I   COM              86272T10        46      6100 SH  SHARED      01           1600              4500
D STRATEGIC HOTELS & RESORTS I   COM              86272T10       326     43215 SH  SHARED      02          39448              3767
D STRATEGIC HOTELS & RESORTS I   COM              86272T10       594     78700 SH  SHARED      10          78700                  
D STRATTEC SEC CORP              COM              86311110         2        93 SH  SHARED                     93                  
D STRATTEC SEC CORP              COM              86311110         5       199 SH  SHARED      01            199                  
D STRATUS PPTYS INC              COM NEW          86316720         1        70 SH  SHARED      01             70                  
D STRATUS PPTYS INC              COM NEW          86316720         0         3 SH  SHARED      02              3                  
D STREAM GLOBAL SVCS INC         *W EXP 10/17/201 86323M11        54    456323 SH  SHARED                 456323                  
D STREAMLINE HEALTH SOLUTIONS    COM              86323X10         0       134 SH  SHARED                    134                  
D STRAYER ED INC                 COM              86323610       100       502 SH  SHARED                    502                  
D STRAYER ED INC                 COM              86323610       961      4800 SH  SHARED      01            400              4400
D STRAYER ED INC                 COM              86323610       498      2487 SH  SHARED      02           2487                  
D STRAYER ED INC                 COM              86323610      7945     39674 SH  SHARED      10          39674                  
D STRYKER CORP                   COM              86366710       484      7775 SH  SHARED                   7775                  
D STRYKER CORP                   COM              86366710     26580    426651 SH  SHARED                 362651             64000
D STRYKER CORP                   COM              86366710      2311     37100 SH  SHARED      01          36500               600
D STRYKER CORP                   COM              86366710      1262     20258 SH  SHARED      02          14852              5406
D STRYKER CORP                   COM              86366710      4937     79250 SH  SHARED      04          79250                  
D STRYKER CORP                   COM              86366710         9       150 SH  SHARED      05            150                  
D STRYKER CORP                   COM              86366710      2525     40540 SH  SHARED      06          33110              7430
D STRYKER CORP                   COM              86366710     95150   1527294 SH  SHARED      10        1032394            494900
D STRYKER CORP                   COM              86366710       342      5500 SH  SHARED      15                             5500
D STRYKER CORP                   COM              86366710        22       360 SH  SHARED      20            360                  
D STRYKER CORP                   COM              86366710       124      2000 SH  SHARED      23           2000                  
D STRYKER CORP                   COM              86366710       542      8700 SH  SHARED      24           8700                  
D STUDENT LN CORP                COM              86390210         4        50 SH  SHARED                     50                  
D STUDENT LN CORP                COM              86390210         9       100 SH  SHARED      02            100                  
D STUDENT LN CORP                COM              86390210        26       281 SH  SHARED      10            281                  
D STUDENT LN CORP                COM              86390210         7        78 SH  SHARED      21             78                  
D STURM RUGER & CO INC           COM              86415910         7      1059 SH  SHARED                   1059                  
D STURM RUGER & CO INC           COM              86415910        48      7000 SH  SHARED      02           7000                  
D SUBURBAN PROPANE PARTNERS L    UNIT LTD PARTN   86448210      4075    121368 SH  SHARED                 121368                  
D SUBURBAN PROPANE PARTNERS L    UNIT LTD PARTN   86448210       277      8270 SH  SHARED      02                             8270
D SUBURBAN PROPANE PARTNERS L    UNIT LTD PARTN   86448210     12835    382250 SH  SHARED      10         382250                  
D SUCCESSFACTORS INC             COM              86459610        34      3144 SH  SHARED                   3144                  
D SUCCESSFACTORS INC             COM              86459610         0        13 SH  SHARED      02             13                  
D SUFFOLK BANCORP                COM              86473910         1        27 SH  SHARED                     27                  
D SUFFOLK BANCORP                COM              86473910         7       200 SH  SHARED      01            200                  
D SUFFOLK BANCORP                COM              86473910        47      1205 SH  SHARED      02           1205                  
D SUFFOLK BANCORP                COM              86473910       236      6000 SH  SHARED      10           6000                  
D SUFFOLK BANCORP                COM              86473910      1221     31000 SH  SHARED      23          31000                  
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910         8       943 SH  SHARED                    943                  
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910         0         5 SH  SHARED      02              5                  
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910      1328    155749 SH  SHARED      04         155749                  
D SULPHCO INC                    COM              86537810         0       250 SH  SHARED                    250                  
D SUMMIT FINANCIAL GROUP INC     COM              86606G10         2       178 SH  SHARED                    178                  
D SUMTOTAL SYS INC               COM              86661510         3       849 SH  SHARED                    849                  
D SUMTOTAL SYS INC               COM              86661510       131     32200 SH  SHARED      02           9200             23000
D SUN BANCORP INC                COM              86663B10         4       317 SH  SHARED                    317                  
D SUN BANCORP INC                COM              86663B10         1        94 SH  SHARED      01             94                  
D SUN AMERICAN BANCORP           COM NEW          86664A20       558    220058 SH  SHARED                 220058                  
D SUN AMERICAN BANCORP           COM NEW          86664A20         2       800 SH  SHARED      02                              800
D SUN COMMUNITIES INC            COM              86667410      1471     74271 SH  SHARED                  74271                  
D SUN COMMUNITIES INC            COM              86667410       519     26209 SH  SHARED      02          26209                  
D SUN COMMUNITIES INC            COM              86667410       174      8800 SH  SHARED      10           4500              4300
D SUN COMMUNITIES INC            COM              86667410        67      3400 SH  SHARED      21                             3400
D SUN LIFE FINL INC              COM              86679610     38490   1088214 SH  SHARED                1088214                  
D SUN LIFE FINL INC              COM              86679610        10       298 SH  SHARED      01            298                  
D SUN LIFE FINL INC              COM              86679610       133      3763 SH  SHARED      02            804              2959
D SUN LIFE FINL INC              COM              86679610        42      1200 SH  SHARED      04           1200                  
D SUN LIFE FINL INC              COM              86679610        10       300 SH  SHARED      05            300                  
D SUN LIFE FINL INC              COM              86679610       642     18151 SH  SHARED      06          15301              2850
D SUN LIFE FINL INC              COM              86679610       786     22232 SH  SHARED      10          22232                  
D SUN LIFE FINL INC              COM              86679610       259      7349 SH  SHARED      14                             7349
D SUN LIFE FINL INC              COM              86679610       141      4000 SH  SHR/OTHR    20                             4000
D SUN MICROSYSTEMS INC           COM NEW          86681020      8482   1116132 SH  SHARED                1116132                  
D SUN MICROSYSTEMS INC           COM NEW          86681020       656     86325 SH  SHARED      01          85625               700
D SUN MICROSYSTEMS INC           COM NEW          86681020     14967   1969465 SH  SHARED      02        1937544             31921
D SUN MICROSYSTEMS INC           COM NEW          86681020         3       447 SH  SHARED      05            447                  
D SUN MICROSYSTEMS INC           COM NEW          86681020      1143    150496 SH  SHARED      06         124224             26272
D SUN MICROSYSTEMS INC           COM NEW          86681020      2749    361742 SH  SHARED      10         361742                  
D SUN MICROSYSTEMS INC           COM NEW          86681020       456     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        20      1407 SH  SHARED                   1407                  
D SUN HEALTHCARE GROUP INC       COM NEW          86693340        26      1785 SH  SHARED      01           1785                  
D SUN HEALTHCARE GROUP INC       COM NEW          86693340         0        24 SH  SHARED      02             24                  
D SUN HEALTHCARE GROUP INC       COM NEW          86693340        35      2441 SH  SHARED      10           2441                  
D SUN HYDRAULICS CORP            COM              86694210         5       221 SH  SHARED                    221                  
D SUN HYDRAULICS CORP            COM              86694210        13       500 SH  SHARED      01            500                  
D SUN HYDRAULICS CORP            COM              86694210        48      1881 SH  SHARED      02              6              1875
D SUN HYDRAULICS CORP            COM              86694210       648     24900 SH  SHARED      10          24900                  
D SUNAIR SERVICES CORP           COM              86701710         0       157 SH  SHARED                    157                  
D SUNAMERICA FCSED ALPHA GRW F   COM              86703710       109      8527 SH  SHARED      02                             8527
D SUNCOR ENERGY INC              COM              86722910      2235     53041 SH  SHARED                  33041             20000
D SUNCOR ENERGY INC              COM              86722910     64654   1534274 SH  SHARED                1530674              3600
D SUNCOR ENERGY INC              COM              86722910        15       364 SH  SHARED      01            364                  
D SUNCOR ENERGY INC              COM              86722910      2623     62249 SH  SHARED      02          32300             29949
D SUNCOR ENERGY INC              COM              86722910     89673   2127984 SH  SHARED      04        2127984                  
D SUNCOR ENERGY INC              COM              86722910        16       400 SH  SHARED      05            400                  
D SUNCOR ENERGY INC              COM              86722910     18729    444466 SH  SHARED      06         198266            246200
D SUNCOR ENERGY INC              COM              86722910     41046    974057 SH  SHARED      10         859928            114129
D SUNCOR ENERGY INC              COM              86722910      1742     41357 SH  SHARED      14                            41357
D SUNCOR ENERGY INC              COM              86722910       505     12000 SH  SHARED      23                            12000
D SUNCOR ENERGY INC              COM              86722910       366      8700 SH  SHR/OTHR    23                             8700
D SUNCOR ENERGY INC              COM              86722910       446     10600 SH  SHARED      24          10600                  
D SUNESIS PHARMACEUTICALS INC    COM              86732850         0       670 SH  SHARED                    670                  
D SUNLINK HEALTH SYSTEMS INC     COM              86737U10         0       135 SH  SHARED                    135                  
D SUNOPTA INC                    COM              8676EP10       117     19000 SH  SHARED                  19000                  
D SUNOPTA INC                    COM              8676EP10        14      2410 SH  SHARED                   2410                  
D SUNOPTA INC                    COM              8676EP10      3540    574700 SH  SHARED      04         574700                  
D SUNOPTA INC                    COM              8676EP10     10884   1766900 SH  SHARED      10        1766900                  
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10        46      1060 SH  SHARED                   1060                  
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10       203      4605 SH  SHARED      02                             4605
D SUNOCO INC                     COM              86764P10      7373    207228 SH  SHARED                 207228                  
D SUNOCO INC                     COM              86764P10       627     17625 SH  SHARED      01          15800              1825
D SUNOCO INC                     COM              86764P10        37      1050 SH  SHR/OTHR    01                             1050
D SUNOCO INC                     COM              86764P10      6843    192341 SH  SHARED      02         192341                  
D SUNOCO INC                     COM              86764P10       259      7306 SH  SHARED      04                             7306
D SUNOCO INC                     COM              86764P10       777     21840 SH  SHARED      06          18600              3240
D SUNOCO INC                     COM              86764P10      3377     94937 SH  SHARED      10          94937                  
D SUNOCO INC                     COM              86764P10      1782     50100 SH  SHARED      14                            50100
D SUNOCO INC                     COM              86764P10         0        25 SH  SHARED      20                               25
D SUNOCO INC                     COM              86764P10        62      1765 SH  SHR/OTHR    20                             1765
D SUNOCO INC                     COM              86764P10        74      2100 SH  SHARED      23           2100                  
D SUNOCO INC                     COM              86764P10        57      1610 SH  SHR/OTHR    23                             1610
D SUNPOWER CORP                  DBCV  0.750% 8/0 867652AB     31624  29500000 PRN SHARED               29500000                  
D SUNPOWER CORP                  COM CL A         86765210       182      2580 SH  SHARED                   2400               180
D SUNPOWER CORP                  COM CL A         86765210      9020    127181 SH  SHARED                 125981              1200
D SUNPOWER CORP                  COM CL A         86765210        70       990 SH  SHARED      01            490               500
D SUNPOWER CORP                  COM CL A         86765210      2133     30082 SH  SHARED      02          29582               500
D SUNPOWER CORP                  COM CL A         86765210     13410    189065 SH  SHARED      04         189065                  
D SUNPOWER CORP                  COM CL A         86765210     14228    200601 SH  SHARED      05         200601                  
D SUNPOWER CORP                  COM CL A         86765210      1463     20627 SH  SHARED      06           9170             11457
D SUNPOWER CORP                  COM CL A         86765210      1298     18309 SH  SHARED      10          18309                  
D SUNRISE SENIOR LIVING INC      COM              86768K10        79      5784 SH  SHARED                   5784                  
D SUNRISE SENIOR LIVING INC      COM              86768K10       445     32300 SH  SHARED      01          32300                  
D SUNRISE SENIOR LIVING INC      COM              86768K10        69      5055 SH  SHARED      02           4825               230
D SUNRISE SENIOR LIVING INC      COM              86768K10       210     15282 SH  SHARED      10          15282                  
D SUNRISE SENIOR LIVING INC      COM              86768K10         1        88 SH  SHARED      20             88                  
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       162     12011 SH  SHARED                  12011                  
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       107      7975 SH  SHARED      01           3875              4100
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       168     12478 SH  SHARED      02          11478              1000
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       833     61725 SH  SHARED      10          61725                  
D SUNTRUST BKS INC               COM              86791410     26556    590276 SH  SHARED                 590276                  
D SUNTRUST BKS INC               COM              86791410      1728     38428 SH  SHARED      01          38428                  
D SUNTRUST BKS INC               COM              86791410      1750     38901 SH  SHARED      02          34931              3970
D SUNTRUST BKS INC               COM              86791410        35       800 SH  SHARED      04            800                  
D SUNTRUST BKS INC               COM              86791410         7       169 SH  SHARED      05            169                  
D SUNTRUST BKS INC               COM              86791410      2189     48660 SH  SHARED      06          38600             10060
D SUNTRUST BKS INC               COM              86791410      8672    192761 SH  SHARED      10         192761                  
D SUNTRUST BKS INC               COM              86791410       256      5700 SH  SHARED      14                             5700
D SUNTRUST BKS INC               COM              86791410        18       410 SH  SHARED      20            410                  
D SUNTRUST BKS INC               COM              86791410       116      2588 SH  SHR/OTHR    20                             2588
D SUNTRUST BKS INC               COM              86791410        84      1887 SH  SHARED      21           1887                  
D SUNTRUST BKS INC               COM              86791410        22       500 SH  SHR/OTHR    22                              500
D SUNTRUST BKS INC               COM              86791410       256      5700 SH  SHARED      23           5700                  
D SUNTRUST BKS INC               COM              86791410       227      5060 SH  SHR/OTHR    23                             5060
D SUPERCONDUCTOR TECHNOLOGIES    COM NEW          86793130         0       325 SH  SHARED                    325                  
D SUNTECH PWR HLDGS CO LTD       NOTE  0.250% 2/1 86800CAC      2028   2224000 PRN SHARED                2224000                  
D SUNTECH PWR HLDGS CO LTD       NOTE  0.250% 2/1 86800CAC        93    102000 PRN SHARED      02         102000                  
D SUNTECH PWR HLDGS CO LTD       NOTE  3.000% 3/1 86800CAE     35362  34500000 PRN SHARED               34500000                  
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10     13974    389582 SH  SHARED                 386982              2600
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10      1539     42913 SH  SHARED      02           5663             37250
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10     10131    282452 SH  SHARED      04         282452                  
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10      9138    254754 SH  SHARED      05         254754                  
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10       634     17699 SH  SHARED      06          13235              4464
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10       882     24612 SH  SHARED      10          24612                  
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10        17       500 SH  SHR/OTHR    23                              500
D SUPER MICRO COMPUTER INC       COM              86800U10        26      2970 SH  SHARED                   2970                  
D SUPER MICRO COMPUTER INC       COM              86800U10         0        12 SH  SHARED      02             12                  
D SUPERGEN INC                   COM              86805910         1      1394 SH  SHARED                   1394                  
D SUPERGEN INC                   COM              86805910         2      1967 SH  SHARED      02           1967                  
D SUPERIOR BANCORP               COM NEW          86806M20         2       284 SH  SHARED                    284                  
D SUPERIOR ENERGY SVCS INC       COM              86815710      4084    131166 SH  SHARED                 131166                  
D SUPERIOR ENERGY SVCS INC       COM              86815710       976     31370 SH  SHARED      01           4870             26500
D SUPERIOR ENERGY SVCS INC       COM              86815710      5505    176801 SH  SHARED      02         176801                  
D SUPERIOR ENERGY SVCS INC       COM              86815710     18778    603043 SH  SHARED      10         603043                  
D SUPERIOR ENERGY SVCS INC       COM              86815710        24       790 SH  SHARED      21            790                  
D SUPERIOR INDS INTL INC         COM              86816810        81      4230 SH  SHARED                   4230                  
D SUPERIOR INDS INTL INC         COM              86816810         1       100 SH  SHARED      02            100                  
D SUPERIOR INDS INTL INC         COM              86816810       195     10200 SH  SHARED      10          10200                  
D SUPERIOR UNIFORM GP INC        COM              86835810         1       121 SH  SHARED                    121                  
D SUPERIOR WELL SVCS INC         COM              86837X10         3       151 SH  SHARED                    151                  
D SUPERIOR WELL SVCS INC         COM              86837X10        68      2700 SH  SHARED      01           2700                  
D SUPERIOR WELL SVCS INC         COM              86837X10        30      1212 SH  SHARED      02            712               500
D SUPERTEL HOSPITALITY INC MD    COM              86852610         1       487 SH  SHARED                    487                  
D SUPERTEX INC                   COM              86853210        10       386 SH  SHARED                    386                  
D SUPERTEX INC                   COM              86853210        87      3106 SH  SHARED      02           3106                  
D SUPERVALU INC                  COM              86853610         4       200 SH  SHARED                    200                  
D SUPERVALU INC                  COM              86853610      5037    232143 SH  SHARED                 232143                  
D SUPERVALU INC                  COM              86853610       736     33952 SH  SHARED      01          33952                  
D SUPERVALU INC                  COM              86853610       871     40180 SH  SHARED      02          39180              1000
D SUPERVALU INC                  COM              86853610        41      1900 SH  SHARED      04           1900                  
D SUPERVALU INC                  COM              86853610         1        59 SH  SHARED      05             59                  
D SUPERVALU INC                  COM              86853610       885     40787 SH  SHARED      06          35273              5514
D SUPERVALU INC                  COM              86853610      6314    290973 SH  SHARED      10         284173              6800
D SUPERVALU INC                  COM              86853610       333     15347 SH  SHARED      14                            15347
D SUPERVALU INC                  COM              86853610         3       182 SH  SHARED      20                              182
D SUPERVALU INC                  COM              86853610        15       728 SH  SHR/OTHR    20                              728
D SUPERVALU INC                  COM              86853610         3       170 SH  SHARED      21                              170
D SUPPORTSOFT INC                COM              86858710         0       161 SH  SHARED                    161                  
D SUPPORTSOFT INC                COM              86858710         4      1366 SH  SHARED      02           1366                  
D SUPREME INDS INC               CL A             86860710         0       246 SH  SHARED                    246                  
D SUREWEST COMMUNICATIONS        COM              86873310         3       392 SH  SHARED                    392                  
D SUREWEST COMMUNICATIONS        COM              86873310        75      7400 SH  SHARED      02           7400                  
D SUREWEST COMMUNICATIONS        COM              86873310        14      1400 SH  SHARED      10           1400                  
D SURMODICS INC                  COM              86887310       179      5715 SH  SHARED                   5715                  
D SURMODICS INC                  COM              86887310        90      2871 SH  SHARED      02           2803                68
D SURMODICS INC                  COM              86887310       124      3943 SH  SHARED      10           3943                  
D SUSQUEHANNA BANCSHARES INC P   COM              86909910       663     33970 SH  SHARED                  33970                  
D SUSQUEHANNA BANCSHARES INC P   COM              86909910        40      2100 SH  SHARED      01           2100                  
D SUSQUEHANNA BANCSHARES INC P   COM              86909910        93      4775 SH  SHARED      02           4775                  
D SUSQUEHANNA BANCSHARES INC P   COM              86909910      1713     87800 SH  SHARED      10          87800                  
D SUSSER HLDGS CORP              COM              86923310         0        61 SH  SHARED                     61                  
D SUSSER HLDGS CORP              COM              86923310        13       900 SH  SHARED      01            900                  
D SUSSER HLDGS CORP              COM              86923310         0         4 SH  SHARED      02              4                  
D SUSSER HLDGS CORP              COM              86923310        40      2700 SH  SHARED      10           2700                  
D SUTOR TECH GROUP LTD           COM              86936210         0        49 SH  SHARED      02             49                  
D SUTOR TECH GROUP LTD           COM              86936210         3      1000 SH  SHARED      10           1000                  
D SUTRON CORP                    COM              86938010         0        58 SH  SHARED                     58                  
D SWEDISH EXPT CR CORP           RG METAL ETN22   87029740        26      3300 SH  SHARED      02                             3300
D SWEDISH EXPT CR CORP           ROG TTL ETN 22   87029780        68      6800 SH  SHARED      02                             6800
D SWIFT ENERGY CO                COM              87073810       255      6604 SH  SHARED                   6604                  
D SWIFT ENERGY CO                COM              87073810       453     11725 SH  SHARED      01          10925               800
D SWIFT ENERGY CO                COM              87073810       147      3825 SH  SHARED      02           3810                15
D SWIFT ENERGY CO                COM              87073810     11858    306489 SH  SHARED      10         304189              2300
D SWITCH & DATA FACILITIES COM   COM              87104310         0        20 SH  SHARED                     20                  
D SWITCH & DATA FACILITIES COM   COM              87104310         0        11 SH  SHARED      02             11                  
D SYBASE INC                     NOTE  1.750% 2/2 871130AB       144    113000 PRN SHARED      02         111000              2000
D SYBASE INC                     COM              87113010       499     16315 SH  SHARED                  16315                  
D SYBASE INC                     COM              87113010      1961     64075 SH  SHARED      01          38475             25600
D SYBASE INC                     COM              87113010      1668     54500 SH  SHR/OTHR    01                            54500
D SYBASE INC                     COM              87113010       548     17926 SH  SHARED      02          17926                  
D SYBASE INC                     COM              87113010     20611    673128 SH  SHARED      10         670928              2200
D SYBASE INC                     COM              87113010        72      2368 SH  SHARED      21                             2368
D SYCAMORE NETWORKS INC          COM              87120610      3127    968266 SH  SHARED                 968266                  
D SYCAMORE NETWORKS INC          COM              87120610       161     50109 SH  SHARED      02            109             50000
D SYCAMORE NETWORKS INC          COM              87120610       367    113800 SH  SHARED      10          95100             18700
D SYKES ENTERPRISES INC          COM              87123710        22      1007 SH  SHARED                   1007                  
D SYKES ENTERPRISES INC          COM              87123710       241     11018 SH  SHARED      02          11018                  
D SYMANTEC CORP                  NOTE  0.750% 6/1 871503AD      8295   7500000 PRN SHARED                7500000                  
D SYMANTEC CORP                  NOTE  0.750% 6/1 871503AD      4574   4136000 PRN SHARED      02        4136000                  
D SYMANTEC CORP                  NOTE  1.000% 6/1 871503AF     10910  10000000 PRN SHARED      04       10000000                  
D SYMANTEC CORP                  COM              87150310       610     31190 SH  SHARED                                    31190
D SYMANTEC CORP                  COM              87150310     15359    784461 SH  SHARED                 784461                  
D SYMANTEC CORP                  COM              87150310      2537    129571 SH  SHARED      01         127028              2543
D SYMANTEC CORP                  COM              87150310         7       400 SH  SHR/OTHR    01                              400
D SYMANTEC CORP                  COM              87150310      4921    251370 SH  SHARED      02         251265               105
D SYMANTEC CORP                  COM              87150310    153814   7855690 SH  SHARED      04        7855690                  
D SYMANTEC CORP                  COM              87150310     27089   1383550 SH  SHARED      06         600850            782700
D SYMANTEC CORP                  COM              87150310     35822   1829526 SH  SHARED      10        1800526             29000
D SYMANTEC CORP                  COM              87150310      5082    259564 SH  SHARED      14          52200            207364
D SYMANTEC CORP                  COM              87150310        20      1044 SH  SHR/OTHR    23                             1044
D SYMMETRICOM INC                COM              87154310         1       275 SH  SHARED                    275                  
D SYMMETRICOM INC                COM              87154310       245     49409 SH  SHARED      02          15826             33583
D SYMMETRICOM INC                COM              87154310        78     15735 SH  SHARED      10          15735                  
D SYMMETRY MED INC               COM              87154620         2       118 SH  SHARED                    118                  
D SYMMETRY MED INC               COM              87154620         2       120 SH  SHARED      02            120                  
D SYMMETRY MED INC               COM              87154620       282     15200 SH  SHARED      10          15200                  
D SYMYX TECHNOLOGIES             COM              87155S10       135     13676 SH  SHARED                  13676                  
D SYMYX TECHNOLOGIES             COM              87155S10       166     16814 SH  SHARED      02          16814                  
D SYMYX TECHNOLOGIES             COM              87155S10        35      3600 SH  SHARED      10           3600                  
D SYMS CORP                      COM              87155110         1       115 SH  SHARED                    115                  
D SYNALLOY CP DEL                COM              87156510        13      1033 SH  SHARED                   1033                  
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10         5       585 SH  SHARED                    585                  
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10        21      2300 SH  SHARED      01           2300                  
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10      1441    153147 SH  SHARED      02         153147                  
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10         4       445 SH  SHARED      10            445                  
D SYNAPTICS INC                  NOTE  0.750%12/0 87157DAB      8782   8325000 PRN SHARED                8325000                  
D SYNAPTICS INC                  COM              87157D10       982     32520 SH  SHARED                  32520                  
D SYNAPTICS INC                  COM              87157D10        67      2250 SH  SHARED      01           2250                  
D SYNAPTICS INC                  COM              87157D10       131      4349 SH  SHARED      02           4349                  
D SYNAPTICS INC                  COM              87157D10     16459    544650 SH  SHARED      10         544650                  
D SYNERGY BRANDS INC             COM PAR $.001    87159E40         0       181 SH  SHARED                    181                  
D SYNGENTA AG                    SPONSORED ADR    87160A10        89      2115 SH  SHARED                   2115                  
D SYNGENTA AG                    SPONSORED ADR    87160A10       351      8314 SH  SHARED      02           8014               300
D SYNGENTA AG                    SPONSORED ADR    87160A10      1786     42210 SH  SHARED      10          42210                  
D SYNGENTA AG                    SPONSORED ADR    87160A10        46      1110 SH  SHARED      23                             1110
D SYNERGX SYSTEMS INC            COM              87160C10         0       100 SH  SHARED                    100                  
D SYNERGETICS USA INC            COM              87160G10         1       631 SH  SHARED                    631                  
D SYNOPSYS INC                   COM              87160710      1631     81789 SH  SHARED                  81789                  
D SYNOPSYS INC                   COM              87160710       869     43592 SH  SHARED      01            592             43000
D SYNOPSYS INC                   COM              87160710        99      5000 SH  SHR/OTHR    01                             5000
D SYNOPSYS INC                   COM              87160710       581     29135 SH  SHARED      02          21005              8130
D SYNOPSYS INC                   COM              87160710        44      2230 SH  SHARED      06           1500               730
D SYNOPSYS INC                   COM              87160710       261     13100 SH  SHARED      10          13100                  
D SYNOPSYS INC                   COM              87160710       463     23215 SH  SHARED      14                            23215
D SYNOVUS FINL CORP              COM              87161C10      1528    147704 SH  SHARED                 147704                  
D SYNOVUS FINL CORP              COM              87161C10      1076    104000 SH  SHARED      01           2300            101700
D SYNOVUS FINL CORP              COM              87161C10       607     58731 SH  SHARED      02          58240               491
D SYNOVUS FINL CORP              COM              87161C10       465     45000 SH  SHARED      04          45000                  
D SYNOVUS FINL CORP              COM              87161C10      2910    281166 SH  SHARED      10         281166                  
D SYNOVUS FINL CORP              COM              87161C10         5       525 SH  SHARED      20            525                  
D SYNOVIS LIFE TECHNOLOGIES IN   COM              87162G10        11       600 SH  SHARED                    600                  
D SYNOVIS LIFE TECHNOLOGIES IN   COM              87162G10         2       107 SH  SHARED      02            107                  
D SYNTEL INC                     COM              87162H10       716     29255 SH  SHARED                  29255                  
D SYNTEL INC                     COM              87162H10        19       800 SH  SHARED      01            800                  
D SYNTEL INC                     COM              87162H10       125      5107 SH  SHARED      02           5107                  
D SYNTEL INC                     COM              87162H10       333     13600 SH  SHARED      10          13600                  
D SYNTEL INC                     COM              87162H10        16       680 SH  SHARED      21            680                  
D SYNTA PHARMACEUTICALS CORP     COM              87162T20       104     13734 SH  SHARED                  13734                  
D SYNTA PHARMACEUTICALS CORP     COM              87162T20         7      1000 SH  SHARED      01           1000                  
D SYNTA PHARMACEUTICALS CORP     COM              87162T20         0        99 SH  SHARED      02             99                  
D SYNNEX CORP                    COM              87162W10         8       375 SH  SHARED                    375                  
D SYNNEX CORP                    COM              87162W10        49      2200 SH  SHARED      01           2200                  
D SYNNEX CORP                    COM              87162W10       132      5909 SH  SHARED      02           5909                  
D SYNNEX CORP                    COM              87162W10       529     23686 SH  SHARED      10          23686                  
D SYNTHESIS ENERGY SYS INC       COM              87162810         0       118 SH  SHARED                    118                  
D SYNTHESIS ENERGY SYS INC       COM              87162810        14      3014 SH  SHARED      02             14              3000
D SYNIVERSE HLDGS INC            COM              87163F10        45      2768 SH  SHARED                   2768                  
D SYNIVERSE HLDGS INC            COM              87163F10        28      1700 SH  SHARED      01           1700                  
D SYNIVERSE HLDGS INC            COM              87163F10       437     26329 SH  SHARED      02          17329              9000
D SYNIVERSE HLDGS INC            COM              87163F10      1430     86100 SH  SHARED      10          86100                  
D SYNIVERSE HLDGS INC            COM              87163F10        30      1848 SH  SHARED      21                             1848
D SYNTROLEUM CORP                COM              87163010         1      1366 SH  SHARED                   1366                  
D SYNUTRA INTL INC               COM              87164C10       317     15749 SH  SHARED                  15749                  
D SYNUTRA INTL INC               COM              87164C10         0         5 SH  SHARED      02              5                  
D SYNVISTA THERAPEUTICS INC      COM              87164M10         0        52 SH  SHARED                     52                  
D SYPRIS SOLUTIONS INC           COM              87165510         0       255 SH  SHARED                    255                  
D SYSCO CORP                     COM              87182910      1352     43855 SH  SHARED                  38401              5454
D SYSCO CORP                     COM              87182910     34436   1116991 SH  SHARED                 997691            119300
D SYSCO CORP                     COM              87182910     10913    354005 SH  SHARED      01         309940     1000    43065
D SYSCO CORP                     COM              87182910      1590     51588 SH  SHR/OTHR    01                            51588
D SYSCO CORP                     COM              87182910      1877     60891 SH  SHARED      02          40790             20101
D SYSCO CORP                     COM              87182910       570     18506 SH  SHARED      04                            18506
D SYSCO CORP                     COM              87182910       147      4800 SH  SHARED      04           4800                  
D SYSCO CORP                     COM              87182910         9       300 SH  SHARED      05            300                  
D SYSCO CORP                     COM              87182910      2406     78055 SH  SHARED      06          60055             18000
D SYSCO CORP                     COM              87182910     41583   1348814 SH  SHARED      10        1242235            106579
D SYSCO CORP                     COM              87182910       160      5200 SH  SHARED      14                             5200
D SYSCO CORP                     COM              87182910      3529    114489 SH  SHARED      19                           114489
D SYSCO CORP                     COM              87182910      2467     80043 SH  SHARED      20          56165             23878
D SYSCO CORP                     COM              87182910      2262     73390 SH  SHR/OTHR    20                            73390
D SYSCO CORP                     COM              87182910        73      2400 SH  SHARED      21           2400                  
D SYSCO CORP                     COM              87182910       565     18345 SH  SHARED      22          16010              2335
D SYSCO CORP                     COM              87182910       121      3925 SH  SHR/OTHR    22                             3925
D SYSCO CORP                     COM              87182910       970     31470 SH  SHARED      23          29370              2100
D SYSCO CORP                     COM              87182910      1125     36513 SH  SHR/OTHR    23                            36513
D SYSTEMAX INC                   COM              87185110       187     13356 SH  SHARED                  13356                  
D SYSTEMAX INC                   COM              87185110        52      3700 SH  SHARED      01           3700                  
D SYSTEMAX INC                   COM              87185110        80      5706 SH  SHARED      02           5706                  
D SYSTEMAX INC                   COM              87185110       624     44434 SH  SHARED      10          44434                  
D TCF FINL CORP                  COM              87227510      4391    243960 SH  SHARED                 243960                  
D TCF FINL CORP                  COM              87227510       612     34000 SH  SHARED      01                            34000
D TCF FINL CORP                  COM              87227510       249     13842 SH  SHARED      02          13342               500
D TCF FINL CORP                  COM              87227510     24561   1364500 SH  SHARED      10        1364500                  
D TC PIPELINES LP                UT COM LTD PRT   87233Q10     11893    384391 SH  SHARED                 384391                  
D TC PIPELINES LP                UT COM LTD PRT   87233Q10      1832     59219 SH  SHARED      02                            59219
D TCW STRATEGIC INCOME FUND IN   COM              87234010      1578    588832 SH  SHARED                 588832                  
D TD AMERITRADE HLDG CORP        COM              87236Y10      2699    161915 SH  SHARED                 161915                  
D TD AMERITRADE HLDG CORP        COM              87236Y10        51      3100 SH  SHARED      01           3100                  
D TD AMERITRADE HLDG CORP        COM              87236Y10      3762    225714 SH  SHARED      02         225611               103
D TD AMERITRADE HLDG CORP        COM              87236Y10      3300    198000 SH  SHARED      04         198000                  
D TD AMERITRADE HLDG CORP        COM              87236Y10        78      4700 SH  SHARED      06           3100              1600
D TD AMERITRADE HLDG CORP        COM              87236Y10     11407    684300 SH  SHARED      10         647000             37300
D TD AMERITRADE HLDG CORP        COM              87236Y10       255     15300 SH  SHARED      14                            15300
D TECO ENERGY INC                COM              87237510      4695    298497 SH  SHARED                 298497                  
D TECO ENERGY INC                COM              87237510       295     18800 SH  SHARED      01          18800                  
D TECO ENERGY INC                COM              87237510      1174     74672 SH  SHARED      02          67172              7500
D TECO ENERGY INC                COM              87237510       381     24250 SH  SHARED      06          20750              3500
D TECO ENERGY INC                COM              87237510      4046    257261 SH  SHARED      10         257261                  
D TECO ENERGY INC                COM              87237510        18      1200 SH  SHARED      23                             1200
D TECO ENERGY INC                COM              87237510        89      5700 SH  SHR/OTHR    23                             5700
D TEL OFFSHORE TR                UNIT BEN INT     87238210         0        28 SH  SHARED                     28                  
D TEL OFFSHORE TR                UNIT BEN INT     87238210         1        63 SH  SHARED      02                               63
D TEPPCO PARTNERS L P            UT LTD PARTNER   87238410     23951    916630 SH  SHARED                 916630                  
D TEPPCO PARTNERS L P            UT LTD PARTNER   87238410      1780     68155 SH  SHARED      02           7075             61080
D TESSCO TECHNOLOGIES INC        COM              87238610        12       987 SH  SHARED                    987                  
D TF FINL CORP                   COM              87239110         1        71 SH  SHARED                     71                  
D TFS FINL CORP                  COM              87240R10        17      1404 SH  SHARED                   1404                  
D TFS FINL CORP                  COM              87240R10         0         6 SH  SHARED      02              6                  
D TGC INDS INC                   COM NEW          87241730        15      2888 SH  SHARED                   2888                  
D TICC CAPITAL CORP              COM              87244T10       211     41071 SH  SHARED                  41071                  
D TICC CAPITAL CORP              COM              87244T10        38      7500 SH  SHARED      02           7500                  
D THQ INC                        COM NEW          87244340        52      4379 SH  SHARED                   4379                  
D THQ INC                        COM NEW          87244340        59      4975 SH  SHARED      01           4975                  
D THQ INC                        COM NEW          87244340        20      1730 SH  SHARED      02           1707                23
D THQ INC                        COM NEW          87244340      6269    520720 SH  SHARED      10         520720                  
D TIB FINL CORP                  COM              87244910         5      1026 SH  SHARED                   1026                  
D TII NETWORK TECHNOLOGIES INC   COM NEW          87247920         0       323 SH  SHARED                    323                  
D TJX COS INC NEW                NOTE         2/1 872540AL       202    202000 PRN SHARED      02         202000                  
D TJX COS INC NEW                COM              87254010       558     18296 SH  SHARED                  18296                  
D TJX COS INC NEW                COM              87254010     23038    754859 SH  SHARED                 754859                  
D TJX COS INC NEW                COM              87254010      6226    204015 SH  SHARED      01         191595             12420
D TJX COS INC NEW                COM              87254010       226      7415 SH  SHR/OTHR    01                             7415
D TJX COS INC NEW                COM              87254010      2066     67720 SH  SHARED      02          67720                  
D TJX COS INC NEW                COM              87254010        45      1500 SH  SHARED      04           1500                  
D TJX COS INC NEW                COM              87254010         7       260 SH  SHARED      05            260                  
D TJX COS INC NEW                COM              87254010      2067     67744 SH  SHARED      06          55044             12700
D TJX COS INC NEW                COM              87254010     39359   1289614 SH  SHARED      10        1285214              4400
D TJX COS INC NEW                COM              87254010       587     19234 SH  SHARED      14                            19234
D TJX COS INC NEW                COM              87254010       776     25430 SH  SHARED      20          21235              4195
D TJX COS INC NEW                COM              87254010        77      2530 SH  SHR/OTHR    20                             2530
D TJX COS INC NEW                COM              87254010        42      1400 SH  SHR/OTHR    23                             1400
D TLC VISION CORP                COM              87254910         2      3803 SH  SHARED                   3803                  
D TM ENTMT & MEDIA INC           COM              87260T10      1703    235907 SH  SHARED                 235907                  
D TM ENTMT & MEDIA INC           *W EXP 10/17/201 87260T11        40    202721 SH  SHARED                 202721                  
D TRC COS INC                    COM              87262510         1       339 SH  SHARED                    339                  
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10      1080     67893 SH  SHARED                  67893                  
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       133      8403 SH  SHARED      02           8403                  
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10      3735    234800 SH  SHARED      10         170600             64200
D TS&W CLAYMORE TAX ADVNTG BL    COM              87280R10       116     13000 SH  SHARED      02                            13000
D TSR INC                        COM              87288510         0        68 SH  SHARED                     68                  
D TVI CORP NEW                   COM              87291610         0       866 SH  SHARED                    866                  
D TNS INC                        COM              87296010       116      6020 SH  SHARED                   6020                  
D TNS INC                        COM              87296010        54      2800 SH  SHARED      01           2800                  
D TNS INC                        COM              87296010         0        13 SH  SHARED      02             13                  
D TNS INC                        COM              87296010       435     22500 SH  SHARED      10          22500                  
D TTM TECHNOLOGIES  INC          COM              87305R10        28      2900 SH  SHARED                   2900                  
D TTM TECHNOLOGIES  INC          COM              87305R10        24      2500 SH  SHARED      01           2500                  
D TTM TECHNOLOGIES  INC          COM              87305R10        39      3962 SH  SHARED      02           3962                  
D TTM TECHNOLOGIES  INC          COM              87305R10       657     66300 SH  SHARED      10          66300                  
D T-3 ENERGY SRVCS INC           COM              87306E10       266      7175 SH  SHARED                   7175                  
D T-3 ENERGY SRVCS INC           COM              87306E10       193      5215 SH  SHARED      02           5215                  
D T-3 ENERGY SRVCS INC           COM              87306E10      2303     62059 SH  SHARED      10          62059                  
D T-3 ENERGY SRVCS INC           COM              87306E10        13       360 SH  SHARED      21            360                  
D TW TELECOM INC                 COM              87311L10       114     11025 SH  SHARED      01          11025                  
D TW TELECOM INC                 COM              87311L10       232     22397 SH  SHARED      02          22397                  
D TW TELECOM INC                 COM              87311L10       867     83452 SH  SHARED      10          79952              3500
D TXCO RES INC                   COM              87311M10      7030    700285 SH  SHARED                 700285                  
D TXCO RES INC                   COM              87311M10        84      8420 SH  SHARED      02           8420                  
D TXCO RES INC                   COM              87311M10       381     38000 SH  SHARED      10          38000                  
D TAILWIND FINL INC              COM              87402310      1444    185900 SH  SHARED                 185900                  
D TAILWIND FINL INC              *W EXP 04/11/201 87402311         0       892 SH  SHARED                    892                  
D TAILWIND FINL INC              *W EXP 04/11/201 87402311         0      2200 SH  SHARED      02           2200                  
D TAILWIND FINL INC              UNIT 99/99/9999  87402320        23      3000 SH  SHARED      02                             3000
D TAITRON COMPONENTS INC         CL A             87402810         0        98 SH  SHARED                     98                  
D TAIWAN FD INC                  COM              87403610       106      9100 SH  SHARED      02                             9100
D TAIWAN FD INC                  COM              87403610       138     11928 SH  SHR/OTHR    23                            11928
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      1130    120605 SH  SHARED                                   120605
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     13273   1416561 SH  SHARED                1416561                  
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      3080    328742 SH  SHARED      01         326664              2078
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910         8       886 SH  SHARED      02              3               883
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     99275  10595016 SH  SHARED      04       10595016                  
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      5622    600000 SH  SHARED      05         600000                  
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      3195    341045 SH  SHARED      06           1713            339332
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     23894   2550148 SH  SHARED      10        2550148                  
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      1506    160741 SH  SHARED      14          66332             94409
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910         2       303 SH  SHARED      20            303                  
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910        83      8939 SH  SHARED      24           8939                  
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410       507     30951 SH  SHARED                  30951                  
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410       150      9200 SH  SHARED      01           9200                  
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410       357     21813 SH  SHARED      02          16813              5000
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410        41      2500 SH  SHARED      10           2500                  
D TAL INTL GROUP INC             COM              87408310        16       788 SH  SHARED                    788                  
D TAL INTL GROUP INC             COM              87408310        60      2900 SH  SHARED      01           2900                  
D TAL INTL GROUP INC             COM              87408310       335     16108 SH  SHARED      02          10708              5400
D TAL INTL GROUP INC             COM              87408310       495     23800 SH  SHARED      10          23800                  
D TALBOTS INC                    COM              87416110        53      4072 SH  SHARED                   4072                  
D TALBOTS INC                    COM              87416110       300     22915 SH  SHARED      02          22915                  
D TALBOTS INC                    COM              87416110       893     68171 SH  SHARED      10          68171                  
D TALEO CORP                     CL A             87424N10         4       249 SH  SHARED                    249                  
D TALEO CORP                     CL A             87424N10        47      2400 SH  SHARED      01           2400                  
D TALEO CORP                     CL A             87424N10       382     19214 SH  SHARED      02          19214                  
D TALEO CORP                     CL A             87424N10      1316     66200 SH  SHARED      10          66200                  
D TALEO CORP                     CL A             87424N10        28      1455 SH  SHARED      21           1455                  
D TALISMAN ENERGY INC            COM              87425E10     28012   1969932 SH  SHARED                1969932                  
D TALISMAN ENERGY INC            COM              87425E10       139      9809 SH  SHARED      01           3884              5925
D TALISMAN ENERGY INC            COM              87425E10       894     62912 SH  SHR/OTHR    01                            62912
D TALISMAN ENERGY INC            COM              87425E10       311     21892 SH  SHARED      02          21892                  
D TALISMAN ENERGY INC            COM              87425E10      2175    153000 SH  SHARED      04         153000                  
D TALISMAN ENERGY INC            COM              87425E10         8       600 SH  SHARED      05            600                  
D TALISMAN ENERGY INC            COM              87425E10       864     60829 SH  SHARED      06          54529              6300
D TALISMAN ENERGY INC            COM              87425E10      3923    275881 SH  SHARED      10         275881                  
D TALISMAN ENERGY INC            COM              87425E10       221     15600 SH  SHARED      19                            15600
D TALISMAN ENERGY INC            COM              87425E10        25      1800 SH  SHARED      20                             1800
D TALISMAN ENERGY INC            COM              87425E10       261     18400 SH  SHARED      23          18400                  
D TALISMAN ENERGY INC            COM              87425E10       403     28400 SH  SHR/OTHR    23                            28400
D TAM SA                         SP ADR REP PFD   87484D10      1131     60000 SH  SHARED                                    60000
D TAM SA                         SP ADR REP PFD   87484D10       658     34898 SH  SHARED                  34898                  
D TAM SA                         SP ADR REP PFD   87484D10        17       950 SH  SHARED      02                              950
D TAM SA                         SP ADR REP PFD   87484D10      6035    320000 SH  SHARED      04         320000                  
D TAMALPAIS BANCORP              COM              87485H10         1       102 SH  SHARED                    102                  
D TANDY BRANDS ACCESSORIES INC   COM              87537810         0       151 SH  SHARED                    151                  
D TANDY LEATHER FACTORY INC      COM              87538X10         0       184 SH  SHARED                    184                  
D TANGER FACTORY OUTLET CTRS I   COM              87546510       642     14663 SH  SHARED                  14663                  
D TANGER FACTORY OUTLET CTRS I   COM              87546510       416      9500 SH  SHARED      01           2500              7000
D TANGER FACTORY OUTLET CTRS I   COM              87546510        48      1118 SH  SHARED      02           1118                  
D TANGER FACTORY OUTLET CTRS I   COM              87546510       367      8400 SH  SHARED      10           8400                  
D TANGER PPTYS LTD PARTNERSHIP   NOTE  3.750% 8/1 875484AE      7216   5750000 PRN SHARED      02        5750000                  
D TANZANIAN ROYALTY EXPL CORP    COM              87600U10         3      1397 SH  SHARED                   1397                  
D TARGACEPT INC                  COM              87611R30         0        21 SH  SHARED                     21                  
D TARGACEPT INC                  COM              87611R30        35      6135 SH  SHARED      02             10              6125
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10     12101    711034 SH  SHARED                 711034                  
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10        51      3000 SH  SHARED      02                             3000
D TARGANTA THERAPEUTICS CORP     COM              87612C10      4291    644371 SH  SHARED                 644371                  
D TARGANTA THERAPEUTICS CORP     COM              87612C10        13      2100 SH  SHARED      02           2100                  
D TARGET CORP                    COM              87612E10    738227  15050506 SH  SHARED               15050506                  
D TARGET CORP                    COM              87612E10      5784    117932 SH  SHARED      01         109464              8468
D TARGET CORP                    COM              87612E10       154      3150 SH  SHR/OTHR    01                             3150
D TARGET CORP                    COM              87612E10    319551   6514811 SH  SHARED      02        6480735             34076
D TARGET CORP                    COM              87612E10       117      2400 SH  SHARED      04           2400                  
D TARGET CORP                    COM              87612E10      7203    146870 SH  SHARED      05         146870                  
D TARGET CORP                    COM              87612E10      5216    106343 SH  SHARED      06          82940             23403
D TARGET CORP                    COM              87612E10     62397   1272126 SH  SHARED      10        1272126                  
D TARGET CORP                    COM              87612E10       107      2196 SH  SHARED      14                             2196
D TARGET CORP                    COM              87612E10      1344     27420 SH  SHARED      20           7130             20290
D TARGET CORP                    COM              87612E10       274      5600 SH  SHR/OTHR    20                             5600
D TARGET CORP                    COM              87612E10        33       678 SH  SHARED      21                              678
D TARGET CORP                    COM              87612E10        19       400 SH  SHR/OTHR    21                              400
D TARGET CORP                    COM              87612E10        98      2000 SH  SHR/OTHR    22                             2000
D TARGET CORP                    COM              87612E10      1273     25955 SH  SHARED      23          25855               100
D TARGET CORP                    COM              87612E10      2290     46692 SH  SHR/OTHR    23                            46692
D TARGETED GENETICS CORP         COM NEW          87612M30         0       430 SH  SHARED                    430                  
D TARRAGON CORP                  COM              87628710         0       448 SH  SHARED                    448                  
D TARRAGON CORP                  COM              87628710         0      1598 SH  SHARED      02           1598                  
D TARRAGON CORP                  COM              87628710         1      6200 SH  SHARED      10           6200                  
D TARRANT APPAREL GROUP          COM              87628910         0       466 SH  SHARED                    466                  
D TASER INTL INC                 COM              87651B10        11      1572 SH  SHARED                   1572                  
D TASER INTL INC                 COM              87651B10         6       976 SH  SHARED      02            976                  
D TASEKO MINES LTD               COM              87651110        10      5400 SH  SHARED      02           5400                  
D TASTY BAKING CO                COM              87655330         0       201 SH  SHARED                    201                  
D TASTY BAKING CO                COM              87655330        16      4000 SH  SHARED      02                             4000
D TATA COMMUNICATIONS LTD        SPONS ADR        87656410        15       750 SH  SHARED                                      750
D TATA COMMUNICATIONS LTD        SPONS ADR        87656410       377     17876 SH  SHARED                  17876                  
D TATA COMMUNICATIONS LTD        SPONS ADR        87656410        21      1000 SH  SHARED      01           1000                  
D TATA MTRS LTD                  SPONSORED ADR    87656850      1128    147338 SH  SHARED                 147338                  
D TATA MTRS LTD                  SPONSORED ADR    87656850         8      1100 SH  SHARED      01           1100                  
D TATA MTRS LTD                  SPONSORED ADR    87656850         1       200 SH  SHARED      02            200                  
D TATA MTRS LTD                  SPONSORED ADR    87656850      3696    482600 SH  SHARED      04         482600                  
D TATA MTRS LTD                  SPONSORED ADR    87656850      2408    314400 SH  SHARED      10         314400                  
D TAUBMAN CTRS INC               COM              87666410     26923    538471 SH  SHARED                 484721             53750
D TAUBMAN CTRS INC               COM              87666410       222      4450 SH  SHARED      01           4450                  
D TAUBMAN CTRS INC               COM              87666410       920     18408 SH  SHARED      02          17308              1100
D TAUBMAN CTRS INC               COM              87666410     24050    481000 SH  SHARED      10         481000                  
D TAUBMAN CTRS INC               COM              87666410    167625   3352502 SH  SHARED      11        1817350           1535152
D TAYLOR CAP GROUP INC           COM              87685110         2       235 SH  SHARED                    235                  
D TAYLOR CAP GROUP INC           COM              87685110        20      1700 SH  SHARED      02           1700                  
D TAYLOR DEVICES INC             COM              87716310         0        64 SH  SHARED                     64                  
D TEAMSTAFF INC                  COM PAR $.001    87815U30         0        84 SH  SHARED                     84                  
D TEAM FINANCIAL INC             COM              87815X10         0        63 SH  SHARED                     63                  
D TEAM INC                       COM              87815510         1        32 SH  SHARED                     32                  
D TEAM INC                       COM              87815510        18       500 SH  SHARED      01            500                  
D TEAM INC                       COM              87815510         0        10 SH  SHARED      02             10                  
D TEAM INC                       COM              87815510      5002    138500 SH  SHARED      10         138500                  
D TEAM INC                       COM              87815510        11       328 SH  SHARED      21                              328
D TECH DATA CORP                 COM              87823710        41      1396 SH  SHARED                   1396                  
D TECH DATA CORP                 COM              87823710       501     16800 SH  SHARED      01            200             16600
D TECH DATA CORP                 COM              87823710       136      4557 SH  SHARED      02           4515                42
D TECH DATA CORP                 COM              87823710       648     21725 SH  SHARED      10          21725                  
D TECH OPS SEVCON INC            COM              87829310         0        68 SH  SHARED                     68                  
D TECHTEAM GLOBAL INC            COM              87831110         1       251 SH  SHARED                    251                  
D TECHTEAM GLOBAL INC            COM              87831110         4       600 SH  SHARED      02            600                  
D TECHE HLDG CO                  COM              87833010         1        53 SH  SHARED                     53                  
D TECHNE CORP                    COM              87837710         0         2 SH  SHARED                      2                  
D TECHNE CORP                    COM              87837710       923     12800 SH  SHARED      01                            12800
D TECHNE CORP                    COM              87837710       116      1613 SH  SHARED      02           1568                45
D TECHNE CORP                    COM              87837710      1417     19660 SH  SHARED      10          19660                  
D TECHNE CORP                    COM              87837710         8       120 SH  SHARED      21                              120
D TECHNITROL INC                 COM              87855510         0        18 SH  SHARED                     18                  
D TECHNITROL INC                 COM              87855510       140      9477 SH  SHARED      02           9321               156
D TECHNITROL INC                 COM              87855510       517     35000 SH  SHARED      10          35000                  
D TECHNOLOGY SOLUTIONS CO        COM NEW          87872T20         0        58 SH  SHARED                     58                  
D TECHNOLOGY SOLUTIONS CO        COM NEW          87872T20         0        15 SH  SHARED      02                               15
D TECHNOLOGY RESH CORP           COM NEW          87872730         0       154 SH  SHARED                    154                  
D TECHWELL INC                   COM              87874D10         0        32 SH  SHARED                     32                  
D TECHWELL INC                   COM              87874D10         0         8 SH  SHARED      02              8                  
D TECHTARGET INC                 COM              87874R10         2       417 SH  SHARED                    417                  
D TECHTARGET INC                 COM              87874R10         0         7 SH  SHARED      02              7                  
D TECK COMINCO LTD               CL B             87874220      2620     90000 SH  SHARED                                    90000
D TECK COMINCO LTD               CL B             87874220     19549    671352 SH  SHARED                 668952              2400
D TECK COMINCO LTD               CL B             87874220       172      5910 SH  SHARED      01           2960              2950
D TECK COMINCO LTD               CL B             87874220        53      1850 SH  SHR/OTHR    01                             1850
D TECK COMINCO LTD               CL B             87874220      1811     62200 SH  SHARED      04          62200                  
D TECK COMINCO LTD               CL B             87874220         5       200 SH  SHARED      05            200                  
D TECK COMINCO LTD               CL B             87874220       796     27364 SH  SHARED      06          24864              2500
D TECK COMINCO LTD               CL B             87874220       605     20800 SH  SHARED      10          20800                  
D TECK COMINCO LTD               CL B             87874220       217      7452 SH  SHARED      14                             7452
D TECK COMINCO LTD               CL B             87874220         4       170 SH  SHARED      20            170                  
D TECK COMINCO LTD               CL B             87874220         3       119 SH  SHR/OTHR    21                              119
D TECUMSEH PRODS CO              CL A             87889520       346     13831 SH  SHARED                  13831                  
D TECUMSEH PRODS CO              CL A             87889520        42      1709 SH  SHARED      02           1709                  
D TECUMSEH PRODS CO              CL A             87889520       130      5200 SH  SHARED      10           5200                  
D TEGAL CORP                     COM NEW          87900820         0       185 SH  SHARED                    185                  
D TEJON RANCH CO DEL             COM              87908010         2        70 SH  SHARED                     70                  
D TEJON RANCH CO DEL             COM              87908010         7       206 SH  SHARED      02            206                  
D TEKELEC                        COM              87910110       598     42755 SH  SHARED                  42755                  
D TEKELEC                        COM              87910110        94      6750 SH  SHARED      01           6750                  
D TEKELEC                        COM              87910110       511     36587 SH  SHARED      02          33037              3550
D TEKELEC                        COM              87910110      1519    108625 SH  SHARED      10         105225              3400
D TEL INSTR ELECTRS CORP         COM NEW          87916520         0        38 SH  SHARED                     38                  
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610      1447     82900 SH  SHARED                   7600             75300
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610     12216    699693 SH  SHARED                 699693                  
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610      1286     73705 SH  SHARED      02          73705                  
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610     10187    583500 SH  SHARED      04         583500                  
D TELECOM HLDRS TR               DEPOSITRY RCPT   87927P20        27      1055 SH  SHARED      02             55              1000
D TELECOM ITALIA S P A NEW       SPON ADR ORD     87927Y10        26      1806 SH  SHARED                   1806                  
D TELECOM ITALIA S P A NEW       SPON ADR ORD     87927Y10         2       170 SH  SHARED      02                              170
D TELECOM ITALIA S P A NEW       SPON ADR SVGS    87927Y20         2       248 SH  SHARED      02                              248
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320        72      5900 SH  SHARED                                     5900
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320       326     26660 SH  SHARED                  26660                  
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320       120      9801 SH  SHARED      02           9801                  
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    87927820        49      5434 SH  SHARED                   5434                  
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    87927820        12      1369 SH  SHARED      02                             1369
D TELECOMUNICACOES BRASILEIRAS   SPONSORED ADR    87928730         2       154 SH  SHARED                    154                  
D TELECOMUNICACOES DE SAO PAUL   SPON ADR PFD     87929A10       206      8882 SH  SHARED                   8882                  
D TELECOMMUNICATION SYS INC      CL A             87929J10         0        19 SH  SHARED      02             19                  
D TELEDYNE TECHNOLOGIES INC      COM              87936010         1        22 SH  SHARED                     22                  
D TELEDYNE TECHNOLOGIES INC      COM              87936010       102      1800 SH  SHARED      01           1800                  
D TELEDYNE TECHNOLOGIES INC      COM              87936010        81      1424 SH  SHARED      02           1424                  
D TELEDYNE TECHNOLOGIES INC      COM              87936010      2239     39181 SH  SHARED      10          39181                  
D TELEFLEX INC                   COM              87936910      3638     57307 SH  SHARED                  57307                  
D TELEFLEX INC                   COM              87936910       799     12600 SH  SHARED      01                            12600
D TELEFLEX INC                   COM              87936910       210      3322 SH  SHARED      02           1170              2152
D TELEFLEX INC                   COM              87936910        19       300 SH  SHARED      06            300                  
D TELEFLEX INC                   COM              87936910       146      2300 SH  SHARED      10           2300                  
D TELEFLEX INC                   COM              87936910        63       999 SH  SHARED      21                              999
D TELEFLEX INC                   COM              87936910        76      1200 SH  SHR/OTHR    23                             1200
D TELEFONICA DE ARGENTINA S A    SPONSORED ADR    87937840         7       845 SH  SHARED                    845                  
D TELEFONICA S A                 SPONSORED ADR    87938220         0         2 SH  SHARED                                        2
D TELEFONICA S A                 SPONSORED ADR    87938220       133      1863 SH  SHARED                   1863                  
D TELEFONICA S A                 SPONSORED ADR    87938220       893     12497 SH  SHARED      01           6776              5721
D TELEFONICA S A                 SPONSORED ADR    87938220       117      1650 SH  SHR/OTHR    01                             1650
D TELEFONICA S A                 SPONSORED ADR    87938220       677      9471 SH  SHARED      02           9253               218
D TELEFONICA S A                 SPONSORED ADR    87938220       597      8360 SH  SHARED      20           5803              2557
D TELEFONICA S A                 SPONSORED ADR    87938220       649      9088 SH  SHR/OTHR    20                             9088
D TELEFONICA S A                 SPONSORED ADR    87938220        21       305 SH  SHR/OTHR    21                              305
D TELEFONICA S A                 SPONSORED ADR    87938220        94      1325 SH  SHR/OTHR    23                             1325
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378      4633    179955 SH  SHARED                 179955                  
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378        92      3600 SH  SHARED      01                             3600
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378       137      5350 SH  SHARED      02                             5350
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378      1563     60700 SH  SHARED      14                            60700
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378       138      5360 SH  SHARED      20           5360                  
D TELEPHONE & DATA SYS INC       COM              87943310       837     23437 SH  SHARED                  23437                  
D TELEPHONE & DATA SYS INC       COM              87943310      1190     33300 SH  SHARED      01            200             33100
D TELEPHONE & DATA SYS INC       COM              87943310        94      2652 SH  SHARED      02           2652                  
D TELEPHONE & DATA SYS INC       COM              87943310        16       450 SH  SHARED      06                              450
D TELEPHONE & DATA SYS INC       COM              87943310       336      9400 SH  SHARED      10           8800               600
D TELEPHONE & DATA SYS INC       COM              87943310       193      5400 SH  SHARED      14                             5400
D TELEPHONE & DATA SYS INC       COM              87943310       107      3000 SH  SHARED      23                             3000
D TELEPHONE & DATA SYS INC       SPL COM          87943386       199      5558 SH  SHARED                   5558                  
D TELEPHONE & DATA SYS INC       SPL COM          87943386       107      3000 SH  SHARED      01                             3000
D TELEPHONE & DATA SYS INC       SPL COM          87943386         1        53 SH  SHARED      02                               53
D TELEPHONE & DATA SYS INC       SPL COM          87943386        66      1850 SH  SHARED      21                             1850
D TELEPHONE & DATA SYS INC       SPL COM          87943386       179      5000 SH  SHARED      23                             5000
D TELEMIG CELULAR PART S A       SPON ADR PFD     87944E10        20       542 SH  SHARED                    542                  
D TELIK INC                      COM              87959M10         0      1411 SH  SHARED                   1411                  
D TELIK INC                      COM              87959M10         1      1979 SH  SHARED      02           1979                  
D TELKOM SA LTD                  SPONSORED ADR    87960310        15       306 SH  SHARED                    306                  
D TELKONET INC                   COM              87960410         0      1636 SH  SHARED                   1636                  
D TELLABS INC                    COM              87966410      2372    584403 SH  SHARED                 584403                  
D TELLABS INC                    COM              87966410       175     43300 SH  SHARED      01          43300                  
D TELLABS INC                    COM              87966410       607    149725 SH  SHARED      02         149725                  
D TELLABS INC                    COM              87966410       198     48800 SH  SHARED      06          38800             10000
D TELLABS INC                    COM              87966410       790    194759 SH  SHARED      10         194759                  
D TELLABS INC                    COM              87966410        62     15473 SH  SHARED      14                            15473
D TELMEX INTERNACIONAL SAB DE    SPONS ADR SR L   87969010      1043     80248 SH  SHARED                  80248                  
D TELMEX INTERNACIONAL SAB DE    SPONS ADR SR L   87969010        59      4600 SH  SHARED      01                             4600
D TELMEX INTERNACIONAL SAB DE    SPONS ADR SR L   87969010        40      3150 SH  SHARED      02                             3150
D TELMEX INTERNACIONAL SAB DE    SPONS ADR SR L   87969010        69      5360 SH  SHARED      20           5360                  
D TELULAR CORP                   COM NEW          87970T20         1       421 SH  SHARED                    421                  
D TELUS CORP                     NON-VTG SHS      87971M20      2148     60421 SH  SHARED                  60421                  
D TELUS CORP                     NON-VTG SHS      87971M20        24       696 SH  SHARED      01            696                  
D TELUS CORP                     NON-VTG SHS      87971M20         3       101 SH  SHARED      02                              101
D TELUS CORP                     NON-VTG SHS      87971M20        39      1100 SH  SHARED      04           1100                  
D TELUS CORP                     NON-VTG SHS      87971M20        71      2000 SH  SHARED      06           1400               600
D TELUS CORP                     NON-VTG SHS      87971M20       384     10800 SH  SHARED      10          10800                  
D TELUS CORP                     NON-VTG SHS      87971M20       272      7655 SH  SHARED      14                             7655
D TEMECULA VY BANCORP INC CA     COM              87972L10        18      3419 SH  SHARED                   3419                  
D TEMPLE INLAND INC              COM              87986810      3796    248772 SH  SHARED                 248772                  
D TEMPLE INLAND INC              COM              87986810       633     41509 SH  SHARED      01           4349             37160
D TEMPLE INLAND INC              COM              87986810       309     20312 SH  SHARED      02           6203             14109
D TEMPLE INLAND INC              COM              87986810      1318     86410 SH  SHARED      10          86410                  
D TEMPLE INLAND INC              COM              87986810       930     60960 SH  SHARED      20          51960              9000
D TEMPLE INLAND INC              COM              87986810       792     51960 SH  SHR/OTHR    20                            51960
D TELETECH HOLDINGS INC          COM              87993910        89      7203 SH  SHARED                   7203                  
D TELETECH HOLDINGS INC          COM              87993910        38      3122 SH  SHARED      02           3122                  
D TELETECH HOLDINGS INC          COM              87993910        16      1345 SH  SHARED      21           1345                  
D TEMPLETON DRAGON FD INC        COM              88018T10       196     10000 SH  SHARED      01                            10000
D TEMPLETON DRAGON FD INC        COM              88018T10        35      1800 SH  SHARED      02                             1800
D TEMPLETON DRAGON FD INC        COM              88018T10       137      7000 SH  SHARED      23           7000                  
D TEMPLETON EMERGING MKTS FD I   COM              88019110       182     12000 SH  SHR/OTHR    23                            12000
D TEMPLETON EMERG MKTS INCOME    COM              88019210       174     16081 SH  SHARED      02                            16081
D TEMPLETON RUS AND EAST EUR F   COM              88022F10        31      1000 SH  SHARED                   1000                  
D TEMPUR PEDIC INTL INC          COM              88023U10       803     68284 SH  SHARED                  68284                  
D TEMPUR PEDIC INTL INC          COM              88023U10         8       700 SH  SHARED      01                              700
D TEMPUR PEDIC INTL INC          COM              88023U10       245     20915 SH  SHARED      02          20855                60
D TEMPUR PEDIC INTL INC          COM              88023U10        89      7584 SH  SHARED      10           7584                  
D TEMPUR PEDIC INTL INC          COM              88023U10         7       660 SH  SHARED      21                              660
D TENARIS S A                    SPONSORED ADR    88031M10      1423     38169 SH  SHARED                  19669             18500
D TENARIS S A                    SPONSORED ADR    88031M10     10629    285062 SH  SHARED                 207662             77400
D TENARIS S A                    SPONSORED ADR    88031M10     10617    284715 SH  SHARED      01         284715                  
D TENARIS S A                    SPONSORED ADR    88031M10      1595     42780 SH  SHARED      02          42480               300
D TENARIS S A                    SPONSORED ADR    88031M10      2233     59900 SH  SHARED      04          59900                  
D TENARIS S A                    SPONSORED ADR    88031M10      2050     55000 SH  SHARED      05          55000                  
D TENARIS S A                    SPONSORED ADR    88031M10       223      6000 SH  SHARED      06           6000                  
D TENARIS S A                    SPONSORED ADR    88031M10    118026   3165096 SH  SHARED      10        2549372            615724
D TENARIS S A                    SPONSORED ADR    88031M10       464     12447 SH  SHARED      24          12447                  
D TENET HEALTHCARE CORP          COM              88033G10      2415    435242 SH  SHARED                 435242                  
D TENET HEALTHCARE CORP          COM              88033G10       361     65115 SH  SHARED      01          65115                  
D TENET HEALTHCARE CORP          COM              88033G10       331     59815 SH  SHARED      02          59815                  
D TENET HEALTHCARE CORP          COM              88033G10       239     43150 SH  SHARED      06          33150             10000
D TENET HEALTHCARE CORP          COM              88033G10      1203    216808 SH  SHARED      10         216808                  
D TENGASCO INC                   COM NEW          88033R20         1       989 SH  SHARED                    989                  
D TENNANT CO                     COM              88034510         1        32 SH  SHARED                     32                  
D TENNANT CO                     COM              88034510         0         9 SH  SHARED      02              9                  
D TENNANT CO                     COM              88034510        34      1020 SH  SHARED      21           1020                  
D TENNECO INC                    COM              88034910         0         1 SH  SHARED                      1                  
D TENNECO INC                    COM              88034910      2209    207842 SH  SHARED                 207842                  
D TENNECO INC                    COM              88034910        18      1700 SH  SHARED      01           1700                  
D TENNECO INC                    COM              88034910        28      2726 SH  SHARED      02           2726                  
D TENNECO INC                    COM              88034910        13      1290 SH  SHARED      06                             1290
D TENNECO INC                    COM              88034910      4326    407000 SH  SHARED      10         407000                  
D TENNESSEE COMMERCE BANCORP I   COM              88043P10         1       123 SH  SHARED                    123                  
D TERADATA CORP DEL              COM              88076W10      4401    225702 SH  SHARED                 225702                  
D TERADATA CORP DEL              COM              88076W10       438     22501 SH  SHARED      01          21665               836
D TERADATA CORP DEL              COM              88076W10       277     14251 SH  SHARED      02           5911              8340
D TERADATA CORP DEL              COM              88076W10       411     21100 SH  SHARED      06          17100              4000
D TERADATA CORP DEL              COM              88076W10      3684    188940 SH  SHARED      10         180540              8400
D TERADATA CORP DEL              COM              88076W10       209     10743 SH  SHARED      14                            10743
D TERADATA CORP DEL              COM              88076W10         6       320 SH  SHARED      21                              320
D TERADYNE INC                   COM              88077010      1170    149913 SH  SHARED                 149913                  
D TERADYNE INC                   COM              88077010       139     17800 SH  SHARED      01          17800                  
D TERADYNE INC                   COM              88077010       897    114936 SH  SHARED      02         114936                  
D TERADYNE INC                   COM              88077010       161     20650 SH  SHARED      06          17150              3500
D TERADYNE INC                   COM              88077010      1012    129701 SH  SHARED      10         129701                  
D TERADYNE INC                   COM              88077010        58      7438 SH  SHARED      14                             7438
D TEREX CORP NEW                 COM              88077910        44      1442 SH  SHARED                   1442                  
D TEREX CORP NEW                 COM              88077910      4623    151503 SH  SHARED                 151503                  
D TEREX CORP NEW                 COM              88077910       806     26425 SH  SHARED      01          20325              6100
D TEREX CORP NEW                 COM              88077910        27       900 SH  SHR/OTHR    01                              900
D TEREX CORP NEW                 COM              88077910      1348     44183 SH  SHARED      02          43303               880
D TEREX CORP NEW                 COM              88077910       639     20950 SH  SHARED      06          18200              2750
D TEREX CORP NEW                 COM              88077910      2319     76004 SH  SHARED      10          76004                  
D TEREX CORP NEW                 COM              88077910       155      5080 SH  SHARED      14                             5080
D TEREX CORP NEW                 COM              88077910        37      1243 SH  SHARED      20           1123               120
D TEREX CORP NEW                 COM              88077910         2        70 SH  SHARED      21                               70
D TEREX CORP NEW                 COM              88077910        27       895 SH  SHARED      23            795               100
D TEREX CORP NEW                 COM              88077910        38      1250 SH  SHR/OTHR    23                             1250
D TERCICA INC                    COM              88078L10        21      2420 SH  SHARED                   2420                  
D TERCICA INC                    COM              88078L10        79      8900 SH  SHARED      01           8900                  
D TERCICA INC                    COM              88078L10        14      1630 SH  SHARED      02           1630                  
D TERNIUM SA                     SPON ADR         88089010        43      2470 SH  SHARED                   2470                  
D TERNIUM SA                     SPON ADR         88089010      4425    250866 SH  SHARED      10                           250866
D TERRA INDS INC                 COM              88091510      1567     53315 SH  SHARED                  34815             18500
D TERRA INDS INC                 COM              88091510      1121     38140 SH  SHARED      01           9340             28800
D TERRA INDS INC                 COM              88091510       279      9500 SH  SHARED      02           9048               452
D TERRA INDS INC                 COM              88091510        14       500 SH  SHARED      06            500                  
D TERRA INDS INC                 COM              88091510     64252   2185468 SH  SHARED      10        2068992            116476
D TERRA INDS INC                 COM              88091510        16       575 SH  SHARED      21            575                  
D TERRA NITROGEN CO L P          COM UNIT         88100520        53       491 SH  SHARED                    491                  
D TERRA NITROGEN CO L P          COM UNIT         88100520        46       421 SH  SHARED      02            421                  
D TERREMARK WORLDWIDE INC        COM NEW          88144820        38      5600 SH  SHARED      01           4600              1000
D TERREMARK WORLDWIDE INC        COM NEW          88144820        18      2750 SH  SHARED      02             30              2720
D TERRESTAR CORP                 COM              88145110      1632   1632076 SH  SHARED                1632076                  
D TERRESTAR CORP                 COM              88145110         0        33 SH  SHARED      02             33                  
D TESCO CORP                     COM              88157K10        93      4447 SH  SHARED                   4447                  
D TESCO CORP                     COM              88157K10       138      6631 SH  SHARED      02           6631                  
D TESCO CORP                     COM              88157K10      2328    111200 SH  SHARED      10         111200                  
D TESORO CORP                    COM              88160910      3520    213497 SH  SHARED                 213497                  
D TESORO CORP                    COM              88160910       338     20500 SH  SHARED      01          20500                  
D TESORO CORP                    COM              88160910      9340    566404 SH  SHARED      02         562439              3965
D TESORO CORP                    COM              88160910      1649    100060 SH  SHARED      05         100060                  
D TESORO CORP                    COM              88160910      1754    106420 SH  SHARED      06         103020              3400
D TESORO CORP                    COM              88160910      1344     81515 SH  SHARED      10          81515                  
D TESORO CORP                    COM              88160910         2       150 SH  SHR/OTHR    23                              150
D TETRA TECHNOLOGIES INC DEL     COM              88162F10       502     36276 SH  SHARED                  36276                  
D TETRA TECHNOLOGIES INC DEL     COM              88162F10       111      8083 SH  SHARED                   8083                  
D TETRA TECHNOLOGIES INC DEL     COM              88162F10        30      2195 SH  SHARED      01           2195                  
D TETRA TECHNOLOGIES INC DEL     COM              88162F10       150     10845 SH  SHARED      02          10418               427
D TETRA TECHNOLOGIES INC DEL     COM              88162F10     13146    949171 SH  SHARED      10         825479            123692
D TETRA TECH INC NEW             COM              88162G10       197      8223 SH  SHARED                   6700              1523
D TETRA TECH INC NEW             COM              88162G10        58      2451 SH  SHARED                   2451                  
D TETRA TECH INC NEW             COM              88162G10       471     19579 SH  SHARED      02          18246              1333
D TETRA TECH INC NEW             COM              88162G10     11824    491460 SH  SHARED      04         491460                  
D TETRA TECH INC NEW             COM              88162G10     14351    596482 SH  SHARED      05         596482                  
D TETRA TECH INC NEW             COM              88162G10      1738     72272 SH  SHARED      06                            72272
D TETRA TECH INC NEW             COM              88162G10       745     30979 SH  SHARED      10          30979                  
D TETRA TECH INC NEW             COM              88162G10        27      1125 SH  SHARED      21           1125                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420     23496    513132 SH  SHARED                 513132                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      1923     42000 SH  SHARED      01          41000              1000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        18       400 SH  SHR/OTHR    01                              400
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      6833    149233 SH  SHARED      02          87349             61884
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420     30272    661119 SH  SHARED      04         661119                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      1056     23075 SH  SHARED      06          23075                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      3492     76283 SH  SHARED      10          76283                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      1561     34100 SH  SHARED      14                            34100
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        32       718 SH  SHARED      20            718                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        13       300 SH  SHARED      23            300                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       386      8450 SH  SHR/OTHR    23                             8450
D TETON ENERGY CORP              COM              88162810         1       447 SH  SHARED                    447                  
D TEVA PHARMACEUTICAL FIN LLC    DBCV  0.250% 2/0 88163VAE       469    463000 PRN SHARED      02         340000            123000
D TEVA PHARMACEUTICAL FIN LLC    DBCV  0.250% 2/0 88163VAE       182    180000 PRN SHARED      06         180000                  
D TESSERA TECHNOLOGIES INC       COM              88164L10        40      2500 SH  SHARED      01           2500                  
D TESSERA TECHNOLOGIES INC       COM              88164L10       340     20855 SH  SHARED      02          20751               104
D TESSERA TECHNOLOGIES INC       COM              88164L10       490     30000 SH  SHARED      04          30000                  
D TESSERA TECHNOLOGIES INC       COM              88164L10      5303    324600 SH  SHARED      10         324600                  
D TEVA PHARMACEUTICAL FIN II L   DBCV  0.500% 2/0 88164RAA      7006   5729000 PRN SHARED      02        5724000              5000
D TEVA PHARMACEUTICAL FIN II L   DBCV  0.250% 2/0 88164RAB       508    382000 PRN SHARED      02         382000                  
D TEVA PHARMACEUTICAL FIN CO B   NOTE  1.750% 2/0 88165FAA      1223   1096000 PRN SHARED      02        1096000                  
D TEVA PHARMACEUTICAL FIN CO B   NOTE  1.750% 2/0 88165FAA      8883   7960000 PRN SHARED      06        7960000                  
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10       388     18697 SH  SHARED                  18697                  
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10       554     26708 SH  SHARED      02          26708                  
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10       274     13200 SH  SHARED      10          13200                  
D TEXAS INDS INC                 COM              88249110         4       115 SH  SHARED                    115                  
D TEXAS INDS INC                 COM              88249110       277      6782 SH  SHARED      02           6782                  
D TEXAS INDS INC                 COM              88249110      2085     51050 SH  SHARED      10          51050                  
D TEXAS INDS INC                 COM              88249110         2        70 SH  SHARED      21                               70
D TEXAS INSTRS INC               COM              88250810    111235   5173751 SH  SHARED                5173661                90
D TEXAS INSTRS INC               COM              88250810      4791    222856 SH  SHARED      01         209856             13000
D TEXAS INSTRS INC               COM              88250810       253     11780 SH  SHR/OTHR    01                            11780
D TEXAS INSTRS INC               COM              88250810      3367    156624 SH  SHARED      02         125989             30635
D TEXAS INSTRS INC               COM              88250810       141      6600 SH  SHARED      04                             6600
D TEXAS INSTRS INC               COM              88250810      2427    112900 SH  SHARED      04         112900                  
D TEXAS INSTRS INC               COM              88250810        13       620 SH  SHARED      05            620                  
D TEXAS INSTRS INC               COM              88250810      4943    229912 SH  SHARED      06         187822             42090
D TEXAS INSTRS INC               COM              88250810     31576   1468663 SH  SHARED      10        1465063              3600
D TEXAS INSTRS INC               COM              88250810       383     17820 SH  SHARED      14                            17820
D TEXAS INSTRS INC               COM              88250810      1075     50000 SH  SHARED      15                            50000
D TEXAS INSTRS INC               COM              88250810      3236    150525 SH  SHARED      20          90085             60440
D TEXAS INSTRS INC               COM              88250810      1780     82825 SH  SHR/OTHR    20                            82825
D TEXAS INSTRS INC               COM              88250810        84      3920 SH  SHARED      21           3920                  
D TEXAS INSTRS INC               COM              88250810        21       978 SH  SHR/OTHR    21                              978
D TEXAS INSTRS INC               COM              88250810        16       780 SH  SHR/OTHR    22                              780
D TEXAS INSTRS INC               COM              88250810       191      8911 SH  SHARED      23           8061               850
D TEXAS INSTRS INC               COM              88250810      1415     65840 SH  SHR/OTHR    23                            65840
D TEXAS ROADHOUSE INC            CL A             88268110         4       483 SH  SHARED                    483                  
D TEXAS ROADHOUSE INC            CL A             88268110         0        29 SH  SHARED      02             29                  
D TEXTRON INC                    COM              88320310     19199    655711 SH  SHARED                 622811             32900
D TEXTRON INC                    COM              88320310      1815     61988 SH  SHARED      01          48048             13940
D TEXTRON INC                    COM              88320310       884     30200 SH  SHARED      02          29287               913
D TEXTRON INC                    COM              88320310       169      5800 SH  SHARED      04           5800                  
D TEXTRON INC                    COM              88320310         4       160 SH  SHARED      05            160                  
D TEXTRON INC                    COM              88320310      4199    143420 SH  SHARED      06         136040              7380
D TEXTRON INC                    COM              88320310     23958    818263 SH  SHARED      10         563763            254500
D TEXTRON INC                    COM              88320310       152      5206 SH  SHARED      14                             5206
D TEXTRON INC                    COM              88320310        84      2900 SH  SHARED      15                             2900
D TEXTRON INC                    COM              88320310         4       170 SH  SHARED      21                              170
D TEXTRON INC                    COM              88320310        24       850 SH  SHARED      23            850                  
D TEXTRON INC                    COM              88320310       143      4900 SH  SHARED      24           4900                  
D THE BANK HOLDINGS INC          COM              88331E10         0       126 SH  SHARED                    126                  
D THE9 LTD                       ADR              88337K10       379     22631 SH  SHARED                  22631                  
D THE9 LTD                       ADR              88337K10       104      6225 SH  SHARED      02           6225                  
D THERAGENICS CORP               COM              88337510         1       406 SH  SHARED                    406                  
D THERAVANCE INC                 COM              88338T10       178     14286 SH  SHARED      01                            14286
D THERAVANCE INC                 COM              88338T10        63      5128 SH  SHARED      02           5128                  
D THERAVANCE INC                 COM              88338T10       219     17649 SH  SHARED      10          17649                  
D THERMAGE INC                   COM              88343R10        11      3406 SH  SHARED                   3406                  
D THERMADYNE HLDGS CORP NEW      COM PAR $0.01    88343530        21      1283 SH  SHARED                   1283                  
D THERMADYNE HLDGS CORP NEW      COM PAR $0.01    88343530         0         7 SH  SHARED      02              7                  
D THERMADYNE HLDGS CORP NEW      COM PAR $0.01    88343530       158      9490 SH  SHARED      10           9490                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610       487      8861 SH  SHARED                   8861                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610     55688   1012512 SH  SHARED                 991812             20700
D THERMO FISHER SCIENTIFIC INC   COM              88355610     17389    316168 SH  SHARED      01         246814      500    68854
D THERMO FISHER SCIENTIFIC INC   COM              88355610      3113     56600 SH  SHR/OTHR    01                            56600
D THERMO FISHER SCIENTIFIC INC   COM              88355610      2128     38695 SH  SHARED      02          26109             12586
D THERMO FISHER SCIENTIFIC INC   COM              88355610     55478   1008705 SH  SHARED      04        1008705                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610        11       210 SH  SHARED      05            210                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610     44728    813240 SH  SHARED      06         367500            445740
D THERMO FISHER SCIENTIFIC INC   COM              88355610     72036   1309745 SH  SHARED      10        1308320              1425
D THERMO FISHER SCIENTIFIC INC   COM              88355610        36       660 SH  SHARED      19                              660
D THERMO FISHER SCIENTIFIC INC   COM              88355610      2983     54254 SH  SHARED      20          45292      100     8862
D THERMO FISHER SCIENTIFIC INC   COM              88355610       544      9900 SH  SHR/OTHR    20                             9900
D THERMO FISHER SCIENTIFIC INC   COM              88355610       105      1913 SH  SHARED      21           1913                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610      1049     19079 SH  SHARED      22          15660              3419
D THERMO FISHER SCIENTIFIC INC   COM              88355610        83      1525 SH  SHR/OTHR    22                             1525
D THERMO FISHER SCIENTIFIC INC   COM              88355610      2996     54488 SH  SHARED      23          36488             18000
D THERMO FISHER SCIENTIFIC INC   COM              88355610      1838     33424 SH  SHR/OTHR    23                            33424
D THERMOGENESIS CORP             COM NEW          88362320         1      1432 SH  SHARED                   1432                  
D THESTREET COM                  COM              88368Q10         8      1477 SH  SHARED                   1477                  
D THESTREET COM                  COM              88368Q10         0        10 SH  SHARED      02             10                  
D THINKORSWIM GROUP INC          COM              88409C10       283     34031 SH  SHARED                  34031                  
D THINKORSWIM GROUP INC          COM              88409C10        61      7400 SH  SHARED      01           7400                  
D THINKORSWIM GROUP INC          COM              88409C10       364     43799 SH  SHR/OTHR    01                            43799
D THINKORSWIM GROUP INC          COM              88409C10       567     68100 SH  SHARED      10          68100                  
D THINK PARTNERSHIP INC          COM              88409N10         0      1757 SH  SHARED                   1757                  
D THOMAS & BETTS CORP            COM              88431510       689     17650 SH  SHARED                  17650                  
D THOMAS & BETTS CORP            COM              88431510        75      1940 SH  SHARED                   1940                  
D THOMAS & BETTS CORP            COM              88431510      2823     72256 SH  SHARED      01          51865             20391
D THOMAS & BETTS CORP            COM              88431510        89      2290 SH  SHR/OTHR    01                             2290
D THOMAS & BETTS CORP            COM              88431510       436     11183 SH  SHARED      02          10935               248
D THOMAS & BETTS CORP            COM              88431510      2951     75550 SH  SHARED      10          75550                  
D THOMAS & BETTS CORP            COM              88431510       282      7235 SH  SHARED      20           5950              1285
D THOMAS & BETTS CORP            COM              88431510       840     21500 SH  SHARED      23          19500              2000
D THOMAS GROUP INC               COM              88440210         0        96 SH  SHARED                     96                  
D THOMAS PPTYS GROUP INC         COM              88445310         1       104 SH  SHARED                    104                  
D THOMAS PPTYS GROUP INC         COM              88445310         0        13 SH  SHARED      02             13                  
D THOMAS PPTYS GROUP INC         COM              88445310       150     14870 SH  SHARED      10          14870                  
D THOMAS WEISEL PARTNERS GRP I   COM              88448110       155     18468 SH  SHARED                  18468                  
D THOMAS WEISEL PARTNERS GRP I   COM              88448110        91     10800 SH  SHARED      01          10800                  
D THOMAS WEISEL PARTNERS GRP I   COM              88448110       119     14200 SH  SHARED      10          14200                  
D THOMPSON CREEK METALS CO INC   COM              88476810         0         3 SH  SHARED                      3                  
D THOMPSON CREEK METALS CO INC   COM              88476810       432     45500 SH  SHARED      02          20000             25500
D THOMPSON CREEK METALS CO INC   COM              88476810        16      1735 SH  SHARED      21           1735                  
D THOMSON REUTERS CORP           COM              88490310        71      2636 SH  SHARED                   2636                  
D THOMSON REUTERS CORP           COM              88490310      8869    325232 SH  SHARED                 325232                  
D THOMSON REUTERS CORP           COM              88490310        51      1900 SH  SHARED      01           1900                  
D THOMSON REUTERS CORP           COM              88490310        70      2600 SH  SHARED      02           2600                  
D THOMSON REUTERS CORP           COM              88490310        57      2100 SH  SHARED      04           2100                  
D THOMSON REUTERS CORP           COM              88490310         5       200 SH  SHARED      05            200                  
D THOMSON REUTERS CORP           COM              88490310        85      3138 SH  SHARED      06           1838              1300
D THOMSON REUTERS CORP           COM              88490310       752     27600 SH  SHARED      10          27600                  
D THOMSON                        SPONSORED ADR    88511810         5      1430 SH  SHARED                   1430                  
D THOMSON REUTERS PLC            SPONSORED ADR    88514110        12        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       121      4883 SH  SHARED                   4883                  
D THOR INDS INC                  COM              88516010       290     11700 SH  SHARED      01                            11700
D THOR INDS INC                  COM              88516010       195      7863 SH  SHARED      02           7863                  
D THOR INDS INC                  COM              88516010        18       748 SH  SHARED      10            748                  
D THORATEC CORP                  NOTE  1.379% 5/1 885175AB      1636   2000000 PRN SHARED                2000000                  
D THORATEC CORP                  COM NEW          88517530        94      3600 SH  SHARED      01           3600                  
D THORATEC CORP                  COM NEW          88517530        24       931 SH  SHARED      02            931                  
D THORATEC CORP                  COM NEW          88517530     14056    535481 SH  SHARED      10         535481                  
D THORATEC CORP                  COM NEW          88517530        42      1625 SH  SHARED      21           1625                  
D THORNBURG MTG INC              COM              88521810         0       100 SH  SHARED                    100                  
D 3COM CORP                      COM              88553510      2221    953529 SH  SHARED                 953529                  
D 3COM CORP                      COM              88553510       302    129800 SH  SHARED      01                           129800
D 3COM CORP                      COM              88553510        12      5194 SH  SHARED      02           5194                  
D 3COM CORP                      COM              88553510       208     89400 SH  SHARED      06          89400                  
D 3COM CORP                      COM              88553510       391    168000 SH  SHARED      10         168000                  
D 3-D SYS CORP DEL               COM NEW          88554D20         5       362 SH  SHARED                    362                  
D 3SBIO INC                      SPONSORED ADR    88575Y10        26      4067 SH  SHARED                   4067                  
D 3SBIO INC                      SPONSORED ADR    88575Y10         0        25 SH  SHARED      02             25                  
D 3M CO                          COM              88579Y10       376      5510 SH  SHARED                                     5510
D 3M CO                          COM              88579Y10     45799    670469 SH  SHARED                 667069              3400
D 3M CO                          COM              88579Y10     10307    150890 SH  SHARED      01         100974             49916
D 3M CO                          COM              88579Y10      1331     19488 SH  SHR/OTHR    01                            19488
D 3M CO                          COM              88579Y10      9539    139644 SH  SHARED      02         121589             18055
D 3M CO                          COM              88579Y10        69      1020 SH  SHARED      04                             1020
D 3M CO                          COM              88579Y10     42691    624970 SH  SHARED      04         624970                  
D 3M CO                          COM              88579Y10        21       310 SH  SHARED      05            310                  
D 3M CO                          COM              88579Y10      6693     97990 SH  SHARED      06          73450             24540
D 3M CO                          COM              88579Y10    164164   2403233 SH  SHARED      10        2389833             13400
D 3M CO                          COM              88579Y10       459      6720 SH  SHARED      14                             6720
D 3M CO                          COM              88579Y10       122      1800 SH  SHARED      19                             1800
D 3M CO                          COM              88579Y10      5549     81241 SH  SHARED      20          35125             46116
D 3M CO                          COM              88579Y10      2806     41080 SH  SHR/OTHR    20                            41080
D 3M CO                          COM              88579Y10       512      7507 SH  SHARED      21           2532              4975
D 3M CO                          COM              88579Y10       170      2500 SH  SHARED      22           2500                  
D 3M CO                          COM              88579Y10        75      1100 SH  SHR/OTHR    22                             1100
D 3M CO                          COM              88579Y10      7812    114362 SH  SHARED      23         112737              1625
D 3M CO                          COM              88579Y10      7409    108469 SH  SHR/OTHR    23                           108469
D 3PAR INC                       COM              88580F10        20      3215 SH  SHARED                   3215                  
D 3PAR INC                       COM              88580F10         0        15 SH  SHARED      02             15                  
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720        19     14842 SH  SHARED                  14842                  
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720         0         3 SH  SHARED      02              3                  
D TIBCO SOFTWARE INC             COM              88632Q10        13      1900 SH  SHARED                   1900                  
D TIBCO SOFTWARE INC             COM              88632Q10      1211    165537 SH  SHARED                 165537                  
D TIBCO SOFTWARE INC             COM              88632Q10       452     61818 SH  SHARED      02          13618             48200
D TIBCO SOFTWARE INC             COM              88632Q10       578     79000 SH  SHARED      04          79000                  
D TIBCO SOFTWARE INC             COM              88632Q10       704     96309 SH  SHARED      10          88909              7400
D TICKETMASTER                   COM              88633P30        52      4891 SH  SHARED                   4891                  
D TICKETMASTER                   COM              88633P30        29      2710 SH  SHARED      02           1450              1260
D TICKETMASTER                   COM              88633P30         2       200 SH  SHARED      06            200                  
D TICKETMASTER                   COM              88633P30        32      2983 SH  SHARED      10           2983                  
D TICKETMASTER                   COM              88633P30      1347    125541 SH  SHARED      14                           125541
D TICKETMASTER                   COM              88633P30         0        30 SH  SHARED      20                               30
D TICKETMASTER                   COM              88633P30         1       100 SH  SHR/OTHR    20                              100
D TICKETMASTER                   COM              88633P30         0        10 SH  SHARED      23                               10
D TIDELANDS BANCSHARES INC       COM              88637410         0       111 SH  SHARED                    111                  
D TIDEWATER INC                  COM              88642310       307      5554 SH  SHARED                   5554                  
D TIDEWATER INC                  COM              88642310      1068     19300 SH  SHARED      01           2500             16800
D TIDEWATER INC                  COM              88642310       476      8601 SH  SHARED      02           8211               390
D TIDEWATER INC                  COM              88642310       271      4900 SH  SHARED      06           4900                  
D TIDEWATER INC                  COM              88642310       105      1900 SH  SHARED      10           1900                  
D TIDEWATER INC                  COM              88642310         4        75 SH  SHARED      21                               75
D TIER TECHNOLOGIES INC          CL B             88650Q10         3       495 SH  SHARED                    495                  
D TIER TECHNOLOGIES INC          CL B             88650Q10        36      4900 SH  SHARED      02           4900                  
D TIERONE CORP                   COM              88650R10        11      2287 SH  SHARED                   2287                  
D TIERONE CORP                   COM              88650R10         0       100 SH  SHARED      02            100                  
D TIERONE CORP                   COM              88650R10        25      5000 SH  SHARED      10           5000                  
D TIENS BIOTECH GROUP USA INC    COM              88650T10         0         2 SH  SHARED                      2                  
D TIENS BIOTECH GROUP USA INC    COM              88650T10         0        84 SH  SHARED      02             84                  
D TIFFANY & CO NEW               COM              88654710      2576     72540 SH  SHARED                  72540                  
D TIFFANY & CO NEW               COM              88654710       564     15900 SH  SHARED      01          15900                  
D TIFFANY & CO NEW               COM              88654710       619     17432 SH  SHARED      02          13357              4075
D TIFFANY & CO NEW               COM              88654710         4       130 SH  SHARED      05            130                  
D TIFFANY & CO NEW               COM              88654710       629     17720 SH  SHARED      06          14400              3320
D TIFFANY & CO NEW               COM              88654710     33294    937350 SH  SHARED      10         937350                  
D TIFFANY & CO NEW               COM              88654710        17       500 SH  SHARED      14                              500
D TIFFANY & CO NEW               COM              88654710       649     18280 SH  SHARED      20                            18280
D TIFFANY & CO NEW               COM              88654710        14       400 SH  SHR/OTHR    20                              400
D TIFFANY & CO NEW               COM              88654710       444     12500 SH  SHARED      23                            12500
D TIFFANY & CO NEW               COM              88654710       305      8600 SH  SHR/OTHR    23                             8600
D TIGERLOGIC CORPORATION         COM              8867EQ10         0       214 SH  SHARED                    214                  
D TIM HORTONS INC                COM              88706M10     10717    361723 SH  SHARED                 361723                  
D TIM HORTONS INC                COM              88706M10       292      9878 SH  SHARED      01           9203               675
D TIM HORTONS INC                COM              88706M10         0        12 SH  SHARED      02             12                  
D TIM HORTONS INC                COM              88706M10        91      3099 SH  SHARED      06           1335              1764
D TIM HORTONS INC                COM              88706M10       915     30888 SH  SHARED      10          30888                  
D TIM HORTONS INC                COM              88706M10         9       325 SH  SHARED      23            325                  
D TIM PARTICIPACOES S A          SPONS ADR PFD    88706P10       667     32000 SH  SHARED                                    32000
D TIM PARTICIPACOES S A          SPONS ADR PFD    88706P10         6       290 SH  SHARED                    290                  
D TIM PARTICIPACOES S A          SPONS ADR PFD    88706P10        94      4507 SH  SHARED      02           4500                 7
D TIM PARTICIPACOES S A          SPONS ADR PFD    88706P10      2941    141000 SH  SHARED      10         141000                  
D TIMBERLAND BANCORP INC         COM              88709810         3       429 SH  SHARED                    429                  
D TIMBERLAND CO                  CL A             88710010       266     15348 SH  SHARED                  15348                  
D TIMBERLAND CO                  CL A             88710010       658     37897 SH  SHARED      01          22097             15800
D TIMBERLAND CO                  CL A             88710010       146      8458 SH  SHARED      02           8458                  
D TIMBERLAND CO                  CL A             88710010       561     32300 SH  SHARED      10          32300                  
D TIME WARNER INC                COM              88731710         2       225 SH  SHARED                    225                  
D TIME WARNER INC                COM              88731710    105095   8016413 SH  SHARED                7734563            281850
D TIME WARNER INC                COM              88731710      5936    452813 SH  SHARED      01         373221             79592
D TIME WARNER INC                COM              88731710      1716    130946 SH  SHR/OTHR    01                           130946
D TIME WARNER INC                COM              88731710      6626    505417 SH  SHARED      02         317739            187678
D TIME WARNER INC                COM              88731710       506     38600 SH  SHARED      04                            38600
D TIME WARNER INC                COM              88731710    158898  12120400 SH  SHARED      04       12120400                  
D TIME WARNER INC                COM              88731710        21      1610 SH  SHARED      05           1610                  
D TIME WARNER INC                COM              88731710     14783   1127635 SH  SHARED      06         777655            349980
D TIME WARNER INC                COM              88731710     39813   3036902 SH  SHARED      10        2849602            187300
D TIME WARNER INC                COM              88731710      2346    178948 SH  SHARED      14          78500            100448
D TIME WARNER INC                COM              88731710       618     47180 SH  SHARED      15                            47180
D TIME WARNER INC                COM              88731710       149     11400 SH  SHARED      19                            11400
D TIME WARNER INC                COM              88731710      6429    490460 SH  SHARED      20         431408             59052
D TIME WARNER INC                COM              88731710      5261    401341 SH  SHR/OTHR    20                           401341
D TIME WARNER INC                COM              88731710        34      2665 SH  SHARED      21           2665                  
D TIME WARNER INC                COM              88731710        32      2500 SH  SHR/OTHR    21                             2500
D TIME WARNER INC                COM              88731710        13      1000 SH  SHARED      22           1000                  
D TIME WARNER INC                COM              88731710       536     40930 SH  SHR/OTHR    22                            40930
D TIME WARNER INC                COM              88731710       763     58244 SH  SHARED      23          33844             24400
D TIME WARNER INC                COM              88731710      1883    143650 SH  SHR/OTHR    23                           143650
D TIME WARNER TELECOM INC        DBCV  2.375% 4/0 887319AC      4466   5500000 PRN SHARED                5500000                  
D TIME WARNER CABLE INC          CL A             88732J10      1123     46427 SH  SHARED                  46427                  
D TIME WARNER CABLE INC          CL A             88732J10        53      2206 SH  SHARED      02           2110                96
D TIME WARNER CABLE INC          CL A             88732J10      3223    133200 SH  SHARED      04         133200                  
D TIME WARNER CABLE INC          CL A             88732J10        24      1000 SH  SHARED      06                             1000
D TIME WARNER CABLE INC          CL A             88732J10       413     17100 SH  SHARED      10          17100                  
D TIME WARNER CABLE INC          CL A             88732J10      1979     81800 SH  SHARED      14                            81800
D TIME WARNER CABLE INC          CL A             88732J10        64      2670 SH  SHARED      21                             2670
D TIMKEN CO                      COM              88738910        22       797 SH  SHARED                    797                  
D TIMKEN CO                      COM              88738910       870     30700 SH  SHARED      01                            30700
D TIMKEN CO                      COM              88738910       538     19005 SH  SHARED      02          19005                  
D TIMKEN CO                      COM              88738910        76      2700 SH  SHARED      10           2700                  
D TIMKEN CO                      COM              88738910        41      1478 SH  SHARED      20           1478                  
D TIMKEN CO                      COM              88738910        10       365 SH  SHARED      21                              365
D TITAN INTL INC ILL             COM              88830M10        28      1343 SH  SHARED                   1343                  
D TITAN INTL INC ILL             COM              88830M10        63      3000 SH  SHARED      01           3000                  
D TITAN INTL INC ILL             COM              88830M10       346     16269 SH  SHARED      02          16269                  
D TITAN INTL INC ILL             COM              88830M10      1158     54347 SH  SHARED      10          54347                  
D TITAN INTL INC ILL             COM              88830M10        16       790 SH  SHARED      21            790                  
D TITAN MACHY INC                COM              88830R10         3       155 SH  SHARED                    155                  
D TITAN MACHY INC                COM              88830R10         0         4 SH  SHARED      02              4                  
D TITAN PHARMACEUTICALS INC DE   COM              88831410         0      1159 SH  SHARED                   1159                  
D TITAN PHARMACEUTICALS INC DE   COM              88831410         0      2000 SH  SHARED      02                             2000
D TITANIUM METALS CORP           COM NEW          88833920      1229    108422 SH  SHARED                 108422                  
D TITANIUM METALS CORP           COM NEW          88833920       168     14896 SH  SHARED      02          11096              3800
D TITANIUM METALS CORP           COM NEW          88833920      1039     91710 SH  SHARED      06          91710                  
D TITANIUM METALS CORP           COM NEW          88833920       423     37350 SH  SHARED      10          37350                  
D TIVO INC                       COM              88870610      4703    642600 SH  SHARED                 642600                  
D TIVO INC                       COM              88870610        98     13500 SH  SHARED      01           5500              8000
D TIVO INC                       COM              88870610       173     23758 SH  SHARED      02           4758             19000
D TODD SHIPYARDS CORP DEL        COM              88903910        10       794 SH  SHARED                    794                  
D TOFUTTI BRANDS INC             COM              88906B10         0        79 SH  SHARED                     79                  
D TOLL BROTHERS INC              COM              88947810      5246    207948 SH  SHARED                 207948                  
D TOLL BROTHERS INC              COM              88947810      1054     41800 SH  SHARED      01                            41800
D TOLL BROTHERS INC              COM              88947810      2565    101674 SH  SHARED      02         101674                  
D TOLL BROTHERS INC              COM              88947810     11353    450000 SH  SHARED      05         450000                  
D TOLL BROTHERS INC              COM              88947810        14       580 SH  SHARED      06                              580
D TOLL BROTHERS INC              COM              88947810       821     32570 SH  SHARED      10          32570                  
D TOLLGRADE COMMUNICATIONS INC   COM              88954210         1       337 SH  SHARED                    337                  
D TOLLGRADE COMMUNICATIONS INC   COM              88954210         9      2200 SH  SHARED      02           2200                  
D TOMKINS PLC                    SPONSORED ADR    89003020        22      2009 SH  SHARED      02           1900               109
D TOMOTHERAPY INC                COM              89008810         3       656 SH  SHARED                    656                  
D TOMOTHERAPY INC                COM              89008810         3       873 SH  SHARED      02             23               850
D TOMPKINS FINANCIAL CORPORATI   COM              89011010         8       170 SH  SHARED                    170                  
D TOMPKINS FINANCIAL CORPORATI   COM              89011010        25       500 SH  SHARED      01            500                  
D TOMPKINS FINANCIAL CORPORATI   COM              89011010       651     12910 SH  SHARED      10          12910                  
D TONGJITANG CHINESE MED CO      SPON ADR         89025E10         2      1187 SH  SHARED                   1187                  
D TONGJITANG CHINESE MED CO      SPON ADR         89025E10         0        39 SH  SHARED      02             39                  
D TOOTSIE ROLL INDS INC          COM              89051610       579     20031 SH  SHARED                  20031                  
D TOOTSIE ROLL INDS INC          COM              89051610       197      6842 SH  SHARED      01                             6842
D TOOTSIE ROLL INDS INC          COM              89051610       213      7379 SH  SHARED      02           7379                  
D TOOTSIE ROLL INDS INC          COM              89051610       342     11861 SH  SHARED      10          11861                  
D TOR MINERALS INTL INC          COM              89087810         0       141 SH  SHARED                    141                  
D TORCH ENERGY ROYALTY TRUST     UNIT BEN INT     89101310         4      1200 SH  SHARED                   1200                  
D TORCHMARK CORP                 COM              89102710      8637    144438 SH  SHARED                 144438                  
D TORCHMARK CORP                 COM              89102710       699     11700 SH  SHARED      01          11700                  
D TORCHMARK CORP                 COM              89102710       228      3819 SH  SHARED      02           3819                  
D TORCHMARK CORP                 COM              89102710       802     13420 SH  SHARED      06          11000              2420
D TORCHMARK CORP                 COM              89102710      9730    162715 SH  SHARED      10         162715                  
D TOREADOR RES CORP              COM              89105010         5       635 SH  SHARED      01            635                  
D TORO CO                        COM              89109210       400      9704 SH  SHARED                   9704                  
D TORO CO                        COM              89109210       137      3341 SH  SHARED      02           3341                  
D TORO CO                        COM              89109210        78      1900 SH  SHARED      10           1900                  
D TORONTO DOMINION BK ONT        COM NEW          89116050       372      6100 SH  SHARED                                     6100
D TORONTO DOMINION BK ONT        COM NEW          89116050     75648   1240338 SH  SHARED                1240338                  
D TORONTO DOMINION BK ONT        COM NEW          89116050        12       200 SH  SHARED      01            200                  
D TORONTO DOMINION BK ONT        COM NEW          89116050         9       148 SH  SHARED      02             64                84
D TORONTO DOMINION BK ONT        COM NEW          89116050     64607   1059306 SH  SHARED      04        1059306                  
D TORONTO DOMINION BK ONT        COM NEW          89116050        18       300 SH  SHARED      05            300                  
D TORONTO DOMINION BK ONT        COM NEW          89116050       839     13764 SH  SHARED      06           7462              6302
D TORONTO DOMINION BK ONT        COM NEW          89116050      2263     37116 SH  SHARED      10          37116                  
D TORONTO DOMINION BK ONT        COM NEW          89116050       691     11337 SH  SHARED      14                            11337
D TORONTO DOMINION BK ONT        COM NEW          89116050        60      1000 SH  SHARED      22                             1000
D TORTOISE ENERGY INFRSTRCTR C   COM              89147L10         5       248 SH  SHR/OTHR    01                              248
D TORTOISE ENERGY INFRSTRCTR C   COM              89147L10        20       900 SH  SHARED      02                              900
D TORTOISE ENERGY INFRSTRCTR C   COM              89147L10      6994    308657 SH  SHARED      10         308657                  
D TORTOISE ENERGY INFRSTRCTR C   COM              89147L10        36      1632 SH  SHR/OTHR    23                             1632
D TORTOISE CAP RES CORP          COM              89147N30         9      1095 SH  SHARED                   1095                  
D TORTOISE NORTH AMRN ENRGY CO   COM              89147T10      2013    121600 SH  SHARED      02                           121600
D TORTOISE ENERGY CAP CORP       COM              89147U10        36      2115 SH  SHARED      02                             2115
D TOTAL S A                      SPONSORED ADR    89151E10       178      2936 SH  SHARED                   2936                  
D TOTAL S A                      SPONSORED ADR    89151E10       272      4493 SH  SHARED      01            533              3960
D TOTAL S A                      SPONSORED ADR    89151E10       447      7367 SH  SHR/OTHR    01                             7367
D TOTAL S A                      SPONSORED ADR    89151E10        54       891 SH  SHARED      02                              891
D TOTAL S A                      SPONSORED ADR    89151E10       120      1992 SH  SHARED      20            750              1242
D TOTAL S A                      SPONSORED ADR    89151E10       307      5074 SH  SHR/OTHR    20                             5074
D TOTAL S A                      SPONSORED ADR    89151E10        10       175 SH  SHARED      21                              175
D TOTAL S A                      SPONSORED ADR    89151E10       145      2400 SH  SHARED      22           1600               800
D TOTAL S A                      SPONSORED ADR    89151E10       152      2520 SH  SHARED      23           2520                  
D TOTAL S A                      SPONSORED ADR    89151E10       427      7042 SH  SHR/OTHR    23                             7042
D TOWER GROUP INC                COM              89177710         0        22 SH  SHARED                     22                  
D TOWER GROUP INC                COM              89177710        15       658 SH  SHARED      02            658                  
D TOWER GROUP INC                COM              89177710     11754    498900 SH  SHARED      10         498900                  
D TOTAL SYS SVCS INC             COM              89190610     10641    648902 SH  SHARED                 648902                  
D TOTAL SYS SVCS INC             COM              89190610       256     15631 SH  SHARED      01          15612                19
D TOTAL SYS SVCS INC             COM              89190610       241     14705 SH  SHARED      02          14705                  
D TOTAL SYS SVCS INC             COM              89190610       317     19370 SH  SHARED      06          13954              5416
D TOTAL SYS SVCS INC             COM              89190610      1925    117390 SH  SHARED      10         117390                  
D TOTAL SYS SVCS INC             COM              89190610        95      5800 SH  SHARED      14                             5800
D TRACK DATA CORP                COM NEW          89191820         0        95 SH  SHARED                     95                  
D TOWERSTREAM CORP               COM              89200010         0       690 SH  SHARED                    690                  
D TOWERSTREAM CORP               COM              89200010         0        26 SH  SHARED      02             26                  
D TOWN SPORTS INTL HLDGS INC     COM              89214A10        23      3788 SH  SHARED                   3788                  
D TOWN SPORTS INTL HLDGS INC     COM              89214A10        86     14100 SH  SHARED      01           7400              6700
D TOWN SPORTS INTL HLDGS INC     COM              89214A10         0         9 SH  SHARED      02              9                  
D TOWN SPORTS INTL HLDGS INC     COM              89214A10       479     78600 SH  SHARED      10          78600                  
D TOWN SPORTS INTL HLDGS INC     COM              89214A10        13      2200 SH  SHARED      23           2200                  
D TOWN SPORTS INTL HLDGS INC     COM              89214A10        12      2100 SH  SHR/OTHR    23                             2100
D TOWNEBANK PORTSMOUTH VA        COM              89214P10       173      7908 SH  SHARED                   7908                  
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130       454      5295 SH  SHARED                   5295                  
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        12       150 SH  SHARED      01                              150
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130         8       100 SH  SHR/OTHR    01                              100
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        87      1014 SH  SHARED      02                             1014
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130       128      1500 SH  SHARED      23            500              1000
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        51       600 SH  SHR/OTHR    23                              600
D TORREYPINES THERAPEUTICS INC   COM              89235K10         0       643 SH  SHARED                    643                  
D TRACTOR SUPPLY CO              COM              89235610       182      4350 SH  SHARED                   4350                  
D TRACTOR SUPPLY CO              COM              89235610       482     11474 SH  SHARED      02          11450                24
D TRACTOR SUPPLY CO              COM              89235610       231      5500 SH  SHARED      10           4100              1400
D TRADESTATION GROUP INC         COM              89267P10       258     27617 SH  SHARED                  27617                  
D TRADESTATION GROUP INC         COM              89267P10       213     22834 SH  SHARED      02          22834                  
D TRAILER BRIDGE                 COM              89278210         0        90 SH  SHARED                     90                  
D TRAILER BRIDGE                 COM              89278210         5      1000 SH  SHARED      02                             1000
D TRANSACT TECHNOLOGIES INC      COM              89291810        15      1948 SH  SHARED                   1948                  
D TRANS-INDIA ACQUISITION CORP   COM              89323710      6232    811468 SH  SHARED                 811468                  
D TRANS-INDIA ACQUISITION CORP   *W EXP 02/08/201 89323711         2     25000 SH  SHARED                  25000                  
D TRANS LUX CORP                 COM              89324710         0        53 SH  SHARED                     53                  
D TRANS LUX CORP                 COM              89324710         0         5 SH  SHARED      02              5                  
D TRANS WORLD ENTMT CORP         COM              89336Q10         2      1044 SH  SHARED                   1044                  
D TRANSALTA CORP                 COM              89346D10     39507   1437683 SH  SHARED                1437683                  
D TRANSALTA CORP                 COM              89346D10        92      3382 SH  SHARED      01           3382                  
D TRANSALTA CORP                 COM              89346D10        49      1800 SH  SHARED      04           1800                  
D TRANSALTA CORP                 COM              89346D10       621     22600 SH  SHARED      06           1400             21200
D TRANSALTA CORP                 COM              89346D10       733     26700 SH  SHARED      10          26700                  
D TRANSATLANTIC HLDGS INC        COM              89352110       586     10790 SH  SHARED                  10790                  
D TRANSATLANTIC HLDGS INC        COM              89352110       107      1984 SH  SHARED      02           1949                35
D TRANSATLANTIC HLDGS INC        COM              89352110      2014     37073 SH  SHARED      10          37073                  
D TRANSATLANTIC HLDGS INC        COM              89352110        45       843 SH  SHARED      20            843                  
D TRANSATLANTIC HLDGS INC        COM              89352110       294      5424 SH  SHR/OTHR    20                             5424
D TRANSCAT INC                   COM              89352910         1       168 SH  SHARED                    168                  
D TRANSCANADA CORP               COM              89353D10      1446     40000 SH  SHARED                                    40000
D TRANSCANADA CORP               COM              89353D10     31490    871114 SH  SHARED                 871114                  
D TRANSCANADA CORP               COM              89353D10         4       121 SH  SHARED      01            121                  
D TRANSCANADA CORP               COM              89353D10        28       800 SH  SHARED      02            800                  
D TRANSCANADA CORP               COM              89353D10        39      1100 SH  SHARED      04           1100                  
D TRANSCANADA CORP               COM              89353D10        12       354 SH  SHARED      05            354                  
D TRANSCANADA CORP               COM              89353D10       489     13540 SH  SHARED      06           5420              8120
D TRANSCANADA CORP               COM              89353D10      1450     40114 SH  SHARED      10          40114                  
D TRANSCANADA CORP               COM              89353D10      1008     27900 SH  SHARED      11          27900                  
D TRANSCANADA CORP               COM              89353D10       277      7679 SH  SHARED      14                             7679
D TRANSCANADA CORP               COM              89353D10        12       333 SH  SHR/OTHR    23                              333
D TRANSCONTINENTAL RLTY INVS     COM NEW          89361720         0        37 SH  SHARED                     37                  
D TRANSDIGM GROUP INC            COM              89364110       268      7856 SH  SHARED                   7856                  
D TRANSDIGM GROUP INC            COM              89364110         0        18 SH  SHARED      02             18                  
D TRANSFORMA ACQUISITION GROUP   COM              89366E10      3178    406494 SH  SHARED                 406494                  
D TRANSMERIDIAN EXPL INC         COM              89376N10        19     63893 SH  SHARED                  63893                  
D TRANSMERIDIAN EXPL INC         COM              89376N10         4     14350 SH  SHARED      10          14350                  
D TRANSMETA CORP DEL             COM              89376R20         0        40 SH  SHARED                     40                  
D TRANSMETA CORP DEL             COM              89376R20        19      1206 SH  SHARED      02           1206                  
D TRANSMONTAIGNE PARTNERS L P    COM UNIT L P     89376V10      1906     90934 SH  SHARED                  90934                  
D TRANSMONTAIGNE PARTNERS L P    COM UNIT L P     89376V10        52      2500 SH  SHARED      02                             2500
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.625%12/1 893830AU      1512   1606000 PRN SHARED                1606000                  
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.625%12/1 893830AU       901    957000 PRN SHARED      02         957000                  
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.625%12/1 893830AU     12246  13000000 PRN SHARED      06       13000000                  
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.500%12/1 893830AV     29050  31714000 PRN SHARED               31714000                  
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.500%12/1 893830AV      5647   6165000 PRN SHARED      02        6165000                  
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.500%12/1 893830AV     24732  27000000 PRN SHARED      04       27000000                  
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.500%12/1 893830AV       916   1000000 PRN SHARED      06        1000000                  
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.500%12/1 893830AW     11527  12738000 PRN SHARED               12738000                  
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.500%12/1 893830AW      4745   5244000 PRN SHARED      02        5239000              5000
D TRANSOCEAN SEDCO FOREX INC     NOTE  1.500%12/1 893830AW     10814  11950000 PRN SHARED      06       11950000                  
D TRANS1 INC                     COM              89385X10         0         6 SH  SHARED      02              6                  
D TRANSPORTADORA DE GAS SUR      SPON ADR B       89387020         0       151 SH  SHARED                    151                  
D TRANSCEND SERVICES INC         COM NEW          89392920        12      1184 SH  SHARED                   1184                  
D TRANSCEND SERVICES INC         COM NEW          89392920        12      1200 SH  SHARED      02           1200                  
D TRANSWITCH CORP                COM              89406510        77    144369 SH  SHARED                 127869             16500
D TRAVELERS COMPANIES INC        COM              89417E10     61024   1350096 SH  SHARED                1340696              9400
D TRAVELERS COMPANIES INC        COM              89417E10      3471     76802 SH  SHARED      01          75366              1436
D TRAVELERS COMPANIES INC        COM              89417E10         8       183 SH  SHR/OTHR    01                              183
D TRAVELERS COMPANIES INC        COM              89417E10      6925    153222 SH  SHARED      02         144312              8910
D TRAVELERS COMPANIES INC        COM              89417E10      1365     30200 SH  SHARED      04          30200                  
D TRAVELERS COMPANIES INC        COM              89417E10        14       310 SH  SHARED      05            310                  
D TRAVELERS COMPANIES INC        COM              89417E10     25465    563388 SH  SHARED      06         326816            236572
D TRAVELERS COMPANIES INC        COM              89417E10     66282   1466421 SH  SHARED      10        1466421                  
D TRAVELERS COMPANIES INC        COM              89417E10       834     18468 SH  SHARED      14                            18468
D TRAVELERS COMPANIES INC        COM              89417E10         0        21 SH  SHARED      20                               21
D TRAVELERS COMPANIES INC        COM              89417E10        15       340 SH  SHARED      21                              340
D TRAVELERS COMPANIES INC        COM              89417E10         1        41 SH  SHARED      23             41                  
D TRAVELERS COMPANIES INC        COM              89417E10        70      1560 SH  SHR/OTHR    23                             1560
D TRAVELCENTERS OF AMERICA LLC   COM              89417410         1       369 SH  SHARED                    369                  
D TRAVELZOO INC                  COM              89421Q10         2       272 SH  SHARED                    272                  
D TRAVELZOO INC                  COM              89421Q10         6       809 SH  SHARED      02            809                  
D TREDEGAR CORP                  COM              89465010       385     21679 SH  SHARED                  21679                  
D TREDEGAR CORP                  COM              89465010       106      5991 SH  SHARED      02           5991                  
D TREDEGAR CORP                  COM              89465010       325     18300 SH  SHARED      10          18300                  
D TREDEGAR CORP                  COM              89465010        35      2000 SH  SHARED      23                             2000
D TREE COM INC                   COM              89467510         8      1767 SH  SHARED                   1767                  
D TREE COM INC                   COM              89467510         1       211 SH  SHARED      01            211                  
D TREE COM INC                   COM              89467510        22      4655 SH  SHARED      02           4445               210
D TREE COM INC                   COM              89467510         1       302 SH  SHARED      10            302                  
D TREE COM INC                   COM              89467510         0       196 SH  SHARED      14                              196
D TREE COM INC                   COM              89467510         0         5 SH  SHARED      20                                5
D TREE COM INC                   COM              89467510         0        17 SH  SHR/OTHR    20                               17
D TREE COM INC                   COM              89467510         0         1 SH  SHARED      23                                1
D TREEHOUSE FOODS INC            COM              89469A10         2        82 SH  SHARED                     82                  
D TREEHOUSE FOODS INC            COM              89469A10       490     16500 SH  SHARED      01          16500                  
D TREEHOUSE FOODS INC            COM              89469A10       787     26500 SH  SHR/OTHR    01                            26500
D TREEHOUSE FOODS INC            COM              89469A10       466     15717 SH  SHARED      02          15717                  
D TREEHOUSE FOODS INC            COM              89469A10       484     16300 SH  SHARED      10          16300                  
D TREEHOUSE FOODS INC            COM              89469A10        79      2686 SH  SHARED      21           1220              1466
D TREMISIS ENERGY ACQ CORP II    COM              89472N10       149     20998 SH  SHARED                  20998                  
D TREMISIS ENERGY ACQ CORP II    *W EXP 12/05/201 89472N11         5     20998 SH  SHARED                  20998                  
D TREX INC                       COM              89531P10        31      1720 SH  SHARED                   1720                  
D TREX INC                       COM              89531P10       166      9208 SH  SHARED      02           9208                  
D TREX INC                       COM              89531P10       134      7400 SH  SHARED      10           7400                  
D TRI CONTL CORP                 COM              89543610       393     26947 SH  SHARED                  26947                  
D TRI CONTL CORP                 COM              89543610        15      1040 SH  SHARED      01           1040                  
D TRI CONTL CORP                 COM              89543610         2       189 SH  SHARED      02                              189
D TRI CONTL CORP                 COM              89543610        90      6163 SH  SHR/OTHR    23                             6163
D TRI S SEC CORP                 COM              89557810         0        86 SH  SHARED                     86                  
D TRI S SEC CORP                 COM              89557810         8      7500 SH  SHARED      02                             7500
D TRI VY CORP                    COM              89573510       336     53000 SH  SHARED                  53000                  
D TRI VY CORP                    COM              89573510        56      8900 SH  SHARED      01           8900                  
D TRIAN ACQUISITION I CORP       COM              89582E10      5972    674821 SH  SHARED                 674821                  
D TRIAN ACQUISITION I CORP       COM              89582E10      6999    790937 SH  SHARED      02         745400             45537
D TRIAN ACQUISITION I CORP       *W EXP 01/23/201 89582E11       116    363746 SH  SHARED                 363746                  
D TRIAN ACQUISITION I CORP       *W EXP 01/23/201 89582E11       184    576868 SH  SHARED      02         566868             10000
D TRIAN ACQUISITION I CORP       UNIT 99/99/9999  89582E20       653     71370 SH  SHARED                  71370                  
D TRIAN ACQUISITION I CORP       UNIT 99/99/9999  89582E20       366     40000 SH  SHARED      01                            40000
D TRIAN ACQUISITION I CORP       UNIT 99/99/9999  89582E20       183     20000 SH  SHARED      22          20000                  
D TRIDENT MICROSYSTEMS INC       COM              89591910         0        55 SH  SHARED                     55                  
D TRIDENT MICROSYSTEMS INC       COM              89591910         3      1474 SH  SHARED      02             34              1440
D TRIAD GTY INC                  COM              89592510         3      2215 SH  SHARED                   2215                  
D TRIARC COS INC                 CL A             89592710      1136    216006 SH  SHARED      01          65131            150875
D TRIARC COS INC                 CL A             89592710       914    173949 SH  SHARED      10         173949                  
D TRIARC COS INC                 CL B SER 1       89592730        10      1620 SH  SHARED                   1620                  
D TRIARC COS INC                 CL B SER 1       89592730        32      4776 SH  SHARED      21                             4776
D TRIBUNE CO NEW                 SB DB EXCH2%29   89604730       126    370129 PRN SHARED                 370129                  
D TRICO BANCSHARES               COM              89609510         1        47 SH  SHARED                     47                  
D TRICO MARINE SERVICES INC      NOTE  3.000% 1/1 896106AQ      3677   5065000 PRN SHARED      02        5065000                  
D TRICO MARINE SERVICES INC      COM NEW          89610620      1316     77075 SH  SHARED                  77075                  
D TRICO MARINE SERVICES INC      COM NEW          89610620       175     10300 SH  SHARED      01          10300                  
D TRICO MARINE SERVICES INC      COM NEW          89610620       283     16600 SH  SHR/OTHR    01                            16600
D TRICO MARINE SERVICES INC      COM NEW          89610620        99      5800 SH  SHARED      02           5800                  
D TRICO MARINE SERVICES INC      COM NEW          89610620       475     27835 SH  SHARED      10          27835                  
D TRIMAS CORP                    COM NEW          89621520         1       155 SH  SHARED                    155                  
D TRIMAS CORP                    COM NEW          89621520        11      1700 SH  SHARED      01           1700                  
D TRIMAS CORP                    COM NEW          89621520         0         8 SH  SHARED      02              8                  
D TRIMAS CORP                    COM NEW          89621520        32      4900 SH  SHARED      10           4900                  
D TRIMBLE NAVIGATION LTD         COM              89623910       191      7401 SH  SHARED                   7401                  
D TRIMBLE NAVIGATION LTD         COM              89623910       995     38500 SH  SHARED      01                            38500
D TRIMBLE NAVIGATION LTD         COM              89623910       402     15572 SH  SHARED      02          15572                  
D TRIMBLE NAVIGATION LTD         COM              89623910     17584    680000 SH  SHARED      04         680000                  
D TRIMBLE NAVIGATION LTD         COM              89623910       242      9383 SH  SHARED      10           9383                  
D TRIMERIS INC                   COM              89626310        22      5770 SH  SHARED                   5770                  
D TRIMERIS INC                   COM              89626310         4      1043 SH  SHARED      02           1043                  
D TRINA SOLAR LIMITED            NOTE  4.000% 7/1 89628EAA       810    905000 PRN SHARED                 905000                  
D TRINA SOLAR LIMITED            SPON ADR         89628E10      1562     68096 SH  SHARED                  59796              8300
D TRINA SOLAR LIMITED            SPON ADR         89628E10         2       100 SH  SHARED      02            100                  
D TRINA SOLAR LIMITED            SPON ADR         89628E10        79      3443 SH  SHARED      04           3443                  
D TRINA SOLAR LIMITED            SPON ADR         89628E10         0        31 SH  SHARED      20             31                  
D TRINITY BIOTECH PLC            SPON ADR NEW     89643830         0         1 SH  SHARED                      1                  
D TRINITY BIOTECH PLC            SPON ADR NEW     89643830         2      1000 SH  SHARED      02                             1000
D TRINITY INDS INC               NOTE  3.875% 6/0 896522AF       947   1307000 PRN SHARED      02        1307000                  
D TRINITY INDS INC               COM              89652210        65      2564 SH  SHARED                   2564                  
D TRINITY INDS INC               COM              89652210       674     26200 SH  SHARED      01                            26200
D TRINITY INDS INC               COM              89652210       884     34373 SH  SHARED      02          25873              8500
D TRINITY INDS INC               COM              89652210       825     32085 SH  SHARED      10          32085                  
D TRINITY INDS INC               COM              89652210         2        90 SH  SHARED      21                               90
D TRIO TECH INTL                 COM NEW          89671220         2       722 SH  SHARED                    722                  
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10        15      3292 SH  SHARED                   3292                  
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10        64     13500 SH  SHARED      01          13500                  
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10        81     17008 SH  SHARED      02          17004                 4
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10      1231    257141 SH  SHARED      10         257141                  
D TRIPLE-S MGMT CORP             CL B             89674910         0        54 SH  SHARED                     54                  
D TRIPLE-S MGMT CORP             CL B             89674910        55      3400 SH  SHARED      10           3400                  
D TRIPLECROWN ACQUISITION CORP   COM              89677G10     18310   2069034 SH  SHARED                2069034                  
D TRIPLECROWN ACQUISITION CORP   COM              89677G10       695     78600 SH  SHARED      02          78600                  
D TRIPLECROWN ACQUISITION CORP   *W EXP 10/22/201 89677G11       185    618730 SH  SHARED                 618730                  
D TRIPLECROWN ACQUISITION CORP   *W EXP 10/22/201 89677G11        84    283200 SH  SHARED      02         283200                  
D TRIUMPH GROUP INC NEW          NOTE  2.625%10/0 896818AB      6921   6700000 PRN SHARED                6700000                  
D TRIUMPH GROUP INC NEW          NOTE  2.625%10/0 896818AB         1      1000 PRN SHARED      02                             1000
D TRIUMPH GROUP INC NEW          COM              89681810       325      7131 SH  SHARED                   7131                  
D TRIUMPH GROUP INC NEW          COM              89681810        99      2175 SH  SHARED      01           2175                  
D TRIUMPH GROUP INC NEW          COM              89681810       344      7542 SH  SHARED      02           2005              5537
D TRIUMPH GROUP INC NEW          COM              89681810      5882    128700 SH  SHARED      10         128700                  
D TRONOX INC                     CL A             89705110         0      1536 SH  SHARED                   1536                  
D TRONOX INC                     COM CL B         89705120         1     11069 SH  SHARED                  11069                  
D TRONOX INC                     COM CL B         89705120         0       317 SH  SHARED      01             55               262
D TRONOX INC                     COM CL B         89705120         2     21058 SH  SHARED      10          21058                  
D TRUBION PHARMACEUTICALS INC    COM              89778N10         0       191 SH  SHARED                    191                  
D TRUE RELIGION APPAREL INC      COM              89784N10       363     14044 SH  SHARED                  14044                  
D TRUE RELIGION APPAREL INC      COM              89784N10        62      2400 SH  SHARED      01           2400                  
D TRUE RELIGION APPAREL INC      COM              89784N10        10       416 SH  SHARED      02            416                  
D TRUE RELIGION APPAREL INC      COM              89784N10      1098     42500 SH  SHARED      10          42500                  
D TRUEBLUE INC                   COM              89785X10         0        48 SH  SHARED                     48                  
D TRUEBLUE INC                   COM              89785X10        11       700 SH  SHARED      01            700                  
D TRUEBLUE INC                   COM              89785X10         0        25 SH  SHARED      02             25                  
D TRUEBLUE INC                   COM              89785X10       155      9600 SH  SHARED      10           9600                  
D TRUMP ENTMT RESORTS INC        COM              89816T10         3      3230 SH  SHARED                   3230                  
D TRUMP ENTMT RESORTS INC        COM              89816T10         0       270 SH  SHARED      02            270                  
D TRUSTCO BK CORP N Y            COM              89834910       369     31546 SH  SHARED                  31546                  
D TRUSTCO BK CORP N Y            COM              89834910        74      6342 SH  SHARED      02           6342                  
D TRUSTCO BK CORP N Y            COM              89834910       437     37400 SH  SHARED      10          29300              8100
D TRUSTMARK CORP                 COM              89840210      1003     48375 SH  SHARED                  48375                  
D TRUSTMARK CORP                 COM              89840210        71      3468 SH  SHARED      02           3392                76
D TRUSTMARK CORP                 COM              89840210       458     22100 SH  SHARED      10          22100                  
D TRX INC                        COM              89845210         0       231 SH  SHARED                    231                  
D TUESDAY MORNING CORP           COM NEW          89903550        37      8974 SH  SHARED                   8974                  
D TUESDAY MORNING CORP           COM NEW          89903550       114     27714 SH  SHARED      02          27714                  
D TUESDAY MORNING CORP           COM NEW          89903550        52     12800 SH  SHARED      10          12800                  
D TUFCO TECHNOLOGIES INC         COM              89904010         0        51 SH  SHARED                     51                  
D TUPPERWARE BRANDS CORP         COM              89989610      3442    124579 SH  SHARED                 124579                  
D TUPPERWARE BRANDS CORP         COM              89989610       609     22074 SH  SHARED      01           3674             18400
D TUPPERWARE BRANDS CORP         COM              89989610       134      4879 SH  SHARED      02           4835                44
D TUPPERWARE BRANDS CORP         COM              89989610      1598     57839 SH  SHARED      10          56239              1600
D TURBOCHEF TECHNOLOGIES INC     COM NEW          90000620         3       500 SH  SHARED      02            500                  
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120      7941    529781 SH  SHARED                 529781                  
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120        11       800 SH  SHARED      01            800                  
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120      1505    100438 SH  SHARED      02         100029               409
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120      3778    252100 SH  SHARED      10         252100                  
D TURKISH INVT FD INC            COM              90014510         2       200 SH  SHARED                    200                  
D TWEEN BRANDS INC               COM              90116610       650     66464 SH  SHARED                  66464                  
D TWEEN BRANDS INC               COM              90116610        54      5547 SH  SHARED      01           5547                  
D TWEEN BRANDS INC               COM              90116610         0        14 SH  SHARED      02             14                  
D 21ST CENTY HLDG CO             COM              90136Q10         4       913 SH  SHARED                    913                  
D TWIN DISC INC                  COM              90147610         2       148 SH  SHARED                    148                  
D TWIN DISC INC                  COM              90147610        15      1100 SH  SHARED      01           1100                  
D TWIN DISC INC                  COM              90147610         0         4 SH  SHARED      02              4                  
D TWIN DISC INC                  COM              90147610       192     14000 SH  SHARED      10          14000                  
D II VI INC                      COM              90210410        19       493 SH  SHARED                    493                  
D II VI INC                      COM              90210410        36       950 SH  SHARED      01            950                  
D II VI INC                      COM              90210410         0        13 SH  SHARED      02             13                  
D II VI INC                      COM              90210410       685     17742 SH  SHARED      10          17742                  
D 2020 CHINACAP ACQUIRCO INC     COM              90212G10       981    135614 SH  SHARED                 135614                  
D 2020 CHINACAP ACQUIRCO INC     COM              90212G10      2216    306200 SH  SHARED      02         306200                  
D 2020 CHINACAP ACQUIRCO INC     *W EXP 11/08/201 90212G11         4     23745 SH  SHARED                  23745                  
D 2020 CHINACAP ACQUIRCO INC     *W EXP 11/08/201 90212G11        68    340100 SH  SHARED      02         340100                  
D 2020 CHINACAP ACQUIRCO INC     UNIT 99/99/9999  90212G20       822    115800 SH  SHARED      02         115800                  
D TYLER TECHNOLOGIES INC         COM              90225210       272     17964 SH  SHARED                  17964                  
D TYLER TECHNOLOGIES INC         COM              90225210        15      1000 SH  SHARED      01           1000                  
D TYLER TECHNOLOGIES INC         COM              90225210        35      2308 SH  SHARED      02           2308                  
D TYLER TECHNOLOGIES INC         COM              90225210        70      4664 SH  SHARED      10           4664                  
D TYLER TECHNOLOGIES INC         COM              90225210        38      2542 SH  SHARED      21                             2542
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP      5857   6285000 PRN SHARED                6285000                  
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP      4526   4857000 PRN SHARED      02        4857000                  
D TYSON FOODS INC                CL A             90249410      4946    414311 SH  SHARED                 414311                  
D TYSON FOODS INC                CL A             90249410       525     44000 SH  SHARED      01          44000                  
D TYSON FOODS INC                CL A             90249410      3139    262958 SH  SHARED      02         131628            131330
D TYSON FOODS INC                CL A             90249410      1074     90000 SH  SHARED      04          90000                  
D TYSON FOODS INC                CL A             90249410      6224    521280 SH  SHARED      06         515600              5680
D TYSON FOODS INC                CL A             90249410      9855    825431 SH  SHARED      10         763431             62000
D TYSON FOODS INC                CL A             90249410      1281    107300 SH  SHARED      14                           107300
D UAL CORP                       NOTE  4.500% 6/3 902549AH      8034  19500000 PRN SHARED               19500000                  
D UAL CORP                       NOTE  4.500% 6/3 902549AH        92    225000 PRN SHARED      02         225000                  
D UAL CORP                       COM NEW          90254980      2102    239202 SH  SHARED                 239202                  
D UAL CORP                       COM NEW          90254980        29      3300 SH  SHARED      01           3300                  
D UAL CORP                       COM NEW          90254980       976    111080 SH  SHARED      02         111080                  
D UAL CORP                       COM NEW          90254980       777     88484 SH  SHARED      10          84084              4400
D UCBH HOLDINGS INC              COM              90262T30       691    107856 SH  SHARED                 107856                  
D UCBH HOLDINGS INC              COM              90262T30       129     20276 SH  SHARED      02          20276                  
D UCBH HOLDINGS INC              COM              90262T30       220     34364 SH  SHARED      10          34364                  
D UDR INC                        COM              90265310       364     13956 SH  SHARED                  13956                  
D UDR INC                        COM              90265310      1280     48975 SH  SHARED      01           4375             44600
D UDR INC                        COM              90265310       591     22612 SH  SHARED      02           2939             19673
D UDR INC                        COM              90265310      1677     64150 SH  SHARED      10          64150                  
D UDR INC                        COM              90265310     34093   1303750 SH  SHARED      11                          1303750
D UFP TECHNOLOGIES INC           COM              90267310        21      3197 SH  SHARED                   3197                  
D UGI CORP NEW                   COM              90268110        57      2248 SH  SHARED                   2248                  
D UGI CORP NEW                   COM              90268110        80      3125 SH  SHARED      01           3125                  
D UGI CORP NEW                   COM              90268110       528     20491 SH  SHARED      02          17006              3485
D UGI CORP NEW                   COM              90268110      1349     52361 SH  SHARED      10          46461              5900
D UGI CORP NEW                   COM              90268110         4       160 SH  SHARED      21                              160
D UIL HLDG CORP                  COM              90274810         0         9 SH  SHARED                      9                  
D UIL HLDG CORP                  COM              90274810        45      1331 SH  SHARED      02           1331                  
D UIL HLDG CORP                  COM              90274810       583     17007 SH  SHARED      10          17007                  
D UIL HLDG CORP                  COM              90274810       114      3332 SH  SHR/OTHR    23                             3332
D UMB FINL CORP                  COM              90278810       875     16665 SH  SHARED                  16665                  
D UMB FINL CORP                  COM              90278810        78      1500 SH  SHARED      01           1500                  
D UMB FINL CORP                  COM              90278810        81      1561 SH  SHARED      02           1561                  
D UMB FINL CORP                  COM              90278810      3371     64200 SH  SHARED      10          64200                  
D UST INC                        COM              90291110     96295   1447186 SH  SHARED                1447186                  
D UST INC                        COM              90291110      1924     28924 SH  SHARED      01          28924                  
D UST INC                        COM              90291110      1935     29087 SH  SHARED      02          26336              2751
D UST INC                        COM              90291110      1380     20750 SH  SHARED      06          15650              5100
D UST INC                        COM              90291110     84700   1272919 SH  SHARED      10        1272919                  
D UST INC                        COM              90291110       124      1875 SH  SHR/OTHR    23                             1875
D USA TRUCK INC                  COM              90292510         6       417 SH  SHARED                    417                  
D USA TRUCK INC                  COM              90292510        35      2200 SH  SHARED      02           2200                  
D U S GLOBAL INVS INC            CL A             90295210         9       967 SH  SHARED                    967                  
D US BANCORP DEL                 DBCV         2/0 902973AT         4      5000 PRN SHARED      02                             5000
D US BANCORP DEL                 COM NEW          90297330       136      3803 SH  SHARED                   3803                  
D US BANCORP DEL                 COM NEW          90297330    110201   3059456 SH  SHARED                2987556             71900
D US BANCORP DEL                 COM NEW          90297330     30029    833697 SH  SHARED      01         601379      900   231418
D US BANCORP DEL                 COM NEW          90297330      5245    145617 SH  SHR/OTHR    01                           145617
D US BANCORP DEL                 COM NEW          90297330      8986    249479 SH  SHARED      02         158641             90838
D US BANCORP DEL                 COM NEW          90297330      4453    123650 SH  SHARED      04         123650                  
D US BANCORP DEL                 COM NEW          90297330      7232    200805 SH  SHARED      05         200805                  
D US BANCORP DEL                 COM NEW          90297330     16058    445813 SH  SHARED      06         392220             53593
D US BANCORP DEL                 COM NEW          90297330    212174   5890476 SH  SHARED      10        5819419             71057
D US BANCORP DEL                 COM NEW          90297330       309      8599 SH  SHARED      14                             8599
D US BANCORP DEL                 COM NEW          90297330      6852    190255 SH  SHARED      20         141748      300    48207
D US BANCORP DEL                 COM NEW          90297330      2094     58162 SH  SHR/OTHR    20                            58162
D US BANCORP DEL                 COM NEW          90297330       388     10774 SH  SHARED      21           7757              3017
D US BANCORP DEL                 COM NEW          90297330      2043     56730 SH  SHARED      22          41330             15400
D US BANCORP DEL                 COM NEW          90297330       279      7755 SH  SHR/OTHR    22                             7755
D US BANCORP DEL                 COM NEW          90297330      6941    192700 SH  SHARED      23         170275             22425
D US BANCORP DEL                 COM NEW          90297330      7973    221357 SH  SHR/OTHR    23                           221357
D U M H PROPERTIES INC           COM              90300210         1       241 SH  SHARED                    241                  
D U M H PROPERTIES INC           COM              90300210         5       800 SH  SHARED      02                              800
D UQM TECHNOLOGIES INC           COM              90321310         1       693 SH  SHARED                    693                  
D URS CORP NEW                   COM              90323610        91      2494 SH  SHARED                   2494                  
D URS CORP NEW                   COM              90323610      1396     38075 SH  SHARED      01          11475             26600
D URS CORP NEW                   COM              90323610       618     16870 SH  SHARED      02          16631               239
D URS CORP NEW                   COM              90323610      1540     42000 SH  SHARED      04          42000                  
D URS CORP NEW                   COM              90323610     23342    636555 SH  SHARED      10         636555                  
D URS CORP NEW                   COM              90323610        50      1377 SH  SHARED      21                             1377
D USANA HEALTH SCIENCES INC      COM              90328M10       323      7881 SH  SHARED                   7881                  
D USANA HEALTH SCIENCES INC      COM              90328M10       269      6563 SH  SHARED      02           6489                74
D USA TECHNOLOGIES INC           COM NO PAR       90328S50         1       389 SH  SHARED                    389                  
D USF&G CORP                     NOTE         3/0 903290AD      1967   2006000 PRN SHARED                2006000                  
D U S G CORP                     COM NEW          90329340      3659    142938 SH  SHARED                 142938                  
D U S G CORP                     COM NEW          90329340       460     18000 SH  SHARED      01          18000                  
D U S G CORP                     COM NEW          90329340      1427     55769 SH  SHARED      02          48726              7043
D U S G CORP                     COM NEW          90329340       131      5120 SH  SHARED      10           5120                  
D U S G CORP                     COM NEW          90329340       640     25000 SH  SHARED      15                            25000
D USEC INC                       NOTE  3.000%10/0 90333EAC      5710  10071000 PRN SHARED               10071000                  
D USEC INC                       COM              90333E10       134     24800 SH  SHARED                  24800                  
D USEC INC                       COM              90333E10       103     19052 SH  SHARED                  19052                  
D USEC INC                       COM              90333E10        17      3264 SH  SHARED      02           1264              2000
D USEC INC                       COM              90333E10       189     35000 SH  SHARED      10          35000                  
D USEC INC                       COM              90333E10        18      3500 SH  SHARED      20                             3500
D U S CONCRETE INC               COM              90333L10         0        22 SH  SHARED      02             22                  
D U S CONCRETE INC               COM              90333L10        97     21900 SH  SHARED      10          21900                  
D U S HOME SYS INC               COM              90335C10         0       188 SH  SHARED                    188                  
D U S PHYSICAL THERAPY INC       COM              90337L10        13       755 SH  SHARED                    755                  
D U S PHYSICAL THERAPY INC       COM              90337L10         0         6 SH  SHARED      02              6                  
D U S GEOTHERMAL INC             COM              90338S10        52     29636 SH  SHARED                  29636                  
D U S GEOTHERMAL INC             COM              90338S10        48     27000 SH  SHARED      01          27000                  
D U S GEOTHERMAL INC             COM              90338S10         5      3000 SH  SHARED      02                             3000
D USA MOBILITY INC               COM              90341G10        33      3000 SH  SHARED                   3000                  
D USA MOBILITY INC               COM              90341G10        71      6500 SH  SHARED      01           6500                  
D USA MOBILITY INC               COM              90341G10         0        13 SH  SHARED      02             13                  
D USA MOBILITY INC               COM              90341G10      1035     94165 SH  SHARED      10          94165                  
D U S AIRWAYS GROUP INC          COM              90341W10      1496    248158 SH  SHARED                 248158                  
D U S AIRWAYS GROUP INC          COM              90341W10       295     49000 SH  SHARED      01          49000                  
D U S AIRWAYS GROUP INC          COM              90341W10        32      5365 SH  SHARED      02           5365                  
D U S AIRWAYS GROUP INC          COM              90341W10       348     57783 SH  SHARED      10          57783                  
D U S SHIPPING PARTNERS L P      COM UNIT         90341710         0       295 SH  SHARED                    295                  
D U.S. AUTO PARTS NETWORK INC    COM              90343C10         0       380 SH  SHARED                    380                  
D ULTA SALON COSMETCS & FRAG I   COM              90384S30         2       197 SH  SHARED                    197                  
D ULTA SALON COSMETCS & FRAG I   COM              90384S30         0        11 SH  SHARED      02             11                  
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10         0        16 SH  SHARED                     16                  
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10        24       889 SH  SHARED      02             14               875
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10      3666    135800 SH  SHARED      10         135800                  
D ULTRA CLEAN HLDGS INC          COM              90385V10        26      5226 SH  SHARED                   5226                  
D ULTRA CLEAN HLDGS INC          COM              90385V10         0        11 SH  SHARED      02             11                  
D ULTRALIFE CORP                 COM              90389910         6       879 SH  SHARED                    879                  
D ULTRALIFE CORP                 COM              90389910        18      2443 SH  SHARED      02           2443                  
D ULTRA PETROLEUM CORP           COM              90391410      1289     23308 SH  SHARED                  23308                  
D ULTRA PETROLEUM CORP           COM              90391410      1958     35388 SH  SHARED                  35388                  
D ULTRA PETROLEUM CORP           COM              90391410        60      1100 SH  SHARED      01                             1100
D ULTRA PETROLEUM CORP           COM              90391410       232      4200 SH  SHR/OTHR    01                             4200
D ULTRA PETROLEUM CORP           COM              90391410       745     13472 SH  SHARED      02            382             13090
D ULTRA PETROLEUM CORP           COM              90391410       686     12400 SH  SHARED      04          12400                  
D ULTRA PETROLEUM CORP           COM              90391410         5       100 SH  SHARED      05            100                  
D ULTRA PETROLEUM CORP           COM              90391410       164      2970 SH  SHARED      06           1600              1370
D ULTRA PETROLEUM CORP           COM              90391410     41885    756882 SH  SHARED      10         707170             49712
D ULTRA PETROLEUM CORP           COM              90391410        55      1000 SH  SHARED      21                             1000
D ULTRAPAR PARTICIPACOES S A     SP ADR REP PFD   90400P10       182      7291 SH  SHARED                   7291                  
D ULURU INC                      COM              90403T10         1      1325 SH  SHARED                   1325                  
D ULTRATECH INC                  COM              90403410        15      1322 SH  SHARED                   1322                  
D ULTRATECH INC                  COM              90403410        59      4900 SH  SHARED      01           4900                  
D ULTRATECH INC                  COM              90403410         1        94 SH  SHARED      02             94                  
D ULTRATECH INC                  COM              90403410       435     36000 SH  SHARED      10          36000                  
D UMPQUA HLDGS CORP              COM              90421410       530     36069 SH  SHARED                  36069                  
D UMPQUA HLDGS CORP              COM              90421410        60      4100 SH  SHARED      01           4100                  
D UMPQUA HLDGS CORP              COM              90421410       179     12229 SH  SHARED      02          12229                  
D UMPQUA HLDGS CORP              COM              90421410       420     28576 SH  SHARED      10          28576                  
D UNDER ARMOUR INC               CL A             90431110       151      4755 SH  SHARED                   4755                  
D UNDER ARMOUR INC               CL A             90431110       343     10800 SH  SHARED      01                            10800
D UNDER ARMOUR INC               CL A             90431110        26       825 SH  SHARED      02            825                  
D UNDER ARMOUR INC               CL A             90431110       317     10000 SH  SHARED      04          10000                  
D UNDER ARMOUR INC               CL A             90431110       166      5238 SH  SHARED      10           3938              1300
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10      5067     50210 SH  SHARED                                    50210
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10     25654    254207 SH  SHARED                 254207                  
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10      1503     14900 SH  SHARED      01          14900                  
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10       424      4211 SH  SHARED      02           4211                  
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10     27137    268900 SH  SHARED      04         268900                  
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10      3592     35600 SH  SHARED      06          20600             15000
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10     92402    915600 SH  SHARED      10         915600                  
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10      1120     11100 SH  SHARED      14                            11100
D UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E10        43       434 SH  SHARED      24            434                  
D UNICA CORP                     COM              90458310         1       200 SH  SHARED                    200                  
D UNICA CORP                     COM              90458310       509     65002 SH  SHARED      02              7             64995
D UNICO AMERN CORP               COM              90460710         0        83 SH  SHARED                     83                  
D UNIFI INC                      COM              90467710        19      4065 SH  SHARED                   4065                  
D UNIFI INC                      COM              90467710       113     23425 SH  SHARED      02          23425                  
D UNIFIRST CORP MASS             COM              90470810       136      3169 SH  SHARED                   3169                  
D UNIFIRST CORP MASS             COM              90470810        43      1008 SH  SHARED      02           1008                  
D UNIFIRST CORP MASS             COM              90470810      1022     23730 SH  SHARED      10          23730                  
D UNIFY CORP                     COM NEW          90474320         0       113 SH  SHARED                    113                  
D UNILEVER PLC                   SPON ADR NEW     90476770     11287    414813 SH  SHARED                 414813                  
D UNILEVER PLC                   SPON ADR NEW     90476770        87      3213 SH  SHARED      01                             3213
D UNILEVER PLC                   SPON ADR NEW     90476770        65      2421 SH  SHARED      02           2052               369
D UNILEVER N V                   N Y SHS NEW      90478470       310     11019 SH  SHARED                  11019                  
D UNILEVER N V                   N Y SHS NEW      90478470       536     19065 SH  SHARED      01          13965              5100
D UNILEVER N V                   N Y SHS NEW      90478470       236      8400 SH  SHR/OTHR    01                             8400
D UNILEVER N V                   N Y SHS NEW      90478470        89      3180 SH  SHARED      02           1200              1980
D UNILEVER N V                   N Y SHS NEW      90478470      1512     53700 SH  SHARED      10          53700                  
D UNILEVER N V                   N Y SHS NEW      90478470         3       137 SH  SHARED      20            137                  
D UNILEVER N V                   N Y SHS NEW      90478470      1230     43685 SH  SHR/OTHR    23                            43685
D UNION BANKSHARES CORP          COM              90539910         2       124 SH  SHARED                    124                  
D UNION BANKSHARES INC           COM              90540010         1        87 SH  SHARED                     87                  
D UNION BANKSHARES INC           COM              90540010        10       500 SH  SHR/OTHR    23                              500
D UNION DRILLING INC             COM              90653P10        36      3402 SH  SHARED                   3402                  
D UNION DRILLING INC             COM              90653P10         0         7 SH  SHARED      02              7                  
D UNION DRILLING INC             COM              90653P10        55      5200 SH  SHARED      10           5200                  
D UNION PAC CORP                 COM              90781810     45511    639572 SH  SHARED                 639572                  
D UNION PAC CORP                 COM              90781810      8520    119744 SH  SHARED      01          64238             55506
D UNION PAC CORP                 COM              90781810      3394     47700 SH  SHR/OTHR    01                            47700
D UNION PAC CORP                 COM              90781810    168404   2366564 SH  SHARED      02        2359847              6717
D UNION PAC CORP                 COM              90781810      5749     80800 SH  SHARED      04          80800                  
D UNION PAC CORP                 COM              90781810        13       190 SH  SHARED      05            190                  
D UNION PAC CORP                 COM              90781810      5095     71600 SH  SHARED      06          55900             15700
D UNION PAC CORP                 COM              90781810     27837    391195 SH  SHARED      10         390895               300
D UNION PAC CORP                 COM              90781810       773     10875 SH  SHARED      11          10875                  
D UNION PAC CORP                 COM              90781810       157      2213 SH  SHARED      14                             2213
D UNION PAC CORP                 COM              90781810       148      2090 SH  SHARED      20            550              1540
D UNION PAC CORP                 COM              90781810       148      2083 SH  SHARED      21            105              1978
D UNION PAC CORP                 COM              90781810       113      1600 SH  SHR/OTHR    21                             1600
D UNION PAC CORP                 COM              90781810       593      8340 SH  SHARED      22           7940               400
D UNION PAC CORP                 COM              90781810       170      2400 SH  SHR/OTHR    22                             2400
D UNION PAC CORP                 COM              90781810      2971     41760 SH  SHARED      23          37760              4000
D UNION PAC CORP                 COM              90781810      4081     57354 SH  SHR/OTHR    23                            57354
D UNION STREET ACQ CORP          COM              90853610      5083    650000 SH  SHARED                 650000                  
D UNION STREET ACQ CORP          *W EXP 02/05/201 90853611         4    415935 SH  SHARED                 415935                  
D UNIONBANCAL CORP               COM              90890610      2329     31786 SH  SHARED                  31786                  
D UNIONBANCAL CORP               COM              90890610        14       200 SH  SHARED      01            200                  
D UNIONBANCAL CORP               COM              90890610      3466     47301 SH  SHARED      02          47301                  
D UNIONBANCAL CORP               COM              90890610       124      1700 SH  SHARED      10           1700                  
D UNISOURCE ENERGY CORP          COM              90920510     32251   1104879 SH  SHARED                1104879                  
D UNISOURCE ENERGY CORP          COM              90920510       125      4300 SH  SHARED      01           4300                  
D UNISOURCE ENERGY CORP          COM              90920510       292     10009 SH  SHARED      02          10009                  
D UNISOURCE ENERGY CORP          COM              90920510       545     18687 SH  SHARED      10          18687                  
D UNISYS CORP                    COM              90921410      1500    545702 SH  SHARED                 545702                  
D UNISYS CORP                    COM              90921410        85     31000 SH  SHARED      01          31000                  
D UNISYS CORP                    COM              90921410       170     61870 SH  SHARED      02          61870                  
D UNISYS CORP                    COM              90921410        84     30600 SH  SHARED      06          30600                  
D UNISYS CORP                    COM              90921410       459    166988 SH  SHARED      10         166988                  
D UNIT CORP                      COM              90921810       574     11532 SH  SHARED                  11532                  
D UNIT CORP                      COM              90921810       581     11682 SH  SHARED      02          11682                  
D UNIT CORP                      COM              90921810       508     10215 SH  SHARED      10           9415               800
D UNITED AMER INDEMNITY LTD      CL A             90933T10        28      1988 SH  SHARED                   1988                  
D UNITED AMER INDEMNITY LTD      CL A             90933T10       175     12200 SH  SHARED      10          12200                  
D UNITED AMERN HEALTHCARE CORP   COM              90934C10         0       193 SH  SHARED                    193                  
D UNITED AUTO GROUP INC          NOTE  3.500% 4/0 909440AH      5985   7000000 PRN SHARED                7000000                  
D UNITED CMNTY FINL CORP OHIO    COM              90983910         0        10 SH  SHARED                     10                  
D UNITED CMNTY FINL CORP OHIO    COM              90983910        18      3614 SH  SHARED      02           3614                  
D UNITED CMNTY BANCORP           COM              90984H10         0        95 SH  SHARED                     95                  
D UNITED CMNTY BKS BLAIRSVLE G   CAP STK          90984P10       810     61107 SH  SHARED                  61107                  
D UNITED CMNTY BKS BLAIRSVLE G   CAP STK          90984P10        65      4937 SH  SHARED      01           4937                  
D UNITED CMNTY BKS BLAIRSVLE G   CAP STK          90984P10        54      4098 SH  SHARED      02           4098                  
D UNITED CMNTY BKS BLAIRSVLE G   CAP STK          90984P10       221     16731 SH  SHARED      10          16731                  
D UNITED BANKSHARES INC WEST V   COM              90990710       934     26694 SH  SHARED                  26694                  
D UNITED BANKSHARES INC WEST V   COM              90990710        92      2641 SH  SHARED      02           2641                  
D UNITED BANKSHARES INC WEST V   COM              90990710      1033     29535 SH  SHARED      10          29535                  
D UNITED BANKSHARES INC WEST V   COM              90990710        46      1327 SH  SHARED      21                             1327
D UNITED BANCORP INC OHIO        COM              90991110         1       121 SH  SHARED                    121                  
D UNITED CAPITAL CORP            COM              90991210         0        25 SH  SHARED                     25                  
D UNITED DOMINION REALTY TR IN   NOTE  4.000%12/1 910197AK     20012  19005008 PRN SHARED               19005008                  
D UNITED FINANCIAL BANCORP INC   COM              91030T10         2       196 SH  SHARED                    196                  
D UNITED FINANCIAL BANCORP INC   COM              91030T10        47      3200 SH  SHARED      10           3200                  
D UNITED FIRE & CAS CO           COM              91033110         1        40 SH  SHARED                     40                  
D UNITED FIRE & CAS CO           COM              91033110        42      1502 SH  SHARED      02           1502                  
D UNITED FIRE & CAS CO           COM              91033110     15475    541290 SH  SHARED      10         541290                  
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D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340         1       709 SH  SHARED      02                              709
D UNITED NAT FOODS INC           COM              91116310       121      4872 SH  SHARED                   4872                  
D UNITED NAT FOODS INC           COM              91116310       123      4936 SH  SHARED      02           4676               260
D UNITED NAT FOODS INC           COM              91116310       184      7400 SH  SHARED      10           7400                  
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D UNITED ONLINE INC              COM              91126810        83      8850 SH  SHARED      01           4150              4700
D UNITED ONLINE INC              COM              91126810       162     17244 SH  SHARED      02          17244                  
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D UNITED ONLINE INC              COM              91126810       971    103200 SH  SHARED      10         103200                  
D UNITED ONLINE INC              COM              91126810        20      2142 SH  SHARED      20           2142                  
D UNITED PANAM FINANCIAL CP      COM              91130110         1       272 SH  SHARED                    272                  
D UNITED PARCEL SERVICE INC      CL B             91131210     88814   1412213 SH  SHARED                1412213                  
D UNITED PARCEL SERVICE INC      CL B             91131210      6276     99800 SH  SHARED      01          98800              1000
D UNITED PARCEL SERVICE INC      CL B             91131210     26953    428576 SH  SHARED      02         424240              4336
D UNITED PARCEL SERVICE INC      CL B             91131210        56       900 SH  SHARED      04            900                  
D UNITED PARCEL SERVICE INC      CL B             91131210        19       310 SH  SHARED      05            310                  
D UNITED PARCEL SERVICE INC      CL B             91131210      8335    132544 SH  SHARED      06         103994             28550
D UNITED PARCEL SERVICE INC      CL B             91131210     31054    493796 SH  SHARED      10         482296             11500
D UNITED PARCEL SERVICE INC      CL B             91131210      1114     17718 SH  SHARED      14                            17718
D UNITED PARCEL SERVICE INC      CL B             91131210        91      1450 SH  SHARED      20                             1450
D UNITED PARCEL SERVICE INC      CL B             91131210        31       500 SH  SHARED      21                              500
D UNITED PARCEL SERVICE INC      CL B             91131210        50       800 SH  SHR/OTHR    21                              800
D UNITED PARCEL SERVICE INC      CL B             91131210        18       300 SH  SHARED      22            300                  
D UNITED PARCEL SERVICE INC      CL B             91131210       111      1765 SH  SHARED      23           1765                  
D UNITED PARCEL SERVICE INC      CL B             91131210       207      3300 SH  SHR/OTHR    23                             3300
D UNITED REFINING ENERGY CORP    COM              91136010      5507    606539 SH  SHARED                 606539                  
D UNITED REFINING ENERGY CORP    *W EXP 12/11/201 91136011        37    185960 SH  SHARED                 185960                  
D UNITED RENTALS INC             COM              91136310       936     61428 SH  SHARED                   8628             52800
D UNITED RENTALS INC             COM              91136310      1536    100812 SH  SHARED      01          83812             17000
D UNITED RENTALS INC             COM              91136310       222     14593 SH  SHARED      02          14453               140
D UNITED RENTALS INC             COM              91136310     28803   1890000 SH  SHARED      10        1630228            259772
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D UNITED SEC BANCSHARES INC      SHS              91145910         2       161 SH  SHARED                    161                  
D UNITED SECURITY BANCSHARES C   COM              91146010       326     19961 SH  SHARED                  19961                  
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D UNITED STATES CELLULAR CORP    COM              91168410       126      2687 SH  SHARED      02           2601                86
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D UNITED STATES CELLULAR CORP    COM              91168410      1280     27300 SH  SHARED      10          21100              6200
D UNITED STATES CELLULAR CORP    COM              91168410        59      1260 SH  SHARED      21                             1260
D UNITED STATES CELLULAR CORP    COM              91168410        93      2000 SH  SHARED      23                             2000
D U S ENERGY CORP WYO            COM              91180510        98     37857 SH  SHARED                  37857                  
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D UNITED STATES NATL GAS FUND    UNIT             91231810      3181     95482 SH  SHARED      02          49839             45643
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D UNITED STATES OIL FUND LP      UNITS            91232N10        26       320 SH  SHARED      04            320                  
D U STORE IT TR                  COM              91274F10      2817    229659 SH  SHARED                 229659                  
D U STORE IT TR                  COM              91274F10       261     21300 SH  SHARED      01          21300                  
D U STORE IT TR                  COM              91274F10        51      4228 SH  SHARED      02           3528               700
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D UNITED STATES STL CORP NEW     COM              91290910      8207    105757 SH  SHARED                  93457             12300
D UNITED STATES STL CORP NEW     COM              91290910      1631     21025 SH  SHARED      01          20090               935
D UNITED STATES STL CORP NEW     COM              91290910        40       525 SH  SHR/OTHR    01                              525
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D UNITED STATES STL CORP NEW     COM              91290910      3150     40600 SH  SHARED      04          40600                  
D UNITED STATES STL CORP NEW     COM              91290910         5        70 SH  SHARED      05             70                  
D UNITED STATES STL CORP NEW     COM              91290910      6330     81570 SH  SHARED      06          77750              3820
D UNITED STATES STL CORP NEW     COM              91290910     57489    740754 SH  SHARED      10         686047             54707
D UNITED STATES STL CORP NEW     COM              91290910       209      2700 SH  SHARED      14                             2700
D UNITED STATES STL CORP NEW     COM              91290910        23       300 SH  SHARED      20            300                  
D UNITED STATES STL CORP NEW     COM              91290910         6        85 SH  SHR/OTHR    21                               85
D UNITED STATES STL CORP NEW     COM              91290910        79      1025 SH  SHR/OTHR    23                             1025
D UNITED STATIONERS INC          COM              91300410        17       359 SH  SHARED                    359                  
D UNITED STATIONERS INC          COM              91300410       426      8922 SH  SHARED      02           8922                  
D UNITED STATIONERS INC          COM              91300410      1052     22000 SH  SHARED      10          22000                  
D UNITED TECHNOLOGIES CORP       COM              91301710      4131     68786 SH  SHARED                   8842             59944
D UNITED TECHNOLOGIES CORP       COM              91301710     76958   1281353 SH  SHARED                1209567             71786
D UNITED TECHNOLOGIES CORP       COM              91301710     28015    466456 SH  SHARED      01         277029      800   188627
D UNITED TECHNOLOGIES CORP       COM              91301710      7443    123935 SH  SHR/OTHR    01                           123935
D UNITED TECHNOLOGIES CORP       COM              91301710      5006     83365 SH  SHARED      02          52190             31175
D UNITED TECHNOLOGIES CORP       COM              91301710       243      4053 SH  SHARED      04                             4053
D UNITED TECHNOLOGIES CORP       COM              91301710     17151    285579 SH  SHARED      04         285579                  
D UNITED TECHNOLOGIES CORP       COM              91301710     25136    418530 SH  SHARED      05         418530                  
D UNITED TECHNOLOGIES CORP       COM              91301710     14896    248020 SH  SHARED      06         121515            126505
D UNITED TECHNOLOGIES CORP       COM              91301710    226011   3763100 SH  SHARED      10        3739370             23730
D UNITED TECHNOLOGIES CORP       COM              91301710       743     12373 SH  SHARED      14                            12373
D UNITED TECHNOLOGIES CORP       COM              91301710      1972     32840 SH  SHARED      15                            32840
D UNITED TECHNOLOGIES CORP       COM              91301710       474      7908 SH  SHARED      19                             7908
D UNITED TECHNOLOGIES CORP       COM              91301710      9189    153001 SH  SHARED      20          89397      125    63479
D UNITED TECHNOLOGIES CORP       COM              91301710      2738     45590 SH  SHR/OTHR    20                            45590
D UNITED TECHNOLOGIES CORP       COM              91301710       907     15114 SH  SHARED      21          11274              3840
D UNITED TECHNOLOGIES CORP       COM              91301710       129      2150 SH  SHR/OTHR    21                             2150
D UNITED TECHNOLOGIES CORP       COM              91301710      2557     42581 SH  SHARED      22          33363              9218
D UNITED TECHNOLOGIES CORP       COM              91301710       915     15246 SH  SHR/OTHR    22                            15246
D UNITED TECHNOLOGIES CORP       COM              91301710      6839    113882 SH  SHARED      23          98517             15365
D UNITED TECHNOLOGIES CORP       COM              91301710     12359    205788 SH  SHR/OTHR    23                           205788
D UNITED THERAPEUTICS CORP DEL   NOTE  0.500%10/1 91307CAD      2882   2000000 PRN SHARED                2000000                  
D UNITED THERAPEUTICS CORP DEL   COM              91307C10     44426    422426 SH  SHARED                 422426                  
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       757      7200 SH  SHARED      01                             7200
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       156      1489 SH  SHARED      02           1114               375
D UNITED THERAPEUTICS CORP DEL   COM              91307C10      7946     75558 SH  SHARED      04          75558                  
D UNITED THERAPEUTICS CORP DEL   COM              91307C10      4049     38500 SH  SHARED      10          38100               400
D UNITED THERAPEUTICS CORP DEL   COM              91307C10        30       287 SH  SHARED      21            287                  
D UNITED WESTN BANCORP INC       COM              91320110        10       872 SH  SHARED                    872                  
D UNITEDHEALTH GROUP INC         COM              91324P10       351     13835 SH  SHARED                                    13835
D UNITEDHEALTH GROUP INC         COM              91324P10     50163   1975716 SH  SHARED                1975266               450
D UNITEDHEALTH GROUP INC         COM              91324P10      4737    186576 SH  SHARED      01         181576              5000
D UNITEDHEALTH GROUP INC         COM              91324P10        38      1500 SH  SHR/OTHR    01                             1500
D UNITEDHEALTH GROUP INC         COM              91324P10      1703     67075 SH  SHARED      02          45344             21731
D UNITEDHEALTH GROUP INC         COM              91324P10       175      6910 SH  SHARED      04                             6910
D UNITEDHEALTH GROUP INC         COM              91324P10      1699     66950 SH  SHARED      04          66950                  
D UNITEDHEALTH GROUP INC         COM              91324P10        14       580 SH  SHARED      05            580                  
D UNITEDHEALTH GROUP INC         COM              91324P10      4706    185373 SH  SHARED      06         146193             39180
D UNITEDHEALTH GROUP INC         COM              91324P10    286773  11294748 SH  SHARED      10       11294748                  
D UNITEDHEALTH GROUP INC         COM              91324P10       406     16009 SH  SHARED      14                            16009
D UNITEDHEALTH GROUP INC         COM              91324P10       404     15930 SH  SHARED      15                            15930
D UNITEDHEALTH GROUP INC         COM              91324P10       165      6500 SH  SHARED      19                             6500
D UNITEDHEALTH GROUP INC         COM              91324P10       551     21724 SH  SHARED      20           3160             18564
D UNITEDHEALTH GROUP INC         COM              91324P10        55      2200 SH  SHR/OTHR    20                             2200
D UNITEDHEALTH GROUP INC         COM              91324P10       173      6835 SH  SHARED      21           6835                  
D UNITEDHEALTH GROUP INC         COM              91324P10        16       650 SH  SHR/OTHR    22                              650
D UNITEDHEALTH GROUP INC         COM              91324P10       101      4000 SH  SHARED      23           4000                  
D UNITIL CORP                    COM              91325910         6       251 SH  SHARED                    251                  
D UNITIL CORP                    COM              91325910        41      1600 SH  SHARED      02           1600                  
D UNITRIN INC                    COM              91327510       581     23301 SH  SHARED                  23301                  
D UNITRIN INC                    COM              91327510       384     15400 SH  SHARED      01                            15400
D UNITRIN INC                    COM              91327510        46      1875 SH  SHARED      02            875              1000
D UNITRIN INC                    COM              91327510        77      3100 SH  SHARED      10           3100                  
D UNITRIN INC                    COM              91327510         6       280 SH  SHARED      21                              280
D UNITY BANCORP INC              COM              91329010         0       138 SH  SHARED                    138                  
D UNIVERSAL AMERICAN CORP        COM              91337710        12      1002 SH  SHARED                   1002                  
D UNIVERSAL AMERICAN CORP        COM              91337710       149     12300 SH  SHARED      01          12300                  
D UNIVERSAL AMERICAN CORP        COM              91337710         1       101 SH  SHARED      02            101                  
D UNIVERSAL AMERICAN CORP        COM              91337710       225     18500 SH  SHARED      10          18500                  
D UNIVERSAL CORP VA              COM              91345610     11026    224622 SH  SHARED                 224622                  
D UNIVERSAL CORP VA              COM              91345610       431      8800 SH  SHARED      01                             8800
D UNIVERSAL CORP VA              COM              91345610        58      1198 SH  SHARED      02           1198                  
D UNIVERSAL CORP VA              COM              91345610       220      4500 SH  SHARED      06           4500                  
D UNIVERSAL CORP VA              COM              91345610        98      2000 SH  SHARED      10           2000                  
D UNIVERSAL DISPLAY CORP         COM              91347P10         0        38 SH  SHARED                     38                  
D UNIVERSAL DISPLAY CORP         COM              91347P10        16      1550 SH  SHARED      01           1550                  
D UNIVERSAL DISPLAY CORP         COM              91347P10        14      1300 SH  SHR/OTHR    01                             1300
D UNIVERSAL DISPLAY CORP         COM              91347P10       115     10507 SH  SHARED      02          10507                  
D UNIVERSAL DISPLAY CORP         COM              91347P10        27      2520 SH  SHARED      10           2520                  
D UNIVERSAL ELECTRS INC          COM              91348310         0         4 SH  SHARED                      4                  
D UNIVERSAL ELECTRS INC          COM              91348310         0         7 SH  SHARED      02              7                  
D UNIVERSAL FST PRODS INC        COM              91354310       315      9048 SH  SHARED                   9048                  
D UNIVERSAL FST PRODS INC        COM              91354310         0         9 SH  SHARED      02              9                  
D UNIVERSAL FST PRODS INC        COM              91354310       209      6000 SH  SHARED      10           6000                  
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10       109      2808 SH  SHARED                   2808                  
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10        23       606 SH  SHARED      02            606                  
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10       353      9100 SH  SHARED      10           6900              2200
D UNIVERSAL INS HLDGS INC        COM              91359V10         2       641 SH  SHARED                    641                  
D UNIVERSAL INS HLDGS INC        COM              91359V10        15      4500 SH  SHARED      02           4500                  
D UNIVERSAL POWER GROUP INC      COM              91378810         0        78 SH  SHARED                     78                  
D UNIVERSAL SEC INSTRS INC       COM NEW          91382130         0        58 SH  SHARED                     58                  
D UNIVERSAL STAINLESS & ALLOY    COM              91383710        18       713 SH  SHARED                    713                  
D UNIVERSAL STAINLESS & ALLOY    COM              91383710        45      1800 SH  SHARED      01           1800                  
D UNIVERSAL STAINLESS & ALLOY    COM              91383710         0        22 SH  SHARED      02             22                  
D UNIVERSAL STAINLESS & ALLOY    COM              91383710       355     13900 SH  SHARED      10          13900                  
D UNIVERSAL TRUCKLOAD SVCS INC   COM              91388P10         1        65 SH  SHARED      01             65                  
D UNIVERSAL TRUCKLOAD SVCS INC   COM              91388P10         0         3 SH  SHARED      02              3                  
D UNIVERSAL HLTH SVCS INC        CL B             91390310      4914     87705 SH  SHARED                  80905              6800
D UNIVERSAL HLTH SVCS INC        CL B             91390310      1064     19000 SH  SHARED      01           2700             16300
D UNIVERSAL HLTH SVCS INC        CL B             91390310       882     15753 SH  SHARED      02          15543               210
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D UNIVERSAL TECHNICAL INST INC   COM              91391510         1        98 SH  SHARED                     98                  
D UNIVERSAL TECHNICAL INST INC   COM              91391510       350     20573 SH  SHARED      01          20573                  
D UNIVERSAL TECHNICAL INST INC   COM              91391510         1        82 SH  SHARED      02             12                70
D UNIVERSITY BANCORP INC MICH    COM              91409010         0        37 SH  SHARED                     37                  
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D UNIVEST CORP PA                COM              91527110        92      2500 SH  SHARED      02                             2500
D UNIVEST CORP PA                COM              91527110       162      4400 SH  SHARED      10           4400                  
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D UNUM GROUP                     COM              91529Y10       963     38400 SH  SHARED      01          38400                  
D UNUM GROUP                     COM              91529Y10       779     31073 SH  SHARED      02          28078              2995
D UNUM GROUP                     COM              91529Y10      1327     52870 SH  SHARED      06          40750             12120
D UNUM GROUP                     COM              91529Y10     14211    566195 SH  SHARED      10         555695             10500
D UNUM GROUP                     COM              91529Y10        86      3437 SH  SHARED      14                             3437
D UNUM GROUP                     COM              91529Y10       231      9240 SH  SHARED      21           9240                  
D UR ENERGY INC                  COM              91688R10       807   1281494 SH  SHARED                1281494                  
D UR ENERGY INC                  COM              91688R10         2      4500 SH  SHARED      02           4500                  
D URANERZ ENERGY CORPORATION     COM              91688T10         1      1568 SH  SHARED                   1568                  
D URANIUM ENERGY CORP            COM              91689610         0       910 SH  SHARED                    910                  
D URANIUM RES INC                COM PAR $0.001   91690150         1       968 SH  SHARED                    968                  
D URANIUM RES INC                COM PAR $0.001   91690150         0        50 SH  SHARED      01             50                  
D URANIUM RES INC                COM PAR $0.001   91690150        84     50000 SH  SHR/OTHR    01                            50000
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D URANIUM RES INC                COM PAR $0.001   91690150      2382   1409546 SH  SHARED      10        1409546                  
D URBAN OUTFITTERS INC           COM              91704710       976     30631 SH  SHARED                  30631                  
D URBAN OUTFITTERS INC           COM              91704710      1250     39235 SH  SHARED      01             60             39175
D URBAN OUTFITTERS INC           COM              91704710       190      5975 SH  SHR/OTHR    01                             5975
D URBAN OUTFITTERS INC           COM              91704710      1031     32367 SH  SHARED      02          27367              5000
D URBAN OUTFITTERS INC           COM              91704710       318     10000 SH  SHARED      04          10000                  
D URBAN OUTFITTERS INC           COM              91704710     42145   1322429 SH  SHARED      10        1322429                  
D URBAN OUTFITTERS INC           COM              91704710        19       600 SH  SHARED      14                              600
D URBAN OUTFITTERS INC           COM              91704710         1        55 SH  SHARED      20             55                  
D URBAN OUTFITTERS INC           COM              91704710        40      1260 SH  SHARED      21           1260                  
D UROLOGIX INC                   COM              91727310         0       341 SH  SHARED                    341                  
D UROPLASTY INC                  COM NEW          91727720         0       308 SH  SHARED                    308                  
D UROPLASTY INC                  COM NEW          91727720         0         6 SH  SHARED      02              6                  
D URSTADT BIDDLE PPTYS INS       COM              91728610        40      2388 SH  SHARED                   2388                  
D URSTADT BIDDLE PPTYS INS       CL A             91728620       123      6613 SH  SHARED                   6613                  
D URSTADT BIDDLE PPTYS INS       CL A             91728620         1        55 SH  SHR/OTHR    01                               55
D URSTADT BIDDLE PPTYS INS       CL A             91728620       251     13411 SH  SHARED      02          13411                  
D URSTADT BIDDLE PPTYS INS       CL A             91728620       300     16000 SH  SHARED      10          12000              4000
D US DATAWORKS INC               COM NEW          91729G30         0       767 SH  SHARED                    767                  
D UTAH MED PRODS INC             COM              91748810        19       718 SH  SHARED                    718                  
D UTAH MED PRODS INC             COM              91748810        11       400 SH  SHARED      20            400                  
D UTEK CORP                      COM              91759P10         2       279 SH  SHARED                    279                  
D UTEK CORP                      COM              91759P10         0        84 SH  SHARED      02             84                  
D UTILITIES HOLDRS TR            DEPOSITRY RCPT   91801910       560      5200 SH  SHARED      02           5100               100
D UTSTARCOM INC                  COM              91807610       186     55400 SH  SHARED                  55400                  
D UTSTARCOM INC                  COM              91807610         9      2862 SH  SHARED      02           2862                  
D UTSTARCOM INC                  COM              91807610       116     34500 SH  SHARED      10          34500                  
D VCA ANTECH INC                 COM              91819410        18       626 SH  SHARED                    626                  
D VCA ANTECH INC                 COM              91819410       766     26000 SH  SHARED      01                            26000
D VCA ANTECH INC                 COM              91819410        28       955 SH  SHARED      02            955                  
D VCA ANTECH INC                 COM              91819410       768     26089 SH  SHARED      06          26089                  
D VCA ANTECH INC                 COM              91819410       103      3500 SH  SHARED      10           3500                  
D V F CORP                       COM              91820410       564      7303 SH  SHARED                   6489               814
D V F CORP                       COM              91820410      8795    113767 SH  SHARED                 113767                  
D V F CORP                       COM              91820410     10852    140373 SH  SHARED      01         102468             37905
D V F CORP                       COM              91820410      1213     15703 SH  SHR/OTHR    01                            15703
D V F CORP                       COM              91820410       417      5405 SH  SHARED      02           5405                  
D V F CORP                       COM              91820410       210      2729 SH  SHARED      04                             2729
D V F CORP                       COM              91820410         3        50 SH  SHARED      05             50                  
D V F CORP                       COM              91820410       930     12030 SH  SHARED      06           9350              2680
D V F CORP                       COM              91820410      4529     58592 SH  SHARED      10          56772              1820
D V F CORP                       COM              91820410       247      3200 SH  SHARED      14                             3200
D V F CORP                       COM              91820410      1278     16537 SH  SHARED      19                            16537
D V F CORP                       COM              91820410      3455     44697 SH  SHARED      20          35412      100     9185
D V F CORP                       COM              91820410       622      8055 SH  SHR/OTHR    20                             8055
D V F CORP                       COM              91820410        69       905 SH  SHARED      21            675               230
D V F CORP                       COM              91820410         7       100 SH  SHR/OTHR    21                              100
D V F CORP                       COM              91820410       280      3625 SH  SHARED      22           1900              1725
D V F CORP                       COM              91820410        86      1125 SH  SHR/OTHR    22                             1125
D V F CORP                       COM              91820410      1036     13405 SH  SHARED      23          12905               500
D V F CORP                       COM              91820410       880     11395 SH  SHR/OTHR    23                            11395
D VCG HLDG CORP                  COM              91821K10         1       310 SH  SHARED                    310                  
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         0         2 SH  SHARED      02              2                  
D VAALCO ENERGY INC              COM NEW          91851C20       302     44249 SH  SHARED                  44249                  
D VAALCO ENERGY INC              COM NEW          91851C20        87     12800 SH  SHARED      01          12800                  
D VAALCO ENERGY INC              COM NEW          91851C20        11      1716 SH  SHARED      02           1716                  
D VAALCO ENERGY INC              COM NEW          91851C20       159     23300 SH  SHARED      10          23300                  
D VAIL RESORTS INC               COM              91879Q10       362     10377 SH  SHARED                  10377                  
D VAIL RESORTS INC               COM              91879Q10        32       917 SH  SHARED      02            917                  
D VAIL RESORTS INC               COM              91879Q10       102      2943 SH  SHARED      10           2943                  
D VAIL RESORTS INC               COM              91879Q10         5       164 SH  SHARED      20            164                  
D VALASSIS COMMUNICATIONS INC    COM              91886610       999    115432 SH  SHARED                 115432                  
D VALASSIS COMMUNICATIONS INC    COM              91886610       130     15100 SH  SHARED      01                            15100
D VALASSIS COMMUNICATIONS INC    COM              91886610        79      9168 SH  SHARED      02           9168                  
D VALASSIS COMMUNICATIONS INC    COM              91886610        99     11500 SH  SHARED      10          11500                  
D VALASSIS COMMUNICATIONS INC    COM              91886610        38      4415 SH  SHARED      21           4415                  
D VALHI INC NEW                  COM              91890510         3       198 SH  SHARED                    198                  
D VALHI INC NEW                  COM              91890510         9       500 SH  SHARED      20            500                  
D VALENCE TECHNOLOGY INC         COM              91891410       482    139987 SH  SHARED                 139987                  
D VALENCE TECHNOLOGY INC         COM              91891410        73     21330 SH  SHARED      02          21330                  
D VALEANT PHARMACEUTICALS INTL   NOTE  4.000%11/1 91911XAD       468    500000 PRN SHARED      02         500000                  
D VALEANT PHARMACEUTICALS INTL   COM              91911X10        12       628 SH  SHARED                    628                  
D VALEANT PHARMACEUTICALS INTL   COM              91911X10       593     29000 SH  SHARED      01                            29000
D VALEANT PHARMACEUTICALS INTL   COM              91911X10       280     13713 SH  SHARED      02          13713                  
D VALEANT PHARMACEUTICALS INTL   COM              91911X10       317     15500 SH  SHARED      10          15500                  
D VALE CAP LTD                   NT RIO CV VALE   91912C20     48120   1268001 SH  SHARED                1268001                  
D VALE CAP LTD                   NT RIO CV VALE   91912C20      3425     90257 SH  SHARED      02          90235                22
D VALE CAP LTD                   NT RIO CV VALE   91912C20      2466     65000 SH  SHARED      06          65000                  
D VALE CAP LTD                   NT RIO P VALE    91912C30     18274    475000 SH  SHARED                 475000                  
D VALERO ENERGY CORP NEW         COM              91913Y10       930     30698 SH  SHARED                   3028             27670
D VALERO ENERGY CORP NEW         COM              91913Y10     44685   1474768 SH  SHARED                1474768                  
D VALERO ENERGY CORP NEW         COM              91913Y10      2494     82320 SH  SHARED      01          64220             18100
D VALERO ENERGY CORP NEW         COM              91913Y10       172      5700 SH  SHR/OTHR    01                             5700
D VALERO ENERGY CORP NEW         COM              91913Y10      5079    167651 SH  SHARED      02         105040             62611
D VALERO ENERGY CORP NEW         COM              91913Y10        26       890 SH  SHARED      04                              890
D VALERO ENERGY CORP NEW         COM              91913Y10      5515    182040 SH  SHARED      04         182040                  
D VALERO ENERGY CORP NEW         COM              91913Y10      3039    100320 SH  SHARED      05         100320                  
D VALERO ENERGY CORP NEW         COM              91913Y10      3075    101511 SH  SHARED      06          84561             16950
D VALERO ENERGY CORP NEW         COM              91913Y10     78084   2577039 SH  SHARED      10        2577039                  
D VALERO ENERGY CORP NEW         COM              91913Y10       264      8718 SH  SHARED      14                             8718
D VALERO ENERGY CORP NEW         COM              91913Y10       136      4505 SH  SHARED      20           4000               505
D VALERO ENERGY CORP NEW         COM              91913Y10        15       500 SH  SHR/OTHR    20                              500
D VALERO ENERGY CORP NEW         COM              91913Y10        15       500 SH  SHR/OTHR    21                              500
D VALERO ENERGY CORP NEW         COM              91913Y10       395     13050 SH  SHARED      22           8550              4500
D VALERO ENERGY CORP NEW         COM              91913Y10        49      1650 SH  SHR/OTHR    22                             1650
D VALERO ENERGY CORP NEW         COM              91913Y10        60      1995 SH  SHARED      23           1995                  
D VALERO ENERGY CORP NEW         COM              91913Y10       365     12050 SH  SHR/OTHR    23                            12050
D VALLEY FINL CORP VA            COM              91962910         0        79 SH  SHARED                     79                  
D VALLEY NATL BANCORP            COM              91979410      1257     59978 SH  SHARED                  59978                  
D VALLEY NATL BANCORP            COM              91979410        18       859 SH  SHARED      01            859                  
D VALLEY NATL BANCORP            COM              91979410       207      9891 SH  SHARED      02           6064              3827
D VALLEY NATL BANCORP            COM              91979410       204      9744 SH  SHARED      10           9744                  
D VALLEY NATL BANCORP            *W EXP 06/30/201 91979412         0        21 SH  SHARED                     21                  
D VALMONT INDS INC               COM              92025310        28       340 SH  SHARED                                      340
D VALMONT INDS INC               COM              92025310         1        16 SH  SHARED                     16                  
D VALMONT INDS INC               COM              92025310        41       501 SH  SHARED      02            301               200
D VALMONT INDS INC               COM              92025310     26867    324919 SH  SHARED      04         324919                  
D VALMONT INDS INC               COM              92025310     28270    341889 SH  SHARED      05         341889                  
D VALMONT INDS INC               COM              92025310      1842     22280 SH  SHARED      06                            22280
D VALMONT INDS INC               COM              92025310       170      2062 SH  SHARED      10           2062                  
D VALPEY FISHER CORP             COM              92034410         0        67 SH  SHARED                     67                  
D VALSPAR CORP                   COM              92035510       140      6313 SH  SHARED                   6313                  
D VALSPAR CORP                   COM              92035510      1055     47334 SH  SHARED      01          14334             33000
D VALSPAR CORP                   COM              92035510       116      5218 SH  SHARED      02           5205                13
D VALSPAR CORP                   COM              92035510        55      2500 SH  SHARED      10           2500                  
D VALUE LINE INC                 COM              92043710         8       243 SH  SHARED                    243                  
D VALUE LINE INC                 COM              92043710         0         3 SH  SHARED      02              3                  
D VALUECLICK INC                 COM              92046N10       926     90598 SH  SHARED                  90598                  
D VALUECLICK INC                 COM              92046N10       310     30400 SH  SHARED      01           2400             28000
D VALUECLICK INC                 COM              92046N10         3       329 SH  SHR/OTHR    01                              329
D VALUECLICK INC                 COM              92046N10        14      1424 SH  SHARED      02           1424                  
D VALUECLICK INC                 COM              92046N10       276     27000 SH  SHARED      04          27000                  
D VALUECLICK INC                 COM              92046N10       384     37600 SH  SHARED      10          37600                  
D VALUERICH INC                  COM              92046V10         0        42 SH  SHARED                     42                  
D VALUEVISION MEDIA INC          CL A             92047K10        10      5409 SH  SHARED                   5409                  
D VAN KAMPEN TR INVT GRADE MUN   COM              92092910        58      5000 SH  SHARED      02                             5000
D VAN KAMPEN SENIOR INCOME TR    COM              92096110         4      1000 SH  SHR/OTHR    01                             1000
D VAN KAMPEN CALIF VALUE MUN I   COM              92112B10         3       295 SH  SHARED      20                              295
D VAN KAMPEN ADVANTAGE MUN II    SH BEN INT       92112K10        69      7000 SH  SHARED      02                             7000
D VANCEINFO TECHNOLOGIES INC     ADR              92156410      5878    807500 SH  SHARED      10         807500                  
D VANDA PHARMACEUTICALS INC      COM              92165910         0       603 SH  SHARED                    603                  
D VANDA PHARMACEUTICALS INC      COM              92165910         1      1183 SH  SHARED      02           1183                  
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783       328      4342 SH  SHARED      02                             4342
D VANGUARD TAX-MANAGED FD        EUROPE PAC ETF   92194385        28       800 SH  SHARED                    800                  
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640     11826    281847 SH  SHARED      10         281847                  
D VANGUARD WORLD FDS             CONSUM DIS ETF   92204A10        13       295 SH  SHARED      02                              295
D VANGUARD WORLD FDS             CONSUM STP ETF   92204A20        47       698 SH  SHARED      02                              698
D VANGUARD WORLD FDS             ENERGY ETF       92204A30      1800     19310 SH  SHARED      02          19100               210
D VANGUARD WORLD FDS             HEALTH CAR ETF   92204A50        33       615 SH  SHARED      02                              615
D VANGUARD WORLD FDS             INDUSTRIAL ETF   92204A60        18       315 SH  SHARED      02                              315
D VANGUARD WORLD FDS             INF TECH ETF     92204A70        42       923 SH  SHARED      02                              923
D VANGUARD WORLD FDS             MATERIALS ETF    92204A80         6       100 SH  SHARED                    100                  
D VANGUARD WORLD FDS             MATERIALS ETF    92204A80        16       235 SH  SHARED      02                              235
D VANGUARD WORLD FDS             UTILITIES ETF    92204A87        13       199 SH  SHARED      02                              199
D VANGUARD INTL EQUITY INDEX F   ALLWRLD EX US    92204277        23       554 SH  SHARED                    554                  
D VANGUARD INTL EQUITY INDEX F   ALLWRLD EX US    92204277        89      2100 SH  SHARED      02                             2100
D VANGUARD INTL EQUITY INDEX F   EMR MKT ETF      92204285        27       800 SH  SHARED                    800                  
D VANGUARD INTL EQUITY INDEX F   EMR MKT ETF      92204285       139      4012 SH  SHARED      02                             4012
D VANGUARD INTL EQUITY INDEX F   EMR MKT ETF      92204285       284      8200 SH  SHARED      23           8200                  
D VANGUARD INTL EQUITY INDEX F   PACIFIC ETF      92204286        23       450 SH  SHARED      02                              450
D VANGUARD INTL EQUITY INDEX F   PACIFIC ETF      92204286       123      2391 SH  SHARED      23           2391                  
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287       304      5711 SH  SHARED      02                             5711
D VANGUARD NATURAL RESOURCES L   COM UNIT         92205F10      2147    182940 SH  SHARED                 182940                  
D VARIAN MED SYS INC             COM              92220P10      8235    144152 SH  SHARED                 144152                  
D VARIAN MED SYS INC             COM              92220P10       711     12450 SH  SHARED      01          12450                  
D VARIAN MED SYS INC             COM              92220P10       745     13050 SH  SHARED      02          11894              1156
D VARIAN MED SYS INC             COM              92220P10        85      1500 SH  SHARED      04           1500                  
D VARIAN MED SYS INC             COM              92220P10       956     16740 SH  SHARED      06          13700              3040
D VARIAN MED SYS INC             COM              92220P10      3804     66599 SH  SHARED      10          66499               100
D VARIAN MED SYS INC             COM              92220P10       179      3139 SH  SHARED      21                             3139
D VARIAN INC                     COM              92220610       290      6783 SH  SHARED                   6783                  
D VARIAN INC                     COM              92220610       424      9900 SH  SHARED      01            600              9300
D VARIAN INC                     COM              92220610       182      4244 SH  SHARED      02           4244                  
D VARIAN INC                     COM              92220610       273      6370 SH  SHARED      10           6370                  
D VARIAN INC                     COM              92220610         0        19 SH  SHARED      20             19                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710       214      8546 SH  SHARED                   8546                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710       361     14375 SH  SHARED      01          14375                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710       271     10825 SH  SHARED      02          10825                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710      5078    202160 SH  SHARED      10         202160                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710        45      1822 SH  SHARED      21                             1822
D VASCO DATA SEC INTL INC        COM              92230Y10        39      3765 SH  SHARED                   3765                  
D VASCO DATA SEC INTL INC        COM              92230Y10        50      4900 SH  SHARED      01           4900                  
D VASCO DATA SEC INTL INC        COM              92230Y10         0        15 SH  SHARED      02             15                  
D VASCO DATA SEC INTL INC        COM              92230Y10       126     12200 SH  SHARED      10          12200                  
D VASCULAR SOLUTIONS INC         COM              92231M10         3       510 SH  SHARED                    510                  
D VASCULAR SOLUTIONS INC         COM              92231M10        32      4400 SH  SHARED      02           4400                  
D VECTREN CORP                   COM              92240G10       990     35575 SH  SHARED                  35575                  
D VECTREN CORP                   COM              92240G10       701     25200 SH  SHARED      01           1800             23400
D VECTREN CORP                   COM              92240G10       208      7476 SH  SHARED      02           6976               500
D VECTREN CORP                   COM              92240G10     13245    475600 SH  SHARED      10         475600                  
D VECTREN CORP                   COM              92240G10       323     11602 SH  SHARED      21           7000              4602
D VECTOR GROUP LTD               NOTE  5.000%11/1 92240MAH     13932  10775000 PRN SHARED               10775000                  
D VECTOR GROUP LTD               DBCV  5.750% 6/1 92240MAL      3584   3200000 PRN SHARED                3200000                  
D VECTOR GROUP LTD               COM              92240M10        98      5560 SH  SHARED                   5560                  
D VECTOR GROUP LTD               COM              92240M10       219     12437 SH  SHARED      02          12437                  
D VECTOR GROUP LTD               COM              92240M10     29737   1683917 SH  SHARED      10        1683917                  
D VECTOR GROUP LTD               COM              92240M10       275     15577 SH  SHARED      22          15577                  
D VAUGHAN FOODS INC              COM              92241M10         0        60 SH  SHARED                     60                  
D VEECO INSTRS INC DEL           COM              92241710        34      2300 SH  SHARED                   2300                  
D VEECO INSTRS INC DEL           COM              92241710        32      2222 SH  SHARED                   2222                  
D VEECO INSTRS INC DEL           COM              92241710         0        18 SH  SHARED      02             18                  
D VEECO INSTRS INC DEL           COM              92241710       467     31600 SH  SHARED      10          31600                  
D VELOCITY ASSET MGMT INC        COM              92257E10         0       126 SH  SHARED                    126                  
D VELOCITY ASSET MGMT INC        COM              92257E10         0         2 SH  SHARED      02              2                  
D VELOCITY EXPRESS CORP          COM PAR NEW      92257T70         0        61 SH  SHARED                     61                  
D VENOCO INC                     COM              92275P30         6       479 SH  SHARED                    479                  
D VENOCO INC                     COM              92275P30       135     10400 SH  SHARED      01          10400                  
D VENOCO INC                     COM              92275P30         0        11 SH  SHARED      02             11                  
D VENOCO INC                     COM              92275P30        15      1158 SH  SHARED      10           1158                  
D VENTAS INC                     COM              92276F10         2        56 SH  SHARED                     56                  
D VENTAS INC                     COM              92276F10     42641    862839 SH  SHARED                 769822             93017
D VENTAS INC                     COM              92276F10      1733     35075 SH  SHARED      01          35075                  
D VENTAS INC                     COM              92276F10       165      3357 SH  SHARED      02           3357                  
D VENTAS INC                     COM              92276F10         4       100 SH  SHARED      06            100                  
D VENTAS INC                     COM              92276F10     56300   1139217 SH  SHARED      10        1139217                  
D VENTAS INC                     COM              92276F10    309842   6269568 SH  SHARED      11        2985309           3284259
D VENTAS INC                     COM              92276F10        14       300 SH  SHARED      14                              300
D VENTAS INC                     COM              92276F10         8       181 SH  SHARED      20            181                  
D VANGUARD INDEX FDS             MCAP GR IDXVIP   92290853        23       500 SH  SHARED      02                              500
D VANGUARD INDEX FDS             REIT ETF         92290855       139      2300 SH  SHARED      02                             2300
D VANGUARD INDEX FDS             SML CP GRW ETF   92290859       257      4350 SH  SHARED      02                             4350
D VANGUARD INDEX FDS             SM CP VAL ETF    92290861        11       200 SH  SHARED      02                              200
D VANGUARD INDEX FDS             LARGE CAP ETF    92290863       160      3050 SH  SHARED      02                             3050
D VANGUARD INDEX FDS             GROWTH ETF       92290873        93      1800 SH  SHARED      02                             1800
D VANGUARD INDEX FDS             VALUE ETF        92290874        52      1000 SH  SHARED      02                             1000
D VANGUARD INDEX FDS             STK MRK ETF      92290876      2839     48650 SH  SHR/OTHR    23                            48650
D VERAZ NETWORKS INC             COM              92335910         0       347 SH  SHARED                    347                  
D VERASUN ENERGY CORP            COM              92336G10        31      9917 SH  SHARED                   9917                  
D VERASUN ENERGY CORP            COM              92336G10       109     35100 SH  SHARED      01          35100                  
D VERASUN ENERGY CORP            COM              92336G10         1       499 SH  SHARED      02            324               175
D VERASUN ENERGY CORP            COM              92336G10        77     24919 SH  SHARED      10          24919                  
D VERENIUM CORPORATION           NOTE  5.500% 4/0 92340PAA       862   2500000 PRN SHARED                2500000                  
D VERENIUM CORPORATION           COM              92340P10         1      1424 SH  SHARED                   1424                  
D VERENIUM CORPORATION           COM              92340P10        27     29652 SH  SHARED      02          29652                  
D VERICHIP CORP                  COM              92342V10         0        85 SH  SHARED                     85                  
D VERIFONE HLDGS INC             COM              92342Y10         1        96 SH  SHARED                     96                  
D VERIFONE HLDGS INC             COM              92342Y10        18      1090 SH  SHARED      01                             1090
D VERIFONE HLDGS INC             COM              92342Y10       164      9939 SH  SHARED      02           8039              1900
D VERIFONE HLDGS INC             COM              92342Y10       147      8922 SH  SHARED      10           8922                  
D VERISIGN INC                   SDCV  3.250% 8/1 92343EAD     10407  11500000 PRN SHARED      04       11500000                  
D VERISIGN INC                   COM              92343E10      1682     64523 SH  SHARED                  62023              2500
D VERISIGN INC                   COM              92343E10       839     32175 SH  SHARED      01          32175                  
D VERISIGN INC                   COM              92343E10      7638    292875 SH  SHARED      02         280499             12376
D VERISIGN INC                   COM              92343E10      3406    130630 SH  SHARED      04         130630                  
D VERISIGN INC                   COM              92343E10         5       200 SH  SHARED      05            200                  
D VERISIGN INC                   COM              92343E10      2301     88240 SH  SHARED      06          25200             63040
D VERISIGN INC                   COM              92343E10     10627    407510 SH  SHARED      10         407510                  
D VERISIGN INC                   COM              92343E10       652     25000 SH  SHARED      14                            25000
D VERIZON COMMUNICATIONS INC     COM              92343V10      4069    126800 SH  SHARED                 100750             26050
D VERIZON COMMUNICATIONS INC     COM              92343V10        16       500 SH  SHR/OTHR                                    500
D VERIZON COMMUNICATIONS INC     COM              92343V10    185587   5783341 SH  SHARED                5655941            127400
D VERIZON COMMUNICATIONS INC     COM              92343V10     22010    685890 SH  SHARED      01         556290            129600
D VERIZON COMMUNICATIONS INC     COM              92343V10      1678     52303 SH  SHR/OTHR    01                            52303
D VERIZON COMMUNICATIONS INC     COM              92343V10      7226    225208 SH  SHARED      02         159899             65309
D VERIZON COMMUNICATIONS INC     COM              92343V10        28       900 SH  SHARED      04                              900
D VERIZON COMMUNICATIONS INC     COM              92343V10     27791    866050 SH  SHARED      04         866050                  
D VERIZON COMMUNICATIONS INC     COM              92343V10        42      1330 SH  SHARED      05           1330                  
D VERIZON COMMUNICATIONS INC     COM              92343V10     12989    404783 SH  SHARED      06         317343             87440
D VERIZON COMMUNICATIONS INC     COM              92343V10    268551   8368712 SH  SHARED      10        8051160            317552
D VERIZON COMMUNICATIONS INC     COM              92343V10      1050     32746 SH  SHARED      14                            32746
D VERIZON COMMUNICATIONS INC     COM              92343V10      2033     63378 SH  SHARED      20          51054      125    12199
D VERIZON COMMUNICATIONS INC     COM              92343V10       171      5356 SH  SHR/OTHR    20                             5356
D VERIZON COMMUNICATIONS INC     COM              92343V10       266      8299 SH  SHARED      21           7919               380
D VERIZON COMMUNICATIONS INC     COM              92343V10      1188     37050 SH  SHARED      22          23602             13448
D VERIZON COMMUNICATIONS INC     COM              92343V10       134      4200 SH  SHR/OTHR    22                             4200
D VERIZON COMMUNICATIONS INC     COM              92343V10      2315     72148 SH  SHARED      23          59740             12408
D VERIZON COMMUNICATIONS INC     COM              92343V10      4479    139581 SH  SHR/OTHR    23                           139581
D VERMILLION INC                 COM NEW          92407M20         0        86 SH  SHARED                     86                  
D VERMONT PURE HLDGS LTD NEW     COM              92423710         0       279 SH  SHARED                    279                  
D VERSANT CORP                   COM NEW          92528430         4       229 SH  SHARED                    229                  
D VERSAR INC                     COM              92529710         8      1978 SH  SHARED                   1978                  
D VERSO PAPER CORP               COM              92531L10        23      9000 SH  SHARED      01                             9000
D VERSO PAPER CORP               COM              92531L10         0         7 SH  SHARED      02              7                  
D VERTEX PHARMACEUTICALS INC     NOTE  4.750% 2/1 92532FAM      1097    728000 PRN SHARED                 728000                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10       829     24964 SH  SHARED                  24964                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10      2076     62458 SH  SHARED      01          15058             47400
D VERTEX PHARMACEUTICALS INC     COM              92532F10       347     10441 SH  SHARED      02          10441                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10     10025    301600 SH  SHARED      04         301600                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10        23       700 SH  SHARED      06                              700
D VERTEX PHARMACEUTICALS INC     COM              92532F10      1083     32600 SH  SHARED      10          32600                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10         9       300 SH  SHARED      14                              300
D VESTIN RLTY MTG II INC         COM NEW          92549X20         1       398 SH  SHARED                    398                  
D VESTIN REALTY MORTGAGE I INC   COM              92549010         0       167 SH  SHARED                    167                  
D VIAD CORP                      COM NEW          92552R40       288     10010 SH  SHARED                  10010                  
D VIAD CORP                      COM NEW          92552R40        20       699 SH  SHARED      01            699                  
D VIAD CORP                      COM NEW          92552R40         5       203 SH  SHARED      02            203                  
D VIAD CORP                      COM NEW          92552R40       365     12700 SH  SHARED      10          12700                  
D VIASAT INC                     COM              92552V10        76      3238 SH  SHARED                   3238                  
D VIASAT INC                     COM              92552V10        33      1400 SH  SHARED      01           1400                  
D VIASAT INC                     COM              92552V10         0        17 SH  SHARED      02             17                  
D VIASAT INC                     COM              92552V10       110      4700 SH  SHARED      10           4700                  
D VIACOM INC NEW                 CL A             92553P10         8       347 SH  SHARED      01            347                  
D VIACOM INC NEW                 CL A             92553P10        11       475 SH  SHARED      02                              475
D VIACOM INC NEW                 CL B             92553P20     44551   1793520 SH  SHARED                1793520                  
D VIACOM INC NEW                 CL B             92553P20      2173     87507 SH  SHARED      01          86079              1428
D VIACOM INC NEW                 CL B             92553P20         6       250 SH  SHR/OTHR    01                              250
D VIACOM INC NEW                 CL B             92553P20      1116     44944 SH  SHARED      02          40282              4662
D VIACOM INC NEW                 CL B             92553P20      1338     53900 SH  SHARED      04          53900                  
D VIACOM INC NEW                 CL B             92553P20         7       295 SH  SHARED      05            295                  
D VIACOM INC NEW                 CL B             92553P20      2268     91343 SH  SHARED      06          71633             19710
D VIACOM INC NEW                 CL B             92553P20      7574    304934 SH  SHARED      10         304934                  
D VIACOM INC NEW                 CL B             92553P20      1922     77400 SH  SHARED      14                            77400
D VIACOM INC NEW                 CL B             92553P20       337     13575 SH  SHARED      15                            13575
D VIACOM INC NEW                 CL B             92553P20       141      5700 SH  SHARED      19                             5700
D VIACOM INC NEW                 CL B             92553P20        10       425 SH  SHARED      20                              425
D VIACOM INC NEW                 CL B             92553P20       131      5310 SH  SHARED      21           5310                  
D VIACOM INC NEW                 CL B             92553P20       194      7812 SH  SHARED      22           7812                  
D VIACOM INC NEW                 CL B             92553P20         4       175 SH  SHR/OTHR    22                              175
D VIACOM INC NEW                 CL B             92553P20        22       900 SH  SHARED      23            400               500
D VIACOM INC NEW                 CL B             92553P20       256     10328 SH  SHR/OTHR    23                            10328
D VIA PHARMACEUTICALS INC        COM              92554T10         0       105 SH  SHARED                    105                  
D VICAL INC                      COM              92560210        10      4813 SH  SHARED                   4813                  
D VICON INDS INC                 COM              92581110         1       263 SH  SHARED                    263                  
D VICOR CORP                     COM              92581510         0        23 SH  SHARED                     23                  
D VICOR CORP                     COM              92581510        15      1691 SH  SHARED      02           1691                  
D VICOR CORP                     COM              92581510         6       700 SH  SHARED      10            700                  
D VICTORY ACQUISITION CORP       COM              92644D10      9239    972550 SH  SHARED                 972550                  
D VICTORY ACQUISITION CORP       *W EXP 04/24/201 92644D11         5     11763 SH  SHARED                  11763                  
D VICTORY ACQUISITION CORP       *W EXP 04/24/201 92644D11        72    161600 SH  SHARED      02         161600                  
D VICTORY ACQUISITION CORP       UNIT 99/99/9999  92644D20       448     46500 SH  SHARED      02          46500                  
D VIDEO DISPLAY CORP             COM              92655510         1       120 SH  SHARED                    120                  
D VIEWPOINT FINL GROUP           COM              92672710       163      9335 SH  SHARED                   9335                  
D VIGNETTE CORP                  COM NEW          92673440         0        18 SH  SHARED                     18                  
D VIGNETTE CORP                  COM NEW          92673440       158     14756 SH  SHARED                  14756                  
D VIGNETTE CORP                  COM NEW          92673440        69      6514 SH  SHARED      02           6514                  
D VILLAGE SUPER MKT INC          CL A NEW         92710740         0         7 SH  SHARED                      7                  
D VILLAGE SUPER MKT INC          CL A NEW         92710740         0         1 SH  SHARED      02              1                  
D VINEYARD NATL BANCORP          COM              92742610         0       567 SH  SHARED                    567                  
D VINEYARD NATL BANCORP          COM              92742610         0       210 SH  SHARED      02                              210
D VIRAGE LOGIC CORP              COM              92763R10         2       411 SH  SHARED                    411                  
D VIRAGE LOGIC CORP              COM              92763R10       252     42793 SH  SHARED      02            293             42500
D VIRCO MFG CO                   COM              92765110         1       350 SH  SHARED                    350                  
D VIRGIN MEDIA INC               COM              92769L10         1       188 SH  SHARED                    188                  
D VIRGIN MEDIA INC               COM              92769L10      1176    148941 SH  SHARED                 148941                  
D VIRGIN MEDIA INC               COM              92769L10      2751    348313 SH  SHARED      02         348313                  
D VIRGIN MEDIA INC               COM              92769L10        20      2600 SH  SHARED      04           2600                  
D VIRGIN MEDIA INC               COM              92769L10        20      2600 SH  SHARED      06            250              2350
D VIRGIN MEDIA INC               COM              92769L10       389     49333 SH  SHARED      10          49333                  
D VIRGIN MEDIA INC               COM              92769L10       170     21600 SH  SHARED      14                            21600
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      3995   1358970 SH  SHARED      10        1358970                  
D VIRGINIA COMM BANCORP INC      COM              92778Q10        10      1643 SH  SHARED                   1643                  
D VIRGINIA COMM BANCORP INC      COM              92778Q10        34      5500 SH  SHARED      02           5500                  
D VISION-SCIENCES INC DEL        COM              92791210        11      2800 SH  SHARED                   2800                  
D VISION-SCIENCES INC DEL        COM              92791210         6      1600 SH  SHARED      10           1600                  
D VISTA GOLD CORP                COM NEW          92792630         1       835 SH  SHARED                    835                  
D VIRNETX HOLDING CORP           COM              92823T10         0        17 SH  SHARED                     17                  
D VIROPHARMA INC                 COM              92824110        43      3294 SH  SHARED                   3294                  
D VIROPHARMA INC                 COM              92824110       117      8920 SH  SHARED      01           8920                  
D VIROPHARMA INC                 COM              92824110        61      4700 SH  SHARED      02           4700                  
D VIROPHARMA INC                 COM              92824110      1574    120000 SH  SHARED      04         120000                  
D VIROPHARMA INC                 COM              92824110       286     21801 SH  SHARED      10          21801                  
D VIRTUAL RADIOLOGIC CORPORATI   COM              92826B10         8       983 SH  SHARED                    983                  
D VIRTUAL RADIOLOGIC CORPORATI   COM              92826B10         3       403 SH  SHARED      02              3               400
D VIRTUAL RADIOLOGIC CORPORATI   COM              92826B10        22      2700 SH  SHARED      10           2700                  
D VISA INC                       COM CL A         92826C83         4        70 SH  SHARED                     70                  
D VISA INC                       COM CL A         92826C83     48164    784570 SH  SHARED                 770070             14500
D VISA INC                       COM CL A         92826C83      1074     17500 SH  SHARED      01          17000               500
D VISA INC                       COM CL A         92826C83       846     13795 SH  SHARED      02            893             12902
D VISA INC                       COM CL A         92826C83        36       600 SH  SHARED      04            600                  
D VISA INC                       COM CL A         92826C83        12       210 SH  SHARED      05            210                  
D VISA INC                       COM CL A         92826C83       411      6700 SH  SHARED      06           3300              3400
D VISA INC                       COM CL A         92826C83    124537   2028620 SH  SHARED      10        1958220             70400
D VISA INC                       COM CL A         92826C83       669     10900 SH  SHARED      14                            10900
D VISA INC                       COM CL A         92826C83       312      5084 SH  SHARED      21           4110               974
D VISA INC                       COM CL A         92826C83         9       150 SH  SHR/OTHR    23                              150
D VIRTUALSCOPICS INC             COM              92826910         0       165 SH  SHARED                    165                  
D VIRTUSA CORP                   COM              92827P10         3       607 SH  SHARED                    607                  
D VIRTUSA CORP                   COM              92827P10         0         4 SH  SHARED      02              4                  
D VISHAY INTERTECHNOLOGY INC     COM              92829810         9    142233 PRN SHARED                 142233                  
D VISHAY INTERTECHNOLOGY INC     COM              92829810         4     63087 PRN SHARED      01                            63087
D VISHAY INTERTECHNOLOGY INC     COM              92829810         1     23752 PRN SHARED      02          23373               379
D VISHAY INTERTECHNOLOGY INC     COM              92829810         1     17600 PRN SHARED      06          17600                  
D VISHAY INTERTECHNOLOGY INC     COM              92829810         1     19820 PRN SHARED      10          19820                  
D VISIONCHINA MEDIA INC          SPONS ADR        92833U10      3142    213600 SH  SHARED      10         213600                  
D VISTEON CORP                   COM              92839U10      1452    625943 SH  SHARED                 625943                  
D VISTEON CORP                   COM              92839U10         8      3710 SH  SHARED      01                             3710
D VISTEON CORP                   COM              92839U10       175     75554 SH  SHARED      02             75             75479
D VISTEON CORP                   COM              92839U10        61     26300 SH  SHARED      10          26300                  
D VISTEON CORP                   COM              92839U10         1       490 SH  SHR/OTHR    23                              490
D VITAL IMAGES INC               COM              92846N10         0        32 SH  SHARED                     32                  
D VITAL IMAGES INC               COM              92846N10         0         9 SH  SHARED      02              9                  
D VITAL SIGNS INC                COM              92846910         0         4 SH  SHARED                      4                  
D VITAL SIGNS INC                COM              92846910         0         4 SH  SHARED      02              4                  
D VITAL SIGNS INC                COM              92846910        22       300 SH  SHARED      10            300                  
D VITRAN CORP INC                COM              92850E10        51      3800 SH  SHARED      02                             3800
D VITRO SOCIEDAD ANONIMA         SPONSORED ADR    92850230         3      1173 SH  SHARED                   1173                  
D VITRO SOCIEDAD ANONIMA         SPONSORED ADR    92850230         0        10 SH  SHARED      02             10                  
D VIVO PARTICIPACOES S A         SPON ADR PFD     92855S10       462    111644 SH  SHARED                 111644                  
D VIVO PARTICIPACOES S A         SPON ADR PFD     92855S10         0        50 SH  SHARED      02                               50
D VIVO PARTICIPACOES S A         SPON ADR PFD     92855S10       910    220000 SH  SHARED      04         220000                  
D VIVUS INC                      COM              92855110       137     17368 SH  SHARED                  17368                  
D VIVUS INC                      COM              92855110        29      3662 SH  SHARED      02           3654                 8
D VIVUS INC                      COM              92855110       709     89400 SH  SHARED      10          81700              7700
D VMWARE INC                     CL A COM         92856340       341     12829 SH  SHARED                  12829                  
D VMWARE INC                     CL A COM         92856340        23       900 SH  SHARED      01                              900
D VMWARE INC                     CL A COM         92856340        16       617 SH  SHARED      02              2               615
D VMWARE INC                     CL A COM         92856340        50      1900 SH  SHARED      10           1900                  
D VNUS MED TECHNOLOGIES INC      COM              92856610       308     14749 SH  SHARED                  14749                  
D VNUS MED TECHNOLOGIES INC      COM              92856610         0         7 SH  SHARED      02              7                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20     29231   1322682 SH  SHARED                1322682                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       928     41999 SH  SHARED      01          21694             20305
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        66      3025 SH  SHR/OTHR    01                             3025
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       321     14541 SH  SHARED      02           2200             12341
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20      1571     71111 SH  SHARED      06          71111                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       231     10461 SH  SHARED      20           3649              6812
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       396     17937 SH  SHR/OTHR    20                            17937
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        47      2129 SH  SHARED      21           2129                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       125      5685 SH  SHARED      22           4559              1126
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       340     15413 SH  SHARED      23          15413                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       682     30890 SH  SHR/OTHR    23                            30890
D VOCUS INC                      COM              92858J10       142      4190 SH  SHARED                   4190                  
D VOCUS INC                      COM              92858J10        78      2300 SH  SHARED      01           2300                  
D VOCUS INC                      COM              92858J10       911     26842 SH  SHARED      02           1509             25333
D VOCUS INC                      COM              92858J10       835     24600 SH  SHARED      10          24600                  
D VOLCOM INC                     COM              92864N10         1        59 SH  SHARED                     59                  
D VOLCOM INC                     COM              92864N10        21      1272 SH  SHARED      02           1272                  
D VOLCANO CORPORATION            COM              92864510         0        32 SH  SHARED                     32                  
D VOLCANO CORPORATION            COM              92864510         0        27 SH  SHARED      02             27                  
D VOLT INFORMATION SCIENCES IN   COM              92870310         2       300 SH  SHARED                    300                  
D VOLT INFORMATION SCIENCES IN   COM              92870310        50      5600 SH  SHARED      01           5600                  
D VOLT INFORMATION SCIENCES IN   COM              92870310         0         7 SH  SHARED      02              7                  
D VOLT INFORMATION SCIENCES IN   COM              92870310       760     84700 SH  SHARED      10          84700                  
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810        65      5156 SH  SHARED                   5156                  
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810        56      4400 SH  SHARED      01           4400                  
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810        96      7572 SH  SHARED      02           7572                  
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810      1620    127300 SH  SHARED      10         127300                  
D VONAGE HLDGS CORP              COM              92886T20        24     23800 SH  SHARED                  23800                  
D VONAGE HLDGS CORP              COM              92886T20         4      4347 SH  SHARED      02            847              3500
D VORNADO RLTY TR                DBCV  2.850% 4/0 929042AC     22137  27500000 PRN SHARED               27500000                  
D VORNADO RLTY TR                SH BEN INT       92904210     64813    712625 SH  SHARED                 628860             83765
D VORNADO RLTY TR                SH BEN INT       92904210      2326     25575 SH  SHARED      01          15670              9905
D VORNADO RLTY TR                SH BEN INT       92904210       180      1990 SH  SHR/OTHR    01                             1990
D VORNADO RLTY TR                SH BEN INT       92904210      2044     22478 SH  SHARED      02          21408              1070
D VORNADO RLTY TR                SH BEN INT       92904210         6        70 SH  SHARED      05             70                  
D VORNADO RLTY TR                SH BEN INT       92904210       245      2700 SH  SHARED      06            100              2600
D VORNADO RLTY TR                SH BEN INT       92904210     78505    863177 SH  SHARED      10         856877              6300
D VORNADO RLTY TR                SH BEN INT       92904210    439080   4827717 SH  SHARED      11        2553834           2273883
D VORNADO RLTY TR                SH BEN INT       92904210        18       200 SH  SHARED      14                              200
D VORNADO RLTY TR                SH BEN INT       92904210        76       846 SH  SHARED      19                              846
D VORNADO RLTY TR                SH BEN INT       92904210       214      2353 SH  SHARED      20           1973               380
D VORNADO RLTY TR                SH BEN INT       92904210       155      1705 SH  SHR/OTHR    20                             1705
D VORNADO RLTY TR                SH BEN INT       92904210       231      2547 SH  SHARED      22           1300              1247
D VORNADO RLTY TR                SH BEN INT       92904210        36       400 SH  SHR/OTHR    22                              400
D VORNADO RLTY TR                SH BEN INT       92904210       409      4500 SH  SHARED      23           4450                50
D VORNADO RLTY TR                SH BEN INT       92904210       322      3550 SH  SHR/OTHR    23                             3550
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC     29843  28075008 PRN SHARED               28075008                  
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC       106    100000 PRN SHARED      01                           100000
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC     24191  22758000 PRN SHARED      02       22758000                  
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC       127    120000 PRN SHARED      06         120000                  
D VORNADO RLTY L P               DBCV  3.625%11/1 929043AE      2649   3181000 PRN SHARED      02        3181000                  
D VORNADO RLTY L P               DBCV  3.625%11/1 929043AE      7871   9450000 PRN SHARED      06        9450000                  
D VOXWARE INC                    COM NEW          92906L50         0        78 SH  SHARED                     78                  
D VOTORANTIM CELULOSE E PAPEL    SPONSORED ADR    92906P10        40      2639 SH  SHARED                   2639                  
D VOTORANTIM CELULOSE E PAPEL    SPONSORED ADR    92906P10       129      8413 SH  SHARED      02           8413                  
D VOTORANTIM CELULOSE E PAPEL    SPONSORED ADR    92906P10      1616    104900 SH  SHARED      04         104900                  
D VOTORANTIM CELULOSE E PAPEL    SPONSORED ADR    92906P10      6781    440100 SH  SHARED      10         440100                  
D VULCAN MATLS CO                COM              92916010      7310     98122 SH  SHARED                  98122                  
D VULCAN MATLS CO                COM              92916010       628      8430 SH  SHARED      01           8430                  
D VULCAN MATLS CO                COM              92916010       552      7422 SH  SHARED      02           6720               702
D VULCAN MATLS CO                COM              92916010        44       600 SH  SHARED      04            600                  
D VULCAN MATLS CO                COM              92916010         2        40 SH  SHARED      05             40                  
D VULCAN MATLS CO                COM              92916010      1080     14500 SH  SHARED      06          10500              4000
D VULCAN MATLS CO                COM              92916010      5700     76518 SH  SHARED      10          76518                  
D VULCAN MATLS CO                COM              92916010       566      7600 SH  SHARED      14                             7600
D VULCAN MATLS CO                COM              92916010        59       800 SH  SHARED      22            800                  
D VULCAN MATLS CO                COM              92916010       227      3060 SH  SHR/OTHR    22                             3060
D VULCAN MATLS CO                COM              92916010        68       915 SH  SHR/OTHR    23                              915
D W & T OFFSHORE INC             COM              92922P10      2065     75670 SH  SHARED                  27170             48500
D W & T OFFSHORE INC             COM              92922P10       552     20260 SH  SHARED      01          20260                  
D W & T OFFSHORE INC             COM              92922P10       103      3803 SH  SHARED      02           3803                  
D W & T OFFSHORE INC             COM              92922P10       545     20000 SH  SHARED      04          20000                  
D W & T OFFSHORE INC             COM              92922P10         5       200 SH  SHARED      06            200                  
D W & T OFFSHORE INC             COM              92922P10     37999   1392446 SH  SHARED      10        1274819            117627
D WD-40 CO                       COM              92923610         0         5 SH  SHARED                      5                  
D WD-40 CO                       COM              92923610         2        70 SH  SHARED      01             70                  
D WD-40 CO                       COM              92923610       183      5109 SH  SHARED      02           4809               300
D WGL HLDGS INC                  COM              92924F10        75      2342 SH  SHARED                   2342                  
D WGL HLDGS INC                  COM              92924F10       480     14800 SH  SHARED      01            500             14300
D WGL HLDGS INC                  COM              92924F10        87      2701 SH  SHARED      02           1388              1313
D WGL HLDGS INC                  COM              92924F10      1832     56473 SH  SHARED      10          56473                  
D W HLDG CO INC                  COM              92925110         3      5692 SH  SHARED                   5692                  
D W HLDG CO INC                  COM              92925110        12     22800 SH  SHARED      10          22800                  
D WCA WASTE CORP                 COM              92926K10         1       279 SH  SHARED                    279                  
D WCA WASTE CORP                 COM              92926K10        18      4011 SH  SHARED      02           4011                  
D WABCO HLDGS INC                COM              92927K10       960     27018 SH  SHARED                  17718              9300
D WABCO HLDGS INC                COM              92927K10      1028     28935 SH  SHARED      01          28935                  
D WABCO HLDGS INC                COM              92927K10       472     13303 SH  SHARED      02          13303                  
D WABCO HLDGS INC                COM              92927K10      5665    159404 SH  SHARED      10         139712             19692
D WABCO HLDGS INC                COM              92927K10        71      2021 SH  SHARED      14                             2021
D WABCO HLDGS INC                COM              92927K10       194      5470 SH  SHARED      21                             5470
D WMS INDS INC                   COM              92929710       669     21896 SH  SHARED                  21896                  
D WMS INDS INC                   COM              92929710       155      5100 SH  SHARED      01           5100                  
D WMS INDS INC                   COM              92929710       252      8270 SH  SHARED      02           8225                45
D WMS INDS INC                   COM              92929710      2560     83765 SH  SHARED      10          83765                  
D W P CAREY & CO LLC             COM              92930Y10        19       737 SH  SHARED                    737                  
D WPP GROUP PLC                  SPON ADR 0905    92930940        15       385 SH  SHARED                    385                  
D WPP GROUP PLC                  SPON ADR 0905    92930940     14030    345248 SH  SHARED                 345248                  
D WPP GROUP PLC                  SPON ADR 0905    92930940         6       150 SH  SHARED      01                              150
D WPP GROUP PLC                  SPON ADR 0905    92930940       727     17900 SH  SHARED      10          17900                  
D WPCS INTL INC                  COM NEW          92931L20         0       187 SH  SHARED                    187                  
D WNS HOLDINGS LTD               SPON ADR         92932M10        16      1696 SH  SHARED                   1696                  
D WSI INDS INC                   COM              92932Q10         3       750 SH  SHARED                    750                  
D WSFS FINL CORP                 COM              92932810         5        89 SH  SHARED                     89                  
D WSFS FINL CORP                 COM              92932810        24       400 SH  SHARED      01            400                  
D WSFS FINL CORP                 COM              92932810        78      1303 SH  SHARED      02           1303                  
D WSFS FINL CORP                 COM              92932810       780     13000 SH  SHARED      10          13000                  
D WSB FINANCIAL GROUP INC        COM              92933E10         0       137 SH  SHARED                    137                  
D WSB HOLDINGS INC               COM              92934C10        11      2341 SH  SHARED                   2341                  
D WSP HOLDINGS LIMITED           ADR              92934F10        26      4200 SH  SHARED                   4200                  
D WSP HOLDINGS LIMITED           ADR              92934F10         0       117 SH  SHARED      02            117                  
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210      2382    181200 SH  SHARED                 181200                  
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210         4       311 SH  SHARED                    311                  
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210         0        42 SH  SHARED      02             42                  
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210      2701    205400 SH  SHARED      10         205400                  
D WVS FINL CORP                  COM              92935810         0        52 SH  SHARED                     52                  
D WABASH NATL CORP               COM              92956610         0        42 SH  SHARED                     42                  
D WABASH NATL CORP               COM              92956610        54      5807 SH  SHARED      02           5807                  
D WABASH NATL CORP               COM              92956610       232     24600 SH  SHARED      10          24600                  
D WABTEC CORP                    COM              92974010        40       787 SH  SHARED                    787                  
D WABTEC CORP                    COM              92974010       809     15795 SH  SHARED      01           1795             14000
D WABTEC CORP                    COM              92974010       133      2604 SH  SHARED      02           2371               233
D WABTEC CORP                    COM              92974010       594     11600 SH  SHARED      10          10300              1300
D WACHOVIA CORP NEW              COM              92990310     13574   3878391 SH  SHARED                3876891              1500
D WACHOVIA CORP NEW              COM              92990310       806    230459 SH  SHARED      01         229184              1275
D WACHOVIA CORP NEW              COM              92990310         1       450 SH  SHR/OTHR    01                              450
D WACHOVIA CORP NEW              COM              92990310       684    195455 SH  SHARED      02         152922             42533
D WACHOVIA CORP NEW              COM              92990310        11      3200 SH  SHARED      04           3200                  
D WACHOVIA CORP NEW              COM              92990310         3      1055 SH  SHARED      05           1055                  
D WACHOVIA CORP NEW              COM              92990310       122     34910 SH  SHARED      06          34910                  
D WACHOVIA CORP NEW              COM              92990310     39931  11408974 SH  SHARED      10       11408974                  
D WACHOVIA CORP NEW              COM              92990310        15      4374 SH  SHARED      14                             4374
D WACHOVIA CORP NEW              COM              92990310        32      9265 SH  SHARED      21           9265                  
D WACHOVIA CORP NEW              COM              92990310         3       900 SH  SHARED      23            900                  
D WACHOVIA CORP NEW              COM              92990310         7      2282 SH  SHR/OTHR    23                             2282
D WACHOVIA CORP NEW              CONV7.5%PFD CL A 92990321       674    175292 PRN SHARED                 175292                  
D WACHOVIA CORP NEW              CONV7.5%PFD CL A 92990321        51     13500 PRN SHARED      02          13500                  
D WACHOVIA CORP NEW              CONV7.5%PFD CL A 92990321         4      1200 PRN SHARED      06           1200                  
D WACOAL HOLDINGS CORP           ADR              93000420         1        34 SH  SHARED      02                               34
D WADDELL & REED FINL INC        CL A             93005910      2793    112873 SH  SHARED                  90973             21900
D WADDELL & REED FINL INC        CL A             93005910      1008     40741 SH  SHARED      01          13841             26900
D WADDELL & REED FINL INC        CL A             93005910       485     19600 SH  SHR/OTHR    01                            19600
D WADDELL & REED FINL INC        CL A             93005910       127      5148 SH  SHARED      02           5148                  
D WADDELL & REED FINL INC        CL A             93005910     25099   1014139 SH  SHARED      10        1002639             11500
D WADDELL & REED FINL INC        CL A             93005910        34      1399 SH  SHARED      21                             1399
D WAINWRIGHT BK&TR CO BOSTON M   COM              93070510         1       146 SH  SHARED                    146                  
D WAL MART STORES INC            COM              93114210      2280     38080 SH  SHARED                  32080              6000
D WAL MART STORES INC            COM              93114210    146136   2440076 SH  SHARED                2372776             67300
D WAL MART STORES INC            COM              93114210     37992    634369 SH  SHARED      01         513591            120778
D WAL MART STORES INC            COM              93114210      3934     65694 SH  SHR/OTHR    01                            65694
D WAL MART STORES INC            COM              93114210      7681    128254 SH  SHARED      02         107578             20676
D WAL MART STORES INC            COM              93114210        62      1050 SH  SHARED      04                             1050
D WAL MART STORES INC            COM              93114210      4824     80550 SH  SHARED      04          80550                  
D WAL MART STORES INC            COM              93114210        62      1040 SH  SHARED      05           1040                  
D WAL MART STORES INC            COM              93114210     23392    390592 SH  SHARED      06         319422             71170
D WAL MART STORES INC            COM              93114210    278356   4647789 SH  SHARED      10        4543534            104255
D WAL MART STORES INC            COM              93114210      3712     61994 SH  SHARED      14                            61994
D WAL MART STORES INC            COM              93114210        57       961 SH  SHARED      19                              961
D WAL MART STORES INC            COM              93114210      1421     23727 SH  SHARED      20          18151              5576
D WAL MART STORES INC            COM              93114210      1811     30240 SH  SHR/OTHR    20                            30240
D WAL MART STORES INC            COM              93114210       234      3913 SH  SHARED      21           3750               163
D WAL MART STORES INC            COM              93114210       926     15475 SH  SHR/OTHR    21                            15475
D WAL MART STORES INC            COM              93114210       490      8185 SH  SHARED      22           5880              2305
D WAL MART STORES INC            COM              93114210       322      5382 SH  SHR/OTHR    22                             5382
D WAL MART STORES INC            COM              93114210      6013    100414 SH  SHARED      23          98964              1450
D WAL MART STORES INC            COM              93114210     11281    188367 SH  SHR/OTHR    23                           188367
D WALGREEN CO                    COM              93142210      4970    160538 SH  SHARED                 160538                  
D WALGREEN CO                    COM              93142210      5560    179605 SH  SHARED      01         172675              6930
D WALGREEN CO                    COM              93142210       889     28723 SH  SHR/OTHR    01                            28723
D WALGREEN CO                    COM              93142210     13220    427020 SH  SHARED      02         424920              2100
D WALGREEN CO                    COM              93142210       372     12046 SH  SHARED      04                            12046
D WALGREEN CO                    COM              93142210     54833   1771100 SH  SHARED      04        1771100                  
D WALGREEN CO                    COM              93142210        15       490 SH  SHARED      05            490                  
D WALGREEN CO                    COM              93142210      4753    153540 SH  SHARED      06         122030             31510
D WALGREEN CO                    COM              93142210     52481   1695149 SH  SHARED      10        1691849              3300
D WALGREEN CO                    COM              93142210       612     19799 SH  SHARED      14          17800              1999
D WALGREEN CO                    COM              93142210        30      1000 SH  SHARED      19                             1000
D WALGREEN CO                    COM              93142210       367     11860 SH  SHARED      20           9500              2360
D WALGREEN CO                    COM              93142210       597     19300 SH  SHR/OTHR    20                            19300
D WALGREEN CO                    COM              93142210       180      5842 SH  SHARED      21           5842                  
D WALGREEN CO                    COM              93142210        22       725 SH  SHR/OTHR    22                              725
D WALGREEN CO                    COM              93142210       360     11660 SH  SHARED      23          11660                  
D WALGREEN CO                    COM              93142210      2762     89237 SH  SHR/OTHR    23                            89237
D WALKING CO HLDGS INC           COM              93203610         0        84 SH  SHARED                     84                  
D WALTER INDS INC                COM              93317Q10      3642     76757 SH  SHARED                  56557             20200
D WALTER INDS INC                COM              93317Q10      1255     26450 SH  SHARED      01          26450                  
D WALTER INDS INC                COM              93317Q10        23       500 SH  SHR/OTHR    01                              500
D WALTER INDS INC                COM              93317Q10        10       229 SH  SHARED      02            203                26
D WALTER INDS INC                COM              93317Q10     57825   1218670 SH  SHARED      10        1187352             31318
D WALTER INDS INC                COM              93317Q10         6       140 SH  SHARED      21                              140
D WARNACO GROUP INC              COM NEW          93439040       179      3956 SH  SHARED                   3956                  
D WARNACO GROUP INC              COM NEW          93439040       647     14300 SH  SHARED      01            500             13800
D WARNACO GROUP INC              COM NEW          93439040       302      6669 SH  SHARED      02           6669                  
D WARNACO GROUP INC              COM NEW          93439040      1700     37550 SH  SHARED      10          36150              1400
D WARNER MUSIC GROUP CORP        COM              93455010       363     47872 SH  SHARED                  47872                  
D WARNER MUSIC GROUP CORP        COM              93455010        87     11481 SH  SHARED      02          11203               278
D WARNER MUSIC GROUP CORP        COM              93455010       469     61836 SH  SHARED      10          50636             11200
D WARNER MUSIC GROUP CORP        COM              93455010      1485    195500 SH  SHARED      14                           195500
D WARREN RES INC                 COM              93564A10        11      1200 SH  SHARED      01           1200                  
D WARREN RES INC                 COM              93564A10         0        33 SH  SHARED      02             33                  
D WARREN RES INC                 COM              93564A10       172     17300 SH  SHARED      10          17300                  
D WARWICK VALLEY TEL CO          COM              93675010         1       166 SH  SHARED                    166                  
D WASHINGTON BKG CO OAK HBR WA   COM              93730310         4       523 SH  SHARED                    523                  
D WASHINGTON FED INC             COM              93882410       743     40300 SH  SHARED                  40300                  
D WASHINGTON FED INC             COM              93882410       419     22729 SH  SHARED      01                            22729
D WASHINGTON FED INC             COM              93882410        86      4687 SH  SHARED      02           4687                  
D WASHINGTON FED INC             COM              93882410       101      5500 SH  SHARED      10           5500                  
D WASHINGTON MUT INC             COM              93932210       136   1665416 SH  SHARED                1665416                  
D WASHINGTON MUT INC             COM              93932210        10    123567 SH  SHARED      01         122668               899
D WASHINGTON MUT INC             COM              93932210        46    562748 SH  SHARED      02         552402             10346
D WASHINGTON MUT INC             COM              93932210         0       470 SH  SHARED      05            470                  
D WASHINGTON MUT INC             COM              93932210       815   9943651 SH  SHARED      10        9943651                  
D WASHINGTON MUT INC             COM              93932210         0       500 SH  SHARED      20                              500
D WASHINGTON MUT INC             COM              93932210         0      2400 SH  SHR/OTHR    23                             2400
D WASHINGTON MUT INC             CONV7.75%SER R   93932281        75    271025 SH  SHARED                 271025                  
D WASHINGTON POST CO             CL B             93964010      3868      6948 SH  SHARED                   6948                  
D WASHINGTON POST CO             CL B             93964010       111       200 SH  SHARED      01            200                  
D WASHINGTON POST CO             CL B             93964010       167       300 SH  SHARED      02            300                  
D WASHINGTON POST CO             CL B             93964010        33        60 SH  SHARED      04             60                  
D WASHINGTON POST CO             CL B             93964010       222       400 SH  SHARED      06            260               140
D WASHINGTON POST CO             CL B             93964010      1621      2913 SH  SHARED      10           2913                  
D WASHINGTON POST CO             CL B             93964010        92       166 SH  SHARED      20             16               150
D WASHINGTON POST CO             CL B             93964010       501       900 SH  SHR/OTHR    20                              900
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310       496     13544 SH  SHARED                  13544                  
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310        76      2075 SH  SHARED      01           2075                  
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310        36      1009 SH  SHARED      02            994                15
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310       926     25300 SH  SHARED      10          25300                  
D WASHINGTON TR BANCORP          COM              94061010         1        62 SH  SHARED                     62                  
D WASHINGTON TR BANCORP          COM              94061010       138      5200 SH  SHARED      10           5200                  
D WASHINGTON TR BANCORP          COM              94061010        67      2530 SH  SHARED      20           2530                  
D WASTE CONNECTIONS INC          NOTE  3.750% 4/0 941053AG      5742   5123000 PRN SHARED      02        5121000              2000
D WASTE CONNECTIONS INC          COM              94105310      3313     96591 SH  SHARED                  96591                  
D WASTE CONNECTIONS INC          COM              94105310        28       838 SH  SHARED      02            838                  
D WASTE CONNECTIONS INC          COM              94105310       325      9500 SH  SHARED      10           9500                  
D WASTE CONNECTIONS INC          COM              94105310         6       181 SH  SHARED      20            181                  
D WASTE CONNECTIONS INC          COM              94105310        93      2733 SH  SHARED      21            800              1933
D WASTE MGMT INC DEL             COM              94106L10       160      5100 SH  SHARED                   5100                  
D WASTE MGMT INC DEL             COM              94106L10     46945   1490812 SH  SHARED                1490812                  
D WASTE MGMT INC DEL             COM              94106L10      1384     43970 SH  SHARED      01          43970                  
D WASTE MGMT INC DEL             COM              94106L10      8597    273020 SH  SHARED      02         273020                  
D WASTE MGMT INC DEL             COM              94106L10         7       230 SH  SHARED      05            230                  
D WASTE MGMT INC DEL             COM              94106L10      2173     69010 SH  SHARED      06          53450             15560
D WASTE MGMT INC DEL             COM              94106L10      7569    240364 SH  SHARED      10         240364                  
D WASTE MGMT INC DEL             COM              94106L10      1357     43117 SH  SHARED      14                            43117
D WASTE MGMT INC DEL             COM              94106L10        13       440 SH  SHARED      21                              440
D WASTE MGMT INC DEL             COM              94106L10       535     17000 SH  SHARED      23                            17000
D WASTE SERVICES INC DEL         COM NEW          94107520         0        88 SH  SHARED                     88                  
D WASTE SERVICES INC DEL         COM NEW          94107520        22      2989 SH  SHARED      02           2989                  
D WATERS CORP                    COM              94184810      7825    134506 SH  SHARED                 134506                  
D WATERS CORP                    COM              94184810       610     10500 SH  SHARED      01          10500                  
D WATERS CORP                    COM              94184810      3647     62698 SH  SHARED      02          58998              3700
D WATERS CORP                    COM              94184810      3089     53100 SH  SHARED      04          53100                  
D WATERS CORP                    COM              94184810         4        70 SH  SHARED      05             70                  
D WATERS CORP                    COM              94184810       818     14060 SH  SHARED      06          11200              2860
D WATERS CORP                    COM              94184810      2779     47781 SH  SHARED      10          47781                  
D WATERS CORP                    COM              94184810        12       218 SH  SHARED      14                              218
D WATERS CORP                    COM              94184810       105      1810 SH  SHARED      20           1700               110
D WATERS CORP                    COM              94184810        69      1200 SH  SHR/OTHR    20                             1200
D WATERS CORP                    COM              94184810        81      1400 SH  SHARED      23           1400                  
D WATERS CORP                    COM              94184810        17       300 SH  SHR/OTHR    23                              300
D WATERSTONE FINANCIAL INC       COM              94188810       172     17627 SH  SHARED                  17627                  
D WATSCO INC                     COM              94262220       933     18561 SH  SHARED                  18561                  
D WATSCO INC                     COM              94262220        94      1881 SH  SHARED      02           1881                  
D WATSCO INC                     COM              94262220       246      4900 SH  SHARED      10           4900                  
D WATSON PHARMACEUTICALS INC     DBCV  1.750% 3/1 942683AC     18640  20000000 PRN SHARED               20000000                  
D WATSON PHARMACEUTICALS INC     DBCV  1.750% 3/1 942683AC       310    333000 PRN SHARED      02         330000              3000
D WATSON PHARMACEUTICALS INC     COM              94268310      5186    181998 SH  SHARED                 181998                  
D WATSON PHARMACEUTICALS INC     COM              94268310       290     10200 SH  SHARED      01          10200                  
D WATSON PHARMACEUTICALS INC     COM              94268310       304     10701 SH  SHARED      02          10701                  
D WATSON PHARMACEUTICALS INC     COM              94268310       560     19650 SH  SHARED      06          17150              2500
D WATSON PHARMACEUTICALS INC     COM              94268310      1332     46744 SH  SHARED      10          46744                  
D WATSON PHARMACEUTICALS INC     COM              94268310      1618     56800 SH  SHARED      14                            56800
D WATSON WYATT WORLDWIDE INC     CL A             94271210       346      6960 SH  SHARED                   6960                  
D WATSON WYATT WORLDWIDE INC     CL A             94271210        19       400 SH  SHARED      01            400                  
D WATSON WYATT WORLDWIDE INC     CL A             94271210       140      2824 SH  SHARED      02           2824                  
D WATSON WYATT WORLDWIDE INC     CL A             94271210      1375     27664 SH  SHARED      10          27664                  
D WATSON WYATT WORLDWIDE INC     CL A             94271210        56      1133 SH  SHARED      21                             1133
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       991     36259 SH  SHARED                  36259                  
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       676     24728 SH  SHARED      02          24728                  
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       300     11000 SH  SHARED      04          11000                  
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       382     14000 SH  SHARED      10          14000                  
D WAUSAU PAPER CORP              COM              94331510         2       213 SH  SHARED                    213                  
D WAUSAU PAPER CORP              COM              94331510        67      6672 SH  SHARED      02           3172              3500
D WAUSAU PAPER CORP              COM              94331510       200     19800 SH  SHARED      10          13100              6700
D WAVE SYSTEMS CORP              COM NEW          94352630         0      1294 SH  SHARED                   1294                  
D WAYNE SVGS BANCSHARES INC NE   COM              94624Q10         0        74 SH  SHARED                     74                  
D WAYSIDE TECHNOLOGY GROUP INC   COM              94676010         9      1328 SH  SHARED                   1328                  
D WEBSENSE INC                   COM              94768410        54      2440 SH  SHARED                   2440                  
D WEBSENSE INC                   COM              94768410       378     16950 SH  SHARED      01          16950                  
D WEBSENSE INC                   COM              94768410         0        25 SH  SHARED      02             25                  
D WEBSENSE INC                   COM              94768410       670     30000 SH  SHARED      04          30000                  
D WEBSENSE INC                   COM              94768410        53      2372 SH  SHARED      10           2372                  
D WEBMD CORP                     NOTE  1.750% 6/1 94769MAE     22022  26000000 PRN SHARED               26000000                  
D WEBMD CORP                     NOTE  1.750% 6/1 94769MAE     16940  20000000 PRN SHARED      02       20000000                  
D WEBMD CORP                     NOTE  1.750% 6/1 94769MAE      8470  10000000 PRN SHARED      04       10000000                  
D WEBMD CORP                     NOTE  3.125% 9/0 94769MAG        67     75000 PRN SHARED      02          75000                  
D WEBSITE PROS INC               COM              94769V10         2       536 SH  SHARED                    536                  
D WEBSITE PROS INC               COM              94769V10         0        15 SH  SHARED      02             15                  
D WEBMD HEALTH CORP              CL A             94770V10        32      1079 SH  SHARED                   1079                  
D WEBMD HEALTH CORP              CL A             94770V10        59      2000 SH  SHARED      02           2000                  
D WEBMD HEALTH CORP              CL A             94770V10      3866    130000 SH  SHARED      05         130000                  
D WEBMD HEALTH CORP              CL A             94770V10       677     22775 SH  SHARED      06          22775                  
D WEBMD HEALTH CORP              CL A             94770V10         3       120 SH  SHARED      10            120                  
D WEBMD HEALTH CORP              CL A             94770V10       118      4000 SH  SHARED      20           4000                  
D WEBSTER FINL CORP CONN         COM              94789010      1012     40111 SH  SHARED                  40111                  
D WEBSTER FINL CORP CONN         COM              94789010       545     21600 SH  SHARED      01                            21600
D WEBSTER FINL CORP CONN         COM              94789010        74      2955 SH  SHARED      02           2955                  
D WEBSTER FINL CORP CONN         COM              94789010        90      3600 SH  SHARED      10           3600                  
D WEBZEN INC                     SPONSORED ADR    94846M10         0        51 SH  SHARED      02             51                  
D WEGENER CORP                   COM              94858510         0       202 SH  SHARED                    202                  
D WEIGHT WATCHERS INTL INC NEW   COM              94862610       131      3601 SH  SHARED                   3601                  
D WEIGHT WATCHERS INTL INC NEW   COM              94862610        80      2202 SH  SHARED      02           2202                  
D WEIGHT WATCHERS INTL INC NEW   COM              94862610       183      5000 SH  SHARED      04           5000                  
D WEIGHT WATCHERS INTL INC NEW   COM              94862610        84      2300 SH  SHARED      10           2300                  
D WEIGHT WATCHERS INTL INC NEW   COM              94862610       908     24809 SH  SHARED      14                            24809
D WEINGARTEN RLTY INVS           NOTE  3.950% 8/0 948741AF      4390   5000000 PRN SHARED                5000000                  
D WEINGARTEN RLTY INVS           NOTE  3.950% 8/0 948741AF      3972   4525000 PRN SHARED      02        4525000                  
D WEINGARTEN RLTY INVS           SH BEN INT       94874110         4       122 SH  SHARED                    122                  
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       813     22800 SH  SHARED      01           1050             21750
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        92      2604 SH  SHARED      02           2304               300
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       160      4500 SH  SHARED      10           3900               600
D WEINGARTEN RLTY INVS           SH BEN INT       94874110      9147    256450 SH  SHARED      11                           256450
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        39      1105 SH  SHARED      23                             1105
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        46      1300 SH  SHR/OTHR    23                             1300
D WEIS MKTS INC                  COM              94884910        11       308 SH  SHARED                    308                  
D WEIS MKTS INC                  COM              94884910        29       806 SH  SHARED      02            806                  
D WEIS MKTS INC                  COM              94884910     22600    627628 SH  SHARED      10         627628                  
D WELLCARE HEALTH PLANS INC      COM              94946T10      2690     74741 SH  SHARED                  74741                  
D WELLCARE HEALTH PLANS INC      COM              94946T10       546     15175 SH  SHARED      01           2575             12600
D WELLCARE HEALTH PLANS INC      COM              94946T10       280      7786 SH  SHARED      02           7786                  
D WELLCARE HEALTH PLANS INC      COM              94946T10      3423     95100 SH  SHARED      10          95100                  
D WELLPOINT INC                  COM              94973V10     44177    944574 SH  SHARED                 939574              5000
D WELLPOINT INC                  COM              94973V10      3249     69475 SH  SHARED      01          69475                  
D WELLPOINT INC                  COM              94973V10      1889     40401 SH  SHARED      02          36648              3753
D WELLPOINT INC                  COM              94973V10       328      7030 SH  SHARED      04                             7030
D WELLPOINT INC                  COM              94973V10      5465    116858 SH  SHARED      04         116858                  
D WELLPOINT INC                  COM              94973V10        12       260 SH  SHARED      05            260                  
D WELLPOINT INC                  COM              94973V10      3699     79102 SH  SHARED      06          61722             17380
D WELLPOINT INC                  COM              94973V10     28111    601068 SH  SHARED      10         594068              7000
D WELLPOINT INC                  COM              94973V10       688     14721 SH  SHARED      14                            14721
D WELLPOINT INC                  COM              94973V10        58      1250 SH  SHARED      20            850               400
D WELLPOINT INC                  COM              94973V10       219      4700 SH  SHARED      23           4700                  
D WELLPOINT INC                  COM              94973V10        56      1200 SH  SHR/OTHR    23                             1200
D WELLS FARGO & CO NEW           COM              94974610    231715   6174149 SH  SHARED                6129449             44700
D WELLS FARGO & CO NEW           COM              94974610     30942    824468 SH  SHARED      01         671451      800   152217
D WELLS FARGO & CO NEW           COM              94974610      3528     94025 SH  SHR/OTHR    01                            94025
D WELLS FARGO & CO NEW           COM              94974610     23520    626715 SH  SHARED      02         412402            214313
D WELLS FARGO & CO NEW           COM              94974610       153      4100 SH  SHARED      04           4100                  
D WELLS FARGO & CO NEW           COM              94974610     11314    301480 SH  SHARED      05         301480                  
D WELLS FARGO & CO NEW           COM              94974610     18488    492640 SH  SHARED      06         391240            101400
D WELLS FARGO & CO NEW           COM              94974610    173434   4621212 SH  SHARED      10        4314212            307000
D WELLS FARGO & CO NEW           COM              94974610      1753     46719 SH  SHARED      14                            46719
D WELLS FARGO & CO NEW           COM              94974610        18       490 SH  SHARED      19                              490
D WELLS FARGO & CO NEW           COM              94974610      4827    128641 SH  SHARED      20          69248             59393
D WELLS FARGO & CO NEW           COM              94974610      2753     73368 SH  SHR/OTHR    20                            73368
D WELLS FARGO & CO NEW           COM              94974610       428     11424 SH  SHARED      21           7000              4424
D WELLS FARGO & CO NEW           COM              94974610        86      2300 SH  SHR/OTHR    21                             2300
D WELLS FARGO & CO NEW           COM              94974610       813     21687 SH  SHARED      22          12710              8977
D WELLS FARGO & CO NEW           COM              94974610       518     13812 SH  SHR/OTHR    22                            13812
D WELLS FARGO & CO NEW           COM              94974610      6901    183897 SH  SHARED      23         171397             12500
D WELLS FARGO & CO NEW           COM              94974610      9978    265890 SH  SHR/OTHR    23                           265890
D WELLS GARDNER ELECTRS CORP     COM              94976510         0       268 SH  SHARED                    268                  
D WENDYS INTL INC                COM              95059010         0    466150 SH  SHARED                 466150                  
D WENDYS INTL INC                COM              95059010         0     15296 SH  SHARED      02          15296                  
D WENDYS INTL INC                COM              95059010         0     12750 SH  SHARED      06          10250              2500
D WERNER ENTERPRISES INC         COM              95075510       462     21302 SH  SHARED                  21302                  
D WERNER ENTERPRISES INC         COM              95075510       416     19175 SH  SHARED      01           4200             14975
D WERNER ENTERPRISES INC         COM              95075510       443     20446 SH  SHARED      02          20226               220
D WERNER ENTERPRISES INC         COM              95075510      1780     82028 SH  SHARED      10          82028                  
D WESBANCO INC                   COM              95081010        18       704 SH  SHARED                    704                  
D WESBANCO INC                   COM              95081010        29      1100 SH  SHARED      01           1100                  
D WESBANCO INC                   COM              95081010        13       500 SH  SHARED      02            500                  
D WESBANCO INC                   COM              95081010       409     15400 SH  SHARED      10          15400                  
D WESCO FINL CORP                COM              95081710         5        15 SH  SHARED                     15                  
D WESCO FINL CORP                COM              95081710       107       300 SH  SHARED      20            300                  
D WESCO INTL INC                 DBCV  2.625%10/1 95082PAE     19980  21600000 PRN SHARED               21600000                  
D WESCO INTL INC                 DBCV  2.625%10/1 95082PAE     10808  11685000 PRN SHARED      02       11684000              1000
D WESCO INTL INC                 NOTE  1.750%11/1 95082PAG     17072  22000000 PRN SHARED               22000000                  
D WESCO INTL INC                 COM              95082P10      1007     31296 SH  SHARED                  31296                  
D WESCO INTL INC                 COM              95082P10      1917     59585 SH  SHARED      01                            59585
D WESCO INTL INC                 COM              95082P10       840     26131 SH  SHARED      02          26071                60
D WESCO INTL INC                 COM              95082P10       935     29068 SH  SHARED      05          29068                  
D WESCO INTL INC                 COM              95082P10     13924    432700 SH  SHARED      10         429800              2900
D WESCO INTL INC                 COM              95082P10       131      4090 SH  SHARED      21           4090                  
D WEST BANCORPORATION INC        CAP STK          95123P10         2       166 SH  SHARED                    166                  
D WEST COAST BANCORP ORE NEW     COM              95214510         3       209 SH  SHARED                    209                  
D WEST COAST BANCORP ORE NEW     COM              95214510         8       578 SH  SHARED      02            578                  
D WEST COAST BANCORP ORE NEW     COM              95214510        92      6300 SH  SHARED      10           6300                  
D WEST MARINE INC                COM              95423510         2       381 SH  SHARED                    381                  
D WEST PHARMACEUTICAL SVSC INC   COM              95530610         0        17 SH  SHARED                     17                  
D WEST PHARMACEUTICAL SVSC INC   COM              95530610      1099     22515 SH  SHARED      01          22515                  
D WEST PHARMACEUTICAL SVSC INC   COM              95530610      1757     36000 SH  SHR/OTHR    01                            36000
D WEST PHARMACEUTICAL SVSC INC   COM              95530610       424      8703 SH  SHARED      02           8643                60
D WEST PHARMACEUTICAL SVSC INC   COM              95530610       117      2400 SH  SHARED      10           2400                  
D WESTAFF INC                    COM              95707010         0       217 SH  SHARED                    217                  
D WESTAR ENERGY INC              COM              95709T10      6935    301008 SH  SHARED                 301008                  
D WESTAR ENERGY INC              COM              95709T10       859     37320 SH  SHARED      01           3000             34320
D WESTAR ENERGY INC              COM              95709T10       480     20847 SH  SHARED      02          20786                61
D WESTAR ENERGY INC              COM              95709T10      1460     63400 SH  SHARED      10          63400                  
D WESTAR ENERGY INC              COM              95709T10        76      3342 SH  SHARED      21                             3342
D WESTAMERICA BANCORPORATION     COM              95709010      1012     17607 SH  SHARED                  17607                  
D WESTAMERICA BANCORPORATION     COM              95709010       629     10950 SH  SHARED      01            750             10200
D WESTAMERICA BANCORPORATION     COM              95709010       152      2653 SH  SHARED      02           2653                  
D WESTAMERICA BANCORPORATION     COM              95709010      1541     26800 SH  SHARED      10          26800                  
D WESTELL TECHNOLOGIES INC       CL A             95754110      2658   3797959 SH  SHARED                3797959                  
D WESTERN ALLIANCE BANCORP       COM              95763810       298     19322 SH  SHARED                  19322                  
D WESTERN ALLIANCE BANCORP       COM              95763810        57      3700 SH  SHARED      01           3700                  
D WESTERN ALLIANCE BANCORP       COM              95763810        49      3200 SH  SHARED      02           3200                  
D WESTERN ALLIANCE BANCORP       COM              95763810       114      7400 SH  SHARED      10           7400                  
D WESTERN ASSET EMRG MKT DEBT    COM              95766A10      1460    113994 SH  SHARED                 113994                  
D WESTERN ASST MNG MUN FD INC    COM              95766M10        35      3817 SH  SHR/OTHR    01                             3817
D WESTERN ASSET CLYM INFL SEC    COM SH BEN INT   95766Q10       788     75000 SH  SHARED      02                            75000
D WESTERN ASSET CLYM INFL OPP    COM              95766R10      3749    359100 SH  SHARED                 359100                  
D WESTERN ASSET CLYM INFL OPP    COM              95766R10       610     58500 SH  SHARED      02                            58500
D WESTERN ASSET INCOME FD        COM              95766T10         0        70 SH  SHARED      02                               70
D WESTERN DIGITAL CORP           COM              95810210      2638    123759 SH  SHARED                  62659             61100
D WESTERN DIGITAL CORP           COM              95810210      1750     82100 SH  SHARED      01          12500             69600
D WESTERN DIGITAL CORP           COM              95810210       573     26889 SH  SHARED      02          26832                57
D WESTERN DIGITAL CORP           COM              95810210        96      4541 SH  SHARED      04                             4541
D WESTERN DIGITAL CORP           COM              95810210       255     12000 SH  SHARED      04          12000                  
D WESTERN DIGITAL CORP           COM              95810210       804     37752 SH  SHARED      06          34852              2900
D WESTERN DIGITAL CORP           COM              95810210     64196   3011100 SH  SHARED      10        2906061            105039
D WESTERN DIGITAL CORP           COM              95810210       121      5720 SH  SHARED      14                             5720
D WESTERN DIGITAL CORP           COM              95810210         3       170 SH  SHARED      20            170                  
D WESTERN GAS PARTNERS LP        COM UNIT LP IN   95825410      6981    528901 SH  SHARED                 528901                  
D WESTERN REFNG INC              COM              95931910        31      3115 SH  SHARED                   3115                  
D WESTERN REFNG INC              COM              95931910       180     17864 SH  SHARED      02          17864                  
D WESTERN REFNG INC              COM              95931910       103     10283 SH  SHARED      10          10283                  
D WESTERN UN CO                  COM              95980210       528     21405 SH  SHARED                  21405                  
D WESTERN UN CO                  COM              95980210     23176    939457 SH  SHARED                 939457                  
D WESTERN UN CO                  COM              95980210      2920    118392 SH  SHARED      01         112947              5445
D WESTERN UN CO                  COM              95980210       133      5400 SH  SHR/OTHR    01                             5400
D WESTERN UN CO                  COM              95980210       659     26723 SH  SHARED      02          24898              1825
D WESTERN UN CO                  COM              95980210      5723    232000 SH  SHARED      04         232000                  
D WESTERN UN CO                  COM              95980210         8       359 SH  SHARED      05            359                  
D WESTERN UN CO                  COM              95980210      2874    116499 SH  SHARED      06          91192             25307
D WESTERN UN CO                  COM              95980210     11906    482627 SH  SHARED      10         481427              1200
D WESTERN UN CO                  COM              95980210       212      8616 SH  SHARED      14                             8616
D WESTERN UN CO                  COM              95980210       245      9970 SH  SHARED      20           6560              3410
D WESTERN UN CO                  COM              95980210        44      1800 SH  SHR/OTHR    20                             1800
D WESTERN UN CO                  COM              95980210        11       467 SH  SHR/OTHR    21                              467
D WESTERN UN CO                  COM              95980210       615     24950 SH  SHARED      23            250             24700
D WESTERN UN CO                  COM              95980210        79      3218 SH  SHR/OTHR    23                             3218
D WESTFIELD FINANCIAL INC NEW    COM              96008P10         2       199 SH  SHARED                    199                  
D WESTLAKE CHEM CORP             COM              96041310         1        64 SH  SHARED                     64                  
D WESTLAKE CHEM CORP             COM              96041310       158      7514 SH  SHARED      02           7514                  
D WESTMORELAND COAL CO           COM              96087810         0         5 SH  SHARED      02              5                  
D WESTPORT INNOVATIONS INC       COM NEW          96090830        37      4114 SH  SHARED                   4114                  
D WESTPORT INNOVATIONS INC       COM NEW          96090830         8       896 SH  SHARED      02            896                  
D WESTPAC BKG CORP               SPONSORED ADR    96121430         4        49 SH  SHARED                     49                  
D WESTPAC BKG CORP               SPONSORED ADR    96121430         4        44 SH  SHARED      02                               44
D WESTWOOD HLDGS GROUP INC       COM              96176510       180      3800 SH  SHR/OTHR    20                             3800
D WESTWOOD ONE INC               COM              96181510        12     22079 SH  SHARED                  22079                  
D WESTWOOD ONE INC               COM              96181510         0        40 SH  SHARED      02             40                  
D WET SEAL INC                   CL A             96184010       112     31120 SH  SHARED                  31120                  
D WET SEAL INC                   CL A             96184010         2       590 SH  SHARED      01            590                  
D WET SEAL INC                   CL A             96184010         0        53 SH  SHARED      02             52                 1
D WET SEAL INC                   CL A             96184010       671    185000 SH  SHARED      10         185000                  
D WEYCO GROUP INC                COM              96214910         2        79 SH  SHARED                     79                  
D WEYCO GROUP INC                COM              96214910         0         3 SH  SHARED      02              3                  
D WEYERHAEUSER CO                COM              96216610     18794    310237 SH  SHARED                 308037              2200
D WEYERHAEUSER CO                COM              96216610      1463     24150 SH  SHARED      01          24150                  
D WEYERHAEUSER CO                COM              96216610       956     15790 SH  SHARED      02          12493              3297
D WEYERHAEUSER CO                COM              96216610        66      1100 SH  SHARED      04           1100                  
D WEYERHAEUSER CO                COM              96216610      1116     18428 SH  SHARED      05          18428                  
D WEYERHAEUSER CO                COM              96216610      8480    139990 SH  SHARED      06         133650              6340
D WEYERHAEUSER CO                COM              96216610      6251    103186 SH  SHARED      10         103186                  
D WEYERHAEUSER CO                COM              96216610        36       600 SH  SHARED      23                              600
D WEYERHAEUSER CO                COM              96216610        60      1000 SH  SHR/OTHR    23                             1000
D WHIRLPOOL CORP                 COM              96332010      7341     92592 SH  SHARED                  92592                  
D WHIRLPOOL CORP                 COM              96332010       889     11224 SH  SHARED      01          11224                  
D WHIRLPOOL CORP                 COM              96332010      5300     66847 SH  SHARED      02          66847                  
D WHIRLPOOL CORP                 COM              96332010       753      9500 SH  SHARED      05           9500                  
D WHIRLPOOL CORP                 COM              96332010      1302     16430 SH  SHARED      06          14400              2030
D WHIRLPOOL CORP                 COM              96332010      6818     86000 SH  SHARED      10          86000                  
D WHIRLPOOL CORP                 COM              96332010        19       240 SH  SHARED      21                              240
D WHITE ELECTR DESIGNS CORP      COM              96380110         3       613 SH  SHARED                    613                  
D WHITE RIVER CAPITAL INC        COM              96445P10         1        74 SH  SHARED                     74                  
D WHITING PETE CORP NEW          COM              96638710       663      9311 SH  SHARED                   9311                  
D WHITING PETE CORP NEW          COM              96638710        51       725 SH  SHARED      01            725                  
D WHITING PETE CORP NEW          COM              96638710         0         6 SH  SHARED      02              6                  
D WHITING PETE CORP NEW          COM              96638710       259      3641 SH  SHARED      10           3641                  
D WHITING USA TR I               TR UNIT          96638910      2581    157206 SH  SHARED                 157206                  
D WHITNEY HLDG CORP              COM              96661210       640     26419 SH  SHARED                  26419                  
D WHITNEY HLDG CORP              COM              96661210        16       675 SH  SHARED      01            675                  
D WHITNEY HLDG CORP              COM              96661210        78      3226 SH  SHARED      02           3226                  
D WHITNEY HLDG CORP              COM              96661210       143      5905 SH  SHARED      10           5905                  
D WHOLE FOODS MKT INC            SDCV         3/0 966837AC       110    250000 PRN SHARED      02         250000                  
D WHOLE FOODS MKT INC            COM              96683710        45      2288 SH  SHARED                   2288                  
D WHOLE FOODS MKT INC            COM              96683710      4194    209415 SH  SHARED                 209415                  
D WHOLE FOODS MKT INC            COM              96683710       254     12700 SH  SHARED      01          12700                  
D WHOLE FOODS MKT INC            COM              96683710      1525     76153 SH  SHARED      02          74953              1200
D WHOLE FOODS MKT INC            COM              96683710       108      5400 SH  SHARED      04                             5400
D WHOLE FOODS MKT INC            COM              96683710        22      1100 SH  SHARED      04           1100                  
D WHOLE FOODS MKT INC            COM              96683710       760     37953 SH  SHARED      06          34763              3190
D WHOLE FOODS MKT INC            COM              96683710      1655     82659 SH  SHARED      10          82659                  
D WHOLE FOODS MKT INC            COM              96683710        48      2400 SH  SHR/OTHR    23                             2400
D WIDEPOINT CORP                 COM              96759010       273    684273 SH  SHARED                 684273                  
D WILBER CORP                    COM              96779710         1       149 SH  SHARED                    149                  
D WILEY JOHN & SONS INC          CL A             96822320        87      2158 SH  SHARED                   2158                  
D WILEY JOHN & SONS INC          CL A             96822320       576     14250 SH  SHARED      01           1850             12400
D WILEY JOHN & SONS INC          CL A             96822320        41      1016 SH  SHARED      02           1016                  
D WILEY JOHN & SONS INC          CL A             96822320       101      2500 SH  SHARED      10           2500                  
D WILEY JOHN & SONS INC          CL A             96822320       161      4000 SH  SHARED      23                             4000
D WILLAMETTE VY VINEYARD INC     COM              96913610         0       109 SH  SHARED                    109                  
D WILLBROS GROUP INC             COM              96919910        34      1317 SH  SHARED                   1317                  
D WILLBROS GROUP INC             COM              96919910        66      2500 SH  SHARED      01                             2500
D WILLBROS GROUP INC             COM              96919910        83      3163 SH  SHARED      02            978              2185
D WILLBROS GROUP INC             COM              96919910      4070    153600 SH  SHARED      10         153600                  
D WILLDAN GROUP INC              COM              96924N10         0       162 SH  SHARED                    162                  
D WILLIAMS COS INC DEL           COM              96945710     20234    855602 SH  SHARED                 774402             81200
D WILLIAMS COS INC DEL           COM              96945710      1712     72400 SH  SHARED      01          70400              2000
D WILLIAMS COS INC DEL           COM              96945710        42      1800 SH  SHR/OTHR    01                             1800
D WILLIAMS COS INC DEL           COM              96945710      3110    131508 SH  SHARED      02         119171             12337
D WILLIAMS COS INC DEL           COM              96945710      2968    125500 SH  SHARED      04         125500                  
D WILLIAMS COS INC DEL           COM              96945710         6       290 SH  SHARED      05            290                  
D WILLIAMS COS INC DEL           COM              96945710      1763     74560 SH  SHARED      06          56100             18460
D WILLIAMS COS INC DEL           COM              96945710     33844   1431051 SH  SHARED      10        1398610             32441
D WILLIAMS COS INC DEL           COM              96945710       483     20442 SH  SHARED      14                            20442
D WILLIAMS COS INC DEL           COM              96945710       439     18600 SH  SHARED      23                            18600
D WILLIAMS COS INC DEL           COM              96945710        70      3000 SH  SHR/OTHR    23                             3000
D WILLIAMS CTLS INC              COM NEW          96946560         1       146 SH  SHARED                    146                  
D WILLIAMS CLAYTON ENERGY INC    COM              96949010       288      4092 SH  SHARED                   4092                  
D WILLIAMS CLAYTON ENERGY INC    COM              96949010        63       900 SH  SHARED      01            900                  
D WILLIAMS CLAYTON ENERGY INC    COM              96949010         0         3 SH  SHARED      02              3                  
D WILLIAMS CLAYTON ENERGY INC    COM              96949010      1953     27700 SH  SHARED      10          26600              1100
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10        87      3403 SH  SHARED                   3403                  
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10        18       700 SH  SHARED      02                              700
D WILLIAMS PIPELINE PARTNERS L   COM UNIT LP IN   96950K10      3394    243191 SH  SHARED                 243191                  
D WILLIAMS SONOMA INC            COM              96990410       736     45489 SH  SHARED                  45489                  
D WILLIAMS SONOMA INC            COM              96990410       683     42236 SH  SHARED      01          18736             23500
D WILLIAMS SONOMA INC            COM              96990410       681     42096 SH  SHARED      02          36081              6015
D WILLIAMS SONOMA INC            COM              96990410         7       480 SH  SHARED      06                              480
D WILLIAMS SONOMA INC            COM              96990410       259     16024 SH  SHARED      10          16024                  
D WILLIAMS SONOMA INC            COM              96990410       258     16000 SH  SHR/OTHR    23                            16000
D WILLIS LEASE FINANCE CORP      COM              97064610         1       136 SH  SHARED                    136                  
D WILLIS LEASE FINANCE CORP      COM              97064610        36      3310 SH  SHARED      10           3310                  
D WILLOW FINANCIAL BANCORP INC   COM              97111W10        12      1289 SH  SHARED                   1289                  
D WILLOW FINANCIAL BANCORP INC   COM              97111W10        36      3800 SH  SHARED      02           3800                  
D WILMINGTON TRUST CORP          COM              97180710      1137     39465 SH  SHARED                  39465                  
D WILMINGTON TRUST CORP          COM              97180710       591     20500 SH  SHARED      01                            20500
D WILMINGTON TRUST CORP          COM              97180710       580     20150 SH  SHARED      02           4297             15853
D WILMINGTON TRUST CORP          COM              97180710       121      4200 SH  SHARED      10           4200                  
D WILSHIRE BANCORP INC           COM              97186T10        21      1805 SH  SHARED                   1805                  
D WILSHIRE BANCORP INC           COM              97186T10         7       634 SH  SHARED      02            634                  
D WILSHIRE BANCORP INC           COM              97186T10       147     12100 SH  SHARED      10          12100                  
D WILSHIRE ENTERPRISES INC       COM              97188910       145     48853 SH  SHARED                  48853                  
D WIMM BILL DANN FOODS OJSC      SPONSORED ADR    97263M10      2623     36950 SH  SHARED                  36950                  
D WIMM BILL DANN FOODS OJSC      SPONSORED ADR    97263M10       172      2436 SH  SHARED      02           2436                  
D WIMM BILL DANN FOODS OJSC      SPONSORED ADR    97263M10       355      5000 SH  SHARED      05           5000                  
D WIMM BILL DANN FOODS OJSC      SPONSORED ADR    97263M10      3550     50000 SH  SHARED      06                            50000
D WIND RIVER SYSTEMS INC         COM              97314910       254     25418 SH  SHARED                  25418                  
D WIND RIVER SYSTEMS INC         COM              97314910       237     23700 SH  SHARED      01                            23700
D WIND RIVER SYSTEMS INC         COM              97314910       103     10345 SH  SHARED      02           6727              3618
D WIND RIVER SYSTEMS INC         COM              97314910       347     34700 SH  SHARED      10          34700                  
D WINDSTREAM CORP                COM              97381W10      5867    536333 SH  SHARED                 536333                  
D WINDSTREAM CORP                COM              97381W10       591     54025 SH  SHARED      01          54025                  
D WINDSTREAM CORP                COM              97381W10      1225    112048 SH  SHARED      02          14261             97787
D WINDSTREAM CORP                COM              97381W10        24      2200 SH  SHARED      04           2200                  
D WINDSTREAM CORP                COM              97381W10       679     62077 SH  SHARED      06          47577             14500
D WINDSTREAM CORP                COM              97381W10     12980   1186479 SH  SHARED      10        1168979             17500
D WINDSTREAM CORP                COM              97381W10        16      1487 SH  SHARED      20                             1487
D WINDSTREAM CORP                COM              97381W10        13      1240 SH  SHR/OTHR    20                             1240
D WINDSTREAM CORP                COM              97381W10        97      8887 SH  SHARED      21           7274              1613
D WINDSTREAM CORP                COM              97381W10         6       563 SH  SHR/OTHR    22                              563
D WINDSTREAM CORP                COM              97381W10       314     28741 SH  SHR/OTHR    23                            28741
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         1       100 SH  SHARED                    100                  
D WINN DIXIE STORES INC          COM NEW          97428030        36      2600 SH  SHARED      01           2600                  
D WINN DIXIE STORES INC          COM NEW          97428030         0        31 SH  SHARED      02             31                  
D WINN DIXIE STORES INC          COM NEW          97428030       165     11900 SH  SHARED      10          11900                  
D WINNEBAGO INDS INC             COM              97463710        51      3989 SH  SHARED                   3989                  
D WINNEBAGO INDS INC             COM              97463710       100      7762 SH  SHARED      02           7741                21
D WINNEBAGO INDS INC             COM              97463710         5       456 SH  SHARED      10            456                  
D WINTHROP RLTY TR               SH BEN INT       97639110         2       626 SH  SHARED                    626                  
D WINTHROP RLTY TR               SH BEN INT       97639110         0       150 SH  SHARED      01                              150
D WINTHROP RLTY TR               SH BEN INT       97639110        14      3731 SH  SHARED      02           3731                  
D WINTHROP RLTY TR               SH BEN INT       97639110        85     21800 SH  SHARED      10          21800                  
D WINTRUST FINANCIAL CORP        COM              97650W10       385     13127 SH  SHARED                  13127                  
D WINTRUST FINANCIAL CORP        COM              97650W10        46      1600 SH  SHARED      01           1600                  
D WINTRUST FINANCIAL CORP        COM              97650W10        86      2937 SH  SHARED      02           2927                10
D WINTRUST FINANCIAL CORP        COM              97650W10       311     10600 SH  SHARED      10          10600                  
D WIPRO LTD                      SPON ADR 1 SH    97651M10       454     46714 SH  SHARED                  46714                  
D WIPRO LTD                      SPON ADR 1 SH    97651M10       124     12766 SH  SHARED      02          12016               750
D WIRELESS RONIN TECHNOLOGIES    COM              97652A20         0       367 SH  SHARED                    367                  
D WIRELESS TELECOM GROUP INC     COM              97652410         0       510 SH  SHARED                    510                  
D WISCONSIN ENERGY CORP          COM              97665710      1426     31771 SH  SHARED                  31771                  
D WISCONSIN ENERGY CORP          COM              97665710      1773     39500 SH  SHARED      01           1700             37800
D WISCONSIN ENERGY CORP          COM              97665710       566     12618 SH  SHARED      02          12618                  
D WISCONSIN ENERGY CORP          COM              97665710        62      1400 SH  SHARED      04           1400                  
D WISCONSIN ENERGY CORP          COM              97665710        63      1410 SH  SHARED      06            150              1260
D WISCONSIN ENERGY CORP          COM              97665710      4855    108150 SH  SHARED      10         108150                  
D WISCONSIN ENERGY CORP          COM              97665710        40       900 SH  SHARED      23                              900
D WISCONSIN ENERGY CORP          COM              97665710       188      4200 SH  SHR/OTHR    23                             4200
D WISDOMTREE TRUST               EMRG MKT HGHYD   97717W31      1822     41854 SH  SHARED      02                            41854
D WISDOMTREE TRUST               INDIA ERNGS FD   97717W42         8       550 SH  SHARED      01                              550
D WISDOMTREE TRUST               INDIA ERNGS FD   97717W42        15      1000 SH  SHARED      02                             1000
D WISDOMTREE TRUST               SMALLCAP DIVID   97717W60        18       411 SH  SHARED      02                              411
D WISDOMTREE TRUST               INTL UTILITIES   97717W65       486     17861 SH  SHARED      02                            17861
D WISDOMTREE TRUST               INTL FINANCIAL   97717W69        25      1350 SH  SHARED      02                             1350
D WISDOMTREE TRUST               INTL BAS MATER   97717W75      1260     47762 SH  SHARED      02                            47762
D WISDOMTREE TRUST               INTL SMCAP DIV   97717W76       184      4028 SH  SHARED      02                             4028
D WISDOMTREE TRUST               INTL MIDCAP DV   97717W77       156      3213 SH  SHARED      02                             3213
D WISDOMTREE TRUST               INTL DV TOP100   97717W78        42       834 SH  SHARED      02                              834
D WISDOMTREE TRUST               INTL LRGCAP DV   97717W79       133      2640 SH  SHARED      02                             2640
D WISDOMTREE TRUST               DEFA HG YLD EQ   97717W80       469      9739 SH  SHARED      02                             9739
D WISDOMTREE TRUST               PAC EXJP TOT D   97717W82      1260     21321 SH  SHARED      02                            21321
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85        16       400 SH  SHARED      02                              400
D WOLVERINE WORLD WIDE INC       COM              97809710        90      3425 SH  SHARED                   3425                  
D WOLVERINE WORLD WIDE INC       COM              97809710       238      9003 SH  SHARED      02           9003                  
D WOLVERINE WORLD WIDE INC       COM              97809710     12994    491100 SH  SHARED      10         491100                  
D WONDER AUTO TECHNOLOGY INC     COM              97816610         0        48 SH  SHARED                     48                  
D WONDER AUTO TECHNOLOGY INC     COM              97816610         0        40 SH  SHARED      02             40                  
D WOODWARD GOVERNOR CO           COM              98074510       123      3500 SH  SHARED                   3500                  
D WOODWARD GOVERNOR CO           COM              98074510         3        97 SH  SHARED                     97                  
D WOODWARD GOVERNOR CO           COM              98074510       176      5000 SH  SHARED      01           5000                  
D WOODWARD GOVERNOR CO           COM              98074510       377     10702 SH  SHARED      02          10702                  
D WOODWARD GOVERNOR CO           COM              98074510      1419     40239 SH  SHARED      10          38939              1300
D WOODWARD GOVERNOR CO           COM              98074510        70      2000 SH  SHARED      23                             2000
D WOORI FIN HLDGS CO LTD         ADR              98106310         3       101 SH  SHARED                    101                  
D WORLD ACCEP CORPORATION        NOTE  3.000%10/0 981417AB      2852   3500000 PRN SHARED                3500000                  
D WORLD ACCEP CORP DEL           COM              98141910       354      9849 SH  SHARED                   9849                  
D WORLD ACCEP CORP DEL           COM              98141910       292      8131 SH  SHARED      02           8131                  
D WORLD ACCEP CORP DEL           COM              98141910        26       735 SH  SHARED      21            735                  
D WORLD FUEL SVCS CORP           COM              98147510         0        31 SH  SHARED                     31                  
D WORLD FUEL SVCS CORP           COM              98147510        52      2300 SH  SHARED      01                             2300
D WORLD FUEL SVCS CORP           COM              98147510        57      2496 SH  SHARED      02           2496                  
D WORLD FUEL SVCS CORP           COM              98147510       341     14814 SH  SHARED      10          14814                  
D WORLD WRESTLING ENTMT INC      CL A             98156Q10         0        64 SH  SHARED                     64                  
D WORLD WRESTLING ENTMT INC      CL A             98156Q10       228     14812 SH  SHARED      02          13812              1000
D WORLD WRESTLING ENTMT INC      CL A             98156Q10        44      2900 SH  SHARED      10           2900                  
D WORLDSPACE INC                 CL A             98157910         0       503 SH  SHARED                    503                  
D WORLDSPACE INC                 CL A             98157910         0       349 SH  SHARED      02                              349
D WORLDSPACE INC                 CL A             98157910       160    123430 SH  SHARED      06         123430                  
D WORTHINGTON INDS INC           COM              98181110         7       510 SH  SHARED                    510                  
D WORTHINGTON INDS INC           COM              98181110       375     25102 SH  SHARED      01           4302             20800
D WORTHINGTON INDS INC           COM              98181110       184     12323 SH  SHARED      02          11623               700
D WORTHINGTON INDS INC           COM              98181110      1852    123963 SH  SHARED      10         120563              3400
D WPT ENTERPRISES INC            COM              98211W10         0       160 SH  SHARED                    160                  
D WRIGHT EXPRESS CORP            COM              98233Q10         0        29 SH  SHARED                     29                  
D WRIGHT EXPRESS CORP            COM              98233Q10       236      7934 SH  SHARED      02           4934              3000
D WRIGHT EXPRESS CORP            COM              98233Q10        53      1800 SH  SHARED      10           1800                  
D WRIGHT EXPRESS CORP            COM              98233Q10        27       930 SH  SHARED      21            930                  
D WRIGHT MED GROUP INC           COM              98235T10        28       921 SH  SHARED      02             21               900
D WRIGHT MED GROUP INC           COM              98235T10      1217     40000 SH  SHARED      04          40000                  
D WRIGHT MED GROUP INC           COM              98235T10        15       500 SH  SHARED      06            500                  
D WRIGHT MED GROUP INC           COM              98235T10      1522     50021 SH  SHARED      10          50021                  
D WRIGLEY WM JR CO               COM              98252610    172460   2172049 SH  SHARED                2172049                  
D WRIGLEY WM JR CO               COM              98252610      2811     35404 SH  SHARED      01          35404                  
D WRIGLEY WM JR CO               COM              98252610       149      1887 SH  SHR/OTHR    01                             1887
D WRIGLEY WM JR CO               COM              98252610      5301     66769 SH  SHARED      02          65744              1025
D WRIGLEY WM JR CO               COM              98252610        63       800 SH  SHARED      04            800                  
D WRIGLEY WM JR CO               COM              98252610         7       100 SH  SHARED      05            100                  
D WRIGLEY WM JR CO               COM              98252610      2216     27912 SH  SHARED      06          21850              6062
D WRIGLEY WM JR CO               COM              98252610      7829     98605 SH  SHARED      10          98605                  
D WRIGLEY WM JR CO               COM              98252610       198      2503 SH  SHARED      23                             2503
D WRIGLEY WM JR CO               COM              98252610       873     11000 SH  SHR/OTHR    23                            11000
D WUHAN GENERAL GRP CHINA INC    COM              98256910         0       100 SH  SHARED      02            100                  
D WYETH                          DBCV         1/1 983024AD      8748   9000000 PRN SHARED      04        9000000                  
D WYETH                          DBCV         1/1 983024AD      4033   4150000 PRN SHARED      06        4150000                  
D WYETH                          COM              98302410       548     14851 SH  SHARED                  14851                  
D WYETH                          COM              98302410    148103   4009301 SH  SHARED                4009301                  
D WYETH                          COM              98302410      8320    225232 SH  SHARED      01         171399             53833
D WYETH                          COM              98302410       872     23625 SH  SHR/OTHR    01                            23625
D WYETH                          COM              98302410      6939    187863 SH  SHARED      02         180771              7092
D WYETH                          COM              98302410     61761   1671950 SH  SHARED      04        1671950                  
D WYETH                          COM              98302410        23       640 SH  SHARED      05            640                  
D WYETH                          COM              98302410      7996    216466 SH  SHARED      06         174888             41578
D WYETH                          COM              98302410    177617   4808263 SH  SHARED      10        4784763             23500
D WYETH                          COM              98302410      3856    104405 SH  SHARED      14          10100             94305
D WYETH                          COM              98302410      1145     31000 SH  SHARED      15                            31000
D WYETH                          COM              98302410       169      4600 SH  SHARED      19                             4600
D WYETH                          COM              98302410       886     23994 SH  SHARED      20          13400             10594
D WYETH                          COM              98302410       264      7150 SH  SHR/OTHR    20                             7150
D WYETH                          COM              98302410       436     11821 SH  SHARED      21          11481               340
D WYETH                          COM              98302410         7       200 SH  SHR/OTHR    21                              200
D WYETH                          COM              98302410       295      8000 SH  SHARED      22           7200               800
D WYETH                          COM              98302410      7327    198353 SH  SHARED      23         194453              3900
D WYETH                          COM              98302410      7577    205136 SH  SHR/OTHR    23                           205136
D WYNDHAM WORLDWIDE CORP         COM              98310W10      6582    418988 SH  SHARED                 418988                  
D WYNDHAM WORLDWIDE CORP         COM              98310W10       300     19156 SH  SHARED      01          19156                  
D WYNDHAM WORLDWIDE CORP         COM              98310W10       503     32022 SH  SHARED      02          30992              1030
D WYNDHAM WORLDWIDE CORP         COM              98310W10         1       112 SH  SHARED      05            112                  
D WYNDHAM WORLDWIDE CORP         COM              98310W10       431     27492 SH  SHARED      06          23130              4362
D WYNDHAM WORLDWIDE CORP         COM              98310W10      2423    154243 SH  SHARED      10         154243                  
D WYNDHAM WORLDWIDE CORP         COM              98310W10       346     22054 SH  SHARED      14                            22054
D WYNDHAM WORLDWIDE CORP         COM              98310W10         5       370 SH  SHARED      21                              370
D WYNN RESORTS LTD               COM              98313410      6710     82194 SH  SHARED                  82194                  
D WYNN RESORTS LTD               COM              98313410        40       500 SH  SHARED      01            500                  
D WYNN RESORTS LTD               COM              98313410        16       200 SH  SHR/OTHR    01                              200
D WYNN RESORTS LTD               COM              98313410      1379     16894 SH  SHARED      02          16294               600
D WYNN RESORTS LTD               COM              98313410       614      7525 SH  SHARED      06           6965               560
D WYNN RESORTS LTD               COM              98313410      2097     25695 SH  SHARED      10          25695                  
D XTO ENERGY INC                 COM              98385X10       576     12398 SH  SHARED                  12398                  
D XTO ENERGY INC                 COM              98385X10     26570    571166 SH  SHARED                 571166                  
D XTO ENERGY INC                 COM              98385X10     11452    246174 SH  SHARED      01         228021             18153
D XTO ENERGY INC                 COM              98385X10       422      9085 SH  SHR/OTHR    01                             9085
D XTO ENERGY INC                 COM              98385X10      6366    136845 SH  SHARED      02         129705              7140
D XTO ENERGY INC                 COM              98385X10       986     21200 SH  SHARED      04          21200                  
D XTO ENERGY INC                 COM              98385X10        13       297 SH  SHARED      05            297                  
D XTO ENERGY INC                 COM              98385X10      3962     85174 SH  SHARED      06          67987             17187
D XTO ENERGY INC                 COM              98385X10     73067   1570666 SH  SHARED      10        1570666                  
D XTO ENERGY INC                 COM              98385X10        13       300 SH  SHARED      14                              300
D XTO ENERGY INC                 COM              98385X10       591     12707 SH  SHARED      20          11196       75     1436
D XTO ENERGY INC                 COM              98385X10        49      1062 SH  SHR/OTHR    20                             1062
D XTO ENERGY INC                 COM              98385X10        10       225 SH  SHARED      21            225                  
D XTO ENERGY INC                 COM              98385X10       507     10910 SH  SHARED      22           7710              3200
D XTO ENERGY INC                 COM              98385X10        22       477 SH  SHR/OTHR    22                              477
D XTO ENERGY INC                 COM              98385X10       311      6686 SH  SHARED      23           6686                  
D XTO ENERGY INC                 COM              98385X10      1565     33649 SH  SHR/OTHR    23                            33649
D X-RITE INC                     COM              98385710         2       797 SH  SHARED                    797                  
D X-RITE INC                     COM              98385710        16      4710 SH  SHARED      02           4710                  
D XATA CORP                      COM NEW          98388230         0       149 SH  SHARED                    149                  
D XCEL ENERGY INC                COM              98389B10      8927    446587 SH  SHARED                 446587                  
D XCEL ENERGY INC                COM              98389B10       795     39800 SH  SHARED      01          38300              1500
D XCEL ENERGY INC                COM              98389B10      1009     50510 SH  SHARED      02          48584              1926
D XCEL ENERGY INC                COM              98389B10         2       116 SH  SHARED      04                              116
D XCEL ENERGY INC                COM              98389B10        71      3600 SH  SHARED      04           3600                  
D XCEL ENERGY INC                COM              98389B10         3       200 SH  SHARED      05            200                  
D XCEL ENERGY INC                COM              98389B10      1162     58150 SH  SHARED      06          45050             13100
D XCEL ENERGY INC                COM              98389B10      3948    197530 SH  SHARED      10         197530                  
D XCEL ENERGY INC                COM              98389B10        51      2600 SH  SHARED      14                             2600
D XCEL ENERGY INC                COM              98389B10         7       400 SH  SHARED      23            400                  
D XETA TECHNOLOGIES INC          COM              98390910         0       209 SH  SHARED                    209                  
D XILINX INC                     DBCV  3.125% 3/1 983919AD      3569   4300000 PRN SHARED                4300000                  
D XILINX INC                     COM              98391910      3447    147024 SH  SHARED                 147024                  
D XILINX INC                     COM              98391910       946     40375 SH  SHARED      01          31375              9000
D XILINX INC                     COM              98391910         2       100 SH  SHR/OTHR    01                              100
D XILINX INC                     COM              98391910      1112     47445 SH  SHARED      02          45408              2037
D XILINX INC                     COM              98391910      2110     90000 SH  SHARED      04          90000                  
D XILINX INC                     COM              98391910         6       270 SH  SHARED      05            270                  
D XILINX INC                     COM              98391910       971     41430 SH  SHARED      06          32600              8830
D XILINX INC                     COM              98391910      3318    141507 SH  SHARED      10         141507                  
D XILINX INC                     COM              98391910        51      2200 SH  SHARED      14                             2200
D XINHUA FIN MEDIA LTD           SPONSORED ADR    98398210         0       152 SH  SHARED                    152                  
D XINHUA FIN MEDIA LTD           SPONSORED ADR    98398210       103     78400 SH  SHARED      14                            78400
D XCORPOREAL INC                 COM              98400P10         0       124 SH  SHARED                    124                  
D XELR8 HOLDINGS INC             COM              98400Y10         0       299 SH  SHARED                    299                  
D XENOPORT INC                   COM              98411C10      3464     71448 SH  SHARED                  71448                  
D XENOPORT INC                   COM              98411C10       235      4850 SH  SHARED      01           4850                  
D XENOPORT INC                   COM              98411C10       245      5064 SH  SHARED      02            854              4210
D XENOPORT INC                   COM              98411C10      8737    180191 SH  SHARED      04         180191                  
D XENOPORT INC                   COM              98411C10        24       500 SH  SHARED      06            500                  
D XENOPORT INC                   COM              98411C10      1643     33900 SH  SHARED      10          33900                  
D XENOPORT INC                   COM              98411C10        42       870 SH  SHARED      23                              870
D XENONICS HLDGS INC             COM              98411710         0       456 SH  SHARED                    456                  
D XEROX CORP                     COM              98412110     24125   2092453 SH  SHARED                2092153               300
D XEROX CORP                     COM              98412110      1348    116952 SH  SHARED      01         116952                  
D XEROX CORP                     COM              98412110       389     33788 SH  SHARED      02          30958              2830
D XEROX CORP                     COM              98412110        51      4500 SH  SHARED      04           4500                  
D XEROX CORP                     COM              98412110         6       600 SH  SHARED      05            600                  
D XEROX CORP                     COM              98412110      1862    161560 SH  SHARED      06         135350             26210
D XEROX CORP                     COM              98412110      7605    659644 SH  SHARED      10         659644                  
D XEROX CORP                     COM              98412110       206     17880 SH  SHARED      14                            17880
D XEROX CORP                     COM              98412110        15      1340 SH  SHARED      21                             1340
D XEROX CORP                     COM              98412110        20      1800 SH  SHR/OTHR    23                             1800
D XTENT INC                      COM              98414110         0       239 SH  SHARED                    239                  
D XTENT INC                      COM              98414110        13     10000 SH  SHARED      02                            10000
D XERIUM TECHNOLOGIES INC        COM              98416J10         0        53 SH  SHARED                     53                  
D XERIUM TECHNOLOGIES INC        COM              98416J10        39      6100 SH  SHARED      01           6100                  
D XERIUM TECHNOLOGIES INC        COM              98416J10         0        11 SH  SHARED      02             11                  
D XERIUM TECHNOLOGIES INC        COM              98416J10       644    100100 SH  SHARED      10         100100                  
D XINYUAN REAL ESTATE CO LTD     SPONS ADR        98417P10         0        84 SH  SHARED      02             84                  
D XETHANOL CORP                  COM              98420A10         6     26028 SH  SHARED                  26028                  
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    98424510        39       810 SH  SHARED                    810                  
D YRC WORLDWIDE INC              COM              98424910       147     12326 SH  SHARED                  12326                  
D YRC WORLDWIDE INC              COM              98424910       280     23492 SH  SHARED      01           6292             17200
D YRC WORLDWIDE INC              COM              98424910       290     24326 SH  SHARED      02          24326                  
D YRC WORLDWIDE INC              COM              98424910       460     38539 SH  SHARED      10          36039              2500
D YADKIN VALLEY FINANCIAL CORP   COM              98431410         7       420 SH  SHARED                    420                  
D YAHOO INC                      COM              98433210         5       320 SH  SHARED                    320                  
D YAHOO INC                      COM              98433210    363569  21015568 SH  SHARED               20963680             51900
D YAHOO INC                      COM              98433210      2842    164299 SH  SHARED      01         163249              1050
D YAHOO INC                      COM              98433210     19004   1098499 SH  SHARED      02        1043574             54925
D YAHOO INC                      COM              98433210      6497    375600 SH  SHARED      04         375600                  
D YAHOO INC                      COM              98433210        10       590 SH  SHARED      05            590                  
D YAHOO INC                      COM              98433210      3218    186020 SH  SHARED      06         146650             39370
D YAHOO INC                      COM              98433210     29241   1690280 SH  SHARED      10        1686780              3500
D YAHOO INC                      COM              98433210       116      6757 SH  SHARED      14                             6757
D YAHOO INC                      COM              98433210        13       800 SH  SHARED      20            800                  
D YAHOO INC                      COM              98433210         0        20 SH  SHR/OTHR    23                               20
D YAMANA GOLD INC                COM              98462Y10       561     67419 SH  SHARED                  67419                  
D YAMANA GOLD INC                COM              98462Y10     17009   2041965 SH  SHARED                2041965                  
D YAMANA GOLD INC                COM              98462Y10         3       447 SH  SHARED      01            447                  
D YAMANA GOLD INC                COM              98462Y10      1337    160529 SH  SHARED      02           5409            155120
D YAMANA GOLD INC                COM              98462Y10     10105   1213100 SH  SHARED      04        1213100                  
D YAMANA GOLD INC                COM              98462Y10        73      8799 SH  SHARED      06           5199              3600
D YAMANA GOLD INC                COM              98462Y10     47373   5687128 SH  SHARED      10        5449437            237691
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   98484610       378     36074 SH  SHARED                  36074                  
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   98484610       411     39160 SH  SHARED      02                            39160
D YELLOW ROADWAY CORP            NOTE  5.000% 8/0 985577AA     14994  17537008 PRN SHARED               17537008                  
D YELLOW ROADWAY CORP            NOTE  5.000% 8/0 985577AA      5399   6315000 PRN SHARED      02        6315000                  
D YELLOW ROADWAY CORP            NOTE  3.375%11/2 985577AB      1113   1750000 PRN SHARED                1750000                  
D YELLOW ROADWAY CORP            NOTE  3.375%11/2 985577AB       461    726000 PRN SHARED      02         726000                  
D YINGLI GREEN ENERGY HLDG CO    NOTE        12/1 98584BAA      7695   9500000 PRN SHARED                9500000                  
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10       816     74100 SH  SHARED                  14100             60000
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10      2084    189193 SH  SHARED                 182193              7000
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10      2853    258954 SH  SHARED      04         258954                  
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10      3306    300000 SH  SHARED      05         300000                  
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10       762     69200 SH  SHARED      06          34200             35000
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10      2233    202700 SH  SHARED      10         202700                  
D YORK WTR CO                    COM              98718410        18      1508 SH  SHARED                   1508                  
D YORK WTR CO                    COM              98718410        39      3200 SH  SHARED      02           3200                  
D YORK WTR CO                    COM              98718410       459     37089 SH  SHARED      22           3500             33589
D YOUBET COM INC                 COM              98741310         1      1031 SH  SHARED                   1031                  
D YOUNG BROADCASTING INC         CL A             98743410         0       530 SH  SHARED                    530                  
D YOUNG INNOVATIONS INC          COM              98752010        31      1554 SH  SHARED                   1554                  
D YOUNG INNOVATIONS INC          COM              98752010        32      1600 SH  SHARED      02           1600                  
D YUM BRANDS INC                 COM              98849810      2239     68660 SH  SHARED                   4000             64660
D YUM BRANDS INC                 COM              98849810     24830    761427 SH  SHARED                 760637               790
D YUM BRANDS INC                 COM              98849810      3783    116035 SH  SHARED      01          83805      800    31430
D YUM BRANDS INC                 COM              98849810       578     17725 SH  SHR/OTHR    01                            17725
D YUM BRANDS INC                 COM              98849810     15257    467884 SH  SHARED      02         455682             12202
D YUM BRANDS INC                 COM              98849810       347     10650 SH  SHARED      04          10650                  
D YUM BRANDS INC                 COM              98849810         7       230 SH  SHARED      05            230                  
D YUM BRANDS INC                 COM              98849810      6624    203136 SH  SHARED      06         103076            100060
D YUM BRANDS INC                 COM              98849810     33095   1014893 SH  SHARED      10         962540             52353
D YUM BRANDS INC                 COM              98849810       296      9100 SH  SHARED      14                             9100
D YUM BRANDS INC                 COM              98849810       123      3795 SH  SHARED      20            795              3000
D YUM BRANDS INC                 COM              98849810       194      5955 SH  SHARED      21           2480              3475
D YUM BRANDS INC                 COM              98849810        10       327 SH  SHR/OTHR    21                              327
D YUM BRANDS INC                 COM              98849810       112      3440 SH  SHR/OTHR    22                             3440
D YUM BRANDS INC                 COM              98849810      1309     40150 SH  SHARED      23          37550              2600
D YUM BRANDS INC                 COM              98849810       796     24414 SH  SHR/OTHR    23                            24414
D ZBB ENERGY CORPORATION         COM              98876R20         0        87 SH  SHARED                     87                  
D ZVUE CORP                      COM              98880110         0       462 SH  SHARED                    462                  
D ZALE CORP NEW                  COM              98885810        86      3476 SH  SHARED                   3476                  
D ZALE CORP NEW                  COM              98885810         5       200 SH  SHARED      01            200                  
D ZALE CORP NEW                  COM              98885810        62      2506 SH  SHARED      02           2506                  
D ZALE CORP NEW                  COM              98885810       482     19311 SH  SHARED      10          19311                  
D ZANETT INC                     COM NEW          98906R20         0        42 SH  SHARED                     42                  
D ZAPATA CORP                    COM PAR $        98907060         1       255 SH  SHARED                    255                  
D ZAREBA SYSTEMS INC             COM              98913110         0        51 SH  SHARED                     51                  
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       127      4572 SH  SHARED                   4572                  
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       576     20700 SH  SHARED      01            900             19800
D ZEBRA TECHNOLOGIES CORP        CL A             98920710        50      1808 SH  SHARED      02           1768                40
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       151      5453 SH  SHARED      10           5453                  
D ZENITH NATL INS CORP           COM              98939010      9549    260617 SH  SHARED                 260617                  
D ZENITH NATL INS CORP           COM              98939010       123      3382 SH  SHARED      02           3350                32
D ZENITH NATL INS CORP           COM              98939010       547     14950 SH  SHARED      10          14950                  
D ZEP INC                        COM              98944B10       642     36408 SH  SHARED                  36408                  
D ZEP INC                        COM              98944B10         0        30 SH  SHARED      02             30                  
D ZEP INC                        COM              98944B10       138      7850 SH  SHARED      10           7850                  
D ZEP INC                        COM              98944B10         8       500 SH  SHARED      23                              500
D ZHONE TECHNOLOGIES INC NEW     COM              98950P10        17     92610 SH  SHARED                  92610                  
D ZHONGPIN INC                   COM              98952K10         3       353 SH  SHARED                    353                  
D ZILOG INC                      COM PAR $0.01    98952430         1       441 SH  SHARED                    441                  
D ZIMMER HLDGS INC               COM              98956P10       786     12176 SH  SHARED                  10876              1300
D ZIMMER HLDGS INC               COM              98956P10     19912    308440 SH  SHARED                 293640             14800
D ZIMMER HLDGS INC               COM              98956P10     20404    316058 SH  SHARED      01         185065      180   130813
D ZIMMER HLDGS INC               COM              98956P10      4258     65961 SH  SHR/OTHR    01                            65961
D ZIMMER HLDGS INC               COM              98956P10      1015     15726 SH  SHARED      02          12391              3335
D ZIMMER HLDGS INC               COM              98956P10       502      7791 SH  SHARED      04                             7791
D ZIMMER HLDGS INC               COM              98956P10      4188     64880 SH  SHARED      04          64880                  
D ZIMMER HLDGS INC               COM              98956P10         8       130 SH  SHARED      05            130                  
D ZIMMER HLDGS INC               COM              98956P10      4194     64970 SH  SHARED      06          23100             41870
D ZIMMER HLDGS INC               COM              98956P10     53752    832604 SH  SHARED      10         832604                  
D ZIMMER HLDGS INC               COM              98956P10       839     13000 SH  SHARED      14                            13000
D ZIMMER HLDGS INC               COM              98956P10      1955     30289 SH  SHARED      19                            30289
D ZIMMER HLDGS INC               COM              98956P10       915     14180 SH  SHARED      20          10750              3430
D ZIMMER HLDGS INC               COM              98956P10       243      3771 SH  SHR/OTHR    20                             3771
D ZIMMER HLDGS INC               COM              98956P10       309      4800 SH  SHARED      21           2000              2800
D ZIMMER HLDGS INC               COM              98956P10         6       100 SH  SHR/OTHR    21                              100
D ZIMMER HLDGS INC               COM              98956P10      1332     20636 SH  SHARED      22          14841              5795
D ZIMMER HLDGS INC               COM              98956P10       346      5374 SH  SHR/OTHR    22                             5374
D ZIMMER HLDGS INC               COM              98956P10      2682     41558 SH  SHARED      23          36634              4924
D ZIMMER HLDGS INC               COM              98956P10     14812    229435 SH  SHR/OTHR    23                           229435
D ZION OIL & GAS INC             COM              98969610         0       158 SH  SHARED                    158                  
D ZIONS BANCORPORATION           COM              98970110      5065    130879 SH  SHARED                 130879                  
D ZIONS BANCORPORATION           COM              98970110       959     24794 SH  SHARED      01          24794                  
D ZIONS BANCORPORATION           COM              98970110       805     20804 SH  SHARED      02          20804                  
D ZIONS BANCORPORATION           COM              98970110       723     18690 SH  SHARED      06          15950              2740
D ZIONS BANCORPORATION           COM              98970110      4292    110928 SH  SHARED      10         110928                  
D ZIONS BANCORPORATION           COM              98970110       118      3055 SH  SHARED      14                             3055
D ZIONS BANCORPORATION           COM              98970110         6       170 SH  SHARED      20            170                  
D ZIOPHARM ONCOLOGY INC          COM              98973P10         0       474 SH  SHARED                    474                  
D ZIOPHARM ONCOLOGY INC          COM              98973P10         0       300 SH  SHR/OTHR    23                              300
D ZIX CORP                       COM              98974P10         3      1435 SH  SHARED                   1435                  
D ZIPREALTY INC                  COM              98974V10         1       302 SH  SHARED                    302                  
D ZIPREALTY INC                  COM              98974V10       146     36000 SH  SHARED      02                            36000
D ZORAN CORP                     COM              98975F10        33      4059 SH  SHARED                   4059                  
D ZORAN CORP                     COM              98975F10       833    102151 SH  SHARED      01         102150                 1
D ZORAN CORP                     COM              98975F10      1259    154300 SH  SHR/OTHR    01                           154300
D ZORAN CORP                     COM              98975F10         1       229 SH  SHARED      02            229                  
D ZORAN CORP                     COM              98975F10       319     39100 SH  SHARED      10          39100                  
D ZOLTEK COS INC                 COM              98975W10      1865    109020 SH  SHARED                 109020                  
D ZOLTEK COS INC                 COM              98975W10       166      9715 SH  SHARED      02           9715                  
D ZOOM TECHNOLOGIES INC DEL      COM NEW          98976E30         0        41 SH  SHARED                     41                  
D ZOOM TECHNOLOGIES INC DEL      COM NEW          98976E30         0         8 SH  SHARED      02              8                  
D ZONES INC                      COM              98976N10         1       188 SH  SHARED                    188                  
D ZUMIEZ INC                     COM              98981710        65      3978 SH  SHARED                   3978                  
D ZUMIEZ INC                     COM              98981710        87      5311 SH  SHARED      02           5311                  
D ZUMIEZ INC                     COM              98981710      4599    279100 SH  SHARED      10         279100                  
D ZYMOGENETICS INC               COM              98985T10         5       888 SH  SHARED                    888                  
D ZYMOGENETICS INC               COM              98985T10        18      2795 SH  SHARED      02           2795                  
D ZYMOGENETICS INC               COM              98985T10        15      2387 SH  SHARED      10           2387                  
D ZYGO CORP                      COM              98985510         1        85 SH  SHARED                     85                  
D ZYGO CORP                      COM              98985510        27      2225 SH  SHARED      01           2225                  
D ZYGO CORP                      COM              98985510      1875    149108 SH  SHARED      02           3108            146000
D ZOLL MED CORP                  COM              98992210         1        44 SH  SHARED                     44                  
D ZOLL MED CORP                  COM              98992210       239      7311 SH  SHARED      02           7311                  
D ZOLL MED CORP                  COM              98992210         3       121 SH  SHARED      20            121                  

S REPORT SUMMARY              21244 DATA RECORDS           119886521           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:	11/14/08			None on these Dates
For Period end:	9/30/08	1
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Filing Submission 0000948046-08-000279 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Deutsche Bank AG – ‘13F-HR’ for 9/30/08

On: Friday, 11/14/08, at 12:46pm ET · Effective: 11/14/08 · For: 9/30/08 · Accession #: 948046-8-279 · File #: 28-10103

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