I Ctrl+A this HTML for Bridgewater Associates, LP if you prefer XML. Then I copied and pasted to Excel. I need to see this table sorted in decreasing order of Column 5 SHRS OR PRN AMT (see red arrow), and clicked the arrow under the red arrow. Then an error message popped up.
Unquestionably the table is too long for me to spot and size each merged cell, and it's too unproductive for me to do this every 4 months for every new quarterly F13F.
What you want is sorting in a table with a multiple-line header. This is not possible in this format (see How to get multi-row sort/filtering headers in excel), but what you can do is to leave out the first two rows of the table when you apply the Sort & Filter settings.
In your case, select the table starting from line 13 and use Sort & Filter only on that part. With this, you can order by any column.
Open up a fresh new Excel document and go to Data > Get Data > From Other Sources > From Web. Paste the URL of that page in the next dialogue prompt's URL text field and press OK. When the next window prompt loads, select Table 2 
then press Load.
Excel should now populate the table with the multi-line headers split out (with null values for the ones that were causing the problem). Copy and paste-as-value to a separate sheet/workbook for a static copy.
None of the above solutions worked for me. So I saved the excel as a CSV, edited it in Notepad++, and read it back into Excel so I could sort it there. Then I pasted it into MS Word in the "Merge Table" special option.
None of the above solutions worked for me either. I attempted to leave out the first two rows of the table when applying the Sort & Filter settings and that didn’t work… So what I did was inserted 2 new blank rows above the cells I was trying to sort… and THIS DID WORK!!
