BlackRock Institutional Trust Company as of Dec. 31, 2011
Portfolio Holdings for BlackRock Institutional Trust Company
BlackRock Institutional Trust Company holds 0 positions in its portfolio as reported in the December 2011 quarterly 13F filing
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHARES/ SH/PRN INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PUT/CALL DSCRETN MGRS SOLE SHARED OTHER -------------- -------------- ----- ------- ------- -------- ------- ---- ---- ------ ----- {S} {C} {C} {C} {C} {C} {C} {C} {C} {C} A H BELO CORP COM CL A 001282102 3827 805768 SH SOLE 805768 0 0 AAON INC COM PAR $0.004 000360206 11781 574954 SH SOLE 574954 0 0 AAR CORP COM 000361105 20788 1084424 SH SOLE 1084424 0 0 AARONS INC COM PAR $0.50 002535300 51784 1940925 SH SOLE 1940925 0 0 AASTROM BIOSCIENCES INC COM NEW 00253U305 2924 1606387 SH SOLE 1606387 0 0 ABAXIS INC COM 002567105 17880 646185 SH SOLE 646185 0 0 ABB LTD SPONSORED ADR 000375204 156 8301 SH SOLE 8301 0 0 ABBOTT LABS COM 002824100 2300967 40920626 SH SOLE 40920626 0 0 ABERCROMBIE & FITCH CO CL A 002896207 119292 2442510 SH SOLE 2442510 0 0 ABIOMED INC COM 003654100 17496 947259 SH SOLE 947259 0 0 ABITIBIBOWATER INC COM NEW 003687209 13588 933866 SH SOLE 933866 0 0 ABM INDS INC COM 000957100 26999 1309342 SH SOLE 1309342 0 0 ABOVENET INC COM 00374N107 41873 644103 SH SOLE 644103 0 0 ABRAXAS PETE CORP COM 003830106 8963 2715948 SH SOLE 2715948 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 42220 1156390 SH SOLE 1156390 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 51 5110 SH SOLE 5110 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 1531 1417448 SH SOLE 1417448 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 32560 1616697 SH SOLE 1616697 0 0 ACCELRYS INC COM 00430U103 11963 1780144 SH SOLE 1780144 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 916044 17209174 SH SOLE 17209174 0 0 ACCO BRANDS CORP COM 00081T108 15641 1620797 SH SOLE 1620797 0 0 ACCRETIVE HEALTH INC COM 00438V103 13286 578166 SH SOLE 578166 0 0 ACCURAY INC COM 004397105 7806 1845369 SH SOLE 1845369 0 0 ACCURIDE CORP NEW COM NEW 00439T206 5218 732870 SH SOLE 732870 0 0 ACE LTD SHS H0023R105 677570 9663008 SH SOLE 9663008 0 0 ACETO CORP COM 004446100 5878 851894 SH SOLE 851894 0 0 ACHILLION PHARMACEUTICALS IN COM 00448Q201 5169 678348 SH SOLE 678348 0 0 ACI WORLDWIDE INC COM 004498101 29785 1039967 SH SOLE 1039967 0 0 ACME PACKET INC COM 004764106 42491 1374684 SH SOLE 1374684 0 0 ACORDA THERAPEUTICS INC COM 00484M106 27901 1170352 SH SOLE 1170352 0 0 ACTIVE NETWORK INC COM 00506D100 2027 149047 SH SOLE 149047 0 0 ACTIVE POWER INC COM 00504W100 1825 2765690 SH SOLE 2765690 0 0 ACTIVISION BLIZZARD INC COM 00507V109 121419 9855407 SH SOLE 9855407 0 0 ACTUANT CORP CL A NEW 00508X203 44206 1948240 SH SOLE 1948240 0 0 ACTUATE CORP COM 00508B102 8523 1454419 SH SOLE 1454419 0 0 ACUITY BRANDS INC COM 00508Y102 65196 1230109 SH SOLE 1230109 0 0 ACURA PHARMACEUTICALS INC COM NEW 00509L703 427 122280 SH SOLE 122280 0 0 ACXIOM CORP COM 005125109 30978 2537132 SH SOLE 2537132 0 0 ADA ES INC COM 005208103 62 2749 SH SOLE 2749 0 0 ADAMS RES & ENERGY INC COM NEW 006351308 3124 107300 SH SOLE 107300 0 0 ADEPT TECHNOLOGY INC COM NEW 006854202 330 137305 SH SOLE 137305 0 0 ADOBE SYS INC COM 00724F101 361201 12776830 SH SOLE 12776830 0 0 ADTRAN INC COM 00738A106 55897 1853350 SH SOLE 1853350 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 13356 1492287 SH SOLE 1492287 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 131673 1891032 SH SOLE 1891032 0 0 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 7181 1242386 SH SOLE 1242386 0 0 ADVANCED ENERGY INDS COM 007973100 12311 1147334 SH SOLE 1147334 0 0 ADVANCED MICRO DEVICES INC COM 007903107 81424 15078503 SH SOLE 15078503 0 0 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 2358 2415000 PRN SOLE 2415000 0 0 ADVANCED PHOTONIX INC CL A 00754E107 317 566107 SH SOLE 566107 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 4898 1183158 SH SOLE 1183158 0 0 ADVENT SOFTWARE INC COM 007974108 24227 994522 SH SOLE 994522 0 0 ADVENTRX PHARMACEUTICALS INC COM NEW 00764X202 90 151774 SH SOLE 151774 0 0 ADVISORY BRD CO COM 00762W107 33470 451012 SH SOLE 451012 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 58417 2839922 SH SOLE 2839922 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 16 3900 SH SOLE 3900 0 0 AEGERION PHARMACEUTICALS INC COM 00767E102 1933 115487 SH SOLE 115487 0 0 AEGION CORP COM 00770F104 16688 1087862 SH SOLE 1087862 0 0 AEP INDS INC COM 001031103 5845 207636 SH SOLE 207636 0 0 AERCAP HOLDINGS NV SHS N00985106 175 15536 SH SOLE 15536 0 0 AEROFLEX HLDG CORP COM 007767106 3114 304111 SH SOLE 304111 0 0 AEROPOSTALE COM 007865108 36688 2405758 SH SOLE 2405758 0 0 AEROVIRONMENT INC COM 008073108 15208 483257 SH SOLE 483257 0 0 AES CORP COM 00130H105 198596 16773276 SH SOLE 16773276 0 0 AETNA INC NEW COM 00817Y108 400624 9495720 SH SOLE 9495720 0 0 AFC ENTERPRISES INC COM 00104Q107 10762 732126 SH SOLE 732126 0 0 AFFILIATED MANAGERS GROUP COM 008252108 128033 1334372 SH SOLE 1334372 0 0 AFFIRMATIVE INS HLDGS INC COM 008272106 12 22402 SH SOLE 22402 0 0 AFFYMAX INC COM 00826A109 7103 1074599 SH SOLE 1074599 0 0 AFFYMETRIX INC COM 00826T108 7783 1902906 SH SOLE 1902906 0 0 AFLAC INC COM 001055102 527657 12197338 SH SOLE 12197338 0 0 AG MTG INVT TR INC COM 001228105 903 44875 SH SOLE 44875 0 0 AGCO CORP COM 001084102 108425 2523266 SH SOLE 2523266 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 317670 9094476 SH SOLE 9094476 0 0 AGILYSYS INC COM 00847J105 4216 530352 SH SOLE 530352 0 0 AGL RES INC COM 001204106 126901 3002852 SH SOLE 3002852 0 0 AGNICO EAGLE MINES LTD COM 008474108 79167 2179716 SH SOLE 2179716 0 0 AGREE REALTY CORP COM 008492100 11510 472123 SH SOLE 472123 0 0 AGRIUM INC COM 008916108 127026 1892809 SH SOLE 1892809 0 0 AIR LEASE CORP CL A 00912X302 20211 852430 SH SOLE 852430 0 0 AIR METHODS CORP COM PAR $.06 009128307 26393 312525 SH SOLE 312525 0 0 AIR PRODS & CHEMS INC COM 009158106 459022 5388210 SH SOLE 5388210 0 0 AIR T INC COM 009207101 318 37403 SH SOLE 37403 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 7050 1493591 SH SOLE 1493591 0 0 AIRCASTLE LTD COM G0129K104 19478 1531269 SH SOLE 1531269 0 0 AIRGAS INC COM 009363102 147766 1892491 SH SOLE 1892491 0 0 AK STL HLDG CORP COM 001547108 17493 2117763 SH SOLE 2117763 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 153520 4755889 SH SOLE 4755889 0 0 AKORN INC COM 009728106 9576 861118 SH SOLE 861118 0 0 ALAMO GROUP INC COM 011311107 7105 263830 SH SOLE 263830 0 0 ALASKA AIR GROUP INC COM 011659109 82614 1100200 SH SOLE 1100200 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 4953 1645547 SH SOLE 1645547 0 0 ALBANY INTL CORP CL A 012348108 17309 748647 SH SOLE 748647 0 0 ALBANY MOLECULAR RESH INC COM 012423109 2238 763984 SH SOLE 763984 0 0 ALBEMARLE CORP COM 012653101 148690 2886619 SH SOLE 2886619 0 0 ALCOA INC COM 013817101 263413 30452350 SH SOLE 30452350 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 20072 13271000 PRN SOLE 13271000 0 0 ALERE INC COM 01449J105 55223 2391660 SH SOLE 2391660 0 0 ALEXANDER & BALDWIN INC COM 014482103 42571 1042901 SH SOLE 1042901 0 0 ALEXANDERS INC COM 014752109 33579 90748 SH SOLE 90748 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 139806 2027052 SH SOLE 2027052 0 0 ALEXCO RESOURCE CORP COM 01535P106 1330 195242 SH SOLE 195242 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 322936 4516583 SH SOLE 4516583 0 0 ALICO INC COM 016230104 2857 147520 SH SOLE 147520 0 0 ALIGN TECHNOLOGY INC COM 016255101 41025 1729205 SH SOLE 1729205 0 0 ALIMERA SCIENCES INC COM 016259103 167 133479 SH SOLE 133479 0 0 ALKERMES PLC SHS G01767105 45876 2642619 SH SOLE 2642619 0 0 ALLEGHANY CORP DEL COM 017175100 53894 188911 SH SOLE 188911 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 128771 2693962 SH SOLE 2693962 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 134 96000 PRN SOLE 96000 0 0 ALLEGIANT TRAVEL CO COM 01748X102 20243 379515 SH SOLE 379515 0 0 ALLERGAN INC COM 018490102 694198 7911987 SH SOLE 7911987 0 0 ALLETE INC COM NEW 018522300 36971 880677 SH SOLE 880677 0 0 ALLIANCE BANKSHARES CORP COM 018535104 3 815 SH SOLE 815 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 138664 1335366 SH SOLE 1335366 0 0 ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 1466 191370 SH SOLE 191370 0 0 ALLIANCE FINANCIAL CORP NY COM 019205103 5921 191741 SH SOLE 191741 0 0 ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 1367 1085216 SH SOLE 1085216 0 0 ALLIANCE ONE INTL INC COM 018772103 6892 2533640 SH SOLE 2533640 0 0 ALLIANT ENERGY CORP COM 018802108 130468 2957780 SH SOLE 2957780 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 75292 1317220 SH SOLE 1317220 0 0 ALLIED MOTION TECHNOLOGIES I COM 019330109 449 79646 SH SOLE 79646 0 0 ALLIED NEVADA GOLD CORP COM 019344100 60150 1986462 SH SOLE 1986462 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 84468 1342255 SH SOLE 1342255 0 0 ALLOS THERAPEUTICS INC COM 019777101 3698 2604082 SH SOLE 2604082 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 91939 4854208 SH SOLE 4854208 0 0 ALLSTATE CORP COM 020002101 357780 13052905 SH SOLE 13052905 0 0 ALMOST FAMILY INC COM 020409108 4482 270330 SH SOLE 270330 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 9418 1155566 SH SOLE 1155566 0 0 ALON USA ENERGY INC COM 020520102 4501 516813 SH SOLE 516813 0 0 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1291 176569 SH SOLE 176569 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 123213 6030980 SH SOLE 6030980 0 0 ALPHATEC HOLDINGS INC COM 02081G102 2954 1717404 SH SOLE 1717404 0 0 ALTERA CORP COM 021441100 355149 9572744 SH SOLE 9572744 0 0 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 1581 66899 SH SOLE 66899 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 370 7364 SH SOLE 7364 0 0 ALTRA HOLDINGS INC COM 02208R106 14193 753734 SH SOLE 753734 0 0 ALTRIA GROUP INC COM 02209S103 1521721 51322800 SH SOLE 51322800 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 12609 666781 SH SOLE 666781 0 0 AMAZON COM INC COM 023135106 1769478 10222288 SH SOLE 10222288 0 0 AMBASSADORS GROUP INC COM 023177108 3156 699838 SH SOLE 699838 0 0 AMC NETWORKS INC CL A 00164V103 53899 1434238 SH SOLE 1434238 0 0 AMCOL INTL CORP COM 02341W103 18859 702372 SH SOLE 702372 0 0 AMDOCS LTD ORD G02602103 73703 2583366 SH SOLE 2583366 0 0 AMEDISYS INC COM 023436108 9356 857537 SH SOLE 857537 0 0 AMERCO COM 023586100 19637 222140 SH SOLE 222140 0 0 AMEREN CORP COM 023608102 211775 6392253 SH SOLE 6392253 0 0 AMERESCO INC CL A 02361E108 2837 206800 SH SOLE 206800 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 7054 312106 SH SOLE 312106 0 0 AMERICAN APPAREL INC COM 023850100 648 899757 SH SOLE 899757 0 0 AMERICAN ASSETS TR INC COM 024013104 12610 614842 SH SOLE 614842 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 18446 1865076 SH SOLE 1865076 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 108777 2592393 SH SOLE 2592393 0 0 AMERICAN CAP LTD COM 02503Y103 20807 3091607 SH SOLE 3091607 0 0 AMERICAN CAP MTG INVT CORP COM 02504A104 1521 80806 SH SOLE 80806 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 143362 5105499 SH SOLE 5105499 0 0 AMERICAN DENTAL PARTNERS COM 025353103 11068 587801 SH SOLE 587801 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 76897 5029264 SH SOLE 5029264 0 0 AMERICAN ELEC PWR INC COM 025537101 530632 12845120 SH SOLE 12845120 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 16721 1607794 SH SOLE 1607794 0 0 AMERICAN EXPRESS CO COM 025816109 1250738 26515537 SH SOLE 26515537 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 79149 2145542 SH SOLE 2145542 0 0 AMERICAN GREETINGS CORP CL A 026375105 14811 1183900 SH SOLE 1183900 0 0 AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 81 14645 SH SOLE 14645 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 261091 11253923 SH SOLE 11253923 0 0 AMERICAN NATL BANKSHARES INC COM 027745108 3074 157705 SH SOLE 157705 0 0 AMERICAN NATL INS CO COM 028591105 19280 263999 SH SOLE 263999 0 0 AMERICAN PAC CORP COM 028740108 108 14719 SH SOLE 14719 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 24205 559256 SH SOLE 559256 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 2925 122238 SH SOLE 122238 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 5613 1222790 SH SOLE 1222790 0 0 AMERICAN RLTY INVS INC COM 029174109 93 49730 SH SOLE 49730 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 17567 257925 SH SOLE 257925 0 0 AMERICAN SOFTWARE INC CL A 029683109 7702 815047 SH SOLE 815047 0 0 AMERICAN STS WTR CO COM 029899101 19772 566532 SH SOLE 566532 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 5262 1425909 SH SOLE 1425909 0 0 AMERICAN TOWER CORP CL A 029912201 604795 10078238 SH SOLE 10078238 0 0 AMERICAN VANGUARD CORP COM 030371108 9394 704203 SH SOLE 704203 0 0 AMERICAN WOODMARK CORP COM 030506109 4244 310656 SH SOLE 310656 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 139261 4371024 SH SOLE 4371024 0 0 AMERICAS CAR MART INC COM 03062T105 11385 290588 SH SOLE 290588 0 0 AMERIGON INC COM 03070L300 9212 646033 SH SOLE 646033 0 0 AMERIGROUP CORP COM 03073T102 78760 1333112 SH SOLE 1333112 0 0 AMERIPRISE FINL INC COM 03076C106 352222 7095525 SH SOLE 7095525 0 0 AMERIS BANCORP COM 03076K108 8897 865451 SH SOLE 865451 0 0 AMERISAFE INC COM 03071H100 13674 588110 SH SOLE 588110 0 0 AMERISERV FINL INC COM 03074A102 321 164691 SH SOLE 164691 0 0 AMERISOURCEBERGEN CORP COM 03073E105 266217 7158304 SH SOLE 7158304 0 0 AMERISTAR CASINOS INC COM 03070Q101 18838 1089541 SH SOLE 1089541 0 0 AMES NATL CORP COM 031001100 3748 192197 SH SOLE 192197 0 0 AMETEK INC NEW COM 031100100 176131 4183639 SH SOLE 4183639 0 0 AMGEN INC COM 031162100 1413633 22015769 SH SOLE 22015769 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 50188 50000000 PRN SOLE 50000000 0 0 AMICUS THERAPEUTICS INC COM 03152W109 522 151805 SH SOLE 151805 0 0 AMKOR TECHNOLOGY INC COM 031652100 12260 2811966 SH SOLE 2811966 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 5965 1346546 SH SOLE 1346546 0 0 AMPAL AMERN ISRAEL CORP CL A 032015109 25 79886 SH SOLE 79886 0 0 AMPCO-PITTSBURGH CORP COM 032037103 5424 280453 SH SOLE 280453 0 0 AMPHENOL CORP NEW CL A 032095101 195616 4309670 SH SOLE 4309670 0 0 AMR CORP COM 001765106 1023 2921930 SH SOLE 2921930 0 0 AMREP CORP NEW COM 032159105 31 4600 SH SOLE 4600 0 0 AMSURG CORP COM 03232P405 23032 884467 SH SOLE 884467 0 0 AMTECH SYS INC COM PAR $0.01N 032332504 1186 139382 SH SOLE 139382 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 15877 668510 SH SOLE 668510 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 34937 3070001 SH SOLE 3070001 0 0 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 6294 7072000 PRN SOLE 7072000 0 0 AMYRIS INC COM 03236M101 2589 224368 SH SOLE 224368 0 0 ANACOR PHARMACEUTICALS INC COM 032420101 749 120786 SH SOLE 120786 0 0 ANADARKO PETE CORP COM 032511107 1015388 13302606 SH SOLE 13302606 0 0 ANADIGICS INC COM 032515108 4809 2195665 SH SOLE 2195665 0 0 ANALOG DEVICES INC COM 032654105 283201 7915060 SH SOLE 7915060 0 0 ANALOGIC CORP COM PAR $0.05 032657207 20240 353109 SH SOLE 353109 0 0 ANALYSTS INTL CORP COM NEW 032681207 259 46351 SH SOLE 46351 0 0 ANAREN INC COM 032744104 7857 472731 SH SOLE 472731 0 0 ANCESTRY COM INC COM 032803108 20802 906002 SH SOLE 906002 0 0 ANDERSONS INC COM 034164103 22201 508501 SH SOLE 508501 0 0 ANGEION CORP COM 03462H404 463 88638 SH SOLE 88638 0 0 ANGIES LIST INC COM 034754101 1655 102771 SH SOLE 102771 0 0 ANGIODYNAMICS INC COM 03475V101 12233 826000 SH SOLE 826000 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 283 6677 SH SOLE 6677 0 0 ANIKA THERAPEUTICS INC COM 035255108 2350 239812 SH SOLE 239812 0 0 ANIXTER INTL INC COM 035290105 46587 781129 SH SOLE 781129 0 0 ANN INC COM 035623107 38684 1561086 SH SOLE 1561086 0 0 ANNALY CAP MGMT INC COM 035710409 348059 21808206 SH SOLE 21808206 0 0 ANSYS INC COM 03662Q105 135453 2364748 SH SOLE 2364748 0 0 ANTARES PHARMA INC COM 036642106 6576 2988922 SH SOLE 2988922 0 0 ANTHERA PHARMACEUTICALS INC COM 03674U102 1536 250211 SH SOLE 250211 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 22200 3535108 SH SOLE 3535108 0 0 AOL INC COM 00184X105 46670 3090707 SH SOLE 3090707 0 0 AON CORP COM 037389103 392191 8380146 SH SOLE 8380146 0 0 APACHE CORP COM 037411105 920664 10164097 SH SOLE 10164097 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 89632 3912366 SH SOLE 3912366 0 0 APCO OIL & GAS INTERNATIONAL SHS G0471F109 21954 268645 SH SOLE 268645 0 0 APOGEE ENTERPRISES INC COM 037598109 10231 834538 SH SOLE 834538 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 3796 289083 SH SOLE 289083 0 0 APOLLO GROUP INC CL A 037604105 185611 3445530 SH SOLE 3445530 0 0 APOLLO INVT CORP COM 03761U106 21742 3376028 SH SOLE 3376028 0 0 APOLLO RESIDENTIAL MTG INC COM 03763V102 1933 126666 SH SOLE 126666 0 0 APPLE INC COM 037833100 10226370 25250296 SH SOLE 25250296 0 0 APPLIED ENERGETICS INC COM 03819M106 101 1387582 SH SOLE 1387582 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 42362 1204492 SH SOLE 1204492 0 0 APPLIED MATLS INC COM 038222105 362150 33814173 SH SOLE 33814173 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 11965 1780503 SH SOLE 1780503 0 0 APPROACH RESOURCES INC COM 03834A103 18638 633738 SH SOLE 633738 0 0 APTARGROUP INC COM 038336103 86660 1661109 SH SOLE 1661109 0 0 AQUA AMERICA INC COM 03836W103 78938 3579965 SH SOLE 3579965 0 0 ARABIAN AMERN DEV CO COM 038465100 164 19337 SH SOLE 19337 0 0 ARBITRON INC COM 03875Q108 28943 841136 SH SOLE 841136 0 0 ARBOR RLTY TR INC COM 038923108 2743 779201 SH SOLE 779201 0 0 ARCA BIOPHARMA INC COM 00211Y100 341 341264 SH SOLE 341264 0 0 ARCH CAP GROUP LTD ORD G0450A105 116358 3125383 SH SOLE 3125383 0 0 ARCH COAL INC COM 039380100 80371 5539013 SH SOLE 5539013 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 492621 17224506 SH SOLE 17224506 0 0 ARCHIPELAGO LEARNING INC COM 03956P102 1454 150333 SH SOLE 150333 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1671 81400 SH SOLE 81400 0 0 ARCTIC CAT INC COM 039670104 8267 366625 SH SOLE 366625 0 0 ARDEA BIOSCIENCES INC COM 03969P107 8521 506880 SH SOLE 506880 0 0 ARDEN GROUP INC CL A 039762109 3329 36986 SH SOLE 36986 0 0 ARENA PHARMACEUTICALS INC COM 040047102 8574 4584900 SH SOLE 4584900 0 0 ARES CAP CORP COM 04010L103 28635 1853374 SH SOLE 1853374 0 0 ARGAN INC COM 04010E109 986 64825 SH SOLE 64825 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 24317 839672 SH SOLE 839672 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 43814 3576654 SH SOLE 3576654 0 0 ARIBA INC COM NEW 04033V203 63829 2273122 SH SOLE 2273122 0 0 ARK RESTAURANTS CORP COM 040712101 53 3934 SH SOLE 3934 0 0 ARKANSAS BEST CORP DEL COM 040790107 13397 695244 SH SOLE 695244 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 4790 224560 SH SOLE 224560 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 159 5744 SH SOLE 5744 0 0 ARMOUR RESIDENTIAL REIT INC COM 042315101 9735 1380782 SH SOLE 1380782 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 20775 473547 SH SOLE 473547 0 0 AROTECH CORP COM NEW 042682203 29 24303 SH SOLE 24303 0 0 ARQULE INC COM 04269E107 8784 1557481 SH SOLE 1557481 0 0 ARRAY BIOPHARMA INC COM 04269X105 5491 2541982 SH SOLE 2541982 0 0 ARRIS GROUP INC COM 04269Q100 35429 3274406 SH SOLE 3274406 0 0 ARROW ELECTRS INC COM 042735100 110811 2962060 SH SOLE 2962060 0 0 ARROW FINL CORP COM 042744102 9950 424504 SH SOLE 424504 0 0 ARROWHEAD RESH CORP COM NEW 042797209 524 125029 SH SOLE 125029 0 0 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CAP CORP COM 04543P100 1038 265486 SH SOLE 265486 0 0 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 8529 572778 SH SOLE 572778 0 0 ASSOCIATED BANC CORP COM 045487105 52192 4672483 SH SOLE 4672483 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 24327 1525175 SH SOLE 1525175 0 0 ASSURANT INC COM 04621X108 108237 2636078 SH SOLE 2636078 0 0 ASSURED GUARANTY LTD COM G0585R106 55299 4208473 SH SOLE 4208473 0 0 ASTA FDG INC COM 046220109 2254 282395 SH SOLE 282395 0 0 ASTEA INTL INC COM NEW 04622E208 363 108455 SH SOLE 108455 0 0 ASTEC INDS INC COM 046224101 17426 541001 SH SOLE 541001 0 0 ASTEX PHARMACEUTICALS INC COM 04624B103 4903 2594354 SH SOLE 2594354 0 0 ASTORIA FINL CORP COM 046265104 22426 2641439 SH SOLE 2641439 0 0 ASTRONICS CORP COM 046433108 12313 343836 SH SOLE 343836 0 0 ASURE SOFTWARE INC COM 04649U102 227 35648 SH SOLE 35648 0 0 AT^T INC COM 00206R102 4749804 157070242 SH SOLE 157070242 0 0 ATHENAHEALTH INC COM 04685W103 47826 973659 SH SOLE 973659 0 0 ATLANTIC AMERN CORP 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EMERSON ELEC CO COM 291011104 958823 20580020 SH SOLE 20580020 0 0 EMERSON RADIO CORP COM NEW 291087203 61 38107 SH SOLE 38107 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 825 1249925 SH SOLE 1249925 0 0 EMPIRE DIST ELEC CO COM 291641108 24967 1183854 SH SOLE 1183854 0 0 EMPIRE RESORTS INC COM NEW 292052206 324 216067 SH SOLE 216067 0 0 EMPLOYERS HOLDINGS INC COM 292218104 6697 370201 SH SOLE 370201 0 0 EMULEX CORP COM NEW 292475209 16163 2356091 SH SOLE 2356091 0 0 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 23 667 SH SOLE 667 0 0 ENBRIDGE INC COM 29250N105 339340 9070831 SH SOLE 9070831 0 0 ENCANA CORP COM 292505104 147721 7971998 SH SOLE 7971998 0 0 ENCORE BANCSHARES INC COM 29255V201 797 58920 SH SOLE 58920 0 0 ENCORE CAP GROUP INC COM 292554102 12115 569867 SH SOLE 569867 0 0 ENCORE WIRE CORP COM 292562105 14638 565187 SH SOLE 565187 0 0 ENDEAVOUR INTL CORP COM NEW 29259G200 4819 554579 SH SOLE 554579 0 0 ENDEAVOUR SILVER CORP COM 29258Y103 6065 624575 SH SOLE 624575 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 103481 2996853 SH SOLE 2996853 0 0 ENDOCYTE INC COM 29269A102 850 225991 SH SOLE 225991 0 0 ENDOLOGIX INC COM 29266S106 17029 1483327 SH SOLE 1483327 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 58454 1528197 SH SOLE 1528197 0 0 ENERGEN CORP COM 29265N108 126762 2535244 SH SOLE 2535244 0 0 ENERGIZER HLDGS INC COM 29266R108 141238 1822896 SH SOLE 1822896 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 237 1172502 SH SOLE 1172502 0 0 ENERGY PARTNERS LTD COM NEW 29270U303 8178 560107 SH SOLE 560107 0 0 ENERGY RECOVERY INC COM 29270J100 4157 1611293 SH SOLE 1611293 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 31440 986183 SH SOLE 986183 0 0 ENERGYSOLUTIONS INC COM 292756202 7546 2442037 SH SOLE 2442037 0 0 ENERNOC INC COM 292764107 7580 697314 SH SOLE 697314 0 0 ENERPLUS CORP COM 292766102 48932 1932534 SH SOLE 1932534 0 0 ENERSIS S A SPONSORED ADR 29274F104 6340 359601 SH SOLE 359601 0 0 ENERSYS COM 29275Y102 37624 1448759 SH SOLE 1448759 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 12738 12612000 PRN SOLE 12612000 0 0 ENGLOBAL CORP COM 293306106 206 97492 SH SOLE 97492 0 0 ENNIS INC COM 293389102 9889 741847 SH SOLE 741847 0 0 ENPRO INDS INC COM 29355X107 19140 580350 SH SOLE 580350 0 0 ENSCO PLC SPONSORED ADR 29358Q109 4470 95275 SH SOLE 95275 0 0 ENSIGN GROUP INC COM 29358P101 11220 457945 SH SOLE 457945 0 0 ENSTAR GROUP LIMITED SHS G3075P101 22737 231537 SH SOLE 231537 0 0 ENTEGRIS INC COM 29362U104 31572 3618511 SH SOLE 3618511 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 4634 753528 SH SOLE 753528 0 0 ENTERGY CORP NEW COM 29364G103 375045 5134090 SH SOLE 5134090 0 0 ENTERPRISE BANCORP INC MASS COM 293668109 580 40577 SH SOLE 40577 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 3102 209614 SH SOLE 209614 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 69960 1600550 SH SOLE 1600550 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 2276 1459068 SH SOLE 1459068 0 0 ENTREMED INC COM NEW 29382F202 215 226494 SH SOLE 226494 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 11411 2233076 SH SOLE 2233076 0 0 ENVESTNET INC COM 29404K106 2863 239396 SH SOLE 239396 0 0 ENZO BIOCHEM INC COM 294100102 3011 1344375 SH SOLE 1344375 0 0 ENZON PHARMACEUTICALS INC COM 293904108 8875 1324685 SH SOLE 1324685 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 16438 16316000 PRN SOLE 16316000 0 0 EOG RES INC COM 26875P101 672054 6822189 SH SOLE 6822189 0 0 EON COMMUNICATIONS CORP COM NEW 268763208 192 145451 SH SOLE 145451 0 0 EPIQ SYS INC COM 26882D109 11678 971586 SH SOLE 971586 0 0 EPLUS INC COM 294268107 2975 105190 SH SOLE 105190 0 0 EPOCH HOLDING CORP COM 29428R103 5279 237468 SH SOLE 237468 0 0 EPOCRATES INC COM 29429D103 627 80379 SH SOLE 80379 0 0 EQT CORP COM 26884L109 209065 3815742 SH SOLE 3815742 0 0 EQUIFAX INC COM 294429105 125578 3241569 SH SOLE 3241569 0 0 EQUINIX INC COM NEW 29444U502 121711 1200301 SH SOLE 1200301 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 35575 25275000 PRN SOLE 25275000 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 82238 1233140 SH SOLE 1233140 0 0 EQUITY ONE COM 294752100 35473 2089092 SH SOLE 2089092 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 555020 9732064 SH SOLE 9732064 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 7531 1605856 SH SOLE 1605856 0 0 ERIE INDTY CO CL A 29530P102 50487 645940 SH SOLE 645940 0 0 ESB FINL CORP COM 26884F102 4858 345293 SH SOLE 345293 0 0 ESCALADE INC COM 296056104 19 4245 SH SOLE 4245 0 0 ESCALON MED CORP COM NEW 296074305 321 320565 SH SOLE 320565 0 0 ESCO TECHNOLOGIES INC COM 296315104 20812 723151 SH SOLE 723151 0 0 ESSA BANCORP INC COM 29667D104 1800 171907 SH SOLE 171907 0 0 ESSEX PPTY TR INC COM 297178105 153010 1088959 SH SOLE 1088959 0 0 ESSEX RENT CORP COM 297187106 370 125375 SH SOLE 125375 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 58009 1036433 SH SOLE 1036433 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 16985 716361 SH SOLE 716361 0 0 EURONET WORLDWIDE INC COM 298736109 26710 1445326 SH SOLE 1445326 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 17130 643484 SH SOLE 643484 0 0 EVEREST RE GROUP LTD COM G3223R108 100727 1197843 SH SOLE 1197843 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 1398 173620 SH SOLE 173620 0 0 EVOLVING SYS INC COM NEW 30049R209 2093 280895 SH SOLE 280895 0 0 EXACT SCIENCES CORP COM 30063P105 12937 1593176 SH SOLE 1593176 0 0 EXACTECH INC COM 30064E109 5392 327385 SH SOLE 327385 0 0 EXAMWORKS GROUP INC COM 30066A105 3203 337870 SH SOLE 337870 0 0 EXAR CORP COM 300645108 7812 1201915 SH SOLE 1201915 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 869 598985 SH SOLE 598985 0 0 EXCEL TR INC COM 30068C109 6895 574559 SH SOLE 574559 0 0 EXCO RESOURCES INC COM 269279402 35984 3443461 SH SOLE 3443461 0 0 EXELIS INC COM 30162A108 51029 5638556 SH SOLE 5638556 0 0 EXELIXIS INC COM 30161Q104 17108 3613067 SH SOLE 3613067 0 0 EXELON CORP COM 30161N101 743976 17154154 SH SOLE 17154154 0 0 EXETER RES CORP COM 301835104 903 345921 SH SOLE 345921 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 6410 2437324 SH SOLE 2437324 0 0 EXLSERVICE HOLDINGS INC COM 302081104 11741 524854 SH SOLE 524854 0 0 EXPEDIA INC DEL COM NEW 30212P303 72022 2481818 SH SOLE 2481818 0 0 EXPEDITORS INTL WASH INC COM 302130109 233150 5692133 SH SOLE 5692133 0 0 EXPONENT INC COM 30214U102 19434 422753 SH SOLE 422753 0 0 EXPRESS INC COM 30219E103 29549 1481902 SH SOLE 1481902 0 0 EXPRESS SCRIPTS INC COM 302182100 578425 12943047 SH SOLE 12943047 0 0 EXTERRAN HLDGS INC COM 30225X103 23843 2620134 SH SOLE 2620134 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 15971 17996000 PRN SOLE 17996000 0 0 EXTORRE GOLD MINES LTD COM 30227B109 4336 587560 SH SOLE 587560 0 0 EXTRA SPACE STORAGE INC COM 30225T102 76908 3174073 SH SOLE 3174073 0 0 EXTREME NETWORKS INC COM 30226D106 8075 2765572 SH SOLE 2765572 0 0 EXXON MOBIL CORP COM 30231G102 10887158 128446885 SH SOLE 128446885 0 0 EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 146 5155 SH SOLE 5155 0 0 EZCORP INC CL A NON VTG 302301106 36054 1367217 SH SOLE 1367217 0 0 F M C CORP COM NEW 302491303 156313 1816748 SH SOLE 1816748 0 0 FABRINET SHS G3323L100 3502 256006 SH SOLE 256006 0 0 FACTSET RESH SYS INC COM 303075105 98781 1131773 SH SOLE 1131773 0 0 FAIR ISAAC CORP COM 303250104 41627 1161463 SH SOLE 1161463 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 39282 3262586 SH SOLE 3262586 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 3201 739298 SH SOLE 739298 0 0 FALCONSTOR SOFTWARE INC COM 306137100 3071 1190242 SH SOLE 1190242 0 0 FAMILY DLR STORES INC COM 307000109 180428 3129166 SH SOLE 3129166 0 0 FAMOUS DAVES AMER INC COM 307068106 2510 243671 SH SOLE 243671 0 0 FARMER BROS CO COM 307675108 1660 217331 SH SOLE 217331 0 0 FARMERS CAP BK CORP COM 309562106 669 148991 SH SOLE 148991 0 0 FARO TECHNOLOGIES INC COM 311642102 21646 470559 SH SOLE 470559 0 0 FASTENAL CO COM 311900104 328845 7540580 SH SOLE 7540580 0 0 FBL FINL GROUP INC CL A 30239F106 13186 387596 SH SOLE 387596 0 0 FBR & CO COM 30247C301 3424 1670104 SH SOLE 1670104 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 2274 126205 SH SOLE 126205 0 0 FEDERAL MOGUL CORP COM 313549404 12875 872914 SH SOLE 872914 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 189660 2089921 SH SOLE 2089921 0 0 FEDERAL SIGNAL CORP COM 313855108 7642 1841464 SH SOLE 1841464 0 0 FEDERATED INVS INC PA CL B 314211103 36959 2439536 SH SOLE 2439536 0 0 FEDEX CORP COM 31428X106 693712 8306938 SH SOLE 8306938 0 0 FEI CO COM 30241L109 42201 1034852 SH SOLE 1034852 0 0 FEIHE INTL INC COM 31429Y103 43 16620 SH SOLE 16620 0 0 FELCOR LODGING TR INC COM 31430F101 13811 4528035 SH SOLE 4528035 0 0 FEMALE HEALTH CO COM 314462102 749 166146 SH SOLE 166146 0 0 FERRO CORP COM 315405100 11702 2393059 SH SOLE 2393059 0 0 FIBERTOWER CORP COM NEW 31567R209 281 1356715 SH SOLE 1356715 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 92629 5814772 SH SOLE 5814772 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 171254 6440551 SH SOLE 6440551 0 0 FIDELITY SOUTHERN CORP NEW COM 316394105 69 11399 SH SOLE 11399 0 0 FIDUS INVT CORP COM 316500107 304 23466 SH SOLE 23466 0 0 FIFTH STREET FINANCE CORP COM 31678A103 9007 941216 SH SOLE 941216 0 0 FIFTH THIRD BANCORP COM 316773100 300032 23587395 SH SOLE 23587395 0 0 FINANCIAL ENGINES INC COM 317485100 11982 536572 SH SOLE 536572 0 0 FINANCIAL INSTNS INC COM 317585404 9265 574057 SH SOLE 574057 0 0 FINISAR CORP COM NEW 31787A507 40167 2398747 SH SOLE 2398747 0 0 FINISH LINE INC CL A 317923100 33013 1711844 SH SOLE 1711844 0 0 FIRST ACCEPTANCE CORP COM 318457108 102 75304 SH SOLE 75304 0 0 FIRST AMERN FINL CORP COM 31847R102 43503 3433553 SH SOLE 3433553 0 0 FIRST BANCORP INC ME COM 31866P102 3500 227706 SH SOLE 227706 0 0 FIRST BANCORP N C COM 318910106 6394 573444 SH SOLE 573444 0 0 FIRST BANCORP P R COM NEW 318672706 1294 370727 SH SOLE 370727 0 0 FIRST BUSEY CORP COM 319383105 11190 2238053 SH SOLE 2238053 0 0 FIRST CASH FINL SVCS INC COM 31942D107 31097 886195 SH SOLE 886195 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 6461 517676 SH SOLE 517676 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 15511 2948897 SH SOLE 2948897 0 0 FIRST CONN BANCORP INC MD COM 319850103 1643 126269 SH SOLE 126269 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 29014 165806 SH SOLE 165806 0 0 FIRST DEFIANCE FINL CORP COM 32006W106 6752 462801 SH SOLE 462801 0 0 FIRST FED BANCSHARES ARK COM NEW 32020F303 153 35422 SH SOLE 35422 0 0 FIRST FINL BANCORP OH COM 320209109 26741 1607029 SH SOLE 1607029 0 0 FIRST FINL BANKSHARES COM 32020R109 32125 960976 SH SOLE 960976 0 0 FIRST FINL CORP IND COM 320218100 12109 363866 SH SOLE 363866 0 0 FIRST FINL HLDGS INC COM 320239106 6265 701579 SH SOLE 701579 0 0 FIRST HORIZON NATL CORP COM 320517105 54879 6859933 SH SOLE 6859933 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 30126 2944835 SH SOLE 2944835 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 2520 193382 SH SOLE 193382 0 0 FIRST LONG IS CORP COM 320734106 8884 337546 SH SOLE 337546 0 0 FIRST M & F CORP COM 320744105 87 30573 SH SOLE 30573 0 0 FIRST MAJESTIC SILVER CORP COM 32076V103 15019 891891 SH SOLE 891891 0 0 FIRST MARBLEHEAD CORP COM 320771108 2767 2365143 SH SOLE 2365143 0 0 FIRST MERCHANTS CORP COM 320817109 8729 1030591 SH SOLE 1030591 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 21043 2077313 SH SOLE 2077313 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 76004 8806918 SH SOLE 8806918 0 0 FIRST PACTRUST BANCORP INC COM 33589V101 1355 132211 SH SOLE 132211 0 0 FIRST POTOMAC RLTY TR COM 33610F109 23152 1774101 SH SOLE 1774101 0 0 FIRST REP BK SAN FRAN CALI N COM 33616C100 72778 2377586 SH SOLE 2377586 0 0 FIRST SOLAR INC COM 336433107 54970 1628270 SH SOLE 1628270 0 0 FIRST SOUTH BANCORP INC VA COM 33646W100 598 186833 SH SOLE 186833 0 0 FIRST UTD CORP COM 33741H107 75 23599 SH SOLE 23599 0 0 FIRSTENERGY CORP COM 337932107 504038 11377834 SH SOLE 11377834 0 0 FIRSTMERIT CORP COM 337915102 47816 3160330 SH SOLE 3160330 0 0 FIRSTSERVICE CORP SUB VTG SH 33761N109 4987 188243 SH SOLE 188243 0 0 FISERV INC COM 337738108 216261 3681661 SH SOLE 3681661 0 0 FISHER COMMUNICATIONS INC COM 337756209 6840 237266 SH SOLE 237266 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 5279 1759677 SH SOLE 1759677 0 0 FLAGSTAR BANCORP INC COM NEW 337930507 3309 6552318 SH SOLE 6552318 0 0 FLAGSTONE REINSURANCE HOLDIN COM L3466T104 12003 1447942 SH SOLE 1447942 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 4306 144147 SH SOLE 144147 0 0 FLEXSTEEL INDS INC COM 339382103 959 69292 SH SOLE 69292 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 5154 910604 SH SOLE 910604 0 0 FLIR SYS INC COM 302445101 106408 4244425 SH SOLE 4244425 0 0 FLOTEK INDS INC DEL COM 343389102 14051 1410744 SH SOLE 1410744 0 0 FLOW INTL CORP COM 343468104 2069 591259 SH SOLE 591259 0 0 FLOWERS FOODS INC COM 343498101 64608 3403996 SH SOLE 3403996 0 0 FLOWSERVE CORP COM 34354P105 140541 1415031 SH SOLE 1415031 0 0 FLUIDIGM CORP DEL COM 34385P108 1203 91377 SH SOLE 91377 0 0 FLUOR CORP NEW COM 343412102 247642 4928205 SH SOLE 4928205 0 0 FLUSHING FINL CORP COM 343873105 13927 1102665 SH SOLE 1102665 0 0 FMC TECHNOLOGIES INC COM 30249U101 317346 6075926 SH SOLE 6075926 0 0 FNB CORP PA COM 302520101 38292 3385645 SH SOLE 3385645 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2773 39785 SH SOLE 39785 0 0 FONAR CORP COM NEW 344437405 16 9563 SH SOLE 9563 0 0 FOOD TECHNOLOGY SERVICE INC COM NEW 344798202 20 3845 SH SOLE 3845 0 0 FOOT LOCKER INC COM 344849104 96354 4041706 SH SOLE 4041706 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1035788 96262838 SH SOLE 96262838 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 41618 3520983 SH SOLE 3520983 0 0 FOREST LABS INC COM 345838106 241236 7972118 SH SOLE 7972118 0 0 FOREST OIL CORP COM PAR $0.01 346091705 39034 2880757 SH SOLE 2880757 0 0 FORESTAR GROUP INC COM 346233109 15658 1034888 SH SOLE 1034888 0 0 FORMFACTOR INC COM 346375108 7751 1531896 SH SOLE 1531896 0 0 FORRESTER RESH INC COM 346563109 14196 418259 SH SOLE 418259 0 0 FORTEGRA FINL CORP COM 34954W104 276 41263 SH SOLE 41263 0 0 FORTINET INC COM 34959E109 58815 2696699 SH SOLE 2696699 0 0 FORTUNA SILVER MINES INC COM 349915108 4721 859982 SH SOLE 859982 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 66831 3924336 SH SOLE 3924336 0 0 FORWARD AIR CORP COM 349853101 25786 804567 SH SOLE 804567 0 0 FORWARD INDS INC N Y COM NEW 349862300 745 446166 SH SOLE 446166 0 0 FOSSIL INC COM 349882100 108896 1372177 SH SOLE 1372177 0 0 FOSTER L B CO COM 350060109 10487 370692 SH SOLE 370692 0 0 FOSTER WHEELER AG COM H27178104 4647 242793 SH SOLE 242793 0 0 FOX CHASE BANCORP INC NEW COM 35137T108 2329 184376 SH SOLE 184376 0 0 FRANCESCAS HLDGS CORP COM 351793104 2077 120066 SH SOLE 120066 0 0 FRANCO NEVADA CORP COM 351858105 55575 1459804 SH SOLE 1459804 0 0 FRANKLIN COVEY CO COM 353469109 4321 510124 SH SOLE 510124 0 0 FRANKLIN ELEC INC COM 353514102 26304 603852 SH SOLE 603852 0 0 FRANKLIN FINL CORP VA COM 35353C102 2121 179153 SH SOLE 179153 0 0 FRANKLIN RES INC COM 354613101 388815 4047630 SH SOLE 4047630 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 23552 2366994 SH SOLE 2366994 0 0 FREDERICKS HOLLYWOOD GROUP I COM 35582T108 2 4559 SH SOLE 4559 0 0 FREDS INC CL A 356108100 15493 1062587 SH SOLE 1062587 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 892301 24253910 SH SOLE 24253910 0 0 FREESCALE SEMICONDUCTOR HLDG SHS OLD G3727Q101 4777 377601 SH SOLE 377601 0 0 FREIGHTCAR AMER INC COM 357023100 7795 372099 SH SOLE 372099 0 0 FREQUENCY ELECTRS INC COM 358010106 1411 183511 SH SOLE 183511 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 25903 1035688 SH SOLE 1035688 0 0 FRESH MKT INC COM 35804H106 31695 794354 SH SOLE 794354 0 0 FRIENDFINDER NETWORKS INC COM IPO 358453306 98 130013 SH SOLE 130013 0 0 FRISCHS RESTAURANTS INC COM 358748101 1625 83771 SH SOLE 83771 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 132459 25720179 SH SOLE 25720179 0 0 FRONTLINE LTD SHS G3682E127 3912 911952 SH SOLE 911952 0 0 FSI INTL INC COM 302633102 4563 1246843 SH SOLE 1246843 0 0 FTI CONSULTING INC COM 302941109 53785 1267926 SH SOLE 1267926 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 8007 485585 SH SOLE 485585 0 0 FUEL TECH INC COM 359523107 4349 660936 SH SOLE 660936 0 0 FUELCELL ENERGY INC COM 35952H106 3284 3766086 SH SOLE 3766086 0 0 FULLER H B CO COM 359694106 30033 1299572 SH SOLE 1299572 0 0 FULTON FINL CORP PA COM 360271100 48630 4957187 SH SOLE 4957187 0 0 FURIEX PHARMACEUTICALS INC COM 36106P101 6256 374396 SH SOLE 374396 0 0 FURMANITE CORPORATION COM 361086101 7429 1177353 SH SOLE 1177353 0 0 FURNITURE BRANDS INTL INC COM 360921100 1658 1348190 SH SOLE 1348190 0 0 FUSHI COPPERWELD INC COM 36113E107 2010 267238 SH SOLE 267238 0 0 FUSION-IO INC COM 36112J107 11048 456546 SH SOLE 456546 0 0 FUTUREFUEL CORPORATION COM 36116M106 2736 220325 SH SOLE 220325 0 0 FX ENERGY INC COM 302695101 8130 1693688 SH SOLE 1693688 0 0 FXCM INC COM CL A 302693106 2231 228839 SH SOLE 228839 0 0 F5 NETWORKS INC COM 315616102 238369 2246220 SH SOLE 2246220 0 0 G & K SVCS INC CL A 361268105 15631 536959 SH SOLE 536959 0 0 G-III APPAREL GROUP LTD COM 36237H101 11098 445534 SH SOLE 445534 0 0 GAIAM INC CL A 36268Q103 1213 374266 SH SOLE 374266 0 0 GAIN CAP HLDGS INC COM 36268W100 772 115225 SH SOLE 115225 0 0 GALENA BIOPHARMA COM 363256108 685 1460795 SH SOLE 1460795 0 0 GALLAGHER ARTHUR J & CO COM 363576109 98258 2938347 SH SOLE 2938347 0 0 GAMCO INVESTORS INC COM 361438104 7804 179448 SH SOLE 179448 0 0 GAMESTOP CORP NEW CL A 36467W109 90074 3732884 SH SOLE 3732884 0 0 GAMING PARTNERS INTL CORP COM 36467A107 764 123236 SH SOLE 123236 0 0 GANNETT INC COM 364730101 83502 6245501 SH SOLE 6245501 0 0 GAP INC DEL COM 364760108 167563 9033048 SH SOLE 9033048 0 0 GARDNER DENVER INC COM 365558105 108759 1411359 SH SOLE 1411359 0 0 GARMIN LTD SHS H2906T109 103390 2597096 SH SOLE 2597096 0 0 GARTNER INC COM 366651107 82281 2366437 SH SOLE 2366437 0 0 GASCO ENERGY INC COM 367220100 39 171888 SH SOLE 171888 0 0 GASTAR EXPL LTD COM NEW 367299203 5837 1835469 SH SOLE 1835469 0 0 GATX CORP COM 361448103 52028 1191669 SH SOLE 1191669 0 0 GAYLORD ENTMT CO NEW COM 367905106 25868 1071590 SH SOLE 1071590 0 0 GAZIT GLOBE LTD SHS M4793C102 2851 301648 SH SOLE 301648 0 0 GEEKNET INC COM NEW 36846Q203 3478 203975 SH SOLE 203975 0 0 GEN-PROBE INC NEW COM 36866T103 79449 1343852 SH SOLE 1343852 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 6031 892184 SH SOLE 892184 0 0 GENCORP INC COM 368682100 9351 1757688 SH SOLE 1757688 0 0 GENERAC HLDGS INC COM 368736104 10080 359627 SH SOLE 359627 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 33280 1330667 SH SOLE 1330667 0 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3129 3307000 PRN SOLE 3307000 0 0 GENERAL COMMUNICATION INC CL A 369385109 11456 1170139 SH SOLE 1170139 0 0 GENERAL DYNAMICS CORP COM 369550108 602781 9076653 SH SOLE 9076653 0 0 GENERAL ELECTRIC CO COM 369604103 4937272 275671239 SH SOLE 275671239 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 196136 13058331 SH SOLE 13058331 0 0 GENERAL MLS INC COM 370334104 664990 16456074 SH SOLE 16456074 0 0 GENERAL MOLY INC 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6266 288114 SH SOLE 288114 0 0 MEDIFAST INC COM 58470H101 6787 494695 SH SOLE 494695 0 0 MEDIVATION INC COM 58501N101 43037 933359 SH SOLE 933359 0 0 MEDIWARE INFORMATION SYS INC COM 584946107 2083 162514 SH SOLE 162514 0 0 MEDLEY CAP CORP COM 58503F106 1500 144185 SH SOLE 144185 0 0 MEDNAX INC COM 58502B106 89772 1246666 SH SOLE 1246666 0 0 MEDQUIST HLDGS INC COM 58506K102 4113 427532 SH SOLE 427532 0 0 MEDTOX SCIENTIFIC INC COM NEW 584977201 4981 354550 SH SOLE 354550 0 0 MEDTRONIC INC COM 585055106 1058249 27666650 SH SOLE 27666650 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 50375 50000000 PRN SOLE 50000000 0 0 MELA SCIENCES INC COM 55277R100 2501 677651 SH SOLE 677651 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 4144 127553 SH SOLE 127553 0 0 MEMC ELECTR MATLS INC COM 552715104 16210 4114256 SH SOLE 4114256 0 0 MENS WEARHOUSE INC COM 587118100 47443 1463848 SH SOLE 1463848 0 0 MENTOR GRAPHICS CORP COM 587200106 39036 2878777 SH SOLE 2878777 0 0 MERCADOLIBRE INC COM 58733R102 1956 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INGREDIENTS INC COM 55302G103 1807 358557 SH SOLE 358557 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 2775 101827 SH SOLE 101827 0 0 MICREL INC COM 594793101 15685 1551400 SH SOLE 1551400 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 178741 4879628 SH SOLE 4879628 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 51995 38515000 PRN SOLE 38515000 0 0 MICROFINANCIAL INC COM 595072109 735 126226 SH SOLE 126226 0 0 MICROMET INC COM 59509C105 17640 2453438 SH SOLE 2453438 0 0 MICRON TECHNOLOGY INC COM 595112103 154931 24631267 SH SOLE 24631267 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 47750 50000000 PRN SOLE 50000000 0 0 MICRONETICS INC DEL COM 595125105 1119 141226 SH SOLE 141226 0 0 MICROS SYS INC COM 594901100 119461 2564636 SH SOLE 2564636 0 0 MICROSEMI CORP COM 595137100 38324 2288015 SH SOLE 2288015 0 0 MICROSOFT CORP COM 594918104 5203639 200448345 SH SOLE 200448345 0 0 MICROSTRATEGY INC CL A NEW 594972408 24850 229416 SH SOLE 229416 0 0 MICROVISION INC DEL COM 594960106 1202 3338538 SH SOLE 3338538 0 0 MID-AMER APT CMNTYS INC COM 59522J103 78508 1255127 SH SOLE 1255127 0 0 MIDAS GROUP INC COM 595626102 3484 405540 SH SOLE 405540 0 0 MIDDLEBY CORP COM 596278101 48118 511671 SH SOLE 511671 0 0 MIDDLESEX WATER CO COM 596680108 11724 628316 SH SOLE 628316 0 0 MIDSOUTH BANCORP INC COM 598039105 928 71309 SH SOLE 71309 0 0 MIDWAY GOLD CORP COM 598153104 2204 1044583 SH SOLE 1044583 0 0 MILLER ENERGY RES INC COM 600527105 1088 390016 SH SOLE 390016 0 0 MILLER HERMAN INC COM 600544100 32129 1741385 SH SOLE 1741385 0 0 MILLER INDS INC TENN COM NEW 600551204 7492 476266 SH SOLE 476266 0 0 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 5242 1144612 SH SOLE 1144612 0 0 MINE SAFETY APPLIANCES CO COM 602720104 28977 874903 SH SOLE 874903 0 0 MINEFINDERS CORP LTD COM 602900102 6103 575782 SH SOLE 575782 0 0 MINERALS TECHNOLOGIES INC COM 603158106 34240 605704 SH SOLE 605704 0 0 MIPS TECHNOLOGIES INC COM 604567107 6744 1512108 SH SOLE 1512108 0 0 MISSION WEST PPTYS INC COM 605203108 9689 1074116 SH SOLE 1074116 0 0 MISTRAS GROUP INC COM 60649T107 5447 213700 SH SOLE 213700 0 0 MITCHAM INDS INC COM 606501104 4253 194713 SH SOLE 194713 0 0 MITEK SYS INC COM NEW 606710200 118 16217 SH SOLE 16217 0 0 MKS INSTRUMENT INC COM 55306N104 40715 1463524 SH SOLE 1463524 0 0 MOBILE MINI INC COM 60740F105 19023 1090131 SH SOLE 1090131 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 75607 5150348 SH SOLE 5150348 0 0 MOCON INC COM 607494101 25 1545 SH SOLE 1545 0 0 MOD PAC CORP COM 607495108 263 39421 SH SOLE 39421 0 0 MODINE MFG CO COM 607828100 12317 1302038 SH SOLE 1302038 0 0 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 8076 1495614 SH SOLE 1495614 0 0 MOHAWK INDS INC COM 608190104 88041 1471026 SH SOLE 1471026 0 0 MOLEX INC CL A 608554200 917 46374 SH SOLE 46374 0 0 MOLEX INC COM 608554101 86863 3640514 SH SOLE 3640514 0 0 MOLINA HEALTHCARE INC COM 60855R100 16668 746421 SH SOLE 746421 0 0 MOLSON COORS BREWING CO CL B 60871R209 167975 3857951 SH SOLE 3857951 0 0 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