BlackRock Investment Management as of Dec. 31, 2011
Portfolio Holdings for BlackRock Investment Management
BlackRock Investment Management 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 190 40057 SH SOLE 40057 0 0 AAON INC COM PAR $0.004 000360206 604 29479 SH SOLE 29479 0 0 AAR CORP COM 000361105 1555 81095 SH SOLE 81095 0 0 AARONS INC COM PAR $0.50 002535300 3239 121384 SH SOLE 121384 0 0 ABAXIS INC COM 002567105 982 35505 SH SOLE 35505 0 0 ABB LTD SPONSORED ADR 000375204 14 723 SH SOLE 723 0 0 ABBOTT LABS COM 002824100 2941 52300 SH 52300 0 0 ABBOTT LABS COM 002824100 235803 4193539 SH SOLE 4193539 0 0 ABERCROMBIE & FITCH CO CL A 002896207 6757 138348 SH SOLE 138348 0 0 ABIOMED INC COM 003654100 921 49877 SH SOLE 49877 0 0 ABM INDS INC COM 000957100 2220 107647 SH SOLE 107647 0 0 ABOVENET INC 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LANNET INC COM 516012101 140 31642 SH SOLE 31642 0 0 LAS VEGAS SANDS CORP COM 517834107 20219 473179 SH SOLE 473179 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4540 187509 SH SOLE 187509 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1405 236463 SH SOLE 236463 0 0 LAUDER ESTEE COS INC CL A 518439104 18205 162081 SH SOLE 162081 0 0 LAWSON PRODS INC COM 520776105 119 7719 SH SOLE 7719 0 0 LAYNE CHRISTENSEN CO COM 521050104 1043 43079 SH SOLE 43079 0 0 LAZARD LTD SHS A G54050102 2922 111923 SH SOLE 111923 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 1156 124473 SH SOLE 124473 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 515 92123 SH SOLE 92123 0 0 LEAR CORP COM NEW 521865204 13660 343224 SH SOLE 343224 0 0 LECROY CORP COM 52324W109 219 26074 SH SOLE 26074 0 0 LEGG MASON INC COM 524901105 5436 226019 SH SOLE 226019 0 0 LEGGETT & PLATT INC COM 524660107 5281 229220 SH SOLE 229220 0 0 LENDER PROCESSING SVCS INC COM 52602E102 4734 314121 SH SOLE 314121 0 0 LENNAR CORP CL A 526057104 5719 291058 SH SOLE 291058 0 0 LENNAR CORP CL B 526057302 3116 200000 SH SOLE 200000 0 0 LENNOX INTL INC COM 526107107 2741 81211 SH SOLE 81211 0 0 LEUCADIA NATL CORP COM 527288104 7215 317268 SH SOLE 317268 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 7999 470790 SH SOLE 470790 0 0 LEXICON PHARMACEUTICALS INC COM 528872104 445 345197 SH SOLE 345197 0 0 LEXINGTON REALTY TRUST COM 529043101 1997 266593 SH SOLE 266593 0 0 LEXMARK INTL NEW CL A 529771107 25541 772322 SH SOLE 772322 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 637 60491 SH SOLE 60491 0 0 LHC GROUP INC COM 50187A107 441 34336 SH SOLE 34336 0 0 LIBBEY INC COM 529898108 399 31328 SH SOLE 31328 0 0 LIBERTY GLOBAL INC COM SER A 530555101 10892 265463 SH SOLE 265463 0 0 LIBERTY INTERACTIVE CORPORAT INT COM SER A 53071M104 5406 333402 SH SOLE 333402 0 0 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 0 50 PRN SOLE 50 0 0 LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 4641 59459 SH SOLE 59459 0 0 LIBERTY PPTY TR SH BEN INT 531172104 6278 203314 SH SOLE 203314 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 14857 381823 SH SOLE 381823 0 0 LIFE TIME FITNESS INC COM 53217R207 5391 115307 SH SOLE 115307 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 3086 83072 SH SOLE 83072 0 0 LIFETIME BRANDS INC COM 53222Q103 246 20276 SH SOLE 20276 0 0 LIFEWAY FOODS INC COM 531914109 73 7618 SH SOLE 7618 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 371 31216 SH SOLE 31216 0 0 LILLY ELI & CO COM 532457108 3428 82480 SH 82480 0 0 LILLY ELI & CO COM 532457108 151640 3648689 SH SOLE 3648689 0 0 LIMELIGHT NETWORKS INC COM 53261M104 342 115672 SH SOLE 115672 0 0 LIMITED BRANDS INC COM 532716107 3539 87700 SH 87700 0 0 LIMITED BRANDS INC COM 532716107 117389 2909273 SH SOLE 2909273 0 0 LIMONEIRA CO COM 532746104 211 12467 SH SOLE 12467 0 0 LIN TV CORP CL A 532774106 272 64263 SH SOLE 64263 0 0 LINCARE HLDGS INC COM 532791100 3553 138203 SH SOLE 138203 0 0 LINCOLN EDL SVCS CORP COM 533535100 396 50138 SH SOLE 50138 0 0 LINCOLN ELEC HLDGS INC COM 533900106 5330 136246 SH SOLE 136246 0 0 LINCOLN NATL CORP IND COM 534187109 340 17500 SH 17500 0 0 LINCOLN NATL CORP IND COM 534187109 26617 1370614 SH SOLE 1370614 0 0 LINDSAY CORP COM 535555106 1086 19780 SH SOLE 19780 0 0 LINEAR TECHNOLOGY CORP COM 535678106 9904 329818 SH SOLE 329818 0 0 LINKEDIN CORP COM CL A 53578A108 195 3089 SH SOLE 3089 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 224 97893 SH SOLE 97893 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 586 70443 SH SOLE 70443 0 0 LIQUIDITY SERVICES INC COM 53635B107 1094 29647 SH SOLE 29647 0 0 LITHIA MTRS INC CL A 536797103 1058 48409 SH SOLE 48409 0 0 LITTELFUSE INC COM 537008104 1611 37490 SH SOLE 37490 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2572 309510 SH SOLE 309510 0 0 LIVEPERSON INC COM 538146101 1041 82980 SH SOLE 82980 0 0 LIZ CLAIBORNE INC COM 539320101 1769 204946 SH SOLE 204946 0 0 LKQ CORP COM 501889208 6865 228222 SH SOLE 228222 0 0 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 61 38669 SH SOLE 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259 43144 SH SOLE 43144 0 0 LTC PPTYS INC COM 502175102 2073 67170 SH SOLE 67170 0 0 LTX-CREDENCE CORP COM NEW 502403207 498 93010 SH SOLE 93010 0 0 LUBYS INC COM 549282101 184 40901 SH SOLE 40901 0 0 LUFKIN INDS INC COM 549764108 3232 48014 SH SOLE 48014 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 643 36417 SH SOLE 36417 0 0 LUMINEX CORP DEL COM 55027E102 1267 59685 SH SOLE 59685 0 0 LUMOS NETWORKS CORP COM 550283105 366 23888 SH SOLE 23888 0 0 LYDALL INC DEL COM 550819106 360 37909 SH SOLE 37909 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1430 44000 SH 44000 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 45540 1401655 SH SOLE 1401655 0 0 M & T BK CORP COM 55261F104 168 2200 SH 2200 0 0 M & T BK CORP COM 55261F104 30979 405805 SH SOLE 405805 0 0 M D C HLDGS INC COM 552676108 8561 485618 SH SOLE 485618 0 0 M/I HOMES INC COM 55305B101 402 41912 SH SOLE 41912 0 0 MAC-GRAY CORP COM 554153106 363 26309 SH SOLE 26309 0 0 MACERICH CO COM 554382101 11094 219244 SH SOLE 219244 0 0 MACK CALI RLTY CORP COM 554489104 4012 150335 SH SOLE 150335 0 0 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 112 4000 SH SOLE 4000 0 0 MACYS INC COM 55616P104 1641 51000 SH 51000 0 0 MACYS INC COM 55616P104 64375 2000451 SH SOLE 2000451 0 0 MADDEN STEVEN LTD COM 556269108 2054 59532 SH SOLE 59532 0 0 MADISON SQUARE GARDEN CO CL A 55826P100 1089 38020 SH SOLE 38020 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 3094 62544 SH SOLE 62544 0 0 MAGMA DESIGN AUTOMATION COM 559181102 756 105229 SH SOLE 105229 0 0 MAGNA INTL INC COM 559222401 2019 60603 SH SOLE 60603 0 0 MAGNUM HUNTER RES CORP DEL COM 55973B102 951 176503 SH SOLE 176503 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 983 112212 SH SOLE 112212 0 0 MAIDENFORM BRANDS INC COM 560305104 675 36892 SH SOLE 36892 0 0 MAIN STREET CAPITAL CORP COM 56035L104 1060 49917 SH SOLE 49917 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 395 44708 SH SOLE 44708 0 0 MAKITA CORP ADR NEW 560877300 6152 190155 SH SOLE 190155 0 0 MAKO SURGICAL CORP COM 560879108 1272 50455 SH SOLE 50455 0 0 MANHATTAN ASSOCS INC COM 562750109 1299 32099 SH SOLE 32099 0 0 MANITOWOC INC COM 563571108 564 61383 SH SOLE 61383 0 0 MANNING & NAPIER INC CL A 56382Q102 321 25681 SH SOLE 25681 0 0 MANNKIND CORP COM 56400P201 307 122771 SH SOLE 122771 0 0 MANPOWERGROUP INC COM 56418H100 12001 335701 SH SOLE 335701 0 0 MANTECH INTL CORP CL A 564563104 2394 76626 SH SOLE 76626 0 0 MANULIFE FINL CORP COM 56501R106 11693 1101057 SH SOLE 1101057 0 0 MAP PHARMACEUTICALS INC COM 56509R108 457 34726 SH SOLE 34726 0 0 MARATHON OIL CORP COM 565849106 4455 152200 SH 152200 0 0 MARATHON OIL CORP COM 565849106 180429 6164302 SH SOLE 6164302 0 0 MARATHON PETE CORP COM 56585A102 534 16050 SH 16050 0 0 MARATHON PETE CORP COM 56585A102 40589 1219252 SH SOLE 1219252 0 0 MARCHEX INC CL B 56624R108 260 41663 SH SOLE 41663 0 0 MARCUS CORP COM 566330106 571 45263 SH SOLE 45263 0 0 MARINE PRODS CORP COM 568427108 95 19120 SH SOLE 19120 0 0 MARINEMAX INC COM 567908108 337 51697 SH SOLE 51697 0 0 MARKEL CORP COM 570535104 2557 6166 SH SOLE 6166 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 6 125 SH SOLE 125 0 0 MARKET VECTORS ETF TR AFRICA ETF 57060U787 167 6500 SH SOLE 6500 0 0 MARKET VECTORS ETF TR VIETNAM ETF 57060U761 0 0 SH SOLE 0 0 0 MARKET VECTORS ETF TR BRAZL SMCP ETF 57060U613 0 0 SH SOLE 0 0 0 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 526 11155 SH SOLE 11155 0 0 MARKET VECTORS ETF TR GAMING ETF 57060U829 0 0 SH SOLE 0 0 0 MARKETAXESS HLDGS INC COM 57060D108 1365 45343 SH SOLE 45343 0 0 MARLIN BUSINESS SVCS CORP COM 571157106 239 18853 SH SOLE 18853 0 0 MARRIOTT INTL INC NEW CL A 571903202 11192 383691 SH SOLE 383691 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 153 8925 SH SOLE 8925 0 0 MARSH & MCLENNAN COS INC COM 571748102 28000 885521 SH SOLE 885521 0 0 MARTEN TRANS LTD COM 573075108 584 32466 SH SOLE 32466 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 265 60193 SH SOLE 60193 0 0 MARTIN MARIETTA MATLS INC COM 573284106 5821 77188 SH SOLE 77188 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1524 110000 SH 110000 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 37118 2679989 SH SOLE 2679989 0 0 MASCO CORP COM 574599106 5395 514821 SH SOLE 514821 0 0 MASIMO CORP COM 574795100 2771 148294 SH SOLE 148294 0 0 MASTEC INC COM 576323109 1550 89244 SH SOLE 89244 0 0 MASTERCARD INC CL A 57636Q104 58752 157589 SH SOLE 157589 0 0 MATERION CORP COM 576690101 1064 43811 SH SOLE 43811 0 0 MATRIX SVC CO COM 576853105 530 56133 SH SOLE 56133 0 0 MATTEL INC COM 577081102 847 30500 SH 30500 0 0 MATTEL INC COM 577081102 16291 586862 SH SOLE 586862 0 0 MATTHEWS INTL CORP CL A 577128101 2782 88521 SH SOLE 88521 0 0 MATTRESS FIRM HLDG CORP COM 57722W106 262 11311 SH SOLE 11311 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1224 47000 SH 47000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 15737 604343 SH SOLE 604343 0 0 MAXIMUS INC COM 577933104 2260 54649 SH SOLE 54649 0 0 MAXLINEAR INC CL A 57776J100 120 25308 SH SOLE 25308 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 720 44323 SH SOLE 44323 0 0 MAXYGEN INC COM 577776107 356 63300 SH SOLE 63300 0 0 MB FINANCIAL INC NEW COM 55264U108 2252 131680 SH SOLE 131680 0 0 MBIA INC COM 55262C100 1167 100694 SH SOLE 100694 0 0 MCCLATCHY CO CL A 579489105 303 126731 SH SOLE 126731 0 0 MCCORMICK & CO INC COM NON VTG 579780206 10019 198720 SH SOLE 198720 0 0 MCCORMICK & SCHMICKS SEAFD R COM 579793100 257 29448 SH SOLE 29448 0 0 MCDERMOTT INTL INC COM 580037109 1887 163977 SH SOLE 163977 0 0 MCDONALDS CORP COM 580135101 3281 32700 SH 32700 0 0 MCDONALDS CORP COM 580135101 280354 2794323 SH SOLE 2794323 0 0 MCG CAPITAL CORP COM 58047P107 683 171184 SH SOLE 171184 0 0 MCGRATH RENTCORP COM 580589109 1369 47222 SH SOLE 47222 0 0 MCGRAW HILL COS INC COM 580645109 117 2600 SH 2600 0 0 MCGRAW HILL COS INC COM 580645109 26926 598765 SH SOLE 598765 0 0 MCKESSON CORP COM 58155Q103 1558 20000 SH 20000 0 0 MCKESSON CORP COM 58155Q103 59374 762086 SH SOLE 762086 0 0 MCMORAN EXPLORATION CO COM 582411104 2249 154600 SH SOLE 154600 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 535 39587 SH SOLE 39587 0 0 MDU RES GROUP INC COM 552690109 8895 414481 SH SOLE 414481 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 1567 22800 SH 22800 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 26318 382919 SH SOLE 382919 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 1257 117681 SH SOLE 117681 0 0 MEADWESTVACO CORP COM 583334107 1195 39900 SH 39900 0 0 MEADWESTVACO CORP COM 583334107 69060 2305834 SH SOLE 2305834 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 658 23523 SH SOLE 23523 0 0 MECHEL OAO SPONSORED ADR 583840103 782 91952 SH SOLE 91952 0 0 MEDALLION FINL CORP COM 583928106 383 33652 SH SOLE 33652 0 0 MEDASSETS INC COM 584045108 750 81123 SH SOLE 81123 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 34938 625000 SH SOLE 625000 0 0 MEDICAL ACTION INDS INC COM 58449L100 164 31420 SH SOLE 31420 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 2454 248594 SH SOLE 248594 0 0 MEDICINES CO COM 584688105 1854 99441 SH SOLE 99441 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5752 172990 SH SOLE 172990 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 720 33086 SH SOLE 33086 0 0 MEDIFAST INC COM 58470H101 302 22031 SH SOLE 22031 0 0 MEDIVATION INC COM 58501N101 2275 49339 SH SOLE 49339 0 0 MEDLEY CAP CORP COM 58503F106 254 24459 SH SOLE 24459 0 0 MEDNAX INC COM 58502B106 5463 75865 SH SOLE 75865 0 0 MEDQUIST HLDGS INC COM 58506K102 499 51856 SH SOLE 51856 0 0 MEDTOX SCIENTIFIC INC COM NEW 584977201 171 12189 SH SOLE 12189 0 0 MEDTRONIC INC COM 585055106 1845 48234 SH 48234 0 0 MEDTRONIC INC COM 585055106 147659 3860358 SH SOLE 3860358 0 0 MEMC ELECTR MATLS INC COM 552715104 1478 375216 SH SOLE 375216 0 0 MENS WEARHOUSE INC COM 587118100 5300 163518 SH SOLE 163518 0 0 MENTOR GRAPHICS CORP COM 587200106 3887 286667 SH SOLE 286667 0 0 MERCADOLIBRE INC COM 58733R102 8408 105702 SH SOLE 105702 0 0 MERCHANTS BANCSHARES COM 588448100 327 11196 SH SOLE 11196 0 0 MERCK & CO INC NEW COM 58933Y105 4981 132134 SH 132134 0 0 MERCK & CO INC NEW COM 58933Y105 315303 8363465 SH SOLE 8363465 0 0 MERCURY COMPUTER SYS COM 589378108 880 66223 SH SOLE 66223 0 0 MERCURY GENL CORP NEW COM 589400100 2735 59948 SH SOLE 59948 0 0 MEREDITH CORP COM 589433101 3942 120742 SH SOLE 120742 0 0 MERGE HEALTHCARE INC COM 589499102 426 87807 SH SOLE 87807 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1218 64633 SH SOLE 64633 0 0 MERIDIAN INTERSTAT BANCORP I COM 58964Q104 236 18949 SH SOLE 18949 0 0 MERIT MED SYS INC COM 589889104 880 65765 SH SOLE 65765 0 0 MERITAGE HOMES CORP COM 59001A102 1417 61116 SH SOLE 61116 0 0 MERITOR INC COM 59001K100 893 167818 SH SOLE 167818 0 0 MERU NETWORKS INC COM 59047Q103 69 16706 SH SOLE 16706 0 0 MET PRO CORP COM 590876306 294 32506 SH SOLE 32506 0 0 METABOLIX INC COM 591018809 275 60532 SH SOLE 60532 0 0 METALICO INC COM 591176102 245 74491 SH SOLE 74491 0 0 METALS USA HLDGS CORP COM 59132A104 204 18161 SH SOLE 18161 0 0 METHODE ELECTRS INC COM 591520200 677 81638 SH SOLE 81638 0 0 METLIFE INC COM 59156R108 845 27090 SH 27090 0 0 METLIFE INC COM 59156R108 100490 3222891 SH SOLE 3222891 0 0 METRO BANCORP INC PA COM 59161R101 260 31044 SH SOLE 31044 0 0 METROPCS COMMUNICATIONS INC COM 591708102 9708 1118378 SH SOLE 1118378 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 497 66578 SH SOLE 66578 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 8107 54882 SH SOLE 54882 0 0 MFA FINANCIAL INC COM 55272X102 5330 793183 SH SOLE 793183 0 0 MFS HIGH INCOME MUN TR SH BEN INT 59318D104 54 10000 SH SOLE 10000 0 0 MFS MUN INCOME TR SH BEN INT 552738106 64 9000 SH SOLE 9000 0 0 MGE ENERGY INC COM 55277P104 2383 50956 SH SOLE 50956 0 0 MGIC INVT CORP WIS COM 552848103 1542 413323 SH SOLE 413323 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1769 169569 SH SOLE 169569 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 1551 1635000 PRN SOLE 1635000 0 0 MGP INGREDIENTS INC COM 55302G103 133 26440 SH SOLE 26440 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 722 26500 SH SOLE 26500 0 0 MICREL INC COM 594793101 1115 110238 SH SOLE 110238 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 10249 279810 SH SOLE 279810 0 0 MICROMET INC COM 59509C105 1235 171778 SH SOLE 171778 0 0 MICRON TECHNOLOGY INC COM 595112103 971 154400 SH 154400 0 0 MICRON TECHNOLOGY INC COM 595112103 40349 6414828 SH SOLE 6414828 0 0 MICROS SYS INC COM 594901100 5837 125307 SH SOLE 125307 0 0 MICROSEMI CORP COM 595137100 2277 135963 SH SOLE 135963 0 0 MICROSOFT CORP COM 594918104 8176 314950 SH 314950 0 0 MICROSOFT CORP COM 594918104 534904 20604917 SH SOLE 20604917 0 0 MICROSTRATEGY INC CL A NEW 594972408 1364 12592 SH SOLE 12592 0 0 MICROVISION INC DEL COM 594960106 62 172304 SH SOLE 172304 0 0 MID-AMER APT CMNTYS INC COM 59522J103 3635 58108 SH SOLE 58108 0 0 MIDDLEBY CORP COM 596278101 2775 29512 SH SOLE 29512 0 0 MIDDLESEX WATER CO COM 596680108 651 34861 SH SOLE 34861 0 0 MIDSOUTH BANCORP INC COM 598039105 225 17298 SH SOLE 17298 0 0 MIDWAY GOLD CORP COM 598153104 284 134517 SH SOLE 134517 0 0 MILLER ENERGY RES INC COM 600527105 189 67586 SH SOLE 67586 0 0 MILLER HERMAN INC COM 600544100 2839 153902 SH SOLE 153902 0 0 MILLER INDS INC TENN COM NEW 600551204 390 24786 SH SOLE 24786 0 0 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 290 63314 SH SOLE 63314 0 0 MINE SAFETY APPLIANCES CO COM 602720104 2533 76479 SH SOLE 76479 0 0 MINERALS TECHNOLOGIES INC COM 603158106 3359 59425 SH SOLE 59425 0 0 MIPS TECHNOLOGIES INC COM 604567107 418 93756 SH SOLE 93756 0 0 MISSION WEST PPTYS INC COM 605203108 369 40922 SH SOLE 40922 0 0 MISTRAS GROUP INC COM 60649T107 591 23199 SH SOLE 23199 0 0 MITCHAM INDS INC COM 606501104 483 22122 SH SOLE 22122 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 7 1639 SH SOLE 1639 0 0 MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 1 545 SH SOLE 545 0 0 MKS INSTRUMENT INC COM 55306N104 3191 114689 SH SOLE 114689 0 0 MOBILE MINI INC COM 60740F105 1307 74906 SH SOLE 74906 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 4457 303628 SH SOLE 303628 0 0 MODINE MFG CO COM 607828100 967 102202 SH SOLE 102202 0 0 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 518 95998 SH SOLE 95998 0 0 MOHAWK INDS INC COM 608190104 5922 98940 SH SOLE 98940 0 0 MOLEX INC COM 608554101 5673 237752 SH SOLE 237752 0 0 MOLINA HEALTHCARE INC COM 60855R100 1144 51230 SH SOLE 51230 0 0 MOLSON COORS BREWING CO CL B 60871R209 26363 605497 SH SOLE 605497 0 0 MOLYCORP INC DEL COM 608753109 625 26075 SH SOLE 26075 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1256 72245 SH SOLE 72245 0 0 MONARCH CASINO & RESORT INC COM 609027107 205 20085 SH SOLE 20085 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 309 17434 SH SOLE 17434 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 801 87584 SH SOLE 87584 0 0 MONOLITHIC PWR SYS INC COM 609839105 779 51719 SH SOLE 51719 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 878 56288 SH SOLE 56288 0 0 MONRO MUFFLER BRAKE INC COM 610236101 1863 48025 SH SOLE 48025 0 0 MONSANTO CO NEW COM 61166W101 65302 931954 SH SOLE 931954 0 0 MONSTER WORLDWIDE INC COM 611742107 1780 224475 SH SOLE 224475 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 2452 138121 SH SOLE 138121 0 0 MOODYS CORP COM 615369105 14604 433606 SH SOLE 433606 0 0 MOOG INC CL A 615394202 4261 96984 SH SOLE 96984 0 0 MORGAN STANLEY RENMIN/USD ETN 61747W257 0 0 SH SOLE 0 0 0 MORGAN STANLEY COM NEW 617446448 42011 2776667 SH SOLE 2776667 0 0 MORGANS HOTEL GROUP CO COM 61748W108 249 42260 SH SOLE 42260 0 0 MORNINGSTAR INC COM 617700109 676 11372 SH SOLE 11372 0 0 MOSAIC CO NEW COM 61945C103 21398 424309 SH SOLE 424309 0 0 MOSYS INC COM 619718109 216 51431 SH SOLE 51431 0 0 MOTORCAR PTS AMER INC COM 620071100 197 26305 SH SOLE 26305 0 0 MOTOROLA MOBILITY HLDGS INC COM 620097105 23204 598044 SH SOLE 598044 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1620 35000 SH 35000 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 88552 1912974 SH SOLE 1912974 0 0 MOTRICITY INC COM 620107102 54 59752 SH SOLE 59752 0 0 MOVADO GROUP INC COM 624580106 692 38094 SH SOLE 38094 0 0 MOVE INC COM NEW 62458M207 399 63147 SH SOLE 63147 0 0 MPG OFFICE TR INC COM 553274101 220 110403 SH SOLE 110403 0 0 MSC INDL DIRECT INC CL A 553530106 5059 70701 SH SOLE 70701 0 0 MSCI INC CL A 55354G100 6181 187687 SH SOLE 187687 0 0 MTS SYS CORP COM 553777103 1002 24585 SH SOLE 24585 0 0 MUELLER INDS INC COM 624756102 3079 80129 SH SOLE 80129 0 0 MUELLER WTR PRODS INC COM SER A 624758108 844 345917 SH SOLE 345917 0 0 MULTI COLOR CORP COM 625383104 627 24363 SH SOLE 24363 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 392 19096 SH SOLE 19096 0 0 MULTIMEDIA GAMES HLDG CO INC COM 625453105 468 58984 SH SOLE 58984 0 0 MURPHY OIL CORP COM 626717102 1455 26100 SH 26100 0 0 MURPHY OIL CORP COM 626717102 76029 1363988 SH SOLE 1363988 0 0 MVC CAPITAL INC COM 553829102 620 53455 SH SOLE 53455 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 1313 19767 SH SOLE 19767 0 0 MYERS INDS INC COM 628464109 785 63642 SH SOLE 63642 0 0 MYLAN INC COM 628530107 15172 706988 SH SOLE 706988 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 2452 1404000 PRN SOLE 1404000 0 0 MYR GROUP INC DEL COM 55405W104 621 32436 SH SOLE 32436 0 0 MYRIAD GENETICS INC COM 62855J104 4320 206317 SH SOLE 206317 0 0 NABI BIOPHARMACEUTICALS COM 629519109 128 67952 SH SOLE 67952 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1422 82000 SH 82000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 38643 2228539 SH SOLE 2228539 0 0 NACCO INDS INC CL A 629579103 1147 12851 SH SOLE 12851 0 0 NANOMETRICS INC COM 630077105 818 44415 SH SOLE 44415 0 0 NASDAQ OMX GROUP INC COM 631103108 490 20000 SH 20000 0 0 NASDAQ OMX GROUP INC COM 631103108 12415 506544 SH SOLE 506544 0 0 NASH FINCH CO COM 631158102 781 26665 SH SOLE 26665 0 0 NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 104 13774 SH SOLE 13774 0 0 NATIONAL BANKSHARES INC VA COM 634865109 443 15870 SH SOLE 15870 0 0 NATIONAL BEVERAGE CORP COM 635017106 286 17792 SH SOLE 17792 0 0 NATIONAL CINEMEDIA INC COM 635309107 1082 87240 SH SOLE 87240 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 1220 90262 SH SOLE 90262 0 0 NATIONAL FUEL GAS CO N J COM 636180101 7822 140726 SH SOLE 140726 0 0 NATIONAL HEALTH INVS INC COM 63633D104 2110 47981 SH SOLE 47981 0 0 NATIONAL HEALTHCARE CORP COM 635906100 945 22558 SH SOLE 22558 0 0 NATIONAL INSTRS CORP COM 636518102 3727 143625 SH SOLE 143625 0 0 NATIONAL INTERSTATE CORP COM 63654U100 385 15597 SH SOLE 15597 0 0 NATIONAL OILWELL VARCO INC COM 637071101 88458 1301037 SH SOLE 1301037 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 2298 272253 SH SOLE 272253 0 0 NATIONAL PRESTO INDS INC COM 637215104 711 7591 SH SOLE 7591 0 0 NATIONAL RESEARCH CORP COM 637372103 111 2871 SH SOLE 2871 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 9068 343762 SH SOLE 343762 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 653 4795 SH SOLE 4795 0 0 NATURAL GAS SERVICES GROUP COM 63886Q109 389 26922 SH SOLE 26922 0 0 NATURES SUNSHINE PRODUCTS IN COM 639027101 272 17526 SH SOLE 17526 0 0 NATUS MEDICAL INC DEL COM 639050103 518 54970 SH SOLE 54970 0 0 NAVIGANT CONSULTING INC COM 63935N107 1293 113361 SH SOLE 113361 0 0 NAVIGATORS GROUP INC COM 638904102 1223 25643 SH SOLE 25643 0 0 NAVIOS MARITIME HOLDINGS INC COM Y62196103 75 20956 SH SOLE 20956 0 0 NAVISTAR INTL CORP NEW COM 63934E108 1486 39235 SH SOLE 39235 0 0 NBT BANCORP INC COM 628778102 1687 76237 SH SOLE 76237 0 0 NCI BUILDING SYS INC COM NEW 628852204 476 43753 SH SOLE 43753 0 0 NCI INC CL A 62886K104 160 13721 SH SOLE 13721 0 0 NCR CORP NEW COM 62886E108 4328 262961 SH SOLE 262961 0 0 NEENAH PAPER INC COM 640079109 635 28455 SH SOLE 28455 0 0 NEKTAR THERAPEUTICS COM 640268108 1161 207455 SH SOLE 207455 0 0 NELNET INC CL A 64031N108 1404 57366 SH SOLE 57366 0 0 NEOGEN CORP COM 640491106 1119 36517 SH SOLE 36517 0 0 NEOPHOTONICS CORP COM 64051T100 74 16127 SH SOLE 16127 0 0 NEOPROBE CORP COM 640518106 391 149185 SH SOLE 149185 0 0 NEOSTEM INC COM NEW 640650305 37 73724 SH SOLE 73724 0 0 NETAPP INC COM 64110D104 20297 559620 SH SOLE 559620 0 0 NETFLIX INC COM 64110L106 5535 79878 SH SOLE 79878 0 0 NETGEAR INC COM 64111Q104 1935 57640 SH SOLE 57640 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 5519 111331 SH SOLE 111331 0 0 NETSCOUT SYS INC COM 64115T104 1036 58857 SH SOLE 58857 0 0 NETSPEND HLDGS INC COM 64118V106 329 40515 SH SOLE 40515 0 0 NETSUITE INC COM 64118Q107 1737 42845 SH SOLE 42845 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 729 85716 SH SOLE 85716 0 0 NEUSTAR INC CL A 64126X201 3615 105790 SH SOLE 105790 0 0 NEUTRAL TANDEM INC COM 64128B108 741 69304 SH SOLE 69304 0 0 NEW GOLD INC CDA COM 644535106 1258 124761 SH SOLE 124761 0 0 NEW JERSEY RES COM 646025106 4488 91212 SH SOLE 91212 0 0 NEW MTN FIN CORP COM 647551100 217 16193 SH SOLE 16193 0 0 NEW YORK & CO INC COM 649295102 156 58462 SH SOLE 58462 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 8738 706349 SH SOLE 706349 0 0 NEW YORK TIMES CO CL A 650111107 3347 433039 SH SOLE 433039 0 0 NEWCASTLE INVT CORP COM 65105M108 785 168802 SH SOLE 168802 0 0 NEWELL RUBBERMAID INC COM 651229106 7690 476155 SH SOLE 476155 0 0 NEWFIELD EXPL CO COM 651290108 12745 337791 SH SOLE 337791 0 0 NEWLINK GENETICS CORP COM 651511107 57 8034 SH SOLE 8034 0 0 NEWMARKET CORP COM 651587107 5123 25859 SH SOLE 25859 0 0 NEWMONT MINING CORP COM 651639106 49938 832158 SH SOLE 832158 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1849 194629 SH SOLE 194629 0 0 NEWPORT CORP COM 651824104 1021 74982 SH SOLE 74982 0 0 NEWS CORP CL A 65248E104 70252 3937898 SH SOLE 3937898 0 0 NEWSTAR FINANCIAL INC COM 65251F105 618 60788 SH SOLE 60788 0 0 NEXEN INC COM 65334H102 6944 436445 SH SOLE 436445 0 0 NEXSTAR BROADCASTING GROUP I CL A 65336K103 175 22266 SH SOLE 22266 0 0 NEXTERA ENERGY INC COM 65339F101 1492 24500 SH 24500 0 0 NEXTERA ENERGY INC COM 65339F101 94077 1545284 SH SOLE 1545284 0 0 NGP CAP RES CO COM 62912R107 349 48498 SH SOLE 48498 0 0 NIC INC COM 62914B100 1335 100310 SH SOLE 100310 0 0 NICHOLAS FINANCIAL INC COM NEW 65373J209 282 21989 SH SOLE 21989 0 0 NIDEC CORP SPONSORED ADR 654090109 14400 667302 SH SOLE 667302 0 0 NIELSEN HOLDINGS N V COM N63218106 880 29655 SH SOLE 29655 0 0 NII HLDGS INC CL B NEW 62913F201 3488 163736 SH SOLE 163736 0 0 NIKE INC CL B 654106103 64374 667986 SH SOLE 667986 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 6 240 SH SOLE 240 0 0 NISOURCE INC COM 65473P105 20303 852713 SH SOLE 852713 0 0 NL INDS INC COM NEW 629156407 139 10743 SH SOLE 10743 0 0 NN INC COM 629337106 157 26194 SH SOLE 26194 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1429 47290 SH 47290 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 64979 2150189 SH SOLE 2150189 0 0 NOBLE ENERGY INC COM 655044105 51693 547656 SH SOLE 547656 0 0 NOKIA CORP SPONSORED ADR 654902204 5739 1190670 SH SOLE 1190670 0 0 NORANDA ALUM HLDG CORP COM 65542W107 295 35807 SH SOLE 35807 0 0 NORDIC AMERICAN TANKERS LIMI COM G65773106 1251 104330 SH SOLE 104330 0 0 NORDSON CORP COM 655663102 3847 93415 SH SOLE 93415 0 0 NORDSTROM INC COM 655664100 12250 246439 SH SOLE 246439 0 0 NORFOLK SOUTHERN CORP COM 655844108 28634 392995 SH SOLE 392995 0 0 NORTHEAST BANCORP COM NEW 663904209 1889 149952 SH SOLE 149952 0 0 NORTHEAST UTILS COM 664397106 447 12400 SH 12400 0 0 NORTHEAST UTILS COM 664397106 54129 1500667 SH SOLE 1500667 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 4040 168468 SH SOLE 168468 0 0 NORTHERN TR CORP COM 665859104 18621 469512 SH SOLE 469512 0 0 NORTHFIELD BANCORP INC NEW COM 66611L105 539 38031 SH SOLE 38031 0 0 NORTHROP GRUMMAN CORP COM 666807102 3152 53900 SH 53900 0 0 NORTHROP GRUMMAN CORP COM 666807102 101065 1728196 SH SOLE 1728196 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 1018 213491 SH SOLE 213491 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 2680 215469 SH SOLE 215469 0 0 NORTHWEST NAT GAS CO COM 667655104 2827 58977 SH SOLE 58977 0 0 NORTHWEST PIPE CO COM 667746101 466 20392 SH SOLE 20392 0 0 NORTHWESTERN CORP COM NEW 668074305 2866 80082 SH SOLE 80082 0 0 NOVARTIS A G SPONSORED ADR 66987V109 32644 570995 SH SOLE 570995 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 215 68605 SH SOLE 68605 0 0 NOVAVAX INC COM 670002104 220 174607 SH SOLE 174607 0 0 NOVELLUS SYS INC COM 670008101 22117 535654 SH SOLE 535654 0 0 NPS PHARMACEUTICALS INC COM 62936P103 898 136203 SH SOLE 136203 0 0 NRG ENERGY INC COM NEW 629377508 507 28000 SH 28000 0 0 NRG ENERGY INC COM NEW 629377508 50390 2780896 SH SOLE 2780896 0 0 NSTAR COM 67019E107 8500 181009 SH SOLE 181009 0 0 NTELOS HLDGS CORP COM NEW 67020Q305 488 23935 SH SOLE 23935 0 0 NTT DOCOMO INC SPONS ADR 62942M201 14980 816374 SH SOLE 816374 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 4193 86328 SH SOLE 86328 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 3008 119562 SH SOLE 119562 0 0 NUCOR CORP COM 670346105 807 20400 SH 20400 0 0 NUCOR CORP COM 670346105 50471 1275484 SH SOLE 1275484 0 0 NUMEREX CORP PA CL A 67053A102 123 14964 SH SOLE 14964 0 0 NUTRACEUTICAL INTL CORP COM 67060Y101 225 19895 SH SOLE 19895 0 0 NUTRI SYS INC NEW COM 67069D108 550 42500 SH SOLE 42500 0 0 NUVASIVE INC COM 670704105 826 65589 SH SOLE 65589 0 0 NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X101 51 3500 SH SOLE 3500 0 0 NUVEEN INSD PREM INCOME MUN COM 6706D8104 55 4000 SH SOLE 4000 0 0 NUVEEN INSD QUALITY MUN FD I COM 67062N103 32 2100 SH SOLE 2100 0 0 NUVEEN NY SELECT QUALITY MUN COM 670976109 24 1537 SH SOLE 1537 0 0 NUVEEN PREMIER MUN INCOME FD COM 670988104 31 2100 SH SOLE 2100 0 0 NUVEEN QUALITY INCOME MUN FD COM 670977107 58 4000 SH SOLE 4000 0 0 NV ENERGY INC COM 67073Y106 10577 646941 SH SOLE 646941 0 0 NVE CORP COM NEW 629445206 413 7436 SH SOLE 7436 0 0 NVIDIA CORP COM 67066G104 1344 97000 SH 97000 0 0 NVIDIA CORP COM 67066G104 20696 1493229 SH SOLE 1493229 0 0 NVR INC COM 62944T105 5902 8603 SH SOLE 8603 0 0 NXP SEMICONDUCTORS N V COM N6596X109 5938 386319 SH SOLE 386319 0 0 NXSTAGE MEDICAL INC COM 67072V103 1248 70211 SH SOLE 70211 0 0 NYMOX PHARMACEUTICAL CORP COM 67076P102 265 32253 SH SOLE 32253 0 0 NYSE EURONEXT COM 629491101 25161 964013 SH SOLE 964013 0 0 O CHARLEYS INC COM 670823103 221 40246 SH SOLE 40246 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 14903 186398 SH SOLE 186398 0 0 OASIS PETE INC NEW COM 674215108 2964 101876 SH SOLE 101876 0 0 OBAGI MEDICAL PRODUCTS INC COM 67423R108 296 29170 SH SOLE 29170 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1799 19200 SH 19200 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 185264 1977205 SH SOLE 1977205 0 0 OCEANEERING INTL INC COM 675232102 7776 168563 SH SOLE 168563 0 0 OCEANFIRST FINL CORP COM 675234108 433 33106 SH SOLE 33106 0 0 OCLARO INC COM NEW 67555N206 317 112489 SH SOLE 112489 0 0 OCWEN FINL CORP COM NEW 675746309 3045 210287 SH SOLE 210287 0 0 OCZ TECHNOLOGY GROUP INC COM 67086E303 535 80896 SH SOLE 80896 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 400 145971 SH SOLE 145971 0 0 OFFICE DEPOT INC COM 676220106 2174 1011254 SH SOLE 1011254 0 0 OFFICEMAX INC DEL COM 67622P101 865 190616 SH SOLE 190616 0 0 OGE ENERGY CORP COM 670837103 10082 177776 SH SOLE 177776 0 0 OIL DRI CORP AMER COM 677864100 217 10703 SH SOLE 10703 0 0 OIL STS INTL INC COM 678026105 6203 81218 SH SOLE 81218 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3030 74755 SH SOLE 74755 0 0 OLD NATL BANCORP IND COM 680033107 2431 208684 SH SOLE 208684 0 0 OLD REP INTL CORP COM 680223104 4531 488760 SH SOLE 488760 0 0 OLIN CORP COM PAR $1 680665205 611 31100 SH 31100 0 0 OLIN CORP COM PAR $1 680665205 5107 259919 SH SOLE 259919 0 0 OLYMPIC STEEL INC COM 68162K106 470 20144 SH SOLE 20144 0 0 OM GROUP INC COM 670872100 1523 68014 SH SOLE 68014 0 0 OMEGA FLEX INC COM 682095104 60 4248 SH SOLE 4248 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 5405 279305 SH SOLE 279305 0 0 OMEGA PROTEIN CORP COM 68210P107 298 41798 SH SOLE 41798 0 0 OMNIAMERICAN BANCORP INC COM 68216R107 406 25860 SH SOLE 25860 0 0 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 625 13534 SH SOLE 13534 0 0 OMNICARE INC COM 681904108 7546 219042 SH SOLE 219042 0 0 OMNICELL INC COM 68213N109 1036 62695 SH SOLE 62695 0 0 OMNICOM GROUP INC COM 681919106 17904 401617 SH SOLE 401617 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 1216 99378 SH SOLE 99378 0 0 OMNOVA SOLUTIONS INC COM 682129101 332 71935 SH SOLE 71935 0 0 ON ASSIGNMENT INC COM 682159108 880 78717 SH SOLE 78717 0 0 ON SEMICONDUCTOR CORP COM 682189105 14159 1834088 SH SOLE 1834088 0 0 ONCOGENEX PHARMACEUTICALS IN COM 68230A106 177 15036 SH SOLE 15036 0 0 ONCOTHYREON INC COM 682324108 558 73615 SH SOLE 73615 0 0 ONE LIBERTY PPTYS INC COM 682406103 416 25194 SH SOLE 25194 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 759 49312 SH SOLE 49312 0 0 ONEOK INC NEW COM 682680103 14541 167735 SH SOLE 167735 0 0 ONYX PHARMACEUTICALS INC COM 683399109 4387 99823 SH SOLE 99823 0 0 OPEN TEXT CORP COM 683715106 795 15547 SH SOLE 15547 0 0 OPENTABLE INC COM 68372A104 1449 37040 SH SOLE 37040 0 0 OPENWAVE SYS INC COM NEW 683718308 277 175420 SH SOLE 175420 0 0 OPKO HEALTH INC COM 68375N103 841 171575 SH SOLE 171575 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 622 37736 SH SOLE 37736 0 0 OPNET TECHNOLOGIES INC COM 683757108 832 22699 SH SOLE 22699 0 0 OPNEXT INC COM 68375V105 77 95170 SH SOLE 95170 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 371 23014 SH SOLE 23014 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 898 73363 SH SOLE 73363 0 0 ORACLE CORP COM 68389X105 168293 6561136 SH SOLE 6561136 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 675 74093 SH SOLE 74093 0 0 ORBCOMM INC COM 68555P100 223 74435 SH SOLE 74435 0 0 ORBITAL SCIENCES CORP COM 685564106 1650 113527 SH SOLE 113527 0 0 ORBITZ WORLDWIDE INC COM 68557K109 123 32833 SH SOLE 32833 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 84 52198 SH SOLE 52198 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 1573 210536 SH SOLE 210536 0 0 ORIENTAL FINL GROUP INC COM 68618W100 1207 99668 SH SOLE 99668 0 0 ORION MARINE GROUP INC COM 68628V308 401 60288 SH SOLE 60288 0 0 ORITANI FINL CORP DEL COM 68633D103 1292 101173 SH SOLE 101173 0 0 ORMAT TECHNOLOGIES INC COM 686688102 716 39719 SH SOLE 39719 0 0 ORRSTOWN FINL SVCS INC COM 687380105 130 15738 SH SOLE 15738 0 0 ORTHOFIX INTL N V COM N6748L102 998 28340 SH SOLE 28340 0 0 OSHKOSH CORP COM 688239201 3367 157491 SH SOLE 157491 0 0 OSI SYSTEMS INC COM 671044105 1598 32760 SH SOLE 32760 0 0 OSIRIS THERAPEUTICS INC NEW COM 68827R108 141 26416 SH SOLE 26416 0 0 OTTER TAIL CORP COM 689648103 1718 78036 SH SOLE 78036 0 0 OUTDOOR CHANNEL HLDGS INC COM NEW 690027206 229 30698 SH SOLE 30698 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 647 59177 SH SOLE 59177 0 0 OVERSTOCK COM INC DEL COM 690370101 144 18360 SH SOLE 18360 0 0 OWENS & MINOR INC NEW COM 690732102 4940 177762 SH SOLE 177762 0 0 OWENS CORNING NEW COM 690742101 2268 78975 SH SOLE 78975 0 0 OWENS ILL INC COM NEW 690768403 5228 269787 SH SOLE 269787 0 0 OXFORD INDS INC COM 691497309 912 20206 SH SOLE 20206 0 0 OYO GEOSPACE CORP COM 671074102 533 6893 SH SOLE 6893 0 0 P C CONNECTION COM 69318J100 225 20298 SH SOLE 20298 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 1067 34535 SH SOLE 34535 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 400 13018 SH 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SCIQUEST INC NEW COM 80908T101 279 19537 SH SOLE 19537 0 0 SCORPIO TANKERS INC SHS Y7542C106 308 63019 SH SOLE 63019 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 3185 68215 SH SOLE 68215 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 552 68915 SH SOLE 68915 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 5840 137677 SH SOLE 137677 0 0 SEABOARD CORP COM 811543107 1395 685 SH SOLE 685 0 0 SEABRIGHT HOLDINGS INC COM 811656107 347 45366 SH SOLE 45366 0 0 SEACHANGE INTL INC COM 811699107 355 50555 SH SOLE 50555 0 0 SEACOAST BKG CORP FLA COM 811707306 236 155045 SH SOLE 155045 0 0 SEACOR HOLDINGS INC COM 811904101 9918 111491 SH SOLE 111491 0 0 SEACUBE CONTAINER LEASING LT SHS G79978105 365 24633 SH SOLE 24633 0 0 SEADRILL LIMITED SHS G7945E105 5769 173876 SH SOLE 173876 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 1296 79000 SH 79000 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 31314 1909396 SH SOLE 1909396 0 0 SEALED AIR CORP NEW COM 81211K100 14744 856694 SH SOLE 856694 0 0 SEALY CORP COM 812139301 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902876 SH SOLE 902876 0 0 SEMTECH CORP COM 816850101 4350 175262 SH SOLE 175262 0 0 SENECA FOODS CORP NEW CL A 817070501 528 20441 SH SOLE 20441 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 6296 280554 SH SOLE 280554 0 0 SENOMYX INC COM 81724Q107 220 63131 SH SOLE 63131 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 6256 165068 SH SOLE 165068 0 0 SEQUENOM INC COM NEW 817337405 775 174157 SH SOLE 174157 0 0 SERVICE CORP INTL COM 817565104 788 74000 SH 74000 0 0 SERVICE CORP INTL COM 817565104 6495 609876 SH SOLE 609876 0 0 SERVICESOURCE INTL LLC COM 81763U100 257 16363 SH SOLE 16363 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1987 99984 SH SOLE 99984 0 0 SHAW GROUP INC COM 820280105 3142 116817 SH SOLE 116817 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 391 37300 SH SOLE 37300 0 0 SHERWIN WILLIAMS CO COM 824348106 11310 126697 SH SOLE 126697 0 0 SHILOH INDS INC COM 824543102 92 10996 SH SOLE 10996 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 601 8818 SH SOLE 8818 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 933 99943 SH SOLE 99943 0 0 SHIRE PLC SPONSORED ADR 82481R106 1 8 SH SOLE 8 0 0 SHOE CARNIVAL INC COM 824889109 518 20159 SH SOLE 20159 0 0 SHORETEL INC COM 825211105 479 75038 SH SOLE 75038 0 0 SHUFFLE MASTER INC COM 825549108 1070 91283 SH SOLE 91283 0 0 SHUTTERFLY INC COM 82568P304 1071 47068 SH SOLE 47068 0 0 SIEMENS A G SPONSORED ADR 826197501 10 104 SH SOLE 104 0 0 SIERRA BANCORP COM 82620P102 242 27467 SH SOLE 27467 0 0 SIGA TECHNOLOGIES INC COM 826917106 140 55744 SH SOLE 55744 0 0 SIGMA ALDRICH CORP COM 826552101 10881 174208 SH SOLE 174208 0 0 SIGMA DESIGNS INC COM 826565103 422 70254 SH SOLE 70254 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 7386 123115 SH SOLE 123115 0 0 SIGNET JEWELERS LIMITED SHS G81276100 6588 149871 SH SOLE 149871 0 0 SILGAN HOLDINGS INC COM 827048109 2983 77202 SH SOLE 77202 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 560 48829 SH SOLE 48829 0 0 SILICON IMAGE INC COM 82705T102 643 136721 SH SOLE 136721 0 0 SILICON LABORATORIES INC COM 826919102 2875 66217 SH SOLE 66217 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 134 30736 SH SOLE 30736 0 0 SILVER WHEATON CORP COM 828336107 4852 167548 SH SOLE 167548 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1041 38280 SH SOLE 38280 0 0 SIMON PPTY GROUP INC NEW COM 828806109 53384 414024 SH SOLE 414024 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 3079 91461 SH SOLE 91461 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1232 108735 SH SOLE 108735 0 0 SIRIUS XM RADIO INC COM 82967N108 2480 1362742 SH SOLE 1362742 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1144 25966 SH SOLE 25966 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 2707 65632 SH SOLE 65632 0 0 SJW CORP COM 784305104 736 31129 SH SOLE 31129 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 66 4829 SH SOLE 4829 0 0 SKECHERS U S A INC CL A 830566105 996 82212 SH SOLE 82212 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 228 41681 SH SOLE 41681 0 0 SKULLCANDY INC COM 83083J104 219 17499 SH SOLE 17499 0 0 SKYLINE CORP COM 830830105 67 15506 SH SOLE 15506 0 0 SKYWEST INC COM 830879102 1466 116431 SH SOLE 116431 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 4760 293487 SH SOLE 293487 0 0 SL GREEN RLTY CORP COM 78440X101 9286 139342 SH SOLE 139342 0 0 SLM CORP COM 78442P106 25655 1914538 SH SOLE 1914538 0 0 SM ENERGY CO COM 78454L100 9949 136108 SH SOLE 136108 0 0 SMART BALANCE INC COM 83169Y108 608 113434 SH SOLE 113434 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 2 46 SH SOLE 46 0 0 SMITH & WESSON HLDG CORP COM 831756101 517 118587 SH SOLE 118587 0 0 SMITH A O COM 831865209 3343 83325 SH SOLE 83325 0 0 SMITH MICRO SOFTWARE INC COM 832154108 88 78203 SH SOLE 78203 0 0 SMITHFIELD FOODS INC COM 832248108 388 16000 SH 16000 0 0 SMITHFIELD FOODS INC COM 832248108 11689 481433 SH SOLE 481433 0 0 SMUCKER J M CO COM NEW 832696405 30154 385748 SH SOLE 385748 0 0 SNAP ON INC COM 833034101 4977 98318 SH SOLE 98318 0 0 SNYDERS-LANCE INC COM 833551104 2338 103917 SH SOLE 103917 0 0 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78463V107 17058 112228 SH SOLE 112228 0 0 SPDR GOLD TRUST OPTIONS 78463V107 471 3100 PUT SOLE 3100 0 0 SPDR GOLD TRUST OPTIONS 78463V107 8359 55000 CALL SOLE 55000 0 0 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 148 4660 SH SOLE 4660 0 0 SPDR INDEX SHS FDS S^P EMKTSC ETF 78463X756 0 0 SH SOLE 0 0 0 SPDR S^P MIDCAP 400 ETF TR UTSER1 S^PDCRP 78467Y107 181 1134 SH SOLE 1134 0 0 SPDR S^P 500 ETF TR TR UNIT 78462F103 115700 921913 SH SOLE 921913 0 0 SPDR S^P 500 ETF TR OPTIONS 78462F103 124245 990000 PUT SOLE 990000 0 0 SPECTRA ENERGY CORP COM 847560109 778 25300 SH 25300 0 0 SPECTRA ENERGY CORP COM 847560109 39586 1287344 SH SOLE 1287344 0 0 SPECTRANETICS CORP COM 84760C107 375 51991 SH SOLE 51991 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 787 28716 SH SOLE 28716 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 1314 89804 SH SOLE 89804 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 403 26284 SH SOLE 26284 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12971 624226 SH SOLE 624226 0 0 SPIRIT AIRLS INC COM 848577102 538 34519 SH SOLE 34519 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 33678 14392136 SH SOLE 14392136 0 0 SPS COMM INC COM 78463M107 343 13201 SH SOLE 13201 0 0 SPX CORP COM 784635104 10535 174803 SH SOLE 174803 0 0 SRS LABS INC COM 78464M106 109 19039 SH SOLE 19039 0 0 SS^C TECHNOLOGIES HLDGS INC COM 78467J100 1004 55573 SH SOLE 55573 0 0 ST JOE CO COM 790148100 4499 306868 SH SOLE 306868 0 0 ST JUDE MED INC COM 790849103 15966 465479 SH SOLE 465479 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 1104 809000 PRN SOLE 809000 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 615 58624 SH SOLE 58624 0 0 STAG INDL INC COM 85254J102 404 35197 SH SOLE 35197 0 0 STAGE STORES INC COM NEW 85254C305 935 67290 SH SOLE 67290 0 0 STAMPS COM INC COM NEW 852857200 434 16608 SH SOLE 16608 0 0 STANCORP FINL GROUP INC COM 852891100 3061 83288 SH SOLE 83288 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 1299 50391 SH SOLE 50391 0 0 STANDARD MTR PRODS INC COM 853666105 863 43021 SH SOLE 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168906 SH SOLE 168906 0 0 STEIN MART INC COM 858375108 414 60731 SH SOLE 60731 0 0 STEINER LEISURE LTD ORD P8744Y102 1075 23684 SH SOLE 23684 0 0 STEINWAY MUSICAL INSTRS INC COM 858495104 363 14481 SH SOLE 14481 0 0 STELLARONE CORP COM 85856G100 572 50299 SH SOLE 50299 0 0 STEPAN CO COM 858586100 1423 17757 SH SOLE 17757 0 0 STEREOTAXIS INC COM 85916J102 56 68141 SH SOLE 68141 0 0 STERICYCLE INC COM 858912108 9562 122714 SH SOLE 122714 0 0 STERIS CORP COM 859152100 4676 156801 SH SOLE 156801 0 0 STERLING BANCORP COM 859158107 601 69524 SH SOLE 69524 0 0 STERLING CONSTRUCTION CO INC COM 859241101 394 36559 SH SOLE 36559 0 0 STERLING FINL CORP WASH COM NEW 859319303 975 58357 SH SOLE 58357 0 0 STERLITE INDS INDIA LTD ADS 859737207 2138 308456 SH SOLE 308456 0 0 STEWART ENTERPRISES INC CL A 860370105 1004 174315 SH SOLE 174315 0 0 STEWART INFORMATION SVCS COR COM 860372101 464 40164 SH SOLE 40164 0 0 STIFEL FINL CORP COM 860630102 3363 104939 SH SOLE 104939 0 0 STILLWATER MNG CO COM 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