BlackRock Investment Management as of March 31, 2012
Portfolio Holdings for BlackRock Investment Management
BlackRock Investment Management holds 0 positions in its portfolio as reported in the March 2012 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 195 39943 SH SOLE 39943 0 0 AAON INC COM PAR $0.004 000360206 584 28901 SH SOLE 28901 0 0 AAR CORP COM 000361105 1445 79205 SH SOLE 79205 0 0 AARONS INC COM PAR $0.50 002535300 3029 116949 SH SOLE 116949 0 0 ABAXIS INC COM 002567105 1015 34856 SH SOLE 34856 0 0 ABB LTD SPONSORED ADR 000375204 1 69 SH SOLE 69 0 0 ABBOTT LABS COM 002824100 4511 73600 SH 73600 0 0 ABBOTT LABS COM 002824100 250445 4086225 SH SOLE 4086225 0 0 ABERCROMBIE & FITCH CO CL A 002896207 19256 388145 SH SOLE 388145 0 0 ABIOMED INC COM 003654100 1083 48812 SH SOLE 48812 0 0 ABM INDS INC COM 000957100 2530 104104 SH SOLE 104104 0 0 ABOVENET INC 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0 0 EQUINIX INC COM NEW 29444U502 11025 70025 SH SOLE 70025 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 3929 56341 SH SOLE 56341 0 0 EQUITY ONE COM 294752100 3617 178876 SH SOLE 178876 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 26469 422694 SH SOLE 422694 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 706 90304 SH SOLE 90304 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 2 180 SH SOLE 180 0 0 ERIE INDTY CO CL A 29530P102 990 12698 SH SOLE 12698 0 0 ESB FINL CORP COM 26884F102 384 26625 SH SOLE 26625 0 0 ESCO TECHNOLOGIES INC COM 296315104 1943 52831 SH SOLE 52831 0 0 ESSA BANCORP INC COM 29667D104 214 21868 SH SOLE 21868 0 0 ESSEX PPTY TR INC COM 297178105 8288 54704 SH SOLE 54704 0 0 ESSEX RENT CORP COM 297187106 134 35076 SH SOLE 35076 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 6931 96998 SH SOLE 96998 0 0 ETFS GOLD TR SHS 26922Y105 4966 30054 SH SOLE 30054 0 0 ETFS PALLADIUM TR SH BEN INT 26923A106 774 11999 SH SOLE 11999 0 0 ETFS PLATINUM TR SH BEN INT 26922V101 1640 10140 SH SOLE 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31428X106 27935 303769 SH SOLE 303769 0 0 FEI CO COM 30241L109 3015 61400 SH SOLE 61400 0 0 FELCOR LODGING TR INC COM 31430F101 839 233073 SH SOLE 233073 0 0 FEMALE HEALTH CO COM 314462102 154 28393 SH SOLE 28393 0 0 FERRO CORP COM 315405100 1106 186199 SH SOLE 186199 0 0 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 550 65550 SH SOLE 65550 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 11287 626016 SH SOLE 626016 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 11657 351951 SH SOLE 351951 0 0 FIDUS INVT CORP COM 316500107 148 10573 SH SOLE 10573 0 0 FIFTH STREET FINANCE CORP COM 31678A103 1727 176917 SH SOLE 176917 0 0 FIFTH THIRD BANCORP COM 316773100 18527 1319137 SH SOLE 1319137 0 0 FINANCIAL ENGINES INC COM 317485100 1321 59084 SH SOLE 59084 0 0 FINANCIAL INSTNS INC COM 317585404 486 30084 SH SOLE 30084 0 0 FINISAR CORP COM NEW 31787A507 2783 138101 SH SOLE 138101 0 0 FINISH LINE INC CL A 317923100 2151 101346 SH SOLE 101346 0 0 FIRST AMERN FINL CORP COM 31847R102 5571 334978 SH SOLE 334978 0 0 FIRST BANCORP INC ME COM 31866P102 287 19368 SH SOLE 19368 0 0 FIRST BANCORP N C COM 318910106 357 32648 SH SOLE 32648 0 0 FIRST BUSEY CORP COM 319383105 818 165826 SH SOLE 165826 0 0 FIRST CASH FINL SVCS INC COM 31942D107 1952 45522 SH SOLE 45522 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 453 33922 SH SOLE 33922 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 1381 225604 SH SOLE 225604 0 0 FIRST CONN BANCORP INC MD COM 319850103 507 38409 SH SOLE 38409 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 619 3389 SH SOLE 3389 0 0 FIRST DEFIANCE FINL CORP COM 32006W106 353 20954 SH SOLE 20954 0 0 FIRST FINL BANCORP OH COM 320209109 2161 124885 SH SOLE 124885 0 0 FIRST FINL BANKSHARES COM 32020R109 2075 58919 SH SOLE 58919 0 0 FIRST FINL CORP IND COM 320218100 765 24095 SH SOLE 24095 0 0 FIRST FINL HLDGS INC COM 320239106 389 35391 SH SOLE 35391 0 0 FIRST HORIZON NATL CORP COM 320517105 4164 401151 SH SOLE 401151 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2294 185784 SH SOLE 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KRATON PERFORMANCE POLYMERS COM 50077C106 1368 51505 SH SOLE 51505 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 352 65943 SH SOLE 65943 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 657 90029 SH SOLE 90029 0 0 KROGER CO COM 501044101 2907 119960 SH 119960 0 0 KROGER CO COM 501044101 122553 5057891 SH SOLE 5057891 0 0 KRONOS WORLDWIDE INC COM 50105F105 248 9963 SH SOLE 9963 0 0 KT CORP SPONSORED ADR 48268K101 1024 74765 SH SOLE 74765 0 0 KUBOTA CORP ADR 501173207 0 9 SH SOLE 9 0 0 KULICKE & SOFFA INDS INC COM 501242101 1915 154037 SH SOLE 154037 0 0 KVH INDS INC COM 482738101 329 31343 SH SOLE 31343 0 0 K12 INC COM 48273U102 952 40282 SH SOLE 40282 0 0 L & L ENERGY INC COM 50162D100 117 47878 SH SOLE 47878 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 49614 701058 SH SOLE 701058 0 0 LA Z BOY INC COM 505336107 2786 186224 SH SOLE 186224 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 11287 123299 SH SOLE 123299 0 0 LACLEDE GROUP INC COM 505597104 1890 48443 SH SOLE 48443 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 297 166655 SH SOLE 166655 0 0 LAKELAND BANCORP INC COM 511637100 484 49142 SH SOLE 49142 0 0 LAKELAND FINL CORP COM 511656100 914 35104 SH SOLE 35104 0 0 LAM RESEARCH CORP COM 512807108 25821 578681 SH SOLE 578681 0 0 LAMAR ADVERTISING CO CL A 512815101 3056 94304 SH SOLE 94304 0 0 LAN AIRLINES S A SPONSORED ADR 501723100 0 1 SH SOLE 1 0 0 LANCASTER COLONY CORP COM 513847103 3290 49506 SH SOLE 49506 0 0 LANDAUER INC COM 51476K103 775 14621 SH SOLE 14621 0 0 LANDEC CORP COM 514766104 368 56383 SH SOLE 56383 0 0 LANDSTAR SYS INC COM 515098101 4085 70774 SH SOLE 70774 0 0 LANNET INC COM 516012101 131 31465 SH SOLE 31465 0 0 LAREDO PETE HLDGS INC COM 516806106 245 10451 SH SOLE 10451 0 0 LAS VEGAS SANDS CORP COM 517834107 26923 467661 SH SOLE 467661 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5130 182292 SH SOLE 182292 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1483 230561 SH SOLE 230561 0 0 LAUDER ESTEE COS INC CL A 518439104 17597 284093 SH SOLE 284093 0 0 LAWSON PRODS INC COM 520776105 120 7968 SH SOLE 7968 0 0 LAYNE CHRISTENSEN CO COM 521050104 939 42203 SH SOLE 42203 0 0 LAZARD LTD SHS A G54050102 1454 50914 SH SOLE 50914 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 1080 123659 SH SOLE 123659 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 739 88417 SH SOLE 88417 0 0 LEAR CORP COM NEW 521865204 14868 319814 SH SOLE 319814 0 0 LECROY CORP COM 52324W109 264 25429 SH SOLE 25429 0 0 LEGG MASON INC COM 524901105 5208 186450 SH SOLE 186450 0 0 LEGGETT & PLATT INC COM 524660107 4583 199174 SH SOLE 199174 0 0 LENDER PROCESSING SVCS INC COM 52602E102 7890 303445 SH SOLE 303445 0 0 LENNAR CORP CL A 526057104 7100 261227 SH SOLE 261227 0 0 LENNAR CORP CL B 526057302 4470 200000 SH SOLE 200000 0 0 LENNOX INTL INC COM 526107107 3116 77318 SH SOLE 77318 0 0 LEUCADIA NATL CORP COM 527288104 7290 279305 SH SOLE 279305 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3751 145772 SH SOLE 145772 0 0 LEXICON PHARMACEUTICALS INC COM 528872104 662 355896 SH SOLE 355896 0 0 LEXINGTON REALTY TRUST COM 529043101 2322 258326 SH SOLE 258326 0 0 LEXMARK INTL NEW CL A 529771107 25091 754831 SH SOLE 754831 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 712 60491 SH SOLE 60491 0 0 LHC GROUP INC COM 50187A107 621 33533 SH SOLE 33533 0 0 LIBBEY INC COM 529898108 398 30787 SH SOLE 30787 0 0 LIBERTY GLOBAL INC COM SER A 530555101 11071 221066 SH SOLE 221066 0 0 LIBERTY INTERACTIVE CORPORAT INT COM SER A 53071M104 6129 321052 SH SOLE 321052 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 5240 59443 SH SOLE 59443 0 0 LIBERTY PPTY TR SH BEN INT 531172104 6915 193590 SH SOLE 193590 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 16672 341509 SH SOLE 341509 0 0 LIFE TIME FITNESS INC COM 53217R207 5647 111673 SH SOLE 111673 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 5137 130261 SH SOLE 130261 0 0 LIFETIME BRANDS INC COM 53222Q103 226 20102 SH SOLE 20102 0 0 LIFEWAY FOODS INC COM 531914109 67 7216 SH SOLE 7216 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 484 30350 SH SOLE 30350 0 0 LILLY ELI & CO COM 532457108 3184 79080 SH 79080 0 0 LILLY ELI & CO COM 532457108 140065 3478575 SH SOLE 3478575 0 0 LIMELIGHT NETWORKS INC COM 53261M104 330 100153 SH SOLE 100153 0 0 LIMITED BRANDS INC COM 532716107 4517 94100 SH 94100 0 0 LIMITED BRANDS INC COM 532716107 143317 2985780 SH SOLE 2985780 0 0 LIMONEIRA CO COM 532746104 199 11807 SH SOLE 11807 0 0 LIN TV CORP CL A 532774106 252 62332 SH SOLE 62332 0 0 LINCARE HLDGS INC COM 532791100 3396 131210 SH SOLE 131210 0 0 LINCOLN EDL SVCS CORP COM 533535100 385 48711 SH SOLE 48711 0 0 LINCOLN ELEC HLDGS INC COM 533900106 5950 131209 SH SOLE 131209 0 0 LINCOLN NATL CORP IND COM 534187109 739 28052 SH 28052 0 0 LINCOLN NATL CORP IND COM 534187109 61088 2317450 SH SOLE 2317450 0 0 LINDSAY CORP COM 535555106 1283 19359 SH SOLE 19359 0 0 LINEAR TECHNOLOGY CORP COM 535678106 9685 287395 SH SOLE 287395 0 0 LINKEDIN CORP COM CL A 53578A108 333 3269 SH SOLE 3269 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 272 94381 SH SOLE 94381 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 966 69389 SH SOLE 69389 0 0 LIQUIDITY SERVICES INC COM 53635B107 1306 29143 SH SOLE 29143 0 0 LITHIA MTRS INC CL A 536797103 1231 46969 SH SOLE 46969 0 0 LITTELFUSE INC COM 537008104 2166 34551 SH SOLE 34551 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2831 301161 SH SOLE 301161 0 0 LIVEPERSON INC COM 538146101 1362 81241 SH SOLE 81241 0 0 LIZ CLAIBORNE INC COM 539320101 2662 199228 SH SOLE 199228 0 0 LKQ CORP COM 501889208 6858 220010 SH SOLE 220010 0 0 LMI AEROSPACE INC COM 502079106 309 16976 SH SOLE 16976 0 0 LOCKHEED MARTIN CORP COM 539830109 1887 21000 SH 21000 0 0 LOCKHEED MARTIN CORP COM 539830109 110857 1233668 SH SOLE 1233668 0 0 LOEWS CORP COM 540424108 33465 839350 SH SOLE 839350 0 0 LOGITECH INTL S A SHS H50430232 165 21143 SH SOLE 21143 0 0 LOGMEIN INC COM 54142L109 1110 31518 SH SOLE 31518 0 0 LONE PINE RES INC COM 54222A106 322 49539 SH SOLE 49539 0 0 LOOPNET INC COM 543524300 505 26882 SH SOLE 26882 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 1813 22775 SH SOLE 22775 0 0 LORILLARD INC COM 544147101 1968 15200 SH 15200 0 0 LORILLARD INC COM 544147101 124502 961554 SH SOLE 961554 0 0 LOUISIANA PAC CORP COM 546347105 3977 425309 SH SOLE 425309 0 0 LOWES COS INC COM 548661107 36845 1174165 SH SOLE 1174165 0 0 LPL INVT HLDGS INC COM 50213H100 630 16599 SH SOLE 16599 0 0 LSB INDS INC COM 502160104 1104 28370 SH SOLE 28370 0 0 LSI CORPORATION COM 502161102 1780 205040 SH 205040 0 0 LSI CORPORATION COM 502161102 66498 7661042 SH SOLE 7661042 0 0 LSI INDS INC COM 50216C108 307 41936 SH SOLE 41936 0 0 LTC PPTYS INC COM 502175102 2071 64708 SH SOLE 64708 0 0 LTX-CREDENCE CORP COM NEW 502403207 651 90546 SH SOLE 90546 0 0 LUBYS INC COM 549282101 247 40690 SH SOLE 40690 0 0 LUFKIN INDS INC COM 549764108 4168 51676 SH SOLE 51676 0 0 LULULEMON ATHLETICA INC COM 550021109 22 296 SH SOLE 296 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 896 35683 SH SOLE 35683 0 0 LUMINEX CORP DEL COM 55027E102 1362 58316 SH SOLE 58316 0 0 LUMOS NETWORKS CORP COM 550283105 253 23526 SH SOLE 23526 0 0 LYDALL INC DEL COM 550819106 375 36844 SH SOLE 36844 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1702 39000 SH 39000 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 45028 1031579 SH SOLE 1031579 0 0 M & T BK CORP COM 55261F104 478 5500 SH 5500 0 0 M & T BK CORP COM 55261F104 32256 371265 SH SOLE 371265 0 0 M D C HLDGS INC COM 552676108 11574 448790 SH SOLE 448790 0 0 M/I HOMES INC COM 55305B101 497 40193 SH SOLE 40193 0 0 MAC-GRAY CORP COM 554153106 386 25509 SH SOLE 25509 0 0 MACERICH CO COM 554382101 12193 211139 SH SOLE 211139 0 0 MACK CALI RLTY CORP COM 554489104 4198 145675 SH SOLE 145675 0 0 MACYS INC COM 55616P104 1867 47000 SH 47000 0 0 MACYS INC COM 55616P104 73546 1851143 SH SOLE 1851143 0 0 MADDEN STEVEN LTD COM 556269108 2490 58256 SH SOLE 58256 0 0 MADISON SQUARE GARDEN CO CL A 55826P100 1284 37546 SH SOLE 37546 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 2962 60687 SH SOLE 60687 0 0 MAGNA INTL INC COM 559222401 2822 59122 SH SOLE 59122 0 0 MAGNUM HUNTER RES CORP DEL COM 55973B102 1105 172370 SH SOLE 172370 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 989 109854 SH SOLE 109854 0 0 MAIDENFORM BRANDS INC COM 560305104 811 36037 SH SOLE 36037 0 0 MAIN STREET CAPITAL CORP COM 56035L104 1215 49346 SH SOLE 49346 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 518 42964 SH SOLE 42964 0 0 MAKITA CORP ADR NEW 560877300 7150 177604 SH SOLE 177604 0 0 MAKO SURGICAL CORP COM 560879108 2075 49232 SH SOLE 49232 0 0 MANHATTAN ASSOCS INC COM 562750109 1498 31507 SH SOLE 31507 0 0 MANITOWOC INC COM 563571108 836 60350 SH SOLE 60350 0 0 MANNING & NAPIER INC CL A 56382Q102 371 25244 SH SOLE 25244 0 0 MANNKIND CORP COM 56400P201 373 150820 SH SOLE 150820 0 0 MANPOWERGROUP INC COM 56418H100 15637 330093 SH SOLE 330093 0 0 MANTECH INTL CORP CL A 564563104 2552 74070 SH SOLE 74070 0 0 MANULIFE FINL CORP COM 56501R106 14133 1043017 SH SOLE 1043017 0 0 MAP PHARMACEUTICALS INC COM 56509R108 482 33596 SH SOLE 33596 0 0 MARATHON OIL CORP COM 565849106 4011 126518 SH 126518 0 0 MARATHON OIL CORP COM 565849106 186070 5869730 SH SOLE 5869730 0 0 MARATHON PETE CORP COM 56585A102 917 21150 SH 21150 0 0 MARATHON PETE CORP COM 56585A102 57585 1328072 SH SOLE 1328072 0 0 MARCHEX INC CL B 56624R108 182 40713 SH SOLE 40713 0 0 MARCUS CORP COM 566330106 554 44143 SH SOLE 44143 0 0 MARINE PRODS CORP COM 568427108 111 18717 SH SOLE 18717 0 0 MARINEMAX INC COM 567908108 410 49809 SH SOLE 49809 0 0 MARKEL CORP COM 570535104 2717 6053 SH SOLE 6053 0 0 MARKET VECTORS ETF TR GAMING ETF 57060U829 0 0 SH SOLE 0 0 0 MARKET VECTORS ETF TR AFRICA ETF 57060U787 0 0 SH SOLE 0 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 589 11155 SH SOLE 11155 0 0 MARKETAXESS HLDGS INC COM 57060D108 1651 44266 SH SOLE 44266 0 0 MARLIN BUSINESS SVCS CORP COM 571157106 276 18301 SH SOLE 18301 0 0 MARRIOTT INTL INC NEW CL A 571903202 12546 331461 SH SOLE 331461 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 396 13891 SH SOLE 13891 0 0 MARSH & MCLENNAN COS INC COM 571748102 25684 783294 SH SOLE 783294 0 0 MARTEN TRANS LTD COM 573075108 703 31842 SH SOLE 31842 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 227 59661 SH SOLE 59661 0 0 MARTIN MARIETTA MATLS INC COM 573284106 6370 74392 SH SOLE 74392 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 554 35203 SH 35203 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 34820 2213633 SH SOLE 2213633 0 0 MASCO CORP COM 574599106 5979 447185 SH SOLE 447185 0 0 MASIMO CORP COM 574795100 3310 141589 SH SOLE 141589 0 0 MASTEC INC COM 576323109 1581 87373 SH SOLE 87373 0 0 MASTERCARD INC CL A 57636Q104 60350 143507 SH SOLE 143507 0 0 MATADOR RES CO COM 576485205 266 24323 SH SOLE 24323 0 0 MATERION CORP COM 576690101 1230 42805 SH SOLE 42805 0 0 MATRIX SVC CO COM 576853105 765 54574 SH SOLE 54574 0 0 MATTEL INC COM 577081102 1192 35400 SH 35400 0 0 MATTEL INC COM 577081102 18821 559153 SH SOLE 559153 0 0 MATTHEWS INTL CORP CL A 577128101 2713 85757 SH SOLE 85757 0 0 MATTRESS FIRM HLDG CORP COM 57722W106 423 11157 SH SOLE 11157 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1344 47000 SH 47000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 14584 510124 SH SOLE 510124 0 0 MAXIMUS INC COM 577933104 2171 53381 SH SOLE 53381 0 0 MAXLINEAR INC CL A 57776J100 138 24757 SH SOLE 24757 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 792 43216 SH SOLE 43216 0 0 MAXYGEN INC COM 577776107 362 62999 SH SOLE 62999 0 0 MB FINANCIAL INC NEW COM 55264U108 2686 127956 SH SOLE 127956 0 0 MBIA INC COM 55262C100 960 97973 SH SOLE 97973 0 0 MCCLATCHY CO CL A 579489105 354 122327 SH SOLE 122327 0 0 MCCORMICK & CO INC COM NON VTG 579780206 9417 173004 SH SOLE 173004 0 0 MCDERMOTT INTL INC COM 580037109 2230 174119 SH SOLE 174119 0 0 MCDONALDS CORP COM 580135101 3738 38100 SH 38100 0 0 MCDONALDS CORP COM 580135101 261026 2660819 SH SOLE 2660819 0 0 MCEWEN MNG INC COM 58039P107 729 164200 SH SOLE 164200 0 0 MCG CAPITAL CORP COM 58047P107 709 166391 SH SOLE 166391 0 0 MCGRATH RENTCORP COM 580589109 1481 46137 SH SOLE 46137 0 0 MCGRAW HILL COS INC COM 580645109 30649 632338 SH SOLE 632338 0 0 MCKESSON CORP COM 58155Q103 1931 22000 SH 22000 0 0 MCKESSON CORP COM 58155Q103 77719 885488 SH SOLE 885488 0 0 MCMORAN EXPLORATION CO COM 582411104 1621 151485 SH SOLE 151485 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 431 38779 SH SOLE 38779 0 0 MDU RES GROUP INC COM 552690109 8597 383965 SH SOLE 383965 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 2144 26000 SH 26000 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 30508 369878 SH SOLE 369878 0 0 MEAD JOHNSON NUTRITION CO OPTIONS 582839106 396 4800 PUT SOLE 4800 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 1072 114869 SH SOLE 114869 0 0 MEADWESTVACO CORP COM 583334107 1431 45300 SH 45300 0 0 MEADWESTVACO CORP COM 583334107 49089 1553934 SH SOLE 1553934 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 778 23094 SH SOLE 23094 0 0 MECHEL OAO SPONSORED ADR 583840103 802 89329 SH SOLE 89329 0 0 MEDALLION FINL CORP COM 583928106 371 33232 SH SOLE 33232 0 0 MEDASSETS INC COM 584045108 1041 79092 SH SOLE 79092 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 55006 782440 SH SOLE 782440 0 0 MEDICAL ACTION INDS INC COM 58449L100 181 31660 SH SOLE 31660 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 2698 290767 SH SOLE 290767 0 0 MEDICINES CO COM 584688105 1945 96914 SH SOLE 96914 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 6130 163086 SH SOLE 163086 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 865 32453 SH SOLE 32453 0 0 MEDIFAST INC COM 58470H101 374 21431 SH SOLE 21431 0 0 MEDIVATION INC COM 58501N101 3606 48255 SH SOLE 48255 0 0 MEDLEY CAP CORP COM 58503F106 268 23755 SH SOLE 23755 0 0 MEDNAX INC COM 58502B106 5439 73128 SH SOLE 73128 0 0 MEDTOX SCIENTIFIC INC COM NEW 584977201 199 11803 SH SOLE 11803 0 0 MEDTRONIC INC COM 585055106 1624 41434 SH 41434 0 0 MEDTRONIC INC COM 585055106 133923 3417284 SH SOLE 3417284 0 0 MEMC ELECTR MATLS INC COM 552715104 1305 361387 SH SOLE 361387 0 0 MENS WEARHOUSE INC COM 587118100 6119 157825 SH SOLE 157825 0 0 MENTOR GRAPHICS CORP COM 587200106 4121 277338 SH SOLE 277338 0 0 MERCADOLIBRE INC COM 58733R102 8601 87950 SH SOLE 87950 0 0 MERCHANTS BANCSHARES COM 588448100 305 10806 SH SOLE 10806 0 0 MERCK & CO INC NEW COM 58933Y105 5493 143034 SH 143034 0 0 MERCK & CO INC NEW COM 58933Y105 308338 8029648 SH SOLE 8029648 0 0 MERCURY COMPUTER SYS COM 589378108 857 64683 SH SOLE 64683 0 0 MERCURY GENL CORP NEW COM 589400100 2519 57582 SH SOLE 57582 0 0 MEREDITH CORP COM 589433101 3777 116351 SH SOLE 116351 0 0 MERGE HEALTHCARE INC COM 589499102 503 85756 SH SOLE 85756 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1230 63485 SH SOLE 63485 0 0 MERIDIAN INTERSTAT BANCORP I COM 58964Q104 248 18870 SH SOLE 18870 0 0 MERIT MED SYS INC COM 589889104 809 65151 SH SOLE 65151 0 0 MERITAGE HOMES CORP COM 59001A102 1622 59930 SH SOLE 59930 0 0 MERITOR INC COM 59001K100 1317 163168 SH SOLE 163168 0 0 MERU NETWORKS INC COM 59047Q103 67 16439 SH SOLE 16439 0 0 MET PRO CORP COM 590876306 333 31574 SH SOLE 31574 0 0 METABOLIX INC COM 591018809 166 58540 SH SOLE 58540 0 0 METALICO INC COM 591176102 309 72408 SH SOLE 72408 0 0 METALS USA HLDGS CORP COM 59132A104 257 17840 SH SOLE 17840 0 0 METHODE ELECTRS INC COM 591520200 738 79535 SH SOLE 79535 0 0 METLIFE INC COM 59156R108 1040 27840 SH 27840 0 0 METLIFE INC COM 59156R108 96727 2589735 SH SOLE 2589735 0 0 METRO BANCORP INC PA COM 59161R101 343 29343 SH SOLE 29343 0 0 METROPCS COMMUNICATIONS INC COM 591708102 10434 1156729 SH SOLE 1156729 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 609 65026 SH SOLE 65026 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 9902 53598 SH SOLE 53598 0 0 MFA FINANCIAL INC COM 55272X102 5782 774040 SH SOLE 774040 0 0 MGE ENERGY INC COM 55277P104 2205 49683 SH SOLE 49683 0 0 MGIC INVT CORP WIS COM 552848103 1997 402714 SH SOLE 402714 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2227 163493 SH SOLE 163493 0 0 MGP INGREDIENTS INC NEW COM 55303J106 144 26798 SH SOLE 26798 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 4373 93854 SH SOLE 93854 0 0 MICREL INC COM 594793101 1106 107813 SH SOLE 107813 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 8994 241776 SH SOLE 241776 0 0 MICRON TECHNOLOGY INC COM 595112103 961 118750 SH 118750 0 0 MICRON TECHNOLOGY INC COM 595112103 42749 5280922 SH SOLE 5280922 0 0 MICROS SYS INC COM 594901100 6653 120322 SH SOLE 120322 0 0 MICROSEMI CORP COM 595137100 2851 132964 SH SOLE 132964 0 0 MICROSOFT CORP COM 594918104 8965 277950 SH 277950 0 0 MICROSOFT CORP COM 594918104 607431 18832148 SH SOLE 18832148 0 0 MICROSOFT CORP OPTIONS 594918104 229 7100 CALL SOLE 7100 0 0 MICROSTRATEGY INC CL A NEW 594972408 1728 12345 SH SOLE 12345 0 0 MICROVISION INC DEL COM NEW 594960304 62 22597 SH SOLE 22597 0 0 MID-AMER APT CMNTYS INC COM 59522J103 4248 63368 SH SOLE 63368 0 0 MIDDLEBY CORP COM 596278101 2921 28872 SH SOLE 28872 0 0 MIDDLESEX WATER CO COM 596680108 641 33941 SH SOLE 33941 0 0 MIDSOUTH BANCORP INC COM 598039105 220 16198 SH SOLE 16198 0 0 MIDWAY GOLD CORP COM 598153104 189 132190 SH SOLE 132190 0 0 MILLER ENERGY RES INC COM 600527105 283 67168 SH SOLE 67168 0 0 MILLER HERMAN INC COM 600544100 3414 148698 SH SOLE 148698 0 0 MILLER INDS INC TENN COM NEW 600551204 405 23964 SH SOLE 23964 0 0 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 391 61422 SH SOLE 61422 0 0 MINE SAFETY APPLIANCES CO COM 602720104 3028 73706 SH SOLE 73706 0 0 MINERALS TECHNOLOGIES INC COM 603158106 3751 57346 SH SOLE 57346 0 0 MIPS TECHNOLOGIES INC COM 604567107 494 90867 SH SOLE 90867 0 0 MISSION WEST PPTYS INC COM 605203108 392 39737 SH SOLE 39737 0 0 MISTRAS GROUP INC COM 60649T107 538 22567 SH SOLE 22567 0 0 MITCHAM INDS INC COM 606501104 484 21557 SH SOLE 21557 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 2 465 SH SOLE 465 0 0 MKS INSTRUMENT INC COM 55306N104 3289 111363 SH SOLE 111363 0 0 MMODAL INC COM 60689B107 545 51626 SH SOLE 51626 0 0 MOBILE MINI INC COM 60740F105 1541 72955 SH SOLE 72955 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 5589 304720 SH SOLE 304720 0 0 MODINE MFG CO COM 607828100 882 99909 SH SOLE 99909 0 0 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 506 93679 SH SOLE 93679 0 0 MOHAWK INDS INC COM 608190104 6324 95087 SH SOLE 95087 0 0 MOLEX INC COM 608554101 5888 209394 SH SOLE 209394 0 0 MOLINA HEALTHCARE INC COM 60855R100 1678 49891 SH SOLE 49891 0 0 MOLSON COORS BREWING CO CL B 60871R209 12831 283552 SH SOLE 283552 0 0 MOLYCORP INC DEL COM 608753109 868 25667 SH SOLE 25667 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1093 71375 SH SOLE 71375 0 0 MONARCH CASINO & RESORT INC COM 609027107 197 19085 SH SOLE 19085 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 308 17091 SH SOLE 17091 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 852 87431 SH SOLE 87431 0 0 MONOLITHIC PWR SYS INC COM 609839105 990 50335 SH SOLE 50335 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 821 55124 SH SOLE 55124 0 0 MONRO MUFFLER BRAKE INC COM 610236101 1946 46905 SH SOLE 46905 0 0 MONSANTO CO NEW COM 61166W101 64179 804654 SH SOLE 804654 0 0 MONSTER BEVERAGE CORP COM 611740101 13779 221915 SH SOLE 221915 0 0 MONSTER WORLDWIDE INC COM 611742107 2243 230058 SH SOLE 230058 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 2589 133997 SH SOLE 133997 0 0 MOODYS CORP COM 615369105 1347 32000 SH 32000 0 0 MOODYS CORP COM 615369105 19147 454799 SH SOLE 454799 0 0 MOOG INC CL A 615394202 4050 94426 SH SOLE 94426 0 0 MORGAN STANLEY RENMIN/USD ETN 61747W257 0 0 SH SOLE 0 0 0 MORGAN STANLEY COM NEW 617446448 36569 1861975 SH SOLE 1861975 0 0 MORGANS HOTEL GROUP CO COM 61748W108 210 42502 SH SOLE 42502 0 0 MORNINGSTAR INC COM 617700109 704 11168 SH SOLE 11168 0 0 MOSAIC CO NEW COM 61945C103 20298 367122 SH SOLE 367122 0 0 MOSYS INC COM 619718109 199 50096 SH SOLE 50096 0 0 MOTORCAR PTS AMER INC COM 620071100 246 25557 SH SOLE 25557 0 0 MOTOROLA MOBILITY HLDGS INC COM 620097105 18955 483064 SH SOLE 483064 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1525 30000 SH 30000 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 71809 1412724 SH SOLE 1412724 0 0 MOTRICITY INC COM 620107102 68 61520 SH SOLE 61520 0 0 MOVADO GROUP INC COM 624580106 914 37237 SH SOLE 37237 0 0 MOVE INC COM NEW 62458M207 598 61572 SH SOLE 61572 0 0 MPG OFFICE TR INC COM 553274101 255 109150 SH SOLE 109150 0 0 MSC INDL DIRECT INC CL A 553530106 5862 70392 SH SOLE 70392 0 0 MSCI INC CL A 55354G100 6676 181370 SH SOLE 181370 0 0 MTS SYS CORP COM 553777103 1276 24030 SH SOLE 24030 0 0 MUELLER INDS INC COM 624756102 3526 77575 SH SOLE 77575 0 0 MUELLER WTR PRODS INC COM SER A 624758108 1111 333623 SH SOLE 333623 0 0 MULTI COLOR CORP COM 625383104 541 24054 SH SOLE 24054 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 511 18609 SH SOLE 18609 0 0 MULTIMEDIA GAMES HLDG CO INC COM 625453105 632 57643 SH SOLE 57643 0 0 MURPHY OIL CORP COM 626717102 1350 24000 SH 24000 0 0 MURPHY OIL CORP COM 626717102 76791 1364681 SH SOLE 1364681 0 0 MVC CAPITAL INC COM 553829102 680 51764 SH SOLE 51764 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 1708 19409 SH SOLE 19409 0 0 MYERS INDS INC COM 628464109 924 62660 SH SOLE 62660 0 0 MYLAN INC COM 628530107 14903 635514 SH SOLE 635514 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 2801 1496000 PRN SOLE 1496000 0 0 MYR GROUP INC DEL COM 55405W104 575 32179 SH SOLE 32179 0 0 MYRIAD GENETICS INC COM 62855J104 5149 217625 SH SOLE 217625 0 0 NABI BIOPHARMACEUTICALS COM 629519109 123 66043 SH SOLE 66043 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1487 85000 SH 85000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 57182 3269439 SH SOLE 3269439 0 0 NACCO INDS INC CL A 629579103 1444 12407 SH SOLE 12407 0 0 NANOMETRICS INC COM 630077105 796 43026 SH SOLE 43026 0 0 NASDAQ OMX GROUP INC COM 631103108 518 20000 SH 20000 0 0 NASDAQ OMX GROUP INC COM 631103108 12556 484787 SH SOLE 484787 0 0 NASH FINCH CO COM 631158102 741 26077 SH SOLE 26077 0 0 NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 88 13996 SH SOLE 13996 0 0 NATIONAL BANKSHARES INC VA COM 634865109 455 15106 SH SOLE 15106 0 0 NATIONAL BEVERAGE CORP COM 635017106 286 17840 SH SOLE 17840 0 0 NATIONAL CINEMEDIA INC COM 635309107 1302 85110 SH SOLE 85110 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 1336 88226 SH SOLE 88226 0 0 NATIONAL FUEL GAS CO N J COM 636180101 6539 135894 SH SOLE 135894 0 0 NATIONAL GRID PLC SPON ADR NEW 636274300 2 33 SH SOLE 33 0 0 NATIONAL HEALTH INVS INC COM 63633D104 2290 46936 SH SOLE 46936 0 0 NATIONAL HEALTHCARE CORP COM 635906100 1004 22029 SH SOLE 22029 0 0 NATIONAL INSTRS CORP COM 636518102 3944 138291 SH SOLE 138291 0 0 NATIONAL INTERSTATE CORP COM 63654U100 391 15303 SH SOLE 15303 0 0 NATIONAL OILWELL VARCO INC COM 637071101 97468 1226472 SH SOLE 1226472 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 2342 264682 SH SOLE 264682 0 0 NATIONAL PRESTO INDS INC COM 637215104 563 7426 SH SOLE 7426 0 0 NATIONAL RESEARCH CORP COM 637372103 128 2977 SH SOLE 2977 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 9123 335535 SH SOLE 335535 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 638 4665 SH SOLE 4665 0 0 NATURAL GAS SERVICES GROUP COM 63886Q109 348 26370 SH SOLE 26370 0 0 NATURES SUNSHINE PRODUCTS IN COM 639027101 275 17195 SH SOLE 17195 0 0 NATUS MEDICAL INC DEL COM 639050103 635 53247 SH SOLE 53247 0 0 NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 485 147896 SH SOLE 147896 0 0 NAVIGANT CONSULTING INC COM 63935N107 1537 110477 SH SOLE 110477 0 0 NAVIGATORS GROUP INC COM 638904102 1108 23462 SH SOLE 23462 0 0 NAVISTAR INTL CORP NEW COM 63934E108 1482 36650 SH SOLE 36650 0 0 NBT BANCORP INC COM 628778102 1639 74235 SH SOLE 74235 0 0 NCI BUILDING SYS INC COM NEW 628852204 488 42390 SH SOLE 42390 0 0 NCI INC CL A 62886K104 87 13666 SH SOLE 13666 0 0 NCR CORP NEW COM 62886E108 5491 252921 SH SOLE 252921 0 0 NEENAH PAPER INC COM 640079109 840 28242 SH SOLE 28242 0 0 NEKTAR THERAPEUTICS COM 640268108 1592 200951 SH SOLE 200951 0 0 NELNET INC CL A 64031N108 1440 55574 SH SOLE 55574 0 0 NEOGEN CORP COM 640491106 1404 35931 SH SOLE 35931 0 0 NEOPHOTONICS CORP COM 64051T100 75 15863 SH SOLE 15863 0 0 NEOSTEM INC COM NEW 640650305 35 92026 SH SOLE 92026 0 0 NETAPP INC COM 64110D104 34693 774922 SH SOLE 774922 0 0 NETFLIX INC COM 64110L106 7962 69213 SH SOLE 69213 0 0 NETGEAR INC COM 64111Q104 2148 56234 SH SOLE 56234 0 0 NETSCOUT SYS INC COM 64115T104 1176 57797 SH SOLE 57797 0 0 NETSPEND HLDGS INC COM 64118V106 314 40507 SH SOLE 40507 0 0 NETSUITE INC COM 64118Q107 2215 44038 SH SOLE 44038 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 787 98765 SH SOLE 98765 0 0 NEUSTAR INC CL A 64126X201 3800 102017 SH SOLE 102017 0 0 NEUTRAL TANDEM INC COM 64128B108 821 67373 SH SOLE 67373 0 0 NEW GOLD INC CDA COM 644535106 1207 122193 SH SOLE 122193 0 0 NEW JERSEY RES COM 646025106 3954 88706 SH SOLE 88706 0 0 NEW MTN FIN CORP COM 647551100 221 16109 SH SOLE 16109 0 0 NEW YORK & CO INC COM 649295102 210 56380 SH SOLE 56380 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 9626 692024 SH SOLE 692024 0 0 NEW YORK TIMES CO CL A 650111107 2844 418836 SH SOLE 418836 0 0 NEWCASTLE INVT CORP COM 65105M108 1045 166344 SH SOLE 166344 0 0 NEWELL RUBBERMAID INC COM 651229106 7471 419498 SH SOLE 419498 0 0 NEWFIELD EXPL CO COM 651290108 10961 316071 SH SOLE 316071 0 0 NEWLINK GENETICS CORP COM 651511107 98 10721 SH SOLE 10721 0 0 NEWMARKET CORP COM 651587107 4669 24915 SH SOLE 24915 0 0 NEWMONT MINING CORP COM 651639106 37865 738546 SH SOLE 738546 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1563 190839 SH SOLE 190839 0 0 NEWPORT CORP COM 651824104 1291 72846 SH SOLE 72846 0 0 NEWS CORP CL A 65248E104 67628 3431171 SH SOLE 3431171 0 0 NEWSTAR FINANCIAL INC COM 65251F105 658 59185 SH SOLE 59185 0 0 NEXEN INC COM 65334H102 7705 419905 SH SOLE 419905 0 0 NEXSTAR BROADCASTING GROUP I CL A 65336K103 182 21909 SH SOLE 21909 0 0 NEXTERA ENERGY INC COM 65339F101 1710 28000 SH 28000 0 0 NEXTERA 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AMERICAN TANKERS LIMI COM G65773106 1804 113606 SH SOLE 113606 0 0 NORDSON CORP COM 655663102 4670 85670 SH SOLE 85670 0 0 NORDSTROM INC COM 655664100 1727 31000 SH 31000 0 0 NORDSTROM INC COM 655664100 15738 282442 SH SOLE 282442 0 0 NORFOLK SOUTHERN CORP COM 655844108 21356 324417 SH SOLE 324417 0 0 NORTHEAST BANCORP COM NEW 663904209 1756 149952 SH SOLE 149952 0 0 NORTHEAST UTILS COM 664397106 728 19600 SH 19600 0 0 NORTHEAST UTILS COM 664397106 59171 1594059 SH SOLE 1594059 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 3388 163350 SH SOLE 163350 0 0 NORTHERN TR CORP COM 665859104 19819 417691 SH SOLE 417691 0 0 NORTHFIELD BANCORP INC NEW COM 66611L105 481 33813 SH SOLE 33813 0 0 NORTHROP GRUMMAN CORP COM 666807102 3610 59100 SH 59100 0 0 NORTHROP GRUMMAN CORP COM 666807102 111495 1825390 SH SOLE 1825390 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 1300 240208 SH SOLE 240208 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 2653 208887 SH SOLE 208887 0 0 NORTHWEST NAT GAS CO COM 667655104 2601 57301 SH SOLE 57301 0 0 NORTHWEST PIPE CO COM 667746101 423 19913 SH SOLE 19913 0 0 NORTHWESTERN CORP COM NEW 668074305 2767 78019 SH SOLE 78019 0 0 NOVARTIS A G SPONSORED ADR 66987V109 28897 521520 SH SOLE 521520 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 229 68227 SH SOLE 68227 0 0 NOVAVAX INC COM 670002104 218 173233 SH SOLE 173233 0 0 NOVELLUS SYS INC COM 670008101 5378 107756 SH SOLE 107756 0 0 NOVO-NORDISK A S ADR 670100205 7 50 SH SOLE 50 0 0 NPS PHARMACEUTICALS INC COM 62936P103 909 132837 SH SOLE 132837 0 0 NRG ENERGY INC COM NEW 629377508 439 28000 SH 28000 0 0 NRG ENERGY INC COM NEW 629377508 45974 2933884 SH SOLE 2933884 0 0 NSTAR COM 67019E107 8405 172831 SH SOLE 172831 0 0 NTELOS HLDGS CORP COM NEW 67020Q305 485 23453 SH SOLE 23453 0 0 NTT DOCOMO INC SPONS ADR 62942M201 16565 993676 SH SOLE 993676 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 4903 84661 SH SOLE 84661 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 2807 109716 SH SOLE 109716 0 0 NUCOR CORP COM 670346105 898 20900 SH 20900 0 0 NUCOR CORP COM 670346105 56894 1324659 SH SOLE 1324659 0 0 NUMEREX CORP PA CL A 67053A102 148 15134 SH SOLE 15134 0 0 NUTRACEUTICAL INTL CORP COM 67060Y101 292 20024 SH SOLE 20024 0 0 NUTRI SYS INC NEW COM 67069D108 472 42052 SH SOLE 42052 0 0 NUVASIVE INC COM 670704105 1097 65124 SH SOLE 65124 0 0 NUVASIVE INC NOTE 2.750% 7/0 670704AC9 0 20 PRN SOLE 20 0 0 NUVEEN MULT CURR ST GV INCM COM 67090N109 26 2000 SH SOLE 2000 0 0 NV ENERGY INC COM 67073Y106 14135 876873 SH SOLE 876873 0 0 NVE CORP COM NEW 629445206 394 7425 SH SOLE 7425 0 0 NVIDIA CORP COM 67066G104 14218 923566 SH SOLE 923566 0 0 NVR INC COM 62944T105 6344 8735 SH SOLE 8735 0 0 NXP SEMICONDUCTORS N V COM N6596X109 11419 429123 SH SOLE 429123 0 0 NXSTAGE MEDICAL INC COM 67072V103 1329 68948 SH SOLE 68948 0 0 NYMOX PHARMACEUTICAL CORP COM 67076P102 255 31656 SH SOLE 31656 0 0 NYSE EURONEXT COM 629491101 27044 901172 SH SOLE 901172 0 0 O CHARLEYS INC COM 670823103 395 40102 SH SOLE 40102 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 14694 160852 SH SOLE 160852 0 0 OASIS PETE INC NEW COM 674215108 3073 99679 SH SOLE 99679 0 0 OBAGI MEDICAL PRODUCTS INC COM 67423R108 388 28958 SH SOLE 28958 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2114 22200 SH 22200 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 182586 1917320 SH SOLE 1917320 0 0 OCEANEERING INTL INC COM 675232102 8743 162229 SH SOLE 162229 0 0 OCEANFIRST FINL CORP COM 675234108 452 31716 SH SOLE 31716 0 0 OCLARO INC COM NEW 67555N206 428 108675 SH SOLE 108675 0 0 OCWEN FINL CORP COM NEW 675746309 3217 205821 SH SOLE 205821 0 0 OCZ TECHNOLOGY GROUP INC COM 67086E303 707 101354 SH SOLE 101354 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 450 144574 SH SOLE 144574 0 0 OFFICE DEPOT INC COM 676220106 3351 971215 SH SOLE 971215 0 0 OFFICEMAX INC DEL COM 67622P101 1053 184055 SH SOLE 184055 0 0 OGE ENERGY CORP COM 670837103 9116 170386 SH SOLE 170386 0 0 OI S.A. SPONSORED ADR 670851104 0 9 SH SOLE 9 0 0 OI S.A. SPN ADR REP PFD 670851203 0 16 SH SOLE 16 0 0 OIL DRI CORP AMER COM 677864100 223 10460 SH SOLE 10460 0 0 OIL STS INTL INC COM 678026105 6105 78211 SH SOLE 78211 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3486 73118 SH SOLE 73118 0 0 OLD NATL BANCORP IND COM 680033107 2665 202816 SH SOLE 202816 0 0 OLD REP INTL CORP COM 680223104 5017 475515 SH SOLE 475515 0 0 OLIN CORP COM PAR $1 680665205 676 31100 SH 31100 0 0 OLIN CORP COM PAR $1 680665205 5470 251514 SH SOLE 251514 0 0 OLYMPIC STEEL INC COM 68162K106 472 19667 SH SOLE 19667 0 0 OM GROUP INC COM 670872100 1823 66252 SH SOLE 66252 0 0 OMEGA FLEX INC COM 682095104 53 4160 SH SOLE 4160 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 5747 270323 SH SOLE 270323 0 0 OMEGA PROTEIN CORP COM 68210P107 310 40674 SH SOLE 40674 0 0 OMNIAMERICAN BANCORP INC COM 68216R107 460 23741 SH SOLE 23741 0 0 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 774 16134 SH SOLE 16134 0 0 OMNICARE INC COM 681904108 7176 201735 SH SOLE 201735 0 0 OMNICELL INC COM 68213N109 932 61301 SH SOLE 61301 0 0 OMNICOM GROUP INC COM 681919106 17562 346741 SH SOLE 346741 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 1742 87106 SH SOLE 87106 0 0 OMNOVA SOLUTIONS INC COM 682129101 474 70255 SH SOLE 70255 0 0 ON ASSIGNMENT INC COM 682159108 1338 76561 SH SOLE 76561 0 0 ON SEMICONDUCTOR CORP COM 682189105 20070 2227502 SH SOLE 2227502 0 0 ONCOGENEX PHARMACEUTICALS IN COM 68230A106 288 21650 SH SOLE 21650 0 0 ONCOTHYREON INC COM 682324108 313 71852 SH SOLE 71852 0 0 ONE LIBERTY PPTYS INC COM 682406103 460 25146 SH SOLE 25146 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 747 48459 SH SOLE 48459 0 0 ONEOK INC NEW COM 682680103 12039 147430 SH SOLE 147430 0 0 ONYX PHARMACEUTICALS INC COM 683399109 3679 97634 SH SOLE 97634 0 0 OPEN TEXT CORP COM 683715106 951 15547 SH SOLE 15547 0 0 OPENTABLE INC COM 68372A104 1471 36351 SH SOLE 36351 0 0 OPENWAVE SYS INC COM NEW 683718308 378 166451 SH SOLE 166451 0 0 OPKO HEALTH INC COM 68375N103 797 168422 SH SOLE 168422 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 635 37106 SH SOLE 37106 0 0 OPNET TECHNOLOGIES INC COM 683757108 644 22202 SH SOLE 22202 0 0 OPNEXT INC COM 68375V105 143 92059 SH SOLE 92059 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 389 22406 SH SOLE 22406 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 999 71843 SH SOLE 71843 0 0 ORACLE CORP COM 68389X105 164410 5638206 SH SOLE 5638206 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 832 72423 SH SOLE 72423 0 0 ORBCOMM INC COM 68555P100 277 71949 SH SOLE 71949 0 0 ORBITAL SCIENCES CORP COM 685564106 1447 110028 SH SOLE 110028 0 0 ORBITZ WORLDWIDE INC COM 68557K109 109 35654 SH SOLE 35654 0 0 ORCHARD SUPPLY HARDWARE STOR CL A 685691404 22 1068 SH SOLE 1068 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 280 68201 SH SOLE 68201 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 2074 203335 SH SOLE 203335 0 0 ORIENTAL FINL GROUP INC COM 68618W100 1065 87982 SH SOLE 87982 0 0 ORION MARINE GROUP INC COM 68628V308 424 58651 SH SOLE 58651 0 0 ORITANI FINL CORP DEL COM 68633D103 1446 98482 SH SOLE 98482 0 0 ORMAT TECHNOLOGIES INC COM 686688102 772 38323 SH SOLE 38323 0 0 ORRSTOWN FINL SVCS INC COM 687380105 137 15622 SH SOLE 15622 0 0 ORTHOFIX INTL N V COM N6748L102 1050 27940 SH SOLE 27940 0 0 OSHKOSH CORP COM 688239201 3700 159691 SH SOLE 159691 0 0 OSI SYSTEMS INC COM 671044105 1961 31990 SH SOLE 31990 0 0 OSIRIS THERAPEUTICS INC NEW COM 68827R108 132 25840 SH SOLE 25840 0 0 OTTER TAIL CORP COM 689648103 1660 76484 SH SOLE 76484 0 0 OUTDOOR CHANNEL HLDGS INC COM NEW 690027206 217 29631 SH SOLE 29631 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 728 57645 SH SOLE 57645 0 0 OVERSTOCK COM INC DEL COM 690370101 98 18611 SH SOLE 18611 0 0 OWENS & MINOR INC NEW COM 690732102 5217 171551 SH SOLE 171551 0 0 OWENS CORNING NEW COM 690742101 2803 77785 SH SOLE 77785 0 0 OWENS ILL INC COM NEW 690768403 5650 242095 SH SOLE 242095 0 0 OXFORD INDS INC COM 691497309 1009 19858 SH SOLE 19858 0 0 OYO GEOSPACE CORP COM 671074102 706 6700 SH SOLE 6700 0 0 P C CONNECTION COM 69318J100 159 19392 SH SOLE 19392 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 1345 34021 SH SOLE 34021 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 395 13018 SH SOLE 13018 0 0 PACCAR INC COM 693718108 26025 555725 SH SOLE 555725 0 0 PACER INTL INC TENN COM 69373H106 463 73196 SH SOLE 73196 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 238 69592 SH SOLE 69592 0 0 PACIFIC CAP BANCORP NEW COM NEW 69404P200 392 8594 SH SOLE 8594 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 374 39715 SH SOLE 39715 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 182 103201 SH SOLE 103201 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 122 10546 SH SOLE 10546 0 0 PACKAGING CORP AMER COM 695156109 290 9800 SH 9800 0 0 PACKAGING CORP AMER COM 695156109 4691 158527 SH SOLE 158527 0 0 PACWEST BANCORP DEL COM 695263103 1577 64881 SH SOLE 64881 0 0 PAIN THERAPEUTICS INC COM 69562K100 209 57651 SH SOLE 57651 0 0 PALL CORP COM 696429307 9917 166309 SH SOLE 166309 0 0 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 383 41018 SH SOLE 41018 0 0 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 186 21600 SH SOLE 21600 0 0 PAN AMERICAN SILVER CORP COM 697900108 620 28093 SH SOLE 28093 0 0 PANDORA MEDIA INC COM 698354107 90 8825 SH SOLE 8825 0 0 PANERA BREAD CO CL A 69840W108 7114 44208 SH SOLE 44208 0 0 PANHANDLE OIL AND GAS INC CL A 698477106 319 10823 SH SOLE 10823 0 0 PANTRY INC COM 698657103 629 48375 SH SOLE 48375 0 0 PAPA JOHNS INTL INC COM 698813102 1089 28911 SH SOLE 28911 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 2414 62323 SH SOLE 62323 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 8570 306734 SH SOLE 306734 0 0 PARAMOUNT GOLD & SILVER CORP COM 69924P102 411 181677 SH SOLE 181677 0 0 PAREXEL INTL CORP COM 699462107 2536 94026 SH SOLE 94026 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 1349 44621 SH SOLE 44621 0 0 PARK NATL CORP COM 700658107 1921 27767 SH SOLE 27767 0 0 PARK OHIO HLDGS CORP COM 700666100 264 13155 SH SOLE 13155 0 0 PARK STERLING CORP COM 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803893106 48 134568 SH SOLE 134568 0 0 SAUER-DANFOSS INC COM 804137107 836 17795 SH SOLE 17795 0 0 SAUL CTRS INC COM 804395101 471 11675 SH SOLE 11675 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 267 122515 SH SOLE 122515 0 0 SBA COMMUNICATIONS CORP COM 78388J106 2642 51990 SH SOLE 51990 0 0 SCANA CORP NEW COM 80589M102 8113 177876 SH SOLE 177876 0 0 SCANSOURCE INC COM 806037107 2062 55248 SH SOLE 55248 0 0 SCBT FINANCIAL CORP COM 78401V102 984 30071 SH SOLE 30071 0 0 SCHAWK INC CL A 806373106 316 25228 SH SOLE 25228 0 0 SCHEIN HENRY INC COM 806407102 10069 133050 SH SOLE 133050 0 0 SCHIFF NUTRITION INTL INC COM 806693107 298 24241 SH SOLE 24241 0 0 SCHLUMBERGER LTD COM 806857108 1119 16000 SH 16000 0 0 SCHLUMBERGER LTD COM 806857108 229074 3275760 SH SOLE 3275760 0 0 SCHNITZER STL INDS CL A 806882106 508 12742 SH SOLE 12742 0 0 SCHOLASTIC CORP COM 807066105 2933 83139 SH SOLE 83139 0 0 SCHOOL SPECIALTY INC COM 807863105 122 34447 SH SOLE 34447 0 0 SCHULMAN A INC COM 808194104 1761 65189 SH SOLE 65189 0 0 SCHWAB CHARLES CORP NEW COM 808513105 19364 1347507 SH SOLE 1347507 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 2382 34485 SH SOLE 34485 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 332 52638 SH SOLE 52638 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 1935 165973 SH SOLE 165973 0 0 SCIQUEST INC NEW COM 80908T101 295 19385 SH SOLE 19385 0 0 SCORPIO TANKERS INC SHS Y7542C106 449 63607 SH SOLE 63607 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 3555 65630 SH SOLE 65630 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 663 67134 SH SOLE 67134 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 5739 117876 SH SOLE 117876 0 0 SEABOARD CORP COM 811543107 1299 666 SH SOLE 666 0 0 SEABRIGHT HOLDINGS INC COM 811656107 399 43891 SH SOLE 43891 0 0 SEACHANGE INTL INC COM 811699107 381 48933 SH SOLE 48933 0 0 SEACOAST BKG CORP FLA COM 811707306 275 156140 SH SOLE 156140 0 0 SEACOR HOLDINGS INC COM 811904101 1291 13475 SH SOLE 13475 0 0 SEACUBE CONTAINER LEASING LT SHS G79978105 409 23780 SH SOLE 23780 0 0 SEADRILL LIMITED SHS G7945E105 7424 197918 SH SOLE 197918 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 1509 56000 SH 56000 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 39139 1452024 SH SOLE 1452024 0 0 SEALED AIR CORP NEW COM 81211K100 274 14200 SH 14200 0 0 SEALED AIR CORP NEW COM 81211K100 17985 931393 SH SOLE 931393 0 0 SEALY CORP COM 812139301 217 107537 SH SOLE 107537 0 0 SEARS HLDGS CORP COM 812350106 3562 53770 SH SOLE 53770 0 0 SEATTLE GENETICS INC COM 812578102 3031 148731 SH SOLE 148731 0 0 SEI INVESTMENTS CO COM 784117103 4510 218002 SH SOLE 218002 0 0 SELECT COMFORT CORP COM 81616X103 2915 90005 SH SOLE 90005 0 0 SELECT MED HLDGS CORP COM 81619Q105 633 82355 SH SOLE 82355 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 46 1512 SH SOLE 1512 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7645 484000 SH SOLE 484000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 37 519 SH SOLE 519 0 0 SELECTIVE INS GROUP INC COM 816300107 2052 116519 SH SOLE 116519 0 0 SEMGROUP 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SHILOH INDS INC COM 824543102 103 10841 SH SOLE 10841 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 680 8818 SH SOLE 8818 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 1486 97121 SH SOLE 97121 0 0 SHIRE PLC SPONSORED ADR 82481R106 1 6 SH SOLE 6 0 0 SHOE CARNIVAL INC COM 824889109 631 19583 SH SOLE 19583 0 0 SHORETEL INC COM 825211105 418 73582 SH SOLE 73582 0 0 SHUFFLE MASTER INC COM 825549108 1576 89547 SH SOLE 89547 0 0 SHUTTERFLY INC COM 82568P304 1440 45972 SH SOLE 45972 0 0 SIEMENS A G SPONSORED ADR 826197501 1 6 SH SOLE 6 0 0 SIERRA BANCORP COM 82620P102 258 26225 SH SOLE 26225 0 0 SIGA TECHNOLOGIES INC COM 826917106 181 53932 SH SOLE 53932 0 0 SIGMA ALDRICH CORP COM 826552101 11071 151536 SH SOLE 151536 0 0 SIGMA DESIGNS INC COM 826565103 355 68439 SH SOLE 68439 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 7514 119189 SH SOLE 119189 0 0 SIGNET JEWELERS LIMITED SHS G81276100 6833 144523 SH SOLE 144523 0 0 SILGAN HOLDINGS INC COM 827048109 3284 74289 SH SOLE 74289 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 469 48502 SH SOLE 48502 0 0 SILICON IMAGE INC COM 82705T102 784 133368 SH SOLE 133368 0 0 SILICON LABORATORIES INC COM 826919102 2743 63784 SH SOLE 63784 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 185 30736 SH SOLE 30736 0 0 SILVER WHEATON CORP COM 828336107 5825 175458 SH SOLE 175458 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 968 37468 SH SOLE 37468 0 0 SIMON PPTY GROUP INC NEW COM 828806109 54192 371993 SH SOLE 371993 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 2861 88718 SH SOLE 88718 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1179 106604 SH SOLE 106604 0 0 SIRIUS XM RADIO INC COM 82967N108 3100 1341861 SH SOLE 1341861 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1356 26315 SH SOLE 26315 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 2999 64119 SH SOLE 64119 0 0 SJW CORP COM 784305104 738 30598 SH SOLE 30598 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 70 5004 SH SOLE 5004 0 0 SKECHERS U S A INC CL A 830566105 1022 80360 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SNYDERS-LANCE INC COM 833551104 2612 101059 SH SOLE 101059 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 887 15126 SH SOLE 15126 0 0 SOLAR CAP LTD COM 83413U100 1737 78725 SH SOLE 78725 0 0 SOLAR SR CAP LTD COM 83416M105 268 16617 SH SOLE 16617 0 0 SOLARWINDS INC COM 83416B109 3392 87757 SH SOLE 87757 0 0 SOLAZYME INC COM 83415T101 277 18948 SH SOLE 18948 0 0 SOLERA HOLDINGS INC COM 83421A104 4828 105215 SH SOLE 105215 0 0 SOLTA MED INC COM 83438K103 395 130505 SH SOLE 130505 0 0 SOLUTIA INC COM NEW 834376501 1706 61071 SH SOLE 61071 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 1544 86218 SH SOLE 86218 0 0 SONIC CORP COM 835451105 810 105479 SH SOLE 105479 0 0 SONOCO PRODS CO COM 835495102 5700 171673 SH SOLE 171673 0 0 SONUS NETWORKS INC COM 835916107 1294 446160 SH SOLE 446160 0 0 SONY CORP ADR NEW 835699307 2 85 SH SOLE 85 0 0 SOTHEBYS COM 835898107 6860 174387 SH SOLE 174387 0 0 SOURCEFIRE INC COM 83616T108 2113 43892 SH SOLE 43892 0 0 SOUTH JERSEY INDS INC COM 838518108 3052 60992 SH SOLE 60992 0 0 SOUTHERN CO COM 842587107 3663 81520 SH 81520 0 0 SOUTHERN CO COM 842587107 141357 3146151 SH SOLE 3146151 0 0 SOUTHERN COPPER CORP COM 84265V105 739 23319 SH 23319 0 0 SOUTHERN COPPER CORP COM 84265V105 14858 468560 SH SOLE 468560 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 784 35453 SH SOLE 35453 0 0 SOUTHWEST AIRLS CO COM 844741108 14537 1764202 SH SOLE 1764202 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 384 41605 SH SOLE 41605 0 0 SOUTHWEST GAS CORP COM 844895102 4192 98084 SH SOLE 98084 0 0 SOUTHWESTERN ENERGY CO COM 845467109 20065 655723 SH SOLE 655723 0 0 SOVRAN SELF STORAGE INC COM 84610H108 2988 59964 SH SOLE 59964 0 0 SPANSION INC COM CL A NEW 84649R200 4546 373216 SH SOLE 373216 0 0 SPARTAN MTRS INC COM 846819100 375 70926 SH SOLE 70926 0 0 SPARTAN STORES INC COM 846822104 877 48373 SH SOLE 48373 0 0 SPARTECH CORP COM NEW 847220209 321 65720 SH SOLE 65720 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 20838 128532 SH SOLE 128532 0 0 SPDR GOLD TRUST OPTIONS 78463V107 27236 168000 CALL SOLE 168000 0 0 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 172 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 211 1170 SH SOLE 1170 0 0 SPDR S^P 500 ETF TR TR UNIT 78462F103 36462 258942 SH SOLE 258942 0 0 SPDR S^P 500 ETF TR OPTIONS 78462F103 53508 380000 PUT SOLE 380000 0 0 SPDR S^P 500 ETF TR OPTIONS 78462F103 253458 1800000 CALL SOLE 1800000 0 0 SPECTRA ENERGY CORP COM 847560109 1044 33100 SH 33100 0 0 SPECTRA ENERGY CORP COM 847560109 36218 1147941 SH SOLE 1147941 0 0 SPECTRANETICS CORP COM 84760C107 534 51388 SH SOLE 51388 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 975 27903 SH SOLE 27903 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 1120 88644 SH SOLE 88644 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 474 25400 SH SOLE 25400 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 13566 554628 SH SOLE 554628 0 0 SPIRIT AIRLS INC COM 848577102 673 33528 SH SOLE 33528 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 24764 8689284 SH SOLE 8689284 0 0 SPS COMM INC COM 78463M107 353 13135 SH SOLE 13135 0 0 SPX CORP COM 784635104 12613 162688 SH SOLE 162688 0 0 SRS LABS INC COM 78464M106 133 19101 SH SOLE 19101 0 0 SS^C TECHNOLOGIES HLDGS INC COM 78467J100 1254 53755 SH SOLE 53755 0 0 ST JOE CO COM 790148100 6492 341516 SH SOLE 341516 0 0 ST JUDE MED INC COM 790849103 18011 406486 SH SOLE 406486 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 1066 819000 PRN SOLE 819000 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 622 57407 SH SOLE 57407 0 0 STAG INDL INC COM 85254J102 484 34655 SH SOLE 34655 0 0 STAGE STORES INC COM NEW 85254C305 1085 66839 SH SOLE 66839 0 0 STAMPS COM INC COM NEW 852857200 512 18362 SH SOLE 18362 0 0 STANCORP FINL GROUP INC COM 852891100 3043 74319 SH SOLE 74319 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 1273 49214 SH SOLE 49214 0 0 STANDARD MTR PRODS INC COM 853666105 747 42098 SH SOLE 42098 0 0 STANDARD PAC CORP NEW COM 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COM 858375108 390 59112 SH SOLE 59112 0 0 STEINER LEISURE LTD ORD P8744Y102 1135 23243 SH SOLE 23243 0 0 STEINWAY MUSICAL INSTRS INC COM 858495104 345 13797 SH SOLE 13797 0 0 STELLARONE CORP COM 85856G100 584 49227 SH SOLE 49227 0 0 STEPAN CO COM 858586100 1520 17314 SH SOLE 17314 0 0 STEREOTAXIS INC COM 85916J102 45 68782 SH SOLE 68782 0 0 STERICYCLE INC COM 858912108 8915 106591 SH SOLE 106591 0 0 STERIS CORP COM 859152100 4789 151461 SH SOLE 151461 0 0 STERLING BANCORP COM 859158107 648 67563 SH SOLE 67563 0 0 STERLING CONSTRUCTION CO INC COM 859241101 347 35600 SH SOLE 35600 0 0 STERLING FINL CORP WASH COM NEW 859319303 1200 57481 SH SOLE 57481 0 0 STERLITE INDS INDIA LTD ADS 859737207 3208 375663 SH SOLE 375663 0 0 STEWART ENTERPRISES INC CL A 860370105 964 158860 SH SOLE 158860 0 0 STEWART INFORMATION SVCS COR COM 860372101 554 38990 SH SOLE 38990 0 0 STIFEL FINL CORP COM 860630102 3863 102098 SH SOLE 102098 0 0 STILLWATER MNG CO COM 86074Q102 2240 177220 SH SOLE 177220 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 3 320 SH SOLE 320 0 0 STONE ENERGY CORP COM 861642106 2158 75480 SH SOLE 75480 0 0 STONERIDGE INC COM 86183P102 406 41081 SH SOLE 41081 0 0 STR HLDGS INC COM 78478V100 317 65510 SH SOLE 65510 0 0 STRATASYS INC COM 862685104 1194 32706 SH SOLE 32706 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 2285 347265 SH SOLE 347265 0 0 STRAYER ED INC COM 863236105 2900 30761 SH SOLE 30761 0 0 STREAM GLOBAL SVCS INC COM 86323M100 54 16414 SH SOLE 16414 0 0 STRYKER CORP COM 863667101 23650 426278 SH SOLE 426278 0 0 STURM RUGER & CO INC COM 864159108 1428 29075 SH SOLE 29075 0 0 SUCAMPO PHARMACEUTICALS INC CL A 864909106 147 19676 SH SOLE 19676 0 0 SUFFOLK BANCORP COM 864739107 284 21884 SH SOLE 21884 0 0 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 2 260 SH SOLE 260 0 0 SUMMER INFANT INC COM 865646103 171 28422 SH SOLE 28422 0 0 SUMMIT HOTEL PPTYS INC COM 866082100 444 58532 SH SOLE 58532 0 0 SUN BANCORP INC COM 86663B102 299 84689 SH SOLE 84689 0 0 SUN COMMUNITIES INC COM 866674104 2470 56999 SH SOLE 56999 0 0 SUN HEALTHCARE GROUP INC NEW COM 86677E100 373 54504 SH SOLE 54504 0 0 SUN HYDRAULICS CORP COM 866942105 810 30952 SH SOLE 30952 0 0 SUN LIFE FINL INC COM 866796105 7866 332036 SH SOLE 332036 0 0 SUNCOKE ENERGY INC COM 86722A103 1983 139526 SH SOLE 139526 0 0 SUNCOR ENERGY INC NEW COM 867224107 54820 1676446 SH SOLE 1676446 0 0 SUNESIS PHARMACEUTICALS INC COM NEW 867328601 128 44520 SH SOLE 44520 0 0 SUNOCO INC COM 86764P109 6319 165639 SH SOLE 165639 0 0 SUNPOWER CORP COM 867652406 395 61843 SH SOLE 61843 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 619 97952 SH SOLE 97952 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2468 253338 SH SOLE 253338 0 0 SUNTRUST BKS INC COM 867914103 28819 1192334 SH SOLE 1192334 0 0 SUPER MICRO COMPUTER INC COM 86800U104 759 43470 SH SOLE 43470 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 6184 234613 SH SOLE 234613 0 0 SUPERIOR INDS INTL INC COM 868168105 982 50278 SH SOLE 50278 0 0 SUPERTEX INC COM 868532102 395 21861 SH SOLE 21861 0 0 SUPERVALU INC COM 868536103 8708 1525126 SH SOLE 1525126 0 0 SUPPORT COM INC COM 86858W101 272 86354 SH SOLE 86354 0 0 SUREWEST COMMUNICATIONS COM 868733106 666 29551 SH SOLE 29551 0 0 SURMODICS INC COM 868873100 504 32770 SH SOLE 32770 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 3869 391553 SH SOLE 391553 0 0 SUSSER HLDGS CORP COM 869233106 510 19885 SH SOLE 19885 0 0 SVB FINL GROUP COM 78486Q101 8456 131427 SH SOLE 131427 0 0 SWIFT ENERGY CO COM 870738101 2626 90448 SH SOLE 90448 0 0 SWIFT TRANSN CO CL A 87074U101 1799 155913 SH SOLE 155913 0 0 SWISHER HYGIENE INC COM 870808102 327 132775 SH SOLE 132775 0 0 SWS GROUP INC COM 78503N107 359 62764 SH SOLE 62764 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 2225 29680 SH SOLE 29680 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 764 43044 SH SOLE 43044 0 0 SYKES ENTERPRISES INC COM 871237103 1305 82591 SH SOLE 82591 0 0 SYMANTEC CORP COM 871503108 1776 95000 SH 95000 0 0 SYMANTEC CORP COM 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