-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, GnQE+Da1k096wzu9g6OeoOan9YjpSkkj4ghhZy18VUSne3WDrNP0IHG0d3m9yDOb 2QBzAPTxv1Oki2p2Ajy/Xg== 0001086364-10-009988.txt : 20101115 0001086364-10-009988.hdr.sgml : 20101115 20101115132059 ACCESSION NUMBER: 0001086364-10-009988 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101115 DATE AS OF CHANGE: 20101115 EFFECTIVENESS DATE: 20101115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlackRock Institutional Trust Company, N.A. CENTRAL INDEX KEY: 0000913414 IRS NUMBER: 943112180 STATE OF INCORPORATION: CA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03946 FILM NUMBER: 101190836 BUSINESS ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 4155972639 MAIL ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: BARCLAYS GLOBAL INVESTORS NA /CA/ DATE OF NAME CHANGE: 20000119 FORMER COMPANY: FORMER CONFORMED NAME: BZW BARCLAYS GLOBAL INVESTORS NA DATE OF NAME CHANGE: 19960311 FORMER COMPANY: FORMER CONFORMED NAME: WELLS FARGO INSTITUTIONAL TRUST CO DATE OF NAME CHANGE: 19960226 13F-HR 1 blkinsttrustco.txt BLK INSTITUTIONAL TRUST COMPANY N.A UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2010 Check here if Amendment [ ]; Amendment Number:______ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: BlackRock Institutional Trust Company, N.A. Address: 400 Howard Street San Francisco, California 94105 13F File Number: 028-03946 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Matthew J. Fitzgerald Title: Attorney-In-Fact* Phone: 415-670-2953 Signature, Place and Date of Signing: __________________________________________________________________________ /s/ Matthew J. Fitzgerald San Francisco, CA 94105 October 13, 2010 *Signed pursuant to Power Of Attorney dated February 08, 2010 included as attachment to this Form 13F-HR filed with the Securities and Exchange Commission by BlackRock Institutional Trust Company, N.A.. BlackRock Institutional Trust Company, N.A. is an institutional investment manager subject to Section 13(f) of the Securities Exchange Act of 1934 and the rules promulgated thereunder. BlackRock Institutional Trust Company, N.A. is a subsidiary of BlackRock, Inc. The securities positions reported by BlackRock Institutional Trust Company, N.A. are also being reported on behalf of BlackRock, Inc. However, BlackRock, Inc. does not exercise, and therefore disclaims investment discretion, with respect to any Section 13(f) securities positions over which BlackRock Institutional Trust Company, N.A. exercises discretion. Prior to a name change which was effective 12/01/2009, BlackRock Institutional Trust Company, N.A. reported for 13F purposes as Barclays Global Investors N.A.. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 4,099 Form 13F Information Table Value Total: $ 348,691,599 (thousands) List of Other Included Managers: No. 13F File Number Name BLACKROCK INSTITUTIONAL TRUST COMPANY, N.A. FORM 13F INFORMATION TABLE September 30, 2010
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 - -------------- -------------- ----- ------- ------- -------- ------- ---- ---- ------ ----- A C MOORE ARTS & CRAFTS INC COM 00086T103 1242 546923 SH SOLE 546923 0 0 A D A M INC COM 00088U108 319 50305 SH SOLE 50305 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 31863 2514812 SH SOLE 2514812 0 0 A H BELO CORP COM CL A 001282102 8195 1159087 SH SOLE 1159087 0 0 AAON INC COM PAR $0.004 000360206 9387 399125 SH SOLE 399125 0 0 AAR CORP COM 000361105 17849 956561 SH SOLE 956561 0 0 AAR CORP NOTE 1.750% 2/0 000361AH8 2714 2864000 PRN SOLE 2864000 0 0 AARONS INC COM 002535201 31662 1716106 SH SOLE 1716106 0 0 AASTROM BIOSCIENCES INC COM NEW 00253U305 1729 1115624 SH SOLE 1115624 0 0 ABAXIS INC COM 002567105 13532 585822 SH SOLE 585822 0 0 ABB LTD SPONSORED ADR 000375204 59 2772 SH SOLE 2772 0 0 ABBOTT LABS COM 002824100 1931072 36965386 SH SOLE 36965386 0 0 ABERCROMBIE & FITCH CO CL A 002896207 83728 2129403 SH SOLE 2129403 0 0 ABINGTON BANCORP INC COM 00350L109 2890 274158 SH SOLE 274158 0 0 ABIOMED INC COM 003654100 9580 902956 SH SOLE 902956 0 0 ABM INDS INC COM 000957100 24434 1131750 SH SOLE 1131750 0 0 ABOVENET INC COM 00374N107 28824 553355 SH SOLE 553355 0 0 ABRAXAS PETE CORP COM 003830106 4828 1700134 SH SOLE 1700134 0 0 ABRAXIS BIOSCIENCE INC NEW COM 00383Y102 11258 145563 SH SOLE 145563 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 14443 820608 SH SOLE 820608 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 1159 1271791 SH SOLE 1271791 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 26147 1376164 SH SOLE 1376164 0 0 ACCELRYS INC COM 00430U103 11493 1651246 SH SOLE 1651246 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 279579 6579877 SH SOLE 6579877 0 0 ACCO BRANDS CORP COM 00081T108 8683 1510093 SH SOLE 1510093 0 0 ACCRETIVE HEALTH INC COM 00438V103 222 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COM 020520102 1911 353900 SH SOLE 353900 0 0 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 44 3841 SH SOLE 3841 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 154198 3747217 SH SOLE 3747217 0 0 ALPHATEC HOLDINGS INC COM 02081G102 3271 1535476 SH SOLE 1535476 0 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 773 1245977 SH SOLE 1245977 0 0 ALTERA CORP COM 021441100 226362 7505373 SH SOLE 7505373 0 0 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 280 14069 SH SOLE 14069 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 90 2895 SH SOLE 2895 0 0 ALTRA HOLDINGS INC COM 02208R106 11739 796917 SH SOLE 796917 0 0 ALTRIA GROUP INC COM 02209S103 1161419 48352153 SH SOLE 48352153 0 0 ALUMINA LTD SPONSORED ADR 022205108 29 4111 SH SOLE 4111 0 0 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 453 19042 SH SOLE 19042 0 0 ALVARION LTD SHS M0861T100 310 168358 SH SOLE 168358 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 9087 528009 SH SOLE 528009 0 0 AMAZON COM INC COM 023135106 1412611 8994084 SH SOLE 8994084 0 0 AMB PROPERTY CORP COM 00163T109 143981 5439403 SH SOLE 5439403 0 0 AMBAC FINL GROUP INC COM 023139108 3397 6120676 SH SOLE 6120676 0 0 AMBASSADORS GROUP INC COM 023177108 6928 610954 SH SOLE 610954 0 0 AMBASSADORS INTL INC COM NEW 023178205 36 19679 SH SOLE 19679 0 0 AMCOL INTL CORP COM 02341W103 16941 646852 SH SOLE 646852 0 0 AMDOCS LTD ORD G02602103 56739 1979725 SH SOLE 1979725 0 0 AMEDISYS INC COM 023436108 18603 781647 SH SOLE 781647 0 0 AMERCO COM 023586100 13603 171148 SH SOLE 171148 0 0 AMEREN CORP COM 023608102 164916 5806912 SH SOLE 5806912 0 0 AMERESCO INC CL A 02361E108 61 5142 SH SOLE 5142 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 256 4798 SH SOLE 4798 0 0 AMERICA SVC GROUP INC COM 02364L109 4387 294843 SH SOLE 294843 0 0 AMERICAN APPAREL INC COM 023850100 1273 1034767 SH SOLE 1034767 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 13583 1505868 SH SOLE 1505868 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 57564 1891066 SH SOLE 1891066 0 0 AMERICAN CAP LTD COM 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659246 SH SOLE 659246 0 0 AMERISAFE INC COM 03071H100 9295 494949 SH SOLE 494949 0 0 AMERISERV FINL INC COM 03074A102 286 171314 SH SOLE 171314 0 0 AMERISOURCEBERGEN CORP COM 03073E105 204162 6658892 SH SOLE 6658892 0 0 AMERISTAR CASINOS INC COM 03070Q101 11727 672046 SH SOLE 672046 0 0 AMERON INTL INC COM 030710107 14600 214839 SH SOLE 214839 0 0 AMES NATL CORP COM 031001100 3627 181891 SH SOLE 181891 0 0 AMETEK INC NEW COM 031100100 114562 2398198 SH SOLE 2398198 0 0 AMGEN INC COM 031162100 1418218 25734317 SH SOLE 25734317 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 46560 46971000 PRN SOLE 46971000 0 0 AMICUS THERAPEUTICS INC COM 03152W109 15 3700 SH SOLE 3700 0 0 AMKOR TECHNOLOGY INC COM 031652100 18349 2792831 SH SOLE 2792831 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 5604 1090254 SH SOLE 1090254 0 0 AMPAL AMERN ISRAEL CORP CL A 032015109 141 87927 SH SOLE 87927 0 0 AMPCO-PITTSBURGH CORP COM 032037103 6512 262356 SH SOLE 262356 0 0 AMPHENOL CORP NEW CL A 032095101 209848 4284365 SH 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SOLE 1162765 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 50405 4114732 SH SOLE 4114732 0 0 BRASIL TELECOM SA SPONS ADR PFD 10553M101 133 6707 SH SOLE 6707 0 0 BRASKEM S A SP ADR PFD A 105532105 106 5165 SH SOLE 5165 0 0 BRE PROPERTIES INC CL A 05564E106 78966 1902799 SH SOLE 1902799 0 0 BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 112 7181 SH SOLE 7181 0 0 BRIDGE BANCORP INC COM 108035106 2232 89296 SH SOLE 89296 0 0 BRIDGEPOINT ED INC COM 10807M105 3155 204047 SH SOLE 204047 0 0 BRIDGFORD FOODS CORP COM 108763103 529 41222 SH SOLE 41222 0 0 BRIGGS & STRATTON CORP COM 109043109 24157 1270758 SH SOLE 1270758 0 0 BRIGHAM EXPLORATION CO COM 109178103 54074 2883942 SH SOLE 2883942 0 0 BRIGHTPOINT INC COM NEW 109473405 12993 1858861 SH SOLE 1858861 0 0 BRINKER INTL INC COM 109641100 47917 2540649 SH SOLE 2540649 0 0 BRINKS CO COM 109696104 32646 1419411 SH SOLE 1419411 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1445621 53324286 SH SOLE 53324286 0 0 BRISTOW GROUP INC COM 110394103 29832 826819 SH SOLE 826819 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 5334 5910000 PRN SOLE 5910000 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 141 1889 SH SOLE 1889 0 0 BROADCOM CORP CL A 111320107 525563 14850621 SH SOLE 14850621 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 79312 3467961 SH SOLE 3467961 0 0 BROADSOFT INC COM 11133B409 7 789 SH SOLE 789 0 0 BROADWIND ENERGY INC COM 11161T108 3297 1762998 SH SOLE 1762998 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 102631 17513768 SH SOLE 17513768 0 0 BRONCO DRILLING CO INC COM 112211107 1998 503391 SH SOLE 503391 0 0 BROOKDALE SR LIVING INC COM 112463104 23543 1443450 SH SOLE 1443450 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 153062 5395206 SH SOLE 5395206 0 0 BROOKFIELD HOMES CORP COM 112723101 1850 225862 SH SOLE 225862 0 0 BROOKFIELD PPTYS CORP COM 112900105 137009 8799569 SH SOLE 8799569 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 20394 2043465 SH SOLE 2043465 0 0 BROOKLYN FEDERAL BANCORP INC COM 114039100 3 1855 SH SOLE 1855 0 0 BROOKS AUTOMATION INC COM 114340102 11072 1650053 SH SOLE 1650053 0 0 BROWN & BROWN INC COM 115236101 52939 2622040 SH SOLE 2622040 0 0 BROWN FORMAN CORP CL B 115637209 155177 2517479 SH SOLE 2517479 0 0 BROWN SHOE INC NEW COM 115736100 14213 1239157 SH SOLE 1239157 0 0 BRT RLTY TR SH BEN INT NEW 055645303 2687 420556 SH SOLE 420556 0 0 BRUKER CORP COM 116794108 24687 1759609 SH SOLE 1759609 0 0 BRUNSWICK CORP COM 117043109 32613 2142781 SH SOLE 2142781 0 0 BRUSH ENGINEERED MATLS INC COM 117421107 15829 556590 SH SOLE 556590 0 0 BRYN MAWR BK CORP COM 117665109 5590 324647 SH SOLE 324647 0 0 BSQUARE CORP COM NEW 11776U300 622 184511 SH SOLE 184511 0 0 BT GROUP PLC ADR 05577E101 24 1087 SH SOLE 1087 0 0 BTU INTL INC COM 056032105 257 37078 SH SOLE 37078 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 16669 1133183 SH SOLE 1133183 0 0 BUCKLE INC COM 118440106 17131 645478 SH SOLE 645478 0 0 BUCYRUS INTL INC NEW COM 118759109 124225 1791269 SH SOLE 1791269 0 0 BUFFALO WILD WINGS INC COM 119848109 21134 441303 SH SOLE 441303 0 0 BUILD A BEAR WORKSHOP COM 120076104 557 92040 SH SOLE 92040 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 1109 486545 SH SOLE 486545 0 0 BUNGE LIMITED COM G16962105 216747 3663741 SH SOLE 3663741 0 0 BURGER KING HLDGS INC COM 121208201 55079 2306479 SH SOLE 2306479 0 0 C D I CORP COM 125071100 5183 401126 SH SOLE 401126 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 356900 5104409 SH SOLE 5104409 0 0 C&D TECHNOLOGIES INC COM 124661109 298 1004094 SH SOLE 1004094 0 0 CA INC COM 12673P105 210054 9945731 SH SOLE 9945731 0 0 CABELAS INC COM 126804301 17046 898086 SH SOLE 898086 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 145797 5566900 SH SOLE 5566900 0 0 CABOT CORP COM 127055101 43403 1332622 SH SOLE 1332622 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 18640 579251 SH SOLE 579251 0 0 CABOT OIL & GAS CORP COM 127097103 76964 2556101 SH SOLE 2556101 0 0 CACHE INC COM NEW 127150308 2239 439027 SH SOLE 439027 0 0 CACI INTL INC CL A 127190304 41112 908358 SH SOLE 908358 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 49212 6449862 SH SOLE 6449862 0 0 CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 34 38000 PRN SOLE 38000 0 0 CADENCE FINL CORP COM 12738A101 52 26080 SH SOLE 26080 0 0 CADENCE PHARMACEUTICALS INC COM 12738T100 6005 719131 SH SOLE 719131 0 0 CADIZ INC COM NEW 127537207 2071 201850 SH SOLE 201850 0 0 CAE INC COM 124765108 26355 2556261 SH SOLE 2556261 0 0 CAGLES INC CL A 127703106 68 10248 SH SOLE 10248 0 0 CAI INTERNATIONAL INC COM 12477X106 1477 97379 SH SOLE 97379 0 0 CAL DIVE INTL INC DEL COM 12802T101 13023 2380777 SH SOLE 2380777 0 0 CAL MAINE FOODS INC COM NEW 128030202 9062 312714 SH SOLE 312714 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 7940 690435 SH SOLE 690435 0 0 CALAMP CORP COM 128126109 1859 723303 SH SOLE 723303 0 0 CALAVO GROWERS INC COM 128246105 7685 354491 SH SOLE 354491 0 0 CALGON CARBON CORP COM 129603106 20030 1381380 SH SOLE 1381380 0 0 CALIFORNIA FIRST NTNL BANCOR COM 130222102 84 6657 SH SOLE 6657 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 12162 712912 SH SOLE 712912 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 18341 496385 SH SOLE 496385 0 0 CALIPER LIFE SCIENCES INC COM 130872104 4802 1203587 SH SOLE 1203587 0 0 CALIX INC COM 13100M509 130 9028 SH SOLE 9028 0 0 CALLAWAY GOLF CO COM 131193104 10496 1499383 SH SOLE 1499383 0 0 CALLIDUS SOFTWARE INC COM 13123E500 2706 633754 SH SOLE 633754 0 0 CALLON PETE CO DEL COM 13123X102 3700 747469 SH SOLE 747469 0 0 CALPINE CORP COM NEW 131347304 92680 7444202 SH SOLE 7444202 0 0 CAMAC ENERGY INC COM 131745101 1884 590490 SH SOLE 590490 0 0 CAMBIUM LEARNING GRP INC COM 13201A107 77 23950 SH SOLE 23950 0 0 CAMBREX CORP COM 132011107 2967 698131 SH SOLE 698131 0 0 CAMCO FINL CORP COM 132618109 144 73143 SH SOLE 73143 0 0 CAMDEN NATL CORP COM 133034108 8719 251644 SH SOLE 251644 0 0 CAMDEN PPTY TR SH BEN INT 133131102 95157 1983667 SH SOLE 1983667 0 0 CAMECO CORP COM 13321L108 118582 4276323 SH SOLE 4276323 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 250094 5821558 SH SOLE 5821558 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 4 3000 PRN SOLE 3000 0 0 CAMPBELL SOUP CO COM 134429109 168432 4711380 SH SOLE 4711380 0 0 CANADIAN NAT RES LTD COM 136385101 503438 14550226 SH SOLE 14550226 0 0 CANADIAN NATL RY CO COM 136375102 342695 5352936 SH SOLE 5352936 0 0 CANADIAN PAC RY LTD COM 13645T100 104631 1717236 SH SOLE 1717236 0 0 CANADIAN SOLAR INC COM 136635109 83 5112 SH SOLE 5112 0 0 CANO PETE INC COM 137801106 14 34671 SH SOLE 34671 0 0 CANON INC ADR 138006309 75 1610 SH SOLE 1610 0 0 CANTEL MEDICAL CORP COM 138098108 7022 433474 SH SOLE 433474 0 0 CANTERBURY PARK HOLDING CORP COM 13811E101 1 114 SH SOLE 114 0 0 CAPE BANCORP INC COM 139209100 713 93787 SH SOLE 93787 0 0 CAPELLA EDUCATION COMPANY COM 139594105 29718 382861 SH SOLE 382861 0 0 CAPITAL BK CORP COM 139793103 30 17833 SH SOLE 17833 0 0 CAPITAL CITY BK GROUP INC COM 139674105 4707 387767 SH SOLE 387767 0 0 CAPITAL GOLD CORP COM NEW 14018Y205 4240 877843 SH SOLE 877843 0 0 CAPITAL ONE FINL CORP COM 14040H105 608147 15376671 SH SOLE 15376671 0 0 CAPITAL SOUTHWEST CORP COM 140501107 2923 32189 SH SOLE 32189 0 0 CAPITAL SR LIVING CORP COM 140475104 4041 758204 SH SOLE 758204 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 163 100540 SH SOLE 100540 0 0 CAPITALSOURCE INC COM 14055X102 34296 6422496 SH SOLE 6422496 0 0 CAPITOL BANCORP LTD COM 14056D105 827 731437 SH SOLE 731437 0 0 CAPITOL FED FINL COM 14057C106 12871 521084 SH SOLE 521084 0 0 CAPLEASE INC COM 140288101 11665 2086848 SH SOLE 2086848 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 18819 1731309 SH SOLE 1731309 0 0 CAPSTONE THERAPEUTICS CORP COM 14068E109 299 329072 SH SOLE 329072 0 0 CAPSTONE TURBINE CORP COM 14067D102 4150 5376113 SH SOLE 5376113 0 0 CARACO PHARMACEUTICAL LABS L COM 14075T107 49 9046 SH SOLE 9046 0 0 CARBO CERAMICS INC COM 140781105 37522 463229 SH SOLE 463229 0 0 CARDIAC SCIENCE CORP COM 14141A108 340 189071 SH SOLE 189071 0 0 CARDINAL FINL CORP COM 14149F109 8553 889966 SH SOLE 889966 0 0 CARDINAL HEALTH INC COM 14149Y108 289127 8750819 SH SOLE 8750819 0 0 CARDIOME PHARMA CORP COM NEW 14159U202 1088 178340 SH SOLE 178340 0 0 CARDIONET INC COM 14159L103 3327 737617 SH SOLE 737617 0 0 CARDTRONICS INC COM 14161H108 10154 658503 SH SOLE 658503 0 0 CAREER EDUCATION CORP COM 141665109 36382 1694558 SH SOLE 1694558 0 0 CAREFUSION CORP COM 14170T101 191437 7706789 SH SOLE 7706789 0 0 CARIBOU COFFEE INC COM 142042209 100 9639 SH SOLE 9639 0 0 CARLISLE COS INC COM 142339100 44067 1471359 SH SOLE 1471359 0 0 CARMAX INC COM 143130102 148723 5338217 SH SOLE 5338217 0 0 CARMIKE CINEMAS INC COM 143436400 334 38249 SH SOLE 38249 0 0 CARNIVAL CORP PAIRED CTF 143658300 473559 12401701 SH SOLE 12401701 0 0 CARNIVAL PLC ADR 14365C103 22 558 SH SOLE 558 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 33683 999206 SH SOLE 999206 0 0 CARRIAGE SVCS INC COM 143905107 2120 423131 SH SOLE 423131 0 0 CARRIZO OIL & CO INC COM 144577103 19385 809734 SH SOLE 809734 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 134 25365 SH SOLE 25365 0 0 CARTER INC COM 146229109 37224 1413761 SH SOLE 1413761 0 0 CASCADE BANCORP COM 147154108 299 557491 SH SOLE 557491 0 0 CASCADE CORP COM 147195101 6890 216658 SH SOLE 216658 0 0 CASCADE FINL CORP COM 147272108 83 224136 SH SOLE 224136 0 0 CASELLA WASTE SYS INC CL A 147448104 3228 768605 SH SOLE 768605 0 0 CASEYS GEN STORES INC COM 147528103 40170 962155 SH SOLE 962155 0 0 CASH AMER INTL INC COM 14754D100 25804 737245 SH SOLE 737245 0 0 CASS INFORMATION SYS INC COM 14808P109 6859 199910 SH SOLE 199910 0 0 CASTLE A M & CO COM 148411101 7107 536388 SH SOLE 536388 0 0 CASUAL MALE RETAIL GRP INC COM NEW 148711302 4992 1223651 SH SOLE 1223651 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 37247 1058156 SH SOLE 1058156 0 0 CATERPILLAR INC DEL COM 149123101 1177981 14971803 SH SOLE 14971803 0 0 CATHAY GENERAL BANCORP COM 149150104 25295 2127403 SH SOLE 2127403 0 0 CATO CORP NEW CL A 149205106 18664 697462 SH SOLE 697462 0 0 CAVCO INDS INC DEL COM 149568107 6776 188692 SH SOLE 188692 0 0 CAVIUM NETWORKS INC COM 14965A101 30487 1060052 SH SOLE 1060052 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 124060 6786679 SH SOLE 6786679 0 0 CBEYOND INC COM 149847105 9243 720451 SH SOLE 720451 0 0 CBIZ INC COM 124805102 7862 1325724 SH SOLE 1325724 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 4738 4750000 PRN SOLE 4750000 0 0 CBL & ASSOC PPTYS INC COM 124830100 55805 4272948 SH SOLE 4272948 0 0 CBOE HLDGS INC COM 12503M108 1296 64167 SH SOLE 64167 0 0 CBS CORP NEW CL B 124857202 457155 28824398 SH SOLE 28824398 0 0 CCA INDS INC COM 124867102 89 16387 SH SOLE 16387 0 0 CDC CORPORATION SHS A NEW G2022L114 1306 308653 SH SOLE 308653 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 281619 3887619 SH SOLE 3887619 0 0 CEC ENTMT INC COM 125137109 18299 533040 SH SOLE 533040 0 0 CEDAR SHOPPING CTRS INC COM NEW 150602209 12018 1976572 SH SOLE 1976572 0 0 CEL-SCI CORP COM NEW 150837409 2058 3196291 SH SOLE 3196291 0 0 CELADON GROUP INC COM 150838100 10075 729515 SH SOLE 729515 0 0 CELANESE CORP DEL COM SER A 150870103 110972 3457060 SH SOLE 3457060 0 0 CELERA CORP COM 15100E106 14388 2134729 SH SOLE 2134729 0 0 CELESTICA INC SUB VTG SHS 15101Q108 15935 1890239 SH SOLE 1890239 0 0 CELGENE CORP COM 151020104 654832 11366630 SH SOLE 11366630 0 0 CELL THERAPEUTICS INC COM NO PAR 150934503 3316 8567801 SH SOLE 8567801 0 0 CELLCOM ISRAEL LTD SHS M2196U109 19558 643977 SH SOLE 643977 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 3886 971397 SH SOLE 971397 0 0 CELLU TISSUE HLDGS INC COM 151169109 61 5118 SH SOLE 5118 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 17 1973 SH SOLE 1973 0 0 CENOVUS ENERGY INC COM 15135U109 264153 9181534 SH SOLE 9181534 0 0 CENTENE CORP DEL COM 15135B101 28871 1223865 SH SOLE 1223865 0 0 CENTER BANCORP INC COM 151408101 463 60237 SH SOLE 60237 0 0 CENTER FINL CORP CALIF COM 15146E102 1792 352018 SH SOLE 352018 0 0 CENTERPOINT ENERGY INC COM 15189T107 161540 10276082 SH SOLE 10276082 0 0 CENTERSTATE BANKS INC COM 15201P109 5798 675755 SH SOLE 675755 0 0 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 234 18208 SH SOLE 18208 0 0 CENTRAL BANCORP INC MASS COM 152418109 29 2354 SH SOLE 2354 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 31052 1391239 SH SOLE 1391239 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 2737 3024000 PRN SOLE 3024000 0 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 14081 564376 SH SOLE 564376 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 16523 1594882 SH SOLE 1594882 0 0 CENTRAL GARDEN & PET CO COM 153527106 309 29841 SH SOLE 29841 0 0 CENTRAL PAC FINL CORP COM 154760102 1159 810185 SH SOLE 810185 0 0 CENTRAL VA BANKSHARES INC COM 155792104 2 1462 SH SOLE 1462 0 0 CENTRAL VT PUB SVC CORP COM 155771108 8149 404014 SH SOLE 404014 0 0 CENTURY ALUM CO COM 156431108 20219 1535257 SH SOLE 1535257 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 1315 55056 SH SOLE 55056 0 0 CENTURY CASINOS INC COM 156492100 1169 567407 SH SOLE 567407 0 0 CENTURYLINK INC COM 156700106 284712 7215207 SH SOLE 7215207 0 0 CENVEO INC COM 15670S105 7902 1570973 SH SOLE 1570973 0 0 CEPHALON INC COM 156708109 284072 4549522 SH SOLE 4549522 0 0 CEPHALON INC NOTE 2.500% 5/0 156708AR0 6769 6017000 PRN SOLE 6017000 0 0 CEPHEID COM 15670R107 27738 1482502 SH SOLE 1482502 0 0 CERADYNE INC COM 156710105 15498 663743 SH SOLE 663743 0 0 CERADYNE INC NOTE 2.875%12/1 156710AA3 2282 2317000 PRN SOLE 2317000 0 0 CERAGON NETWORKS LTD ORD M22013102 793 80161 SH SOLE 80161 0 0 CERNER CORP COM 156782104 140305 1670494 SH SOLE 1670494 0 0 CERUS CORP COM 157085101 5286 1376495 SH SOLE 1376495 0 0 CEVA INC COM 157210105 8527 596299 SH SOLE 596299 0 0 CF INDS HLDGS INC COM 125269100 193922 2030596 SH SOLE 2030596 0 0 CFS BANCORP INC COM 12525D102 806 176702 SH SOLE 176702 0 0 CGG VERITAS SPONSORED ADR 204386106 1 59 SH SOLE 59 0 0 CH ENERGY GROUP INC COM 12541M102 20142 456106 SH SOLE 456106 0 0 CHARLES RIV LABS INTL INC COM 159864107 55093 1661924 SH SOLE 1661924 0 0 CHARMING SHOPPES INC COM 161133103 9720 2761389 SH SOLE 2761389 0 0 CHART INDS INC COM PAR $0.01 16115Q308 14722 723090 SH SOLE 723090 0 0 CHASE CORP COM 16150R104 1756 120310 SH SOLE 120310 0 0 CHATHAM LODGING TR COM 16208T102 2010 107988 SH SOLE 107988 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 9468 256388 SH SOLE 256388 0 0 CHECKPOINT SYS INC COM 162825103 20614 1012986 SH SOLE 1012986 0 0 CHEESECAKE FACTORY INC COM 163072101 46822 1768882 SH SOLE 1768882 0 0 CHELSEA THERAPEUTICS INTL LT COM 163428105 1108 216370 SH SOLE 216370 0 0 CHEMED CORP NEW COM 16359R103 30717 539180 SH SOLE 539180 0 0 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 476 497000 PRN SOLE 497000 0 0 CHEMICAL FINL CORP COM 163731102 16088 779451 SH SOLE 779451 0 0 CHENIERE ENERGY INC COM NEW 16411R208 4775 1894819 SH SOLE 1894819 0 0 CHEROKEE INC DEL NEW COM 16444H102 4951 271460 SH SOLE 271460 0 0 CHESAPEAKE ENERGY CORP COM 165167107 359450 15869765 SH SOLE 15869765 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 1203 1609000 PRN SOLE 1609000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 3479 4638000 PRN SOLE 4638000 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 163 9977 SH SOLE 9977 0 0 CHESAPEAKE UTILS CORP COM 165303108 11652 321692 SH SOLE 321692 0 0 CHEVIOT FINL CORP COM 166774109 4 496 SH SOLE 496 0 0 CHEVRON CORP NEW COM 166764100 4150786 51212655 SH SOLE 51212655 0 0 CHICAGO RIVET & MACH CO COM 168088102 0 12 SH SOLE 12 0 0 CHICOPEE BANCORP INC COM 168565109 320 28367 SH SOLE 28367 0 0 CHICOS FAS INC COM 168615102 44037 4186041 SH SOLE 4186041 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 29913 613346 SH SOLE 613346 0 0 CHIMERA INVT CORP COM 16934Q109 69871 17688860 SH SOLE 17688860 0 0 CHINA AGRITECH INC COM NEW 16937A200 1 100 SH SOLE 100 0 0 CHINA AUTOMOTIVE SYS INC COM 16936R105 6 394 SH SOLE 394 0 0 CHINA BIOLOGIC PRODS INC COM 16938C106 489 49480 SH SOLE 49480 0 0 CHINA ED ALLIANCE INC COM NEW 16938Y207 101 24484 SH SOLE 24484 0 0 CHINA GREEN AGRICULTURE INC COM 16943W105 1 156 SH SOLE 156 0 0 CHINA HOUSING & LAND DEV INC COM 16939V103 81 40395 SH SOLE 40395 0 0 CHINA INFORMATION TECHNOLOGY COM 16950L109 2 318 SH SOLE 318 0 0 CHINA INTEGRATED ENERGY INC COM 16948P105 1 100 SH SOLE 100 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 637 10705 SH SOLE 10705 0 0 CHINA MEDIAEXPRESS HLDGS INC COM 169442100 362 35504 SH SOLE 35504 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3988 77994 SH SOLE 77994 0 0 CHINA NAT GAS INC COM NEW 168910206 1 100 SH SOLE 100 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 5430 61508 SH SOLE 61508 0 0 CHINA PHARMA HLDGS INC COM 16941T104 2 1000 SH SOLE 1000 0 0 CHINA SEC & SURVE TECH INC COM 16942J105 21 3774 SH SOLE 3774 0 0 CHINA SKY ONE MED INC COM 16941P102 11 1415 SH SOLE 1415 0 0 CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 28 953 SH SOLE 953 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 50 905 SH SOLE 905 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED 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125509109 237311 6632509 SH SOLE 6632509 0 0 CIMAREX ENERGY CO COM 171798101 153230 2315353 SH SOLE 2315353 0 0 CINCINNATI BELL INC NEW COM 171871106 17030 6378309 SH SOLE 6378309 0 0 CINCINNATI FINL CORP COM 172062101 109668 3805289 SH SOLE 3805289 0 0 CINEDIGM DIGITAL CINEMA CORP COM 172407108 110 84303 SH SOLE 84303 0 0 CINEMARK HOLDINGS INC COM 17243V102 23206 1441390 SH SOLE 1441390 0 0 CINTAS CORP COM 172908105 89023 3231316 SH SOLE 3231316 0 0 CIRCOR INTL INC COM 17273K109 14860 470253 SH SOLE 470253 0 0 CIRRUS LOGIC INC COM 172755100 30331 1700193 SH SOLE 1700193 0 0 CISCO SYS INC COM 17275R102 3339592 152492767 SH SOLE 152492767 0 0 CIT GROUP INC COM NEW 125581801 157435 3856810 SH SOLE 3856810 0 0 CITI TRENDS INC COM 17306X102 9763 403243 SH SOLE 403243 0 0 CITIGROUP FDG INC MTNF 1.080% 8/3 17308CKY1 5864 6000000 PRN SOLE 6000000 0 0 CITIGROUP INC COM 172967101 2379421 608547636 SH SOLE 608547636 0 0 CITIZENS & NORTHN CORP COM 172922106 3932 302471 SH SOLE 302471 0 0 CITIZENS 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INC COM 21924P103 264 37400 SH SOLE 37400 0 0 CORNING INC COM 219350105 790419 43239531 SH SOLE 43239531 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 28637 907391 SH SOLE 907391 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 67029 1796530 SH SOLE 1796530 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 67688 2742635 SH SOLE 2742635 0 0 CORVEL CORP COM 221006109 9672 227840 SH SOLE 227840 0 0 COST PLUS INC CALIF COM 221485105 1982 477660 SH SOLE 477660 0 0 COSTAR GROUP INC COM 22160N109 24793 508990 SH SOLE 508990 0 0 COSTCO WHSL CORP NEW COM 22160K105 815686 12648248 SH SOLE 12648248 0 0 COTT CORP QUE COM 22163N106 5818 741202 SH SOLE 741202 0 0 COURIER CORP COM 222660102 5508 387341 SH SOLE 387341 0 0 COUSINS PPTYS INC COM 222795106 21231 2973579 SH SOLE 2973579 0 0 COVANCE INC COM 222816100 73708 1575291 SH SOLE 1575291 0 0 COVANTA HLDG CORP COM 22282E102 43563 2765882 SH SOLE 2765882 0 0 COVENANT TRANSN GROUP INC CL A 22284P105 1833 245390 SH SOLE 245390 0 0 COVENTRY HEALTH CARE 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INC DEL COM NEW 247361702 196980 16922677 SH SOLE 16922677 0 0 DELTA APPAREL INC COM 247368103 979 65292 SH SOLE 65292 0 0 DELTA NAT GAS INC COM 247748106 321 10435 SH SOLE 10435 0 0 DELTA PETE CORP COM NEW 247907207 3986 5065282 SH SOLE 5065282 0 0 DELTEK INC COM 24784L105 6086 759857 SH SOLE 759857 0 0 DELTIC TIMBER CORP COM 247850100 12098 270040 SH SOLE 270040 0 0 DELUXE CORP COM 248019101 25956 1356803 SH SOLE 1356803 0 0 DEMANDTEC INC COM NEW 24802R506 4597 488498 SH SOLE 488498 0 0 DENBURY RES INC COM NEW 247916208 153189 9640561 SH SOLE 9640561 0 0 DENDREON CORP COM 24823Q107 122537 2975648 SH SOLE 2975648 0 0 DENISON MINES CORP COM 248356107 1381 836787 SH SOLE 836787 0 0 DENNYS CORP COM 24869P104 9355 3007989 SH SOLE 3007989 0 0 DENTSPLY INTL INC NEW COM 249030107 108861 3405102 SH SOLE 3405102 0 0 DEPOMED INC COM 249908104 6644 1483044 SH SOLE 1483044 0 0 DESTINATION MATERNITY CORP COM 25065D100 4413 134067 SH SOLE 134067 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 596041 10850912 SH SOLE 10850912 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 61215 5455859 SH SOLE 5455859 0 0 DEVON ENERGY CORP NEW COM 25179M103 715767 11056031 SH SOLE 11056031 0 0 DEVRY INC DEL COM 251893103 79514 1615813 SH SOLE 1615813 0 0 DEX ONE CORP COM 25212W100 28697 2336889 SH SOLE 2336889 0 0 DEXCOM INC COM 252131107 18274 1382306 SH SOLE 1382306 0 0 DG FASTCHANNEL INC COM 23326R109 15534 714222 SH SOLE 714222 0 0 DHT HOLDINGS INC COM Y2065G105 6723 1627938 SH SOLE 1627938 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 107 1557 SH SOLE 1557 0 0 DIAMOND FOODS INC COM 252603105 21036 513196 SH SOLE 513196 0 0 DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 6064 83066 SH SOLE 83066 0 0 DIAMOND MGMT & TECHNOLOGY CO COM 25269L106 8951 716096 SH SOLE 716096 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 112702 1663006 SH SOLE 1663006 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 43524 4586303 SH SOLE 4586303 0 0 DIANA SHIPPING INC COM Y2066G104 71 5588 SH SOLE 5588 0 0 DICE HLDGS INC COM 253017107 3321 391661 SH SOLE 391661 0 0 DICKS SPORTING GOODS INC COM 253393102 55611 1983259 SH SOLE 1983259 0 0 DIEBOLD INC COM 253651103 46812 1505689 SH SOLE 1505689 0 0 DIGI INTL INC COM 253798102 6904 727494 SH SOLE 727494 0 0 DIGIMARC CORP NEW COM 25381B101 6160 262556 SH SOLE 262556 0 0 DIGIRAD CORP COM 253827109 88 43052 SH SOLE 43052 0 0 DIGITAL ANGEL CORP NEW COM NEW 25383A200 279 547779 SH SOLE 547779 0 0 DIGITAL RIV INC COM 25388B104 34912 1025628 SH SOLE 1025628 0 0 DIGITAL RLTY TR INC COM 253868103 147183 2385454 SH SOLE 2385454 0 0 DIGITALGLOBE INC COM NEW 25389M877 11647 383111 SH SOLE 383111 0 0 DILLARDS INC CL A 254067101 29061 1229311 SH SOLE 1229311 0 0 DIME CMNTY BANCSHARES COM 253922108 14400 1038958 SH SOLE 1038958 0 0 DINEEQUITY INC COM 254423106 19041 423323 SH SOLE 423323 0 0 DIODES INC COM 254543101 14470 846665 SH SOLE 846665 0 0 DIONEX CORP COM 254546104 36823 426000 SH SOLE 426000 0 0 DIRECTV COM CL A 25490A101 890104 21381304 SH SOLE 21381304 0 0 DISCOVER FINL SVCS COM 254709108 237988 14267871 SH SOLE 14267871 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 17407 455797 SH SOLE 455797 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 298535 6855004 SH SOLE 6855004 0 0 DISCOVERY LABORATORIES INC N COM 254668106 536 2503253 SH SOLE 2503253 0 0 DISH NETWORK CORP CL A 25470M109 99348 5171667 SH SOLE 5171667 0 0 DISNEY WALT CO COM DISNEY 254687106 1556741 47031446 SH SOLE 47031446 0 0 DITECH NETWORKS INC COM 25500T108 797 604090 SH SOLE 604090 0 0 DIVX INC COM 255413106 7443 781022 SH SOLE 781022 0 0 DIXIE GROUP INC CL A 255519100 388 130243 SH SOLE 130243 0 0 DOLAN CO COM 25659P402 8454 743540 SH SOLE 743540 0 0 DOLBY LABORATORIES INC COM 25659T107 70808 1246396 SH SOLE 1246396 0 0 DOLE FOOD CO INC NEW COM 256603101 3033 331521 SH SOLE 331521 0 0 DOLLAR FINL CORP COM 256664103 14185 679666 SH SOLE 679666 0 0 DOLLAR FINL CORP NOTE 3.000% 4/0 256664AC7 1756 1754000 PRN SOLE 1754000 0 0 DOLLAR GEN CORP NEW COM 256677105 25673 877698 SH SOLE 877698 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 34383 685741 SH SOLE 685741 0 0 DOLLAR TREE INC COM 256746108 196522 4030395 SH SOLE 4030395 0 0 DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q108 7 550 SH SOLE 550 0 0 DOMINION RES INC VA NEW COM 25746U109 629303 14413718 SH SOLE 14413718 0 0 DOMINOS PIZZA INC COM 25754A201 17271 1306400 SH SOLE 1306400 0 0 DOMTAR CORP COM NEW 257559203 69526 1076588 SH SOLE 1076588 0 0 DONALDSON INC COM 257651109 80092 1699389 SH SOLE 1699389 0 0 DONEGAL GROUP INC CL A 257701201 6130 469003 SH SOLE 469003 0 0 DONNELLEY R R & SONS CO COM 257867101 85567 5045232 SH SOLE 5045232 0 0 DORAL FINL CORP COM NEW 25811P886 204 123035 SH SOLE 123035 0 0 DORMAN PRODUCTS INC COM 258278100 9925 322047 SH SOLE 322047 0 0 DOT HILL SYS CORP COM 25848T109 1754 1252571 SH SOLE 1252571 0 0 DOUBLE EAGLE PETE CO COM PAR $0.10 258570209 1812 413600 SH SOLE 413600 0 0 DOUGLAS DYNAMICS INC COM 25960R105 1298 105139 SH SOLE 105139 0 0 DOUGLAS EMMETT INC COM 25960P109 63054 3601055 SH SOLE 3601055 0 0 DOVER CORP COM 260003108 235502 4510665 SH SOLE 4510665 0 0 DOVER DOWNS GAMING & ENTMT I COM 260095104 1608 472849 SH SOLE 472849 0 0 DOVER MOTORSPORTS INC COM 260174107 574 317029 SH SOLE 317029 0 0 DOW CHEM CO COM 260543103 772830 28143849 SH SOLE 28143849 0 0 DPL INC COM 233293109 72086 2758729 SH SOLE 2758729 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 274730 7734515 SH SOLE 7734515 0 0 DR REDDYS LABS LTD ADR 256135203 1437 44585 SH SOLE 44585 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 50948 1596627 SH SOLE 1596627 0 0 DRESS BARN INC COM 261570105 41769 1758687 SH SOLE 1758687 0 0 DRESSER-RAND GROUP INC COM 261608103 87954 2384234 SH SOLE 2384234 0 0 DREW INDS INC COM NEW 26168L205 9602 460283 SH SOLE 460283 0 0 DRI CORPORATION COM 23330F109 273 176241 SH SOLE 176241 0 0 DRIL-QUIP INC COM 262037104 50354 810718 SH SOLE 810718 0 0 DRUGSTORE COM INC COM 262241102 4246 2211501 SH SOLE 2211501 0 0 DRYSHIPS INC SHS Y2109Q101 125 26047 SH SOLE 26047 0 0 DSP GROUP INC COM 23332B106 5401 771621 SH SOLE 771621 0 0 DST SYS INC DEL COM 233326107 38374 855798 SH SOLE 855798 0 0 DSW INC CL A 23334L102 11027 384221 SH SOLE 384221 0 0 DTE ENERGY CO COM 233331107 186136 4052598 SH SOLE 4052598 0 0 DTS INC COM 23335C101 17193 450438 SH SOLE 450438 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 983212 22035226 SH SOLE 22035226 0 0 DUCOMMUN INC DEL COM 264147109 9449 433825 SH SOLE 433825 0 0 DUFF & PHELPS CORP NEW CL A 26433B107 8411 624427 SH SOLE 624427 0 0 DUKE ENERGY CORP NEW COM 26441C105 578546 32667732 SH SOLE 32667732 0 0 DUKE REALTY CORP COM NEW 264411505 87209 7524484 SH SOLE 7524484 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 88629 1195434 SH SOLE 1195434 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 42277 1680983 SH SOLE 1680983 0 0 DURECT CORP COM 266605104 6011 2366411 SH SOLE 2366411 0 0 DUSA PHARMACEUTICALS INC COM 266898105 121 49419 SH SOLE 49419 0 0 DXP ENTERPRISES INC NEW COM NEW 233377407 2249 118503 SH SOLE 118503 0 0 DYAX CORP COM 26746E103 6208 2619274 SH SOLE 2619274 0 0 DYCOM INDS INC COM 267475101 10965 1097610 SH SOLE 1097610 0 0 DYNAMEX INC COM 26784F103 5064 332035 SH SOLE 332035 0 0 DYNAMIC MATLS CORP COM 267888105 6737 445012 SH SOLE 445012 0 0 DYNAMICS RESH CORP COM 268057106 2159 209980 SH SOLE 209980 0 0 DYNATRONICS CORP COM 268157104 36 52456 SH SOLE 52456 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 282 154365 SH SOLE 154365 0 0 DYNAVOX INC CL A 26817F104 858 105665 SH SOLE 105665 0 0 DYNEGY INC DEL COM 26817G300 14031 2881008 SH SOLE 2881008 0 0 DYNEX CAP INC COM NEW 26817Q506 18 1700 SH SOLE 1700 0 0 E M C CORP MASS COM 268648102 1003041 49386557 SH SOLE 49386557 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 73286 5029931 SH SOLE 5029931 0 0 EAGLE BANCORP INC MD COM 268948106 6402 557697 SH SOLE 557697 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 8546 1637221 SH SOLE 1637221 0 0 EAGLE MATERIALS INC COM 26969P108 20951 884023 SH SOLE 884023 0 0 EARTHLINK INC COM 270321102 35237 3876470 SH SOLE 3876470 0 0 EAST WEST BANCORP INC COM 27579R104 55072 3382779 SH SOLE 3382779 0 0 EASTERN CO COM 276317104 110 6735 SH SOLE 6735 0 0 EASTERN VA BANKSHARES INC COM 277196101 186 51068 SH SOLE 51068 0 0 EASTGROUP PPTY INC COM 277276101 32270 863309 SH SOLE 863309 0 0 EASTMAN CHEM CO COM 277432100 131866 1781969 SH SOLE 1781969 0 0 EASTMAN KODAK CO COM 277461109 30752 7321894 SH SOLE 7321894 0 0 EASYLINK SERVICES INTL CORP CL A 277858106 195 74947 SH SOLE 74947 0 0 EATON CORP COM 278058102 362043 4388938 SH SOLE 4388938 0 0 EATON VANCE CORP COM NON VTG 278265103 92262 3177076 SH SOLE 3177076 0 0 EBAY INC COM 278642103 673000 27581966 SH SOLE 27581966 0 0 EBIX INC COM NEW 278715206 17855 761393 SH SOLE 761393 0 0 ECHELON CORP COM 27874N105 7512 878582 SH SOLE 878582 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 1409 110302 SH SOLE 110302 0 0 ECHOSTAR CORP CL A 278768106 20044 1050525 SH SOLE 1050525 0 0 ECOLAB INC COM 278865100 281546 5548796 SH SOLE 5548796 0 0 ECOPETROL S A SPONSORED ADS 279158109 17 408 SH SOLE 408 0 0 EDCI HLDGS INC COM 268315108 436 128711 SH SOLE 128711 0 0 EDGEWATER TECHNOLOGY INC COM 280358102 22 8136 SH SOLE 8136 0 0 EDIETS COM INC COM 280597105 493 566427 SH SOLE 566427 0 0 EDISON INTL COM 281020107 280826 8165914 SH SOLE 8165914 0 0 EDUCATION MGMT CORP NEW COM 28140M103 4877 332245 SH SOLE 332245 0 0 EDUCATION RLTY TR INC COM 28140H104 21698 3034704 SH SOLE 3034704 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 171792 2562149 SH SOLE 2562149 0 0 EHEALTH INC COM 28238P109 9046 700693 SH SOLE 700693 0 0 EINSTEIN NOAH REST GROUP INC COM 28257U104 238 22462 SH SOLE 22462 0 0 EL PASO CORP COM 28336L109 210827 17029626 SH SOLE 17029626 0 0 EL PASO ELEC CO COM NEW 283677854 28022 1178367 SH SOLE 1178367 0 0 ELAN PLC ADR 284131208 185 32146 SH SOLE 32146 0 0 ELBIT IMAGING LTD ORD SHS M37605108 601 44844 SH SOLE 44844 0 0 ELBIT SYS LTD ORD M3760D101 13723 258776 SH SOLE 258776 0 0 ELDORADO GOLD CORP NEW COM 284902103 100502 5435497 SH SOLE 5435497 0 0 ELECTRO RENT CORP COM 285218103 7125 536524 SH SOLE 536524 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 8537 768398 SH SOLE 768398 0 0 ELECTRONIC ARTS INC COM 285512109 129309 7861708 SH SOLE 7861708 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 15089 1248091 SH SOLE 1248091 0 0 ELIZABETH ARDEN INC COM 28660G106 14308 715767 SH SOLE 715767 0 0 ELLIS PERRY INTL INC COM 288853104 6362 291186 SH SOLE 291186 0 0 ELOYALTY CORP COM NEW 290151307 1059 151252 SH SOLE 151252 0 0 EMAGIN CORP COM NEW 29076N206 57 17888 SH SOLE 17888 0 0 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 23 819 SH SOLE 819 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 5403 190307 SH SOLE 190307 0 0 EMC INS GROUP INC COM 268664109 4174 195760 SH SOLE 195760 0 0 EMCOR GROUP INC COM 29084Q100 38465 1564260 SH SOLE 1564260 0 0 EMCORE CORP COM 290846104 197 245849 SH SOLE 245849 0 0 EMDEON INC CL A 29084T104 8060 661740 SH SOLE 661740 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 30712 576743 SH SOLE 576743 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 8841 512217 SH SOLE 512217 0 0 EMERITUS CORP COM 291005106 8592 503639 SH SOLE 503639 0 0 EMERSON ELEC CO COM 291011104 948725 18016047 SH SOLE 18016047 0 0 EMERSON RADIO CORP COM NEW 291087203 97 42966 SH SOLE 42966 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 723 926877 SH SOLE 926877 0 0 EMPIRE DIST ELEC CO COM 291641108 21876 1085669 SH SOLE 1085669 0 0 EMPIRE RESORTS INC COM 292052107 749 674970 SH SOLE 674970 0 0 EMPLOYERS HOLDINGS INC COM 292218104 5520 350027 SH SOLE 350027 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 982 18179 SH SOLE 18179 0 0 EMS TECHNOLOGIES INC COM 26873N108 7104 381310 SH SOLE 381310 0 0 EMULEX CORP COM NEW 292475209 22923 2195696 SH SOLE 2195696 0 0 ENBRIDGE INC COM 29250N105 195712 3742110 SH SOLE 3742110 0 0 ENCANA CORP COM 292505104 287064 9496007 SH SOLE 9496007 0 0 ENCORE BANCSHARES INC COM 29255V201 439 61029 SH SOLE 61029 0 0 ENCORE CAP GROUP INC COM 292554102 6859 380620 SH SOLE 380620 0 0 ENCORE WIRE CORP COM 292562105 11320 551933 SH SOLE 551933 0 0 ENCORIUM GROUP INC COM NEW 29257R208 323 179668 SH SOLE 179668 0 0 ENDEAVOUR INTL CORP COM 29259G101 2569 1991724 SH SOLE 1991724 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 99445 2991724 SH SOLE 2991724 0 0 ENDOLOGIX INC COM 29266S106 5890 1291726 SH SOLE 1291726 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 40474 1016923 SH SOLE 1016923 0 0 ENDWAVE CORP COM NEW 29264A206 934 420628 SH SOLE 420628 0 0 ENERGEN CORP COM 29265N108 89301 1953223 SH SOLE 1953223 0 0 ENERGIZER HLDGS INC COM 29266R108 113219 1684055 SH SOLE 1684055 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 6006 1196478 SH SOLE 1196478 0 0 ENERGY PARTNERS LTD COM NEW 29270U303 21075 1754763 SH SOLE 1754763 0 0 ENERGY RECOVERY INC COM 29270J100 3603 1003576 SH SOLE 1003576 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 11865 513413 SH SOLE 513413 0 0 ENERGYSOLUTIONS INC COM 292756202 11055 2197813 SH SOLE 2197813 0 0 ENERNOC INC COM 292764107 13408 427426 SH SOLE 427426 0 0 ENERPLUS RES FD UNIT TR G NEW 29274D604 29813 1157788 SH SOLE 1157788 0 0 ENERSIS S A SPONSORED ADR 29274F104 833 35431 SH SOLE 35431 0 0 ENERSYS COM 29275Y102 25340 1014809 SH SOLE 1014809 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 5341 5301000 PRN SOLE 5301000 0 0 ENER1 INC COM NEW 29267A203 5935 1612653 SH SOLE 1612653 0 0 ENGLOBAL CORP COM 293306106 582 231982 SH SOLE 231982 0 0 ENI S P A SPONSORED ADR 26874R108 101 2348 SH SOLE 2348 0 0 ENNIS INC COM 293389102 12954 724077 SH SOLE 724077 0 0 ENPRO INDS INC COM 29355X107 20523 656098 SH SOLE 656098 0 0 ENSIGN GROUP INC COM 29358P101 5997 334093 SH SOLE 334093 0 0 ENSTAR GROUP LIMITED SHS G3075P101 12499 172166 SH SOLE 172166 0 0 ENTEGRIS INC COM 29362U104 16472 3527228 SH SOLE 3527228 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 5183 659359 SH SOLE 659359 0 0 ENTERGY CORP NEW COM 29364G103 560922 7329443 SH SOLE 7329443 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 1532 164771 SH SOLE 164771 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 60622 1403948 SH SOLE 1403948 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 2790 1402218 SH SOLE 1402218 0 0 ENTREMED INC COM NEW 29382F202 125 32742 SH SOLE 32742 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 12623 1314934 SH SOLE 1314934 0 0 ENVESTNET INC COM 29404K106 8 812 SH SOLE 812 0 0 ENZO BIOCHEM INC COM 294100102 4272 1124098 SH SOLE 1124098 0 0 ENZON PHARMACEUTICALS INC COM 293904108 15174 1349643 SH SOLE 1349643 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 4851 3865000 PRN SOLE 3865000 0 0 EOG RES INC COM 26875P101 560897 6033095 SH SOLE 6033095 0 0 EON COMMUNICATIONS CORP COM NEW 268763208 209 143372 SH SOLE 143372 0 0 EPICEPT CORP COM NEW 294264304 70 115565 SH SOLE 115565 0 0 EPICOR SOFTWARE CORP COM 29426L108 12375 1422450 SH SOLE 1422450 0 0 EPIQ SYS INC COM 26882D109 11478 936239 SH SOLE 936239 0 0 EPLUS INC COM 294268107 3697 172366 SH SOLE 172366 0 0 EPOCH HOLDING CORP COM 29428R103 2432 188852 SH SOLE 188852 0 0 EQT CORP COM 26884L109 127347 3531533 SH SOLE 3531533 0 0 EQUIFAX INC COM 294429105 97031 3109970 SH SOLE 3109970 0 0 EQUINIX INC COM NEW 29444U502 105713 1032860 SH SOLE 1032860 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 11764 8299000 PRN SOLE 8299000 0 0 EQUINIX INC NOTE 3.000%10/1 29444UAG1 14610 13237000 PRN SOLE 13237000 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 49244 903896 SH SOLE 903896 0 0 EQUITY ONE COM 294752100 22113 1310007 SH SOLE 1310007 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 416794 8761700 SH SOLE 8761700 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 9992 1335821 SH SOLE 1335821 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 81 7420 SH SOLE 7420 0 0 ERIE INDTY CO CL A 29530P102 35249 628781 SH SOLE 628781 0 0 ESB FINL CORP COM 26884F102 2516 180735 SH SOLE 180735 0 0 ESCALADE INC COM 296056104 22 4536 SH SOLE 4536 0 0 ESCALON MED CORP COM NEW 296074305 523 337345 SH SOLE 337345 0 0 ESCO TECHNOLOGIES INC COM 296315104 21411 643753 SH SOLE 643753 0 0 ESSA BANCORP INC COM 29667D104 3860 326024 SH SOLE 326024 0 0 ESSEX PPTY TR INC COM 297178105 108416 990645 SH SOLE 990645 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 44855 783766 SH SOLE 783766 0 0 ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 47 655 SH SOLE 655 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 10965 628013 SH SOLE 628013 0 0 EURAND N V SHS N31010106 1709 173641 SH SOLE 173641 0 0 EURONET WORLDWIDE INC COM 298736109 22939 1275100 SH SOLE 1275100 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 3657 3746000 PRN SOLE 3746000 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 11843 413933 SH SOLE 413933 0 0 EVEREST RE GROUP LTD COM G3223R108 126886 1467394 SH SOLE 1467394 0 0 EVERGREEN ENERGY INC NEW COM NEW 30024B203 571 422938 SH SOLE 422938 0 0 EVERGREEN SOLAR INC COM 30033R108 3716 5062332 SH SOLE 5062332 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 123 20501 SH SOLE 20501 0 0 EVOLVING SYS INC COM NEW 30049R209 1735 231385 SH SOLE 231385 0 0 EXACT SCIENCES CORP COM 30063P105 7783 1075037 SH SOLE 1075037 0 0 EXACTECH INC COM 30064E109 5051 309524 SH SOLE 309524 0 0 EXAR CORP COM 300645108 6564 1095806 SH SOLE 1095806 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 2099 373500 SH SOLE 373500 0 0 EXCEL TR INC COM 30068C109 2090 185451 SH SOLE 185451 0 0 EXCO RESOURCES INC COM 269279402 50861 3420352 SH SOLE 3420352 0 0 EXELIXIS INC COM 30161Q104 13014 3319976 SH SOLE 3319976 0 0 EXELON CORP COM 30161N101 677909 15920833 SH SOLE 15920833 0 0 EXETER RES CORP COM 301835104 1327 204500 SH SOLE 204500 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 7205 1504151 SH SOLE 1504151 0 0 EXLSERVICE HOLDINGS INC COM 302081104 7362 378522 SH SOLE 378522 0 0 EXPEDIA INC DEL COM 30212P105 140335 4971147 SH SOLE 4971147 0 0 EXPEDITORS INTL WASH INC COM 302130109 245019 5300002 SH SOLE 5300002 0 0 EXPONENT INC COM 30214U102 13903 413890 SH SOLE 413890 0 0 EXPRESS INC COM 30219E103 2251 147980 SH SOLE 147980 0 0 EXPRESS SCRIPTS INC COM 302182100 797297 16371592 SH SOLE 16371592 0 0 EXPRESSJET HOLDINGS INC COM NEW 30218U306 3147 471780 SH SOLE 471780 0 0 EXTERRAN HLDGS INC COM 30225X103 33391 1470317 SH SOLE 1470317 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 9750 8142000 PRN SOLE 8142000 0 0 EXTRA SPACE STORAGE INC COM 30225T102 43912 2737628 SH SOLE 2737628 0 0 EXTREME NETWORKS INC COM 30226D106 8759 2816473 SH SOLE 2816473 0 0 EXXON MOBIL CORP COM 30231G102 8321359 134671617 SH SOLE 134671617 0 0 EZCORP INC CL A NON VTG 302301106 24964 1245714 SH SOLE 1245714 0 0 F M C CORP COM NEW 302491303 121922 1782219 SH SOLE 1782219 0 0 F N B UNITED CORP COM 302519103 13 18648 SH SOLE 18648 0 0 FABRINET SHS G3323L100 126 7961 SH SOLE 7961 0 0 FACTSET RESH SYS INC COM 303075105 85672 1055989 SH SOLE 1055989 0 0 FAIR ISAAC CORP COM 303250104 29134 1181444 SH SOLE 1181444 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 34313 3650289 SH SOLE 3650289 0 0 FALCONSTOR SOFTWARE INC COM 306137100 2298 751120 SH SOLE 751120 0 0 FAMILY DLR STORES INC COM 307000109 148952 3373010 SH SOLE 3373010 0 0 FAMOUS DAVES AMER INC COM 307068106 2348 248512 SH SOLE 248512 0 0 FARMER BROS CO COM 307675108 2428 151738 SH SOLE 151738 0 0 FARMERS CAP BK CORP COM 309562106 898 181350 SH SOLE 181350 0 0 FARO TECHNOLOGIES INC COM 311642102 9744 446761 SH SOLE 446761 0 0 FASTENAL CO COM 311900104 180505 3393594 SH SOLE 3393594 0 0 FBL FINL GROUP INC CL A 30239F106 9217 354767 SH SOLE 354767 0 0 FBR CAPITAL MARKETS CORP COM 30247C301 3633 1156888 SH SOLE 1156888 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 1003 92699 SH SOLE 92699 0 0 FEDERAL MOGUL CORP COM 313549404 10108 534520 SH SOLE 534520 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 149868 1835273 SH SOLE 1835273 0 0 FEDERAL SIGNAL CORP COM 313855108 10073 1868806 SH SOLE 1868806 0 0 FEDERATED INVS INC PA CL B 314211103 50482 2217994 SH SOLE 2217994 0 0 FEDEX CORP COM 31428X106 793373 9279218 SH SOLE 9279218 0 0 FEI CO COM 30241L109 18838 962619 SH SOLE 962619 0 0 FEI CO NOTE 2.875% 6/0 30241LAF6 2821 2756000 PRN SOLE 2756000 0 0 FELCOR LODGING TR INC COM 31430F101 20657 4490707 SH SOLE 4490707 0 0 FEMALE HEALTH CO COM 314462102 185 35948 SH SOLE 35948 0 0 FERRO CORP COM 315405100 27583 2139897 SH SOLE 2139897 0 0 FERRO CORP NOTE 6.500% 8/1 315405AL4 10 10000 PRN SOLE 10000 0 0 FIBERTOWER CORP COM NEW 31567R209 4929 1162567 SH SOLE 1162567 0 0 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 547 31613 SH SOLE 31613 0 0 FIDELITY BANCORP INC COM 315831107 2 392 SH SOLE 392 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 84387 5371562 SH SOLE 5371562 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 173009 6377037 SH SOLE 6377037 0 0 FIDELITY SOUTHERN CORP NEW COM 316394105 69 10778 SH SOLE 10778 0 0 FIFTH STREET FINANCE CORP COM 31678A103 5637 506054 SH SOLE 506054 0 0 FIFTH THIRD BANCORP COM 316773100 235650 19588525 SH SOLE 19588525 0 0 FINANCIAL ENGINES INC COM 317485100 2118 159458 SH SOLE 159458 0 0 FINANCIAL INSTNS INC COM 317585404 8812 498996 SH SOLE 498996 0 0 FINISAR CORP COM NEW 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527288104 111665 4727544 SH SOLE 4727544 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 33704 35969704 SH SOLE 35969704 0 0 LEXICON PHARMACEUTICALS INC COM 528872104 6418 4011037 SH SOLE 4011037 0 0 LEXINGTON REALTY TRUST COM 529043101 24825 3467226 SH SOLE 3467226 0 0 LEXMARK INTL NEW CL A 529771107 84230 1887721 SH SOLE 1887721 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 318 18262 SH SOLE 18262 0 0 LHC GROUP INC COM 50187A107 7945 342618 SH SOLE 342618 0 0 LIBBEY INC COM 529898108 2211 167913 SH SOLE 167913 0 0 LIBERTY GLOBAL INC COM SER C 530555309 20741 678692 SH SOLE 678692 0 0 LIBERTY GLOBAL INC COM SER A 530555101 142706 4631823 SH SOLE 4631823 0 0 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 90629 1395795 SH SOLE 1395795 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 90452 1737452 SH SOLE 1737452 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 172737 12599337 SH SOLE 12599337 0 0 LIBERTY PPTY TR SH BEN INT 531172104 109354 3428030 SH SOLE 3428030 0 0 LIFE PARTNERS 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SH SOLE 6365340 0 0 LIMONEIRA CO COM 532746104 215 10700 SH SOLE 10700 0 0 LIN TV CORP CL A 532774106 4014 903946 SH SOLE 903946 0 0 LINCARE HLDGS INC COM 532791100 56477 2251865 SH SOLE 2251865 0 0 LINCARE HLDGS INC NOTE 2.750%11/0 532791AF7 6534 6230000 PRN SOLE 6230000 0 0 LINCARE HLDGS INC DBCV 2.750%11/0 532791AE0 1280 1196000 PRN SOLE 1196000 0 0 LINCOLN EDL SVCS CORP COM 533535100 7700 534326 SH SOLE 534326 0 0 LINCOLN ELEC HLDGS INC COM 533900106 56659 979920 SH SOLE 979920 0 0 LINCOLN NATL CORP IND COM 534187109 183095 7654460 SH SOLE 7654460 0 0 LINDSAY CORP COM 535555106 13121 302895 SH SOLE 302895 0 0 LINEAR TECHNOLOGY CORP COM 535678106 168602 5486554 SH SOLE 5486554 0 0 LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 33997 33495000 PRN SOLE 33495000 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 6524 1517281 SH SOLE 1517281 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 5672 771765 SH SOLE 771765 0 0 LIQUIDITY SERVICES INC COM 53635B107 6978 435866 SH SOLE 435866 0 0 LITHIA 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SH SOLE 272796 0 0 LOOKSMART LTD COM NEW 543442503 1441 713211 SH SOLE 713211 0 0 LOOPNET INC COM 543524300 7946 671087 SH SOLE 671087 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 14142 270912 SH SOLE 270912 0 0 LORILLARD INC COM 544147101 555213 6913378 SH SOLE 6913378 0 0 LOUISANA BANCORP INC NEW COM 54619P104 212 15032 SH SOLE 15032 0 0 LOUISIANA PAC CORP COM 546347105 29267 3866143 SH SOLE 3866143 0 0 LOWES COS INC COM 548661107 762841 34223445 SH SOLE 34223445 0 0 LRAD CORP COM 50213V109 1429 910024 SH SOLE 910024 0 0 LSB CORP COM 50215P100 31 1486 SH SOLE 1486 0 0 LSB INDS INC COM 502160104 8643 465410 SH SOLE 465410 0 0 LSI CORPORATION COM 502161102 91099 20021679 SH SOLE 20021679 0 0 LSI INDS INC COM 50216C108 2987 465277 SH SOLE 465277 0 0 LTC PPTYS INC COM 502175102 20492 802971 SH SOLE 802971 0 0 LTX-CREDENCE CORP COM 502403108 8430 4033415 SH SOLE 4033415 0 0 LUBRIZOL CORP COM 549271104 203167 1917215 SH SOLE 1917215 0 0 LUBYS INC COM 549282101 2083 432142 SH SOLE 432142 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INC COM 55616P104 235277 10193976 SH SOLE 10193976 0 0 MADDEN STEVEN LTD COM 556269108 27984 681542 SH SOLE 681542 0 0 MADISON SQUARE GARDEN INC CL A 55826P100 29084 1379033 SH SOLE 1379033 0 0 MAG SILVER CORP COM 55903Q104 949 123583 SH SOLE 123583 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 37250 788535 SH SOLE 788535 0 0 MAGELLAN PETE CORP COM 559091301 2898 1533590 SH SOLE 1533590 0 0 MAGMA DESIGN AUTOMATION COM 559181102 7097 1918071 SH SOLE 1918071 0 0 MAGNA INTL INC COM 559222401 161775 1966635 SH SOLE 1966635 0 0 MAGNETEK INC COM 559424106 1171 887477 SH SOLE 887477 0 0 MAGNUM HUNTER RES CORP DEL COM 55973B102 2533 611894 SH SOLE 611894 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 13499 1773798 SH SOLE 1773798 0 0 MAIDENFORM BRANDS INC COM 560305104 17535 607803 SH SOLE 607803 0 0 MAIN STREET CAPITAL CORP COM 56035L104 2393 150626 SH SOLE 150626 0 0 MAINE & MARITIMES CORP COM 560377103 546 12155 SH SOLE 12155 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 5682 743670 SH SOLE 743670 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12251811 0 0 MASCO CORP COM 574599106 95411 8665814 SH SOLE 8665814 0 0 MASIMO CORP COM 574795100 38656 1415455 SH SOLE 1415455 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 3 3000 PRN SOLE 3000 0 0 MASSEY ENERGY COMPANY COM 576206106 77273 2491071 SH SOLE 2491071 0 0 MASTEC INC COM 576323109 13144 1273604 SH SOLE 1273604 0 0 MASTEC INC NOTE 4.000% 6/1 576323AG4 7337 7355000 PRN SOLE 7355000 0 0 MASTECH HOLDINGS INC COM 57633B100 184 61453 SH SOLE 61453 0 0 MASTERCARD INC CL A 57636Q104 525377 2345434 SH SOLE 2345434 0 0 MATRIX SVC CO COM 576853105 8604 982228 SH SOLE 982228 0 0 MATRIXX INITIATIVES INC COM 57685L105 654 128245 SH SOLE 128245 0 0 MATTEL INC COM 577081102 211264 9005283 SH SOLE 9005283 0 0 MATTHEWS INTL CORP CL A 577128101 28038 792937 SH SOLE 792937 0 0 MATTSON TECHNOLOGY INC COM 577223100 4324 1572472 SH SOLE 1572472 0 0 MAUI LD & PINEAPPLE INC COM 577345101 959 207171 SH SOLE 207171 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 116869 6313840 SH SOLE 6313840 0 0 MAXIMUS INC COM 577933104 26894 436725 SH SOLE 436725 0 0 MAXLINEAR INC CL A 57776J100 111 9854 SH SOLE 9854 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 9525 651954 SH SOLE 651954 0 0 MAXYGEN INC COM 577776107 4887 844008 SH SOLE 844008 0 0 MB FINANCIAL INC NEW COM 55264U108 20770 1280546 SH SOLE 1280546 0 0 MBIA INC COM 55262C100 33612 3344508 SH SOLE 3344508 0 0 MBT FINL CORP COM 578877102 35 19473 SH SOLE 19473 0 0 MCAFEE INC COM 579064106 195924 4145664 SH SOLE 4145664 0 0 MCCLATCHY CO CL A 579489105 6289 1600268 SH SOLE 1600268 0 0 MCCORMICK & CO INC COM NON VTG 579780206 134366 3196158 SH SOLE 3196158 0 0 MCCORMICK & SCHMICKS SEAFD R COM 579793100 2417 310704 SH SOLE 310704 0 0 MCDERMOTT INTL INC COM 580037109 85952 5815438 SH SOLE 5815438 0 0 MCDONALDS CORP COM 580135101 2002008 26868983 SH SOLE 26868983 0 0 MCG CAPITAL CORP COM 58047P107 5384 921987 SH SOLE 921987 0 0 MCGRATH RENTCORP COM 580589109 15049 628081 SH SOLE 628081 0 0 MCGRAW HILL COS INC COM 580645109 250765 7585149 SH SOLE 7585149 0 0 MCKESSON CORP COM 58155Q103 390923 6327658 SH SOLE 6327658 0 0 MCMORAN EXPLORATION CO COM 582411104 35971 2090124 SH SOLE 2090124 0 0 MDS INC COM 55269P302 4132 409155 SH SOLE 409155 0 0 MDU RES GROUP INC COM 552690109 84819 4251570 SH SOLE 4251570 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 554031 9735217 SH SOLE 9735217 0 0 MEADE INSTRUMENTS CORP COM NEW 583062203 8 2691 SH SOLE 2691 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 13517 1506953 SH SOLE 1506953 0 0 MEADWESTVACO CORP COM 583334107 212440 8713699 SH SOLE 8713699 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 7940 429630 SH SOLE 429630 0 0 MECHEL OAO SPONSORED ADR 583840103 24071 966715 SH SOLE 966715 0 0 MEDALLION FINL CORP COM 583928106 4830 619963 SH SOLE 619963 0 0 MEDASSETS INC COM 584045108 21722 1032416 SH SOLE 1032416 0 0 MEDCATH CORP COM 58404W109 5373 533602 SH SOLE 533602 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 814431 15644085 SH SOLE 15644085 0 0 MEDIA GEN INC CL A 584404107 3562 397548 SH SOLE 397548 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 7442 1122404 SH SOLE 1122404 0 0 MEDICAL ACTION INDS INC COM 58449L100 5409 597688 SH SOLE 597688 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 31994 3155219 SH SOLE 3155219 0 0 MEDICINES CO COM 584688105 24132 1699458 SH SOLE 1699458 0 0 MEDICINOVA INC COM NEW 58468P206 286 54596 SH SOLE 54596 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 105777 3567537 SH SOLE 3567537 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 5839 304125 SH SOLE 304125 0 0 MEDIFAST INC COM 58470H101 10948 403547 SH SOLE 403547 0 0 MEDIVATION INC COM 58501N101 11882 913975 SH SOLE 913975 0 0 MEDIWARE INFORMATION SYS INC COM 584946107 1553 147581 SH SOLE 147581 0 0 MEDNAX INC COM 58502B106 57683 1082242 SH SOLE 1082242 0 0 MEDQUIST INC COM 584949101 138 15796 SH SOLE 15796 0 0 MEDTOX SCIENTIFIC INC COM NEW 584977201 2019 173589 SH SOLE 173589 0 0 MEDTRONIC INC COM 585055106 870639 25927301 SH SOLE 25927301 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 132156 132321000 PRN SOLE 132321000 0 0 MELA SCIENCES INC COM 55277R100 4386 672732 SH SOLE 672732 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 2093 106553 SH SOLE 106553 0 0 MEMC ELECTR MATLS INC COM 552715104 67606 5671608 SH SOLE 5671608 0 0 MEMSIC INC COM 586264103 57 23794 SH SOLE 23794 0 0 MENS WEARHOUSE INC COM 587118100 28312 1190063 SH SOLE 1190063 0 0 MENTOR GRAPHICS CORP COM 587200106 36686 3470746 SH SOLE 3470746 0 0 MERCADOLIBRE INC COM 58733R102 454 6291 SH SOLE 6291 0 0 MERCER INS GROUP INC COM 587902107 2251 126487 SH SOLE 126487 0 0 MERCER INTL INC COM 588056101 2 400 SH SOLE 400 0 0 MERCHANTS BANCSHARES COM 588448100 3658 146691 SH SOLE 146691 0 0 MERCK & CO INC NEW COM 58933Y105 2777467 75454147 SH SOLE 75454147 0 0 MERCURY COMPUTER SYS COM 589378108 7956 661352 SH SOLE 661352 0 0 MERCURY GENL CORP NEW COM 589400100 26025 636782 SH SOLE 636782 0 0 MEREDITH CORP COM 589433101 30045 901977 SH SOLE 901977 0 0 MERGE HEALTHCARE INC COM 589499102 4178 1440857 SH SOLE 1440857 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 21668 990751 SH SOLE 990751 0 0 MERIDIAN INTERSTAT BANCORP I COM 58964Q104 158 14988 SH SOLE 14988 0 0 MERIT MED SYS INC COM 589889104 11741 738905 SH SOLE 738905 0 0 MERITAGE HOMES CORP COM 59001A102 15396 784686 SH SOLE 784686 0 0 MERU NETWORKS INC COM 59047Q103 121 7000 SH SOLE 7000 0 0 MET PRO CORP COM 590876306 4875 483178 SH SOLE 483178 0 0 METABOLIX INC COM 591018809 7694 611638 SH SOLE 611638 0 0 METALICO INC COM 591176102 4386 1145208 SH SOLE 1145208 0 0 METALS USA HLDGS CORP COM 59132A104 1388 106929 SH SOLE 106929 0 0 METHANEX CORP COM 59151K108 14241 581506 SH SOLE 581506 0 0 METHODE ELECTRS INC COM 591520200 9159 1008754 SH SOLE 1008754 0 0 METLIFE INC COM 59156R108 903555 23499473 SH SOLE 23499473 0 0 METRO BANCORP INC PA COM 59161R101 4344 418140 SH SOLE 418140 0 0 METROCORP BANCSHARES INC COM 591650106 192 70622 SH SOLE 70622 0 0 METROPCS COMMUNICATIONS INC COM 591708102 69872 6679878 SH SOLE 6679878 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 5805 1527671 SH SOLE 1527671 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 98886 794647 SH SOLE 794647 0 0 MF GLOBAL HLDGS LTD COM 55277J108 21667 3009360 SH SOLE 3009360 0 0 MFA FINANCIAL INC COM 55272X102 57134 7488050 SH SOLE 7488050 0 0 MGE ENERGY INC COM 55277P104 24962 630522 SH SOLE 630522 0 0 MGIC INVT CORP WIS COM 552848103 44130 4781106 SH SOLE 4781106 0 0 MGM RESORTS INTERNATIONAL COM 552953101 65493 5806140 SH SOLE 5806140 0 0 MGP INGREDIENTS INC COM 55302G103 2071 263772 SH SOLE 263772 0 0 MICREL INC COM 594793101 20666 2095919 SH SOLE 2095919 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 138591 4406700 SH SOLE 4406700 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 14398 12827000 PRN SOLE 12827000 0 0 MICROFINANCIAL INC COM 595072109 513 131575 SH SOLE 131575 0 0 MICROMET INC COM 59509C105 12075 1796834 SH SOLE 1796834 0 0 MICRON TECHNOLOGY INC COM 595112103 170536 23652637 SH SOLE 23652637 0 0 MICRONETICS INC DEL COM 595125105 764 147001 SH SOLE 147001 0 0 MICROS SYS INC COM 594901100 94965 2243439 SH SOLE 2243439 0 0 MICROSEMI CORP COM 595137100 34143 1993983 SH SOLE 1993983 0 0 MICROSOFT CORP COM 594918104 5042708 205908848 SH SOLE 205908848 0 0 MICROSTRATEGY INC CL A NEW 594972408 20351 234970 SH SOLE 234970 0 0 MICROTUNE INC DEL COM 59514P109 2274 783987 SH SOLE 783987 0 0 MICROVISION INC DEL COM 594960106 5393 2462689 SH SOLE 2462689 0 0 MID-AMER APT CMNTYS INC COM 59522J103 54413 933653 SH SOLE 933653 0 0 MIDAS GROUP INC COM 595626102 3142 412902 SH SOLE 412902 0 0 MIDDLEBY CORP COM 596278101 28255 445736 SH SOLE 445736 0 0 MIDDLESEX WATER CO COM 596680108 9155 543623 SH SOLE 543623 0 0 MIDSOUTH BANCORP INC COM 598039105 279 19750 SH SOLE 19750 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 376 25646 SH SOLE 25646 0 0 MILLER HERMAN INC COM 600544100 29778 1513117 SH SOLE 1513117 0 0 MILLER INDS INC TENN COM NEW 600551204 4462 329772 SH SOLE 329772 0 0 MILLER PETE INC COM 600577100 991 183917 SH SOLE 183917 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 13670 142471 SH SOLE 142471 0 0 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 6193 797064 SH SOLE 797064 0 0 MINE SAFETY APPLIANCES CO COM 602720104 20419 753457 SH SOLE 753457 0 0 MINEFINDERS LTD COM 602900102 3917 399314 SH SOLE 399314 0 0 MINERALS TECHNOLOGIES INC COM 603158106 44009 746934 SH SOLE 746934 0 0 MIPS TECHNOLOGIES INC COM 604567107 14357 1474007 SH SOLE 1474007 0 0 MIRANT CORP NEW COM 60467R100 37608 3775928 SH SOLE 3775928 0 0 MISSION WEST PPTYS INC COM 605203108 7861 1159499 SH SOLE 1159499 0 0 MISTRAS GROUP INC COM 60649T107 1556 134364 SH SOLE 134364 0 0 MITCHAM INDS INC COM 606501104 22 2930 SH SOLE 2930 0 0 MITEL NETWORKS CORP COM 60671Q104 101 16500 SH SOLE 16500 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 135 29110 SH SOLE 29110 0 0 MITSUI & CO LTD ADR 606827202 52 174 SH SOLE 174 0 0 MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 47 16514 SH SOLE 16514 0 0 MKS INSTRUMENT INC COM 55306N104 21230 1180780 SH SOLE 1180780 0 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COM 60935Y109 5282 2164813 SH SOLE 2164813 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 11181 1429743 SH SOLE 1429743 0 0 MONOLITHIC PWR SYS INC COM 609839105 14143 866088 SH SOLE 866088 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 5623 614497 SH SOLE 614497 0 0 MONRO MUFFLER BRAKE INC COM 610236101 22429 486428 SH SOLE 486428 0 0 MONSANTO CO NEW COM 61166W101 617118 12875411 SH SOLE 12875411 0 0 MONSTER WORLDWIDE INC COM 611742107 39474 3045801 SH SOLE 3045801 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 39479 2279405 SH SOLE 2279405 0 0 MOODYS CORP COM 615369105 121346 4857710 SH SOLE 4857710 0 0 MOOG INC CL A 615394202 36906 1039308 SH SOLE 1039308 0 0 MORGAN STANLEY COM NEW 617446448 902147 36553752 SH SOLE 36553752 0 0 MORGANS HOTEL GROUP CO COM 61748W108 2101 286970 SH SOLE 286970 0 0 MORNINGSTAR INC COM 617700109 20519 460490 SH SOLE 460490 0 0 MOSAIC CO COM 61945A107 187332 3188093 SH SOLE 3188093 0 0 MOSYS INC COM 619718109 4351 891540 SH SOLE 891540 0 0 MOTOROLA INC COM 620076109 514378 60302281 SH SOLE 60302281 0 0 MOTRICITY INC COM 620107102 7 559 SH SOLE 559 0 0 MOVADO GROUP INC COM 624580106 4765 437923 SH SOLE 437923 0 0 MOVE INC COM COM 62458M108 9580 4295975 SH SOLE 4295975 0 0 MPG OFFICE TR INC COM 553274101 4152 1660721 SH SOLE 1660721 0 0 MSC INDL DIRECT INC CL A 553530106 63188 1169281 SH SOLE 1169281 0 0 MSCI INC CL A 55354G100 86858 2615411 SH SOLE 2615411 0 0 MTR GAMING GROUP INC COM 553769100 916 529518 SH SOLE 529518 0 0 MTS SYS CORP COM 553777103 13563 437504 SH SOLE 437504 0 0 MUELLER INDS INC COM 624756102 27693 1045400 SH SOLE 1045400 0 0 MUELLER WTR PRODS INC COM SER A 624758108 11830 3917104 SH SOLE 3917104 0 0 MULTI COLOR CORP COM 625383104 3754 243758 SH SOLE 243758 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 5478 249114 SH SOLE 249114 0 0 MULTIMEDIA GAMES INC COM 625453105 3715 1004134 SH SOLE 1004134 0 0 MURPHY OIL CORP COM 626717102 287852 4648779 SH SOLE 4648779 0 0 MUTUALFIRST FINL INC COM 62845B104 94 12271 SH SOLE 12271 0 0 MVC CAPITAL INC COM 553829102 3767 290417 SH SOLE 290417 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 17045 295304 SH SOLE 295304 0 0 MYERS INDS INC COM 628464109 8096 942495 SH SOLE 942495 0 0 MYLAN INC COM 628530107 138356 7355450 SH SOLE 7355450 0 0 MYR GROUP INC DEL COM 55405W104 8703 531005 SH SOLE 531005 0 0 MYREXIS INC COM 62856H107 2532 655991 SH SOLE 655991 0 0 MYRIAD GENETICS INC COM 62855J104 39073 2381057 SH SOLE 2381057 0 0 NABI BIOPHARMACEUTICALS COM 629519109 8507 1772336 SH SOLE 1772336 0 0 NABORS INDUSTRIES LTD SHS G6359F103 124820 6911382 SH SOLE 6911382 0 0 NACCO INDS INC CL A 629579103 13395 153273 SH SOLE 153273 0 0 NALCO HOLDING COMPANY COM 62985Q101 68149 2703248 SH SOLE 2703248 0 0 NAM TAI ELECTRS INC COM PAR $0.02 629865205 16 3516 SH SOLE 3516 0 0 NANOMETRICS INC COM 630077105 8079 536779 SH SOLE 536779 0 0 NANOPHASE TCHNOLOGIES CORP COM 630079101 381 373967 SH SOLE 373967 0 0 NANOSPHERE INC COM 63009F105 116 23160 SH SOLE 23160 0 0 NAPCO SEC TECHNOLOGIES INC COM 630402105 615 315308 SH SOLE 315308 0 0 NARA BANCORP INC COM 63080P105 7281 1032798 SH SOLE 1032798 0 0 NASB FINL INC COM 628968109 1687 101926 SH SOLE 101926 0 0 NASDAQ OMX GROUP INC COM 631103108 183162 9426767 SH SOLE 9426767 0 0 NASH FINCH CO COM 631158102 15301 359686 SH SOLE 359686 0 0 NASH FINCH CO NOTE 1.631% 3/1 631158AD4 1657 3347000 PRN SOLE 3347000 0 0 NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 28 4217 SH SOLE 4217 0 0 NATIONAL BANKSHARES INC VA COM 634865109 3692 143108 SH SOLE 143108 0 0 NATIONAL BEVERAGE CORP COM 635017106 6041 431509 SH SOLE 431509 0 0 NATIONAL BK GREECE S A SPONSORED ADR 633643408 372 163956 SH SOLE 163956 0 0 NATIONAL CINEMEDIA INC COM 635309107 20589 1150233 SH SOLE 1150233 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 14434 1139259 SH SOLE 1139259 0 0 NATIONAL FUEL GAS CO N J COM 636180101 85852 1657049 SH SOLE 1657049 0 0 NATIONAL GRID PLC SPON ADR NEW 636274300 79 1840 SH SOLE 1840 0 0 NATIONAL HEALTH INVS INC COM 63633D104 32200 730827 SH SOLE 730827 0 0 NATIONAL HEALTHCARE CORP PFD CONV SER A 635906209 1297 95388 SH SOLE 95388 0 0 NATIONAL HEALTHCARE CORP COM 635906100 8930 240890 SH SOLE 240890 0 0 NATIONAL INSTRS CORP COM 636518102 49067 1502361 SH SOLE 1502361 0 0 NATIONAL INTERSTATE CORP COM 63654U100 2397 110107 SH SOLE 110107 0 0 NATIONAL OILWELL VARCO INC COM 637071101 514270 11564426 SH SOLE 11564426 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 19944 3191106 SH SOLE 3191106 0 0 NATIONAL PRESTO INDS INC COM 637215104 13241 124361 SH SOLE 124361 0 0 NATIONAL RESEARCH CORP COM 637372103 5 200 SH SOLE 200 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 63858 2543140 SH SOLE 2543140 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 76038 5954416 SH SOLE 5954416 0 0 NATIONAL TECHNICAL SYS INC COM 638104109 56 7383 SH SOLE 7383 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 9226 65580 SH SOLE 65580 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 139954 3619182 SH SOLE 3619182 0 0 NATURAL GAS SERVICES GROUP COM 63886Q109 5350 362226 SH SOLE 362226 0 0 NATURES SUNSHINE PRODUCTS IN COM 639027101 98 10932 SH SOLE 10932 0 0 NATUS MEDICAL INC DEL COM 639050103 11612 796436 SH SOLE 796436 0 0 NAUGATUCK VY FINL CORP COM 639067107 358 67750 SH SOLE 67750 0 0 NAUTILUS INC COM 63910B102 807 606822 SH SOLE 606822 0 0 NAVARRE CORP COM 639208107 2422 931730 SH SOLE 931730 0 0 NAVIGANT CONSULTING INC COM 63935N107 18524 1592815 SH SOLE 1592815 0 0 NAVIGATORS GROUP INC COM 638904102 15465 346524 SH SOLE 346524 0 0 NAVISITE INC COM NEW 63935M208 1688 505419 SH SOLE 505419 0 0 NAVISTAR INTL CORP NEW COM 63934E108 91063 2086697 SH SOLE 2086697 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 3902 3472000 PRN SOLE 3472000 0 0 NBT BANCORP INC COM 628778102 21195 960366 SH SOLE 960366 0 0 NBTY INC COM 628782104 77131 1402893 SH SOLE 1402893 0 0 NCI BUILDING SYS INC COM NEW 628852204 1942 203819 SH SOLE 203819 0 0 NCI INC CL A 62886K104 4080 215639 SH SOLE 215639 0 0 NCR CORP NEW COM 62886E108 50307 3690910 SH SOLE 3690910 0 0 NEENAH PAPER INC COM 640079109 5996 394456 SH SOLE 394456 0 0 NEKTAR THERAPEUTICS COM 640268108 35956 2434418 SH SOLE 2434418 0 0 NEKTAR THERAPEUTICS NOTE 3.250% 9/2 640268AH1 4274 4200000 PRN SOLE 4200000 0 0 NELNET INC CL A 64031N108 17353 758441 SH SOLE 758441 0 0 NEOGEN CORP COM 640491106 20514 606019 SH SOLE 606019 0 0 NEOSTEM INC COM NEW 640650305 74 36263 SH SOLE 36263 0 0 NESS TECHNOLOGIES INC COM 64104X108 1057 234852 SH SOLE 234852 0 0 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 54 4136 SH SOLE 4136 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1215 105107 SH SOLE 105107 0 0 NETAPP INC COM 64110D104 469903 9437705 SH SOLE 9437705 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 51215 31493000 PRN SOLE 31493000 0 0 NETEZZA CORP COM 64111N101 32066 1189830 SH SOLE 1189830 0 0 NETFLIX INC COM 64110L106 178832 1102809 SH SOLE 1102809 0 0 NETGEAR INC COM 64111Q104 23213 859418 SH SOLE 859418 0 0 NETLIST INC COM 64118P109 64 21372 SH SOLE 21372 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 40016 1450917 SH SOLE 1450917 0 0 NETSCOUT SYS INC COM 64115T104 16667 812605 SH SOLE 812605 0 0 NETSOL TECHNOLOGIES INC COM NEW 64115A204 1628 1010960 SH SOLE 1010960 0 0 NETSUITE INC COM 64118Q107 12765 541591 SH SOLE 541591 0 0 NETWORK ENGINES INC COM 64121A107 1644 1125974 SH SOLE 1125974 0 0 NETWORK EQUIP TECHNOLOGIES COM 641208103 2783 806556 SH SOLE 806556 0 0 NEURALSTEM INC COM 64127R302 1201 476420 SH SOLE 476420 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 8601 1419285 SH SOLE 1419285 0 0 NEUROGESX INC COM 641252101 356 51456 SH SOLE 51456 0 0 NEUROMETRIX INC COM 641255104 248 412706 SH SOLE 412706 0 0 NEUSTAR INC CL A 64126X201 40855 1643419 SH SOLE 1643419 0 0 NEUTRAL TANDEM INC COM 64128B108 12754 1067314 SH SOLE 1067314 0 0 NEVSUN RES LTD COM 64156L101 5570 1136778 SH SOLE 1136778 0 0 NEW FRONTIER MEDIA INC COM 644398109 1061 603030 SH SOLE 603030 0 0 NEW GOLD INC CDA COM 644535106 15292 2279029 SH SOLE 2279029 0 0 NEW JERSEY RES COM 646025106 37446 954777 SH SOLE 954777 0 0 NEW YORK & CO INC COM 649295102 1197 465810 SH SOLE 465810 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 160276 9863132 SH SOLE 9863132 0 0 NEW YORK TIMES CO CL A 650111107 23882 3085487 SH SOLE 3085487 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 43308 3431660 SH SOLE 3431660 0 0 NEWBRIDGE BANCORP COM 65080T102 827 231531 SH SOLE 231531 0 0 NEWCASTLE INVT CORP COM 65105M108 20 6500 SH SOLE 6500 0 0 NEWELL RUBBERMAID INC COM 651229106 119672 6719353 SH SOLE 6719353 0 0 NEWFIELD EXPL CO COM 651290108 190934 3324060 SH SOLE 3324060 0 0 NEWMARKET CORP COM 651587107 31848 280154 SH SOLE 280154 0 0 NEWMONT MINING CORP COM 651639106 757900 12066552 SH SOLE 12066552 0 0 NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 360 253000 PRN SOLE 253000 0 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 4868 3300000 PRN SOLE 3300000 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 19608 2334227 SH SOLE 2334227 0 0 NEWPORT CORP COM 651824104 15212 1341429 SH SOLE 1341429 0 0 NEWS CORP CL A 65248E104 806655 61765323 SH SOLE 61765323 0 0 NEWS CORP CL B 65248E203 5257 349064 SH SOLE 349064 0 0 NEWSTAR FINANCIAL INC COM 65251F105 2370 319804 SH SOLE 319804 0 0 NEWTEK BUSINESS SVCS INC COM 652526104 180 130561 SH SOLE 130561 0 0 NEXEN INC COM 65334H102 108542 5400111 SH SOLE 5400111 0 0 NEXSTAR BROADCASTING GROUP I CL A 65336K103 1741 338044 SH SOLE 338044 0 0 NEXTERA ENERGY INC COM 65339F101 554119 10187880 SH SOLE 10187880 0 0 NGAS RESOURCES INC COM 62912T103 189 222431 SH SOLE 222431 0 0 NGP CAP RES CO COM 62912R107 4705 519305 SH SOLE 519305 0 0 NIC INC COM 62914B100 11711 1412692 SH SOLE 1412692 0 0 NICE SYS LTD SPONSORED ADR 653656108 18 561 SH SOLE 561 0 0 NICOR INC COM 654086107 54573 1191039 SH SOLE 1191039 0 0 NIDEC CORP SPONSORED ADR 654090109 13 580 SH SOLE 580 0 0 NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 490 76800 SH SOLE 76800 0 0 NII HLDGS INC CL B NEW 62913F201 153257 3728884 SH SOLE 3728884 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 20589 21226000 PRN SOLE 21226000 0 0 NIKE INC CL B 654106103 987793 12325848 SH SOLE 12325848 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 41 1884 SH SOLE 1884 0 0 NISOURCE INC COM 65473P105 147672 8486921 SH SOLE 8486921 0 0 NL INDS INC COM NEW 629156407 1365 150385 SH SOLE 150385 0 0 NMT MED INC COM 629294109 168 413285 SH SOLE 413285 0 0 NN INC COM 629337106 3514 425901 SH SOLE 425901 0 0 NOBEL LEARNING CMNTYS INC COM 654889104 505 73075 SH SOLE 73075 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 92370 2733645 SH SOLE 2733645 0 0 NOBLE ENERGY INC COM 655044105 352912 4699855 SH SOLE 4699855 0 0 NOKIA CORP SPONSORED ADR 654902204 500 49840 SH SOLE 49840 0 0 NOMURA HLDGS INC SPONSORED ADR 65535H208 61 12720 SH SOLE 12720 0 0 NORANDA ALUM HLDG CORP COM 65542W107 270 32894 SH SOLE 32894 0 0 NORDIC AMERICAN TANKER SHIPP COM G65773106 12574 469897 SH SOLE 469897 0 0 NORDSON CORP COM 655663102 62317 845670 SH SOLE 845670 0 0 NORDSTROM INC COM 655664100 149264 4012469 SH SOLE 4012469 0 0 NORFOLK SOUTHERN CORP COM 655844108 566950 9526972 SH SOLE 9526972 0 0 NORTH AMERN PALLADIUM LTD COM 656912102 1220 294798 SH SOLE 294798 0 0 NORTH VALLEY BANCORP COM 66304M105 198 121270 SH SOLE 121270 0 0 NORTHEAST UTILS COM 664397106 127883 4324755 SH SOLE 4324755 0 0 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 1400 164473 SH SOLE 164473 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 19309 1139819 SH SOLE 1139819 0 0 NORTHERN STS FINL CORP COM 665751103 31 19906 SH SOLE 19906 0 0 NORTHERN TR CORP COM 665859104 284317 5893796 SH SOLE 5893796 0 0 NORTHFIELD BANCORP INC NEW COM 66611L105 4484 414444 SH SOLE 414444 0 0 NORTHGATE MINERALS CORP COM 666416102 7180 2369713 SH SOLE 2369713 0 0 NORTHRIM BANCORP INC COM 666762109 3933 236942 SH SOLE 236942 0 0 NORTHROP GRUMMAN CORP COM 666807102 596408 9836846 SH SOLE 9836846 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 8840 2363705 SH SOLE 2363705 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 19940 1783578 SH SOLE 1783578 0 0 NORTHWEST NAT GAS CO COM 667655104 29500 621708 SH SOLE 621708 0 0 NORTHWEST PIPE CO COM 667746101 5582 318956 SH SOLE 318956 0 0 NORTHWESTERN CORP COM NEW 668074305 23499 824516 SH SOLE 824516 0 0 NORWOOD FINANCIAL CORP COM 669549107 307 10956 SH SOLE 10956 0 0 NOVAGOLD RES INC COM NEW 66987E206 8250 943932 SH SOLE 943932 0 0 NOVAGOLD RES INC NOTE 5.500% 5/0 66987EAA5 7574 6703000 PRN SOLE 6703000 0 0 NOVAMED INC DEL COM NEW 66986W207 2060 213503 SH SOLE 213503 0 0 NOVARTIS A G SPONSORED ADR 66987V109 792 13731 SH SOLE 13731 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 6457 819475 SH SOLE 819475 0 0 NOVAVAX INC COM 670002104 5057 2308916 SH SOLE 2308916 0 0 NOVELL INC COM 670006105 51816 8679315 SH SOLE 8679315 0 0 NOVELLUS SYS INC COM 670008101 59257 2229366 SH SOLE 2229366 0 0 NOVO-NORDISK A S ADR 670100205 67 683 SH SOLE 683 0 0 NPS PHARMACEUTICALS INC COM 62936P103 12832 1876033 SH SOLE 1876033 0 0 NRG ENERGY INC COM NEW 629377508 183437 8810594 SH SOLE 8810594 0 0 NSTAR COM 67019E107 95954 2438486 SH SOLE 2438486 0 0 NTELOS HLDGS CORP COM 67020Q107 11984 708271 SH SOLE 708271 0 0 NTN BUZZTIME INC COM NEW 629410309 60 151215 SH SOLE 151215 0 0 NTT DOCOMO INC SPONS ADR 62942M201 38 2300 SH SOLE 2300 0 0 NU HORIZONS ELECTRS CORP COM 669908105 3378 485993 SH SOLE 485993 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 34957 1213790 SH SOLE 1213790 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 81155 5188957 SH SOLE 5188957 0 0 NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 6174 5684000 PRN SOLE 5684000 0 0 NUCOR CORP COM 670346105 286188 7491828 SH SOLE 7491828 0 0 NUMEREX CORP PA CL A 67053A102 508 86063 SH SOLE 86063 0 0 NUPATHE INC COM 67059M100 3 378 SH SOLE 378 0 0 NUTRACEUTICAL INTL CORP COM 67060Y101 4177 266207 SH SOLE 266207 0 0 NUTRI SYS INC NEW COM 67069D108 14782 768283 SH SOLE 768283 0 0 NUVASIVE INC COM 670704105 34804 990446 SH SOLE 990446 0 0 NV ENERGY INC COM 67073Y106 87948 6688031 SH SOLE 6688031 0 0 NVE CORP COM NEW 629445206 7027 163307 SH SOLE 163307 0 0 NVIDIA CORP COM 67066G104 185013 15837447 SH SOLE 15837447 0 0 NVR INC COM 62944T105 221629 342268 SH SOLE 342268 0 0 NXSTAGE MEDICAL INC COM 67072V103 10967 574170 SH SOLE 574170 0 0 NYMAGIC INC COM 629484106 3409 132804 SH SOLE 132804 0 0 NYMOX PHARMACEUTICAL CORP COM 67076P102 77 21483 SH SOLE 21483 0 0 NYSE EURONEXT COM 629491101 179812 6293738 SH SOLE 6293738 0 0 O CHARLEYS INC COM 670823103 5164 718209 SH SOLE 718209 0 0 O REILLY AUTOMOTIVE INC COM 686091109 175154 3292367 SH SOLE 3292367 0 0 OASIS PETE INC NEW COM 674215108 7478 386060 SH SOLE 386060 0 0 OBAGI MEDICAL PRODUCTS INC COM 67423R108 4837 460640 SH SOLE 460640 0 0 OCCAM NETWORKS INC COM NEW 67457P309 623 79604 SH SOLE 79604 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1537119 19631145 SH SOLE 19631145 0 0 OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 42 8207 SH SOLE 8207 0 0 OCEANEERING INTL INC COM 675232102 72395 1344138 SH SOLE 1344138 0 0 OCEANFIRST FINL CORP COM 675234108 6961 567348 SH SOLE 567348 0 0 OCLARO INC COM NEW 67555N206 19915 1243927 SH SOLE 1243927 0 0 OCWEN FINL CORP COM NEW 675746309 21451 2115505 SH SOLE 2115505 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 2765 1511033 SH SOLE 1511033 0 0 OFFICE DEPOT INC COM 676220106 30953 6728963 SH SOLE 6728963 0 0 OFFICEMAX INC DEL COM 67622P101 26526 2026470 SH SOLE 2026470 0 0 OGE ENERGY CORP COM 670837103 88197 2212110 SH SOLE 2212110 0 0 OHIO VY BANC CORP COM 677719106 586 30200 SH SOLE 30200 0 0 OIL DRI CORP AMER COM 677864100 197 9180 SH SOLE 9180 0 0 OIL STS INTL INC COM 678026105 50485 1084540 SH SOLE 1084540 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 772 500000 PRN SOLE 500000 0 0 OILSANDS QUEST INC COM 678046103 14 26076 SH SOLE 26076 0 0 OLD DOMINION FGHT LINES INC COM 679580100 27415 1078497 SH SOLE 1078497 0 0 OLD NATL BANCORP IND COM 680033107 22072 2102111 SH SOLE 2102111 0 0 OLD POINT FINL CORP COM 680194107 89 7548 SH SOLE 7548 0 0 OLD REP INTL CORP COM 680223104 77233 5576382 SH SOLE 5576382 0 0 OLD SECOND BANCORP INC ILL COM 680277100 607 437035 SH SOLE 437035 0 0 OLIN CORP COM PAR $1 680665205 38213 1895465 SH SOLE 1895465 0 0 OLYMPIC STEEL INC COM 68162K106 9019 392307 SH SOLE 392307 0 0 OM GROUP INC COM 670872100 24722 820774 SH SOLE 820774 0 0 OMEGA FLEX INC COM 682095104 150 10513 SH SOLE 10513 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 65290 2908253 SH SOLE 2908253 0 0 OMEGA PROTEIN CORP COM 68210P107 1069 186811 SH SOLE 186811 0 0 OMEROS CORP COM 682143102 920 126147 SH SOLE 126147 0 0 OMNI ENERGY SERVICES COM NEW 68210T208 2480 908554 SH SOLE 908554 0 0 OMNIAMERICAN BANCORP INC COM 68216R107 675 59863 SH SOLE 59863 0 0 OMNICARE INC COM 681904108 101190 4237457 SH SOLE 4237457 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 20604 23958000 PRN SOLE 23958000 0 0 OMNICELL INC COM 68213N109 14124 1079794 SH SOLE 1079794 0 0 OMNICOM GROUP INC COM 681919106 288802 7315153 SH SOLE 7315153 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 31470 1365879 SH SOLE 1365879 0 0 OMNOVA SOLUTIONS INC COM 682129101 9557 1329255 SH SOLE 1329255 0 0 ON ASSIGNMENT INC COM 682159108 6609 1258926 SH SOLE 1258926 0 0 ON SEMICONDUCTOR CORP COM 682189105 65296 9056243 SH SOLE 9056243 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 13157 13043000 PRN SOLE 13043000 0 0 ONCOGENEX PHARMACEUTICALS IN COM 68230A106 1672 112623 SH SOLE 112623 0 0 ONE LIBERTY PPTYS INC COM 682406103 7185 451615 SH SOLE 451615 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 7373 515924 SH SOLE 515924 0 0 ONEIDA FINL CORP MD COM 682479100 347 45952 SH SOLE 45952 0 0 ONEOK INC NEW COM 682680103 233062 5174558 SH SOLE 5174558 0 0 ONLINE RES CORP COM 68273G101 3515 791707 SH SOLE 791707 0 0 ONVIA INC COM NEW 68338T403 0 104 SH SOLE 104 0 0 ONYX PHARMACEUTICALS INC COM 683399109 39478 1496510 SH SOLE 1496510 0 0 ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 6323 6184000 PRN SOLE 6184000 0 0 OPEN TEXT CORP COM 683715106 34518 733798 SH SOLE 733798 0 0 OPENTABLE INC COM 68372A104 26099 383365 SH SOLE 383365 0 0 OPENWAVE SYS INC COM NEW 683718308 4120 2423426 SH SOLE 2423426 0 0 OPKO HEALTH INC COM 68375N103 5491 2451460 SH SOLE 2451460 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 10828 546983 SH SOLE 546983 0 0 OPNET TECHNOLOGIES INC COM 683757108 6985 384852 SH SOLE 384852 0 0 OPNEXT INC COM 68375V105 174 110725 SH SOLE 110725 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 3108 111198 SH SOLE 111198 0 0 OPTELECOM NKF INC COM PAR $0.03 683818207 272 176575 SH SOLE 176575 0 0 OPTICAL CABLE CORP COM NEW 683827208 8 2699 SH SOLE 2699 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 8285 903523 SH SOLE 903523 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 16807 1094233 SH SOLE 1094233 0 0 ORACLE CORP COM 68389X105 2564148 95498998 SH SOLE 95498998 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 5636 1391652 SH SOLE 1391652 0 0 ORBCOMM INC COM 68555P100 72 31550 SH SOLE 31550 0 0 ORBIT INTL CORP COM NEW 685559304 415 121924 SH SOLE 121924 0 0 ORBITAL SCIENCES CORP COM 685564106 21673 1416565 SH SOLE 1416565 0 0 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 2712 2743000 PRN SOLE 2743000 0 0 ORBITZ WORLDWIDE INC COM 68557K109 2983 473460 SH SOLE 473460 0 0 ORBOTECH LTD ORD M75253100 127 12692 SH SOLE 12692 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 6182 1042548 SH SOLE 1042548 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 27443 2461299 SH SOLE 2461299 0 0 ORIENTAL FINL GROUP INC COM 68618W100 13452 1011450 SH SOLE 1011450 0 0 ORION ENERGY SYSTEMS INC COM 686275108 75 23693 SH SOLE 23693 0 0 ORION MARINE GROUP INC COM 68628V308 9036 728141 SH SOLE 728141 0 0 ORITANI FINL CORP DEL COM 68633D103 9381 939961 SH SOLE 939961 0 0 ORIX CORP SPONSORED ADR 686330101 23 598 SH SOLE 598 0 0 ORMAT TECHNOLOGIES INC COM 686688102 16963 581523 SH SOLE 581523 0 0 ORRSTOWN FINL SVCS INC COM 687380105 4492 193944 SH SOLE 193944 0 0 ORTHOFIX INTL N V COM N6748L102 13836 440357 SH SOLE 440357 0 0 ORTHOVITA INC COM 68750U102 5478 2413002 SH SOLE 2413002 0 0 OSHKOSH CORP COM 688239201 79868 2904274 SH SOLE 2904274 0 0 OSI SYSTEMS INC COM 671044105 15597 429442 SH SOLE 429442 0 0 OSIRIS THERAPEUTICS INC NEW COM 68827R108 2582 354667 SH SOLE 354667 0 0 OSTEOTECH INC COM 688582105 3628 561663 SH SOLE 561663 0 0 OTIX GLOBAL INC COM NEW 68906N200 777 75225 SH SOLE 75225 0 0 OTTER TAIL CORP COM 689648103 17135 840350 SH SOLE 840350 0 0 OUTDOOR CHANNEL HLDGS INC COM NEW 690027206 1511 273273 SH SOLE 273273 0 0 OVERLAND STORAGE INC COM NEW 690310206 166 108064 SH SOLE 108064 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 23969 698411 SH SOLE 698411 0 0 OVERSTOCK COM INC DEL COM 690370101 6486 412619 SH SOLE 412619 0 0 OWENS & MINOR INC NEW COM 690732102 49473 1738336 SH SOLE 1738336 0 0 OWENS CORNING NEW COM 690742101 64813 2528805 SH SOLE 2528805 0 0 OWENS ILL INC COM NEW 690768403 115352 4110907 SH SOLE 4110907 0 0 OXFORD INDS INC COM 691497309 8189 344385 SH SOLE 344385 0 0 OXIGENE INC COM 691828107 22 82661 SH SOLE 82661 0 0 OYO GEOSPACE CORP COM 671074102 7199 124377 SH SOLE 124377 0 0 P A M TRANSN SVCS INC COM 693149106 2085 165708 SH SOLE 165708 0 0 P C CONNECTION COM 69318J100 1874 274426 SH SOLE 274426 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 25012 541383 SH SOLE 541383 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 782 18947 SH SOLE 18947 0 0 PAB BANKSHARES INC COM 69313P101 10 12317 SH SOLE 12317 0 0 PACCAR INC COM 693718108 419216 8706460 SH SOLE 8706460 0 0 PACER INTL INC TENN COM 69373H106 10215 1691208 SH SOLE 1691208 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 245 302764 SH SOLE 302764 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 4735 523182 SH SOLE 523182 0 0 PACIFIC ETHANOL INC COM 69423U107 1431 1604707 SH SOLE 1604707 0 0 PACIFIC MERCANTILE BANCORP COM 694552100 451 149434 SH SOLE 149434 0 0 PACIFIC OFFICE PPTYS TR INC COM 694714106 124 25213 SH SOLE 25213 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 9066 1733530 SH SOLE 1733530 0 0 PACKAGING CORP AMER COM 695156109 59837 2582533 SH SOLE 2582533 0 0 PACTIV CORP COM 695257105 107708 3265846 SH SOLE 3265846 0 0 PACWEST BANCORP DEL COM 695263103 15750 826328 SH SOLE 826328 0 0 PAETEC HOLDING CORP COM 695459107 13930 3389361 SH SOLE 3389361 0 0 PAIN THERAPEUTICS INC COM 69562K100 7104 1149575 SH SOLE 1149575 0 0 PALATIN TECHNOLOGIES INC COM NEW 696077304 17 93444 SH SOLE 93444 0 0 PALL CORP COM 696429307 129773 3116540 SH SOLE 3116540 0 0 PALM HARBOR HOMES COM 696639103 614 393336 SH SOLE 393336 0 0 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 5797 561149 SH SOLE 561149 0 0 PAN AMERICAN SILVER CORP COM 697900108 34938 1180726 SH SOLE 1180726 0 0 PANASONIC CORP ADR 69832A205 71 5225 SH SOLE 5225 0 0 PANERA BREAD CO CL A 69840W108 71045 801768 SH SOLE 801768 0 0 PANHANDLE OIL AND GAS INC CL A 698477106 7594 307594 SH SOLE 307594 0 0 PANTRY INC COM 698657103 16822 697722 SH SOLE 697722 0 0 PAPA JOHNS INTL INC COM 698813102 14336 544078 SH SOLE 544078 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 32930 1132394 SH SOLE 1132394 0 0 PAR TECHNOLOGY CORP COM 698884103 1451 235972 SH SOLE 235972 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 65336 3343712 SH SOLE 3343712 0 0 PAREXEL INTL CORP COM 699462107 34934 1510312 SH SOLE 1510312 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 13208 501459 SH SOLE 501459 0 0 PARK NATL CORP COM 700658107 19883 310485 SH SOLE 310485 0 0 PARK OHIO HLDGS CORP COM 700666100 249 18704 SH SOLE 18704 0 0 PARKER DRILLING CO COM 701081101 13107 3013199 SH SOLE 3013199 0 0 PARKER HANNIFIN CORP COM 701094104 275994 3939401 SH SOLE 3939401 0 0 PARKERVISION INC COM 701354102 25 34888 SH SOLE 34888 0 0 PARKVALE FINL CORP COM 701492100 447 71652 SH SOLE 71652 0 0 PARKWAY PPTYS INC COM 70159Q104 11565 781413 SH SOLE 781413 0 0 PARLUX FRAGRANCES INC COM 701645103 91 40775 SH SOLE 40775 0 0 PARTNER COMMUNICATIONS CO LT ADR 70211M109 582 31886 SH SOLE 31886 0 0 PARTNERRE LTD COM G6852T105 140492 1752202 SH SOLE 1752202 0 0 PATNI COMPUTER SYS SPONS ADR 703248203 87 4733 SH SOLE 4733 0 0 PATRIOT COAL CORP COM 70336T104 25174 2206334 SH SOLE 2206334 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RESMED INC COM 761152107 115852 3530995 SH SOLE 3530995 0 0 RESOLUTE ENERGY CORP COM 76116A108 4728 427503 SH SOLE 427503 0 0 RESOURCE AMERICA INC CL A 761195205 1961 345161 SH SOLE 345161 0 0 RESOURCE CAP CORP COM 76120W302 2717 427927 SH SOLE 427927 0 0 RESOURCES CONNECTION INC COM 76122Q105 16300 1184610 SH SOLE 1184610 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 6248 652892 SH SOLE 652892 0 0 RETAIL VENTURES INC COM 76128Y102 5328 495188 SH SOLE 495188 0 0 RETALIX LTD ORD M8215W109 601 49385 SH SOLE 49385 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 23 14646 SH SOLE 14646 0 0 REVLON INC CL A NEW 761525609 4058 321520 SH SOLE 321520 0 0 REWARDS NETWORK INC COM NEW 761557206 2319 161624 SH SOLE 161624 0 0 REX AMERICAN RESOURCES CORP COM 761624105 3200 220844 SH SOLE 220844 0 0 REX ENERGY CORPORATION COM 761565100 12011 938379 SH SOLE 938379 0 0 REYNOLDS AMERICAN INC COM 761713106 439635 7402512 SH SOLE 7402512 0 0 RF INDS LTD COM PAR $0.01 749552105 359 57643 SH SOLE 57643 0 0 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1192459 0 0 ROMA FINANCIAL CORP COM 77581P109 793 75341 SH SOLE 75341 0 0 ROPER INDS INC NEW COM 776696106 145513 2232478 SH SOLE 2232478 0 0 ROSETTA RESOURCES INC COM 777779307 29854 1270929 SH SOLE 1270929 0 0 ROSETTA STONE INC COM 777780107 2103 98995 SH SOLE 98995 0 0 ROSS STORES INC COM 778296103 161208 2949295 SH SOLE 2949295 0 0 ROVI CORP COM 779376102 125942 2498347 SH SOLE 2498347 0 0 ROWAN COS INC COM 779382100 89709 2954834 SH SOLE 2954834 0 0 ROYAL BANCSHARES PA INC CL A 780081105 220 126666 SH SOLE 126666 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 750958 14405489 SH SOLE 14405489 0 0 ROYAL BK SCOTLAND GROUP PLC SPONS ADR 20 ORD 780097689 23 1525 SH SOLE 1525 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 97027 3077302 SH SOLE 3077302 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 20 346 SH SOLE 346 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 245 4066 SH SOLE 4066 0 0 ROYAL GOLD INC COM 780287108 58593 1175631 SH SOLE 1175631 0 0 RPC INC COM 749660106 15360 725887 SH 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PHARMACEUTICALS CORP COM 74978T109 1619 568192 SH SOLE 568192 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 8383 272078 SH SOLE 272078 0 0 RYDER SYS INC COM 783549108 56537 1321885 SH SOLE 1321885 0 0 RYLAND GROUP INC COM 783764103 21949 1224845 SH SOLE 1224845 0 0 S & T BANCORP INC COM 783859101 12666 727100 SH SOLE 727100 0 0 S L INDS INC COM 784413106 621 44262 SH SOLE 44262 0 0 S Y BANCORP INC COM 785060104 10495 422827 SH SOLE 422827 0 0 SABA SOFTWARE INC COM NEW 784932600 4761 875170 SH SOLE 875170 0 0 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 8373 668257 SH SOLE 668257 0 0 SAFETY INS GROUP INC COM 78648T100 17466 415658 SH SOLE 415658 0 0 SAFEWAY INC COM NEW 786514208 195041 9217446 SH SOLE 9217446 0 0 SAGA COMMUNICATIONS INC CL A NEW 786598300 1898 93503 SH SOLE 93503 0 0 SAIA INC COM 78709Y105 7159 479488 SH SOLE 479488 0 0 SAIC INC COM 78390X101 207433 12980761 SH SOLE 12980761 0 0 SAKS INC COM 79377W108 32319 3758019 SH SOLE 3758019 0 0 SAKS INC NOTE 2.000% 3/1 79377WAL2 4410 4774000 PRN SOLE 4774000 0 0 SALEM COMMUNICATIONS CORP DE CL A 794093104 905 303578 SH SOLE 303578 0 0 SALESFORCE COM INC COM 79466L302 311672 2787768 SH SOLE 2787768 0 0 SALIX PHARMACEUTICALS INC COM 795435106 54404 1369684 SH SOLE 1369684 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 26454 2361978 SH SOLE 2361978 0 0 SANDERS MORRIS HARRIS GROUP COM 80000Q104 4156 734242 SH SOLE 734242 0 0 SANDERSON FARMS INC COM 800013104 21842 504555 SH SOLE 504555 0 0 SANDISK CORP COM 80004C101 229983 6275125 SH SOLE 6275125 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 32041 34922000 PRN SOLE 34922000 0 0 SANDRIDGE ENERGY INC COM 80007P307 44568 7846514 SH SOLE 7846514 0 0 SANDY SPRING BANCORP INC COM 800363103 9297 599788 SH SOLE 599788 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 4011 303898 SH SOLE 303898 0 0 SANGAMO BIOSCIENCES INC COM 800677106 4730 1379122 SH SOLE 1379122 0 0 SANMINA SCI CORP COM NEW 800907206 23267 1926042 SH SOLE 1926042 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 120 3598 SH SOLE 3598 0 0 SANTARUS INC COM 802817304 5509 1830291 SH SOLE 1830291 0 0 SAP AG SPON ADR 803054204 77 1560 SH SOLE 1560 0 0 SAPIENT CORP COM 803062108 28682 2396119 SH SOLE 2396119 0 0 SARA LEE CORP COM 803111103 214245 15952694 SH SOLE 15952694 0 0 SASOL LTD SPONSORED ADR 803866300 398 8876 SH SOLE 8876 0 0 SATCON TECHNOLOGY CORP COM 803893106 8148 2166975 SH SOLE 2166975 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 456 117340 SH SOLE 117340 0 0 SAUER-DANFOSS INC COM 804137107 8194 384874 SH SOLE 384874 0 0 SAUL CTRS INC COM 804395101 13683 326175 SH SOLE 326175 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 37755 1650872 SH SOLE 1650872 0 0 SAVVIS INC COM NEW 805423308 20637 978977 SH SOLE 978977 0 0 SBA COMMUNICATIONS CORP COM 78388J106 101846 2527186 SH SOLE 2527186 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 12426 11070000 PRN SOLE 11070000 0 0 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 12765 8706000 PRN SOLE 8706000 0 0 SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 1062 883000 PRN SOLE 883000 0 0 SCANA CORP NEW COM 80589M102 114577 2841695 SH SOLE 2841695 0 0 SCANSOURCE INC COM 806037107 18349 661474 SH SOLE 661474 0 0 SCBT FINANCIAL CORP COM 78401V102 10317 330773 SH SOLE 330773 0 0 SCHAWK INC CL A 806373106 5305 287378 SH SOLE 287378 0 0 SCHEIN HENRY INC COM 806407102 118152 2016933 SH SOLE 2016933 0 0 SCHIFF NUTRITION INTL INC COM 806693107 443 54009 SH SOLE 54009 0 0 SCHLUMBERGER LTD COM 806857108 2073741 33659167 SH SOLE 33659167 0 0 SCHNITZER STL INDS CL A 806882106 27711 573967 SH SOLE 573967 0 0 SCHOLASTIC CORP COM 807066105 31515 1132832 SH SOLE 1132832 0 0 SCHOOL SPECIALTY INC COM 807863105 6569 504508 SH SOLE 504508 0 0 SCHULMAN A INC COM 808194104 16018 794951 SH SOLE 794951 0 0 SCHWAB CHARLES CORP NEW COM 808513105 327406 23554361 SH SOLE 23554361 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 25712 440955 SH SOLE 440955 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 3038 1150797 SH SOLE 1150797 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 18583 1917732 SH SOLE 1917732 0 0 SCOLR PHARMA INC COM 78402X107 13 22782 SH SOLE 22782 0 0 SCORPIO TANKERS INC SHS Y7542C106 1465 129748 SH SOLE 129748 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 63584 1229151 SH SOLE 1229151 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 6569 833604 SH SOLE 833604 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 127455 2678761 SH SOLE 2678761 0 0 SEABOARD CORP COM 811543107 15735 8885 SH SOLE 8885 0 0 SEABRIGHT HOLDINGS INC COM 811656107 9194 1140676 SH SOLE 1140676 0 0 SEACHANGE INTL INC COM 811699107 6018 812140 SH SOLE 812140 0 0 SEACOAST BKG CORP FLA COM 811707306 1729 1416833 SH SOLE 1416833 0 0 SEACOR HOLDINGS INC COM 811904101 48410 568463 SH SOLE 568463 0 0 SEADRILL LIMITED SHS G7945E105 95792 3304313 SH SOLE 3304313 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 127896 10861640 SH SOLE 10861640 0 0 SEAHAWK DRILLING INC COM 81201R107 2517 297504 SH SOLE 297504 0 0 SEALED AIR CORP NEW COM 81211K100 99434 4423222 SH SOLE 4423222 0 0 SEALY CORP COM 812139301 3434 1407381 SH SOLE 1407381 0 0 SEARS HLDGS CORP COM 812350106 176161 2441938 SH SOLE 2441938 0 0 SEASPAN CORP SHS Y75638109 73 5929 SH SOLE 5929 0 0 SEATTLE GENETICS INC COM 812578102 35229 2268448 SH SOLE 2268448 0 0 SECURITY NATL FINL CORP CL A NEW 814785309 9 4512 SH SOLE 4512 0 0 SEI INVESTMENTS CO COM 784117103 72126 3545995 SH SOLE 3545995 0 0 SELECT COMFORT CORP COM 81616X103 10422 1537114 SH SOLE 1537114 0 0 SELECT MED HLDGS CORP COM 81619Q105 3622 470393 SH SOLE 470393 0 0 SELECTICA INC COM NEW 816288203 210 43172 SH SOLE 43172 0 0 SELECTIVE INS GROUP INC COM 816300107 21677 1330685 SH SOLE 1330685 0 0 SEMPRA ENERGY COM 816851109 420548 7816879 SH SOLE 7816879 0 0 SEMTECH CORP COM 816850101 37196 1842289 SH SOLE 1842289 0 0 SENECA FOODS CORP NEW CL B 817070105 5 200 SH SOLE 200 0 0 SENECA FOODS CORP NEW CL A 817070501 6580 251238 SH SOLE 251238 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 90682 3858805 SH SOLE 3858805 0 0 SENOMYX INC COM 81724Q107 4519 1135328 SH SOLE 1135328 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 39134 1283498 SH SOLE 1283498 0 0 SEQUENOM INC COM NEW 817337405 12623 1800673 SH SOLE 1800673 0 0 SERVICE CORP INTL COM 817565104 49800 5777301 SH SOLE 5777301 0 0 SERVIDYNE INC COM 81765M106 6 2695 SH SOLE 2695 0 0 SFN GROUP INC COM 784153108 8476 1410288 SH SOLE 1410288 0 0 SHARPS COMPLIANCE CORP COM 820017101 280 55944 SH SOLE 55944 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 76744 3486768 SH SOLE 3486768 0 0 SHAW GROUP INC COM 820280105 65356 1947445 SH SOLE 1947445 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 10739 591012 SH SOLE 591012 0 0 SHENGDA TECH INC COM 823213103 62 11782 SH SOLE 11782 0 0 SHERWIN WILLIAMS CO COM 824348106 165637 2204382 SH SOLE 2204382 0 0 SHILOH INDS INC COM 824543102 1150 118847 SH SOLE 118847 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 698 9099 SH SOLE 9099 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 18287 941156 SH SOLE 941156 0 0 SHIRE PLC SPONSORED ADR 82481R106 17 257 SH SOLE 257 0 0 SHOE CARNIVAL INC COM 824889109 6981 345239 SH SOLE 345239 0 0 SHORE BANCSHARES INC COM 825107105 1801 189985 SH SOLE 189985 0 0 SHORETEL INC COM 825211105 2340 471820 SH SOLE 471820 0 0 SHUFFLE MASTER INC COM 825549108 13647 1622719 SH SOLE 1622719 0 0 SHUTTERFLY INC COM 82568P304 18918 727604 SH SOLE 727604 0 0 SI FINL GROUP INC COM 78425W102 699 104855 SH SOLE 104855 0 0 SIEMENS A G SPONSORED ADR 826197501 122 1153 SH SOLE 1153 0 0 SIERRA BANCORP COM 82620P102 150 12111 SH SOLE 12111 0 0 SIERRA WIRELESS INC COM 826516106 997 96098 SH SOLE 96098 0 0 SIFCO INDS INC COM 826546103 140 11810 SH SOLE 11810 0 0 SIGA TECHNOLOGIES INC COM 826917106 8458 999778 SH SOLE 999778 0 0 SIGMA ALDRICH CORP COM 826552101 174234 2885625 SH SOLE 2885625 0 0 SIGMA DESIGNS INC COM 826565103 9234 803644 SH SOLE 803644 0 0 SIGMATRON INTL INC COM 82661L101 885 151202 SH SOLE 151202 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 46421 1195176 SH SOLE 1195176 0 0 SIGNET JEWELERS LIMITED SHS G81276100 67961 2141188 SH SOLE 2141188 0 0 SILGAN HOLDINGS INC COM 827048109 44549 1405341 SH SOLE 1405341 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 6892 888101 SH SOLE 888101 0 0 SILICON IMAGE INC COM 82705T102 10318 2158488 SH SOLE 2158488 0 0 SILICON LABORATORIES INC COM 826919102 60756 1657735 SH SOLE 1657735 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 500 92335 SH SOLE 92335 0 0 SILVER STD RES INC COM 82823L106 9333 467109 SH SOLE 467109 0 0 SILVER WHEATON CORP COM 828336107 87865 3297001 SH SOLE 3297001 0 0 SILVERCORP METALS INC COM 82835P103 10638 1284789 SH SOLE 1284789 0 0 SIMCERE PHARMACEUTICAL GROUP SPON ADR 82859P104 1 127 SH SOLE 127 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 14442 510857 SH SOLE 510857 0 0 SIMON PPTY GROUP INC NEW COM 828806109 820615 8848552 SH SOLE 8848552 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 22998 892077 SH SOLE 892077 0 0 SIMS METAL MANAGEMENT LTD SPONS ADR 829160100 16 957 SH SOLE 957 0 0 SIMULATIONS PLUS INC COM 829214105 728 255447 SH SOLE 255447 0 0 SINA CORP ORD G81477104 278 5499 SH SOLE 5499 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 9279 1321800 SH SOLE 1321800 0 0 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 2 54 SH SOLE 54 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 990 1000000 PRN SOLE 1000000 0 0 SIRIUS XM RADIO INC COM 82967N108 96606 80504622 SH SOLE 80504622 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 37382 1037235 SH SOLE 1037235 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 4959 112812 SH SOLE 112812 0 0 SJW CORP COM 784305104 8199 332905 SH SOLE 332905 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 4824 276131 SH SOLE 276131 0 0 SKECHERS U S A INC CL A 830566105 22254 947389 SH SOLE 947389 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 3382 860545 SH SOLE 860545 0 0 SKYLINE CORP COM 830830105 3695 182380 SH SOLE 182380 0 0 SKYWEST INC COM 830879102 18977 1359419 SH SOLE 1359419 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 83907 4059366 SH SOLE 4059366 0 0 SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 868 388000 PRN SOLE 388000 0 0 SL GREEN RLTY CORP COM 78440X101 148273 2341269 SH SOLE 2341269 0 0 SLM CORP COM 78442P106 147492 12769891 SH SOLE 12769891 0 0 SM ENERGY CO COM 78454L100 49370 1317937 SH SOLE 1317937 0 0 SMART BALANCE INC COM 83169Y108 6553 1688891 SH SOLE 1688891 0 0 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 7247 1201746 SH SOLE 1201746 0 0 SMF ENERGY CORPORATION COM NEW 78453M208 3 2298 SH SOLE 2298 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 8 187 SH SOLE 187 0 0 SMITH & WESSON HLDG CORP COM 831756101 5955 1672810 SH SOLE 1672810 0 0 SMITH A O COM 831865209 33816 584142 SH SOLE 584142 0 0 SMITH MICRO SOFTWARE INC COM 832154108 8814 886724 SH SOLE 886724 0 0 SMITHFIELD FOODS INC COM 832248108 65335 3882032 SH SOLE 3882032 0 0 SMITHTOWN BANCORP INC COM 832449102 1796 475020 SH SOLE 475020 0 0 SMUCKER J M CO COM NEW 832696405 272674 4504773 SH SOLE 4504773 0 0 SMURFIT-STONE CONTAINER CORP COM 83272A104 12309 670049 SH SOLE 670049 0 0 SNAP ON INC COM 833034101 65390 1405937 SH SOLE 1405937 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 201 4173 SH SOLE 4173 0 0 SOCKET MOBILE INC COM NEW 83368E200 78 34112 SH SOLE 34112 0 0 SOHU COM INC COM 83408W103 1663 28854 SH SOLE 28854 0 0 SOLAR CAP LTD COM 83413U100 164 7665 SH SOLE 7665 0 0 SOLARWINDS INC COM 83416B109 5517 319652 SH SOLE 319652 0 0 SOLERA HOLDINGS INC COM 83421A104 72129 1633349 SH SOLE 1633349 0 0 SOLUTIA INC COM NEW 834376501 48582 3032564 SH SOLE 3032564 0 0 SOMAXON PHARMACEUTICALS INC COM 834453102 3210 825244 SH SOLE 825244 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 9148 930633 SH SOLE 930633 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 1420 1341000 PRN SOLE 1341000 0 0 SONIC CORP COM 835451105 12757 1578839 SH SOLE 1578839 0 0 SONIC FDRY INC COM NEW 83545R207 39 3857 SH SOLE 3857 0 0 SONIC SOLUTIONS COM 835460106 9108 800318 SH SOLE 800318 0 0 SONOCO PRODS CO COM 835495102 80870 2418352 SH SOLE 2418352 0 0 SONOSITE INC COM 83568G104 14187 423381 SH SOLE 423381 0 0 SONUS NETWORKS INC COM 835916107 20544 5819871 SH SOLE 5819871 0 0 SONY CORP ADR NEW 835699307 69 2233 SH SOLE 2233 0 0 SOTHEBYS COM 835898107 65722 1784958 SH SOLE 1784958 0 0 SOURCEFIRE INC COM 83616T108 17568 609153 SH SOLE 609153 0 0 SOUTH FINL GROUP INC COM 837841105 876 3084568 SH SOLE 3084568 0 0 SOUTH JERSEY INDS INC COM 838518108 35074 708987 SH SOLE 708987 0 0 SOUTHERN CO COM 842587107 784089 21055009 SH SOLE 21055009 0 0 SOUTHERN COPPER CORP COM 84265V105 179614 5114282 SH SOLE 5114282 0 0 SOUTHERN UN CO NEW COM 844030106 79557 3306618 SH SOLE 3306618 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 11832 626366 SH SOLE 626366 0 0 SOUTHWEST AIRLS CO COM 844741108 240068 18367871 SH SOLE 18367871 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 6987 538668 SH SOLE 538668 0 0 SOUTHWEST GAS CORP COM 844895102 39024 1161760 SH SOLE 1161760 0 0 SOUTHWESTERN ENERGY CO COM 845467109 338385 10119182 SH SOLE 10119182 0 0 SOVRAN SELF STORAGE INC COM 84610H108 33115 873749 SH SOLE 873749 0 0 SPANISH BROADCASTING SYS INC CL A 846425882 990 1125379 SH SOLE 1125379 0 0 SPANSION INC COM CL A NEW 84649R200 1596 106582 SH SOLE 106582 0 0 SPAR GROUP INC COM 784933103 2 2338 SH SOLE 2338 0 0 SPARTAN MTRS INC COM 846819100 5173 1114944 SH SOLE 1114944 0 0 SPARTAN STORES INC COM 846822104 10150 699982 SH SOLE 699982 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 1805 2000000 PRN SOLE 2000000 0 0 SPARTECH CORP COM NEW 847220209 7948 968134 SH SOLE 968134 0 0 SPARTON CORP COM 847235108 83 13665 SH SOLE 13665 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 12186 106772 SH SOLE 106772 0 0 SPDR SERIES TRUST DJ REIT ETF 78464A607 906 15805 SH SOLE 15805 0 0 SPECTRA ENERGY CORP COM 847560109 353839 15691306 SH SOLE 15691306 0 0 SPECTRANETICS CORP COM 84760C107 5446 1004714 SH SOLE 1004714 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 5273 194001 SH SOLE 194001 0 0 SPECTRUM CTL INC COM 847615101 5765 391611 SH SOLE 391611 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 5655 1356014 SH SOLE 1356014 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 5955 379779 SH SOLE 379779 0 0 SPHERIX INC COM 84842R106 26 16577 SH SOLE 16577 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 46275 2321857 SH SOLE 2321857 0 0 SPORT CHALET INC CL A 849163209 3 1319 SH SOLE 1319 0 0 SPORT CHALET INC CL B 849163308 0 224 SH SOLE 224 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 352938 76228606 SH SOLE 76228606 0 0 SPROTT RESOURCE LENDING CORP COM 85207J100 536 304571 SH SOLE 304571 0 0 SPS COMM INC COM 78463M107 88 6890 SH SOLE 6890 0 0 SPX CORP COM 784635104 84655 1337785 SH SOLE 1337785 0 0 SRA INTL INC CL A 78464R105 23676 1200606 SH SOLE 1200606 0 0 SRI/SURGICAL EXPRESS INC COM 78464W104 37 12789 SH SOLE 12789 0 0 SRS LABS INC COM 78464M106 3087 330537 SH SOLE 330537 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1710 108239 SH SOLE 108239 0 0 ST JOE CO COM 790148100 47430 1907122 SH SOLE 1907122 0 0 ST JUDE MED INC COM 790849103 304923 7750969 SH SOLE 7750969 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 106 100000 PRN SOLE 100000 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 5589 1033089 SH SOLE 1033089 0 0 STAGE STORES INC COM NEW 85254C305 13239 1018378 SH SOLE 1018378 0 0 STAMPS COM INC COM NEW 852857200 4579 352228 SH SOLE 352228 0 0 STANCORP FINL GROUP INC COM 852891100 44153 1161910 SH SOLE 1161910 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 13668 599190 SH SOLE 599190 0 0 STANDARD MTR PRODS INC COM 853666105 6623 628957 SH SOLE 628957 0 0 STANDARD PAC CORP NEW COM 85375C101 10720 2700141 SH SOLE 2700141 0 0 STANDARD PARKING CORP COM 853790103 2536 148332 SH SOLE 148332 0 0 STANDARD REGISTER CO COM 853887107 1153 394897 SH SOLE 394897 0 0 STANDEX INTL CORP COM 854231107 8727 360774 SH SOLE 360774 0 0 STANLEY BLACK & DECKER INC COM 854502101 240921 3931484 SH SOLE 3931484 0 0 STANLEY FURNITURE CO INC COM NEW 854305208 727 211228 SH SOLE 211228 0 0 STANTEC INC COM 85472N109 7388 279727 SH SOLE 279727 0 0 STAPLES INC COM 855030102 494457 23635592 SH SOLE 23635592 0 0 STAR BUFFET INC COM 855086104 4 2397 SH SOLE 2397 0 0 STAR SCIENTIFIC INC COM 85517P101 4509 2147289 SH SOLE 2147289 0 0 STARBUCKS CORP COM 855244109 585283 22907345 SH SOLE 22907345 0 0 STARRETT L S CO CL A 855668109 766 73324 SH SOLE 73324 0 0 STARTEK INC COM 85569C107 1042 249203 SH SOLE 249203 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 236471 4499915 SH SOLE 4499915 0 0 STARWOOD PPTY TR INC COM 85571B105 21391 1076566 SH SOLE 1076566 0 0 STATE AUTO FINL CORP COM 855707105 6133 403242 SH SOLE 403242 0 0 STATE BANCORP INC N.Y COM 855716106 4949 551144 SH SOLE 551144 0 0 STATE STR CORP COM 857477103 460991 12240854 SH SOLE 12240854 0 0 STATOIL ASA SPONSORED ADR 85771P102 47 2252 SH SOLE 2252 0 0 STEC INC COM 784774101 11348 911460 SH SOLE 911460 0 0 STEEL DYNAMICS INC COM 858119100 73336 5197473 SH SOLE 5197473 0 0 STEELCASE INC CL A 858155203 14754 1771228 SH SOLE 1771228 0 0 STEIN MART INC COM 858375108 5552 628784 SH SOLE 628784 0 0 STEINER LEISURE LTD ORD P8744Y102 13546 355735 SH SOLE 355735 0 0 STEINWAY MUSICAL INSTRS INC COM 858495104 3074 178503 SH SOLE 178503 0 0 STELLARONE CORP COM 85856G100 8115 638011 SH SOLE 638011 0 0 STEMCELLS INC COM 85857R105 2288 2756178 SH SOLE 2756178 0 0 STEPAN CO COM 858586100 12759 215844 SH SOLE 215844 0 0 STEREOTAXIS INC COM 85916J102 3390 818778 SH SOLE 818778 0 0 STERICYCLE INC COM 858912108 141443 2035738 SH SOLE 2035738 0 0 STERIS CORP COM 859152100 49404 1487188 SH SOLE 1487188 0 0 STERLING BANCORP COM 859158107 7933 912888 SH SOLE 912888 0 0 STERLING BANCSHARES INC COM 858907108 13727 2556314 SH SOLE 2556314 0 0 STERLING CONSTRUCTION CO INC COM 859241101 5154 416289 SH SOLE 416289 0 0 STERLING FINL CORP WASH COM 859319105 720 1108271 SH SOLE 1108271 0 0 STERLITE INDS INDIA LTD ADS 859737207 1375 91781 SH SOLE 91781 0 0 STEWART ENTERPRISES INC CL A 860370105 11364 2108345 SH SOLE 2108345 0 0 STEWART INFORMATION SVCS COR COM 860372101 6029 532576 SH SOLE 532576 0 0 STIFEL FINL CORP COM 860630102 39126 845233 SH SOLE 845233 0 0 STILLWATER MNG CO COM 86074Q102 24544 1457492 SH SOLE 1457492 0 0 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 1299 1285000 PRN SOLE 1285000 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 24 3095 SH SOLE 3095 0 0 STONE ENERGY CORP COM 861642106 16239 1102452 SH SOLE 1102452 0 0 STONERIDGE INC COM 86183P102 4495 427678 SH SOLE 427678 0 0 STR HLDGS INC COM 78478V100 8758 406597 SH SOLE 406597 0 0 STRATASYS INC COM 862685104 14826 534865 SH SOLE 534865 0 0 STRATEGIC DIAGNOSTICS INC COM 862700101 407 251114 SH SOLE 251114 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 19495 4597769 SH SOLE 4597769 0 0 STRATTEC SEC CORP COM 863111100 1229 49230 SH SOLE 49230 0 0 STRATUS PPTYS INC COM NEW 863167201 435 51767 SH SOLE 51767 0 0 STRAYER ED INC COM 863236105 60811 348488 SH SOLE 348488 0 0 STREAM GLOBAL SVCS INC COM 86323M100 61 15167 SH SOLE 15167 0 0 STREAMLINE HEALTH SOLUTIONS COM 86323X106 120 98800 SH SOLE 98800 0 0 STRYKER CORP COM 863667101 395279 7897689 SH SOLE 7897689 0 0 STUDENT LN CORP COM 863902102 2590 87200 SH SOLE 87200 0 0 STURM RUGER & CO INC COM 864159108 6746 494585 SH SOLE 494585 0 0 SUCAMPO PHARMACEUTICALS INC CL A 864909106 54 14298 SH SOLE 14298 0 0 SUCCESSFACTORS INC COM 864596101 40311 1605384 SH SOLE 1605384 0 0 SUFFOLK BANCORP COM 864739107 10446 412575 SH SOLE 412575 0 0 SULPHCO INC COM 865378103 53 147704 SH SOLE 147704 0 0 SUMMER INFANT INC COM 865646103 115 14717 SH SOLE 14717 0 0 SUN BANCORP INC COM 86663B102 2564 502738 SH SOLE 502738 0 0 SUN COMMUNITIES INC COM 866674104 21077 686551 SH SOLE 686551 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 12410 1465151 SH SOLE 1465151 0 0 SUN HYDRAULICS CORP COM 866942105 8244 292436 SH SOLE 292436 0 0 SUN INC SDCV 6.750% 6/1 866762AG2 6732 6600000 PRN SOLE 6600000 0 0 SUN LIFE FINL INC COM 866796105 147099 5648974 SH SOLE 5648974 0 0 SUNCOR ENERGY INC NEW COM 867224107 515520 15837790 SH SOLE 15837790 0 0 SUNLINK HEALTH SYSTEMS INC COM 86737U102 8 3613 SH SOLE 3613 0 0 SUNOCO INC COM 86764P109 107681 2950167 SH SOLE 2950167 0 0 SUNPOWER CORP COM CL B 867652307 12020 867274 SH SOLE 867274 0 0 SUNPOWER CORP COM CL A 867652109 24990 1735389 SH SOLE 1735389 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 4210 1227267 SH SOLE 1227267 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 28886 3184834 SH SOLE 3184834 0 0 SUNTRUST BKS INC COM 867914103 355705 13771014 SH SOLE 13771014 0 0 SUPER MICRO COMPUTER INC COM 86800U104 6244 600982 SH SOLE 600982 0 0 SUPERCONDUCTOR TECHNOLOGIES COM NEW 867931305 727 427750 SH SOLE 427750 0 0 SUPERGEN INC COM 868059106 3230 1545286 SH SOLE 1545286 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 58774 2202089 SH SOLE 2202089 0 0 SUPERIOR INDS INTL INC COM 868168105 10851 627927 SH SOLE 627927 0 0 SUPERIOR UNIFORM GP INC COM 868358102 255 27771 SH SOLE 27771 0 0 SUPERMEDIA INC COM 868447103 6921 654802 SH SOLE 654802 0 0 SUPERTEL HOSPITALITY INC MD COM 868526104 795 626072 SH SOLE 626072 0 0 SUPERTEX INC COM 868532102 6886 311283 SH SOLE 311283 0 0 SUPERVALU INC COM 868536103 60049 5208105 SH SOLE 5208105 0 0 SUPPORT COM INC COM 86858W101 6618 1445040 SH SOLE 1445040 0 0 SUREWEST COMMUNICATIONS COM 868733106 2421 327138 SH SOLE 327138 0 0 SURMODICS INC COM 868873100 5725 480306 SH SOLE 480306 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 30163 3573810 SH SOLE 3573810 0 0 SUSSER HLDGS CORP COM 869233106 1372 97987 SH SOLE 97987 0 0 SUTOR TECH GROUP LTD COM 869362103 120 70680 SH SOLE 70680 0 0 SVB FINL GROUP COM 78486Q101 83298 1968278 SH SOLE 1968278 0 0 SWIFT ENERGY CO COM 870738101 27436 977061 SH SOLE 977061 0 0 SWS GROUP INC COM 78503N107 6701 934605 SH SOLE 934605 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 27249 747150 SH SOLE 747150 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 16333 503963 SH SOLE 503963 0 0 SYKES ENTERPRISES INC COM 871237103 13771 1014069 SH SOLE 1014069 0 0 SYMANTEC CORP COM 871503108 300982 19893030 SH SOLE 19893030 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 1408 1380000 PRN SOLE 1380000 0 0 SYMETRA FINL CORP COM 87151Q106 6431 614836 SH SOLE 614836 0 0 SYMMETRICOM INC COM 871543104 8085 1413391 SH SOLE 1413391 0 0 SYMMETRY MED INC COM 871546206 8176 848173 SH SOLE 848173 0 0 SYMS CORP COM 871551107 126 16600 SH SOLE 16600 0 0 SYNALLOY CP DEL COM 871565107 628 73858 SH SOLE 73858 0 0 SYNAPTICS INC COM 87157D109 22837 811536 SH SOLE 811536 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 8722 489747 SH SOLE 489747 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 4131 416461 SH SOLE 416461 0 0 SYNGENTA AG SPONSORED ADR 87160A100 45 905 SH SOLE 905 0 0 SYNIVERSE HLDGS INC COM 87163F106 39873 1758854 SH SOLE 1758854 0 0 SYNNEX CORP COM 87162W100 14902 529577 SH SOLE 529577 0 0 SYNOPSYS INC COM 871607107 89533 3614568 SH SOLE 3614568 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 5633 376816 SH SOLE 376816 0 0 SYNOVUS FINL CORP COM 87161C105 36104 14676444 SH SOLE 14676444 0 0 SYNTA PHARMACEUTICALS CORP COM 87162T206 166 41684 SH SOLE 41684 0 0 SYNTEL INC COM 87162H103 21474 482563 SH SOLE 482563 0 0 SYNTHESIS ENERGY SYS INC COM 871628103 11 12404 SH SOLE 12404 0 0 SYNTROLEUM CORP COM 871630109 3930 2101602 SH SOLE 2101602 0 0 SYNUTRA INTL INC COM 87164C102 2050 177496 SH SOLE 177496 0 0 SYPRIS SOLUTIONS INC COM 871655106 48 15605 SH SOLE 15605 0 0 SYSCO CORP COM 871829107 453581 15903976 SH SOLE 15903976 0 0 SYSTEMAX INC COM 871851101 2402 195579 SH SOLE 195579 0 0 S1 CORPORATION COM 78463B101 9169 1759949 SH SOLE 1759949 0 0 T-3 ENERGY SRVCS INC COM 87306E107 8978 343312 SH SOLE 343312 0 0 TAITRON COMPONENTS INC CL A 874028103 1 773 SH SOLE 773 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2686 264851 SH SOLE 264851 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 20002 1972614 SH SOLE 1972614 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 2620 2220000 PRN SOLE 2220000 0 0 TAL INTL GROUP INC COM 874083108 8282 341954 SH SOLE 341954 0 0 TALBOTS INC COM 874161102 16214 1237722 SH SOLE 1237722 0 0 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 25221 1102319 SH SOLE 1102319 0 0 TALEO CORP CL A 87424N104 27580 951365 SH SOLE 951365 0 0 TALISMAN ENERGY INC COM 87425E103 178947 10231367 SH SOLE 10231367 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 59760 1267703 SH SOLE 1267703 0 0 TANZANIAN ROYALTY EXPL CORP COM 87600U104 1755 243357 SH SOLE 243357 0 0 TARGACEPT INC COM 87611R306 13296 595185 SH SOLE 595185 0 0 TARGET CORP COM 87612E106 922801 17267992 SH SOLE 17267992 0 0 TASEKO MINES LTD COM 876511106 5853 1125553 SH SOLE 1125553 0 0 TASER INTL INC COM 87651B104 6971 1796638 SH SOLE 1796638 0 0 TASTY BAKING CO COM 876553306 1020 149671 SH SOLE 149671 0 0 TATA MTRS LTD SPONSORED ADR 876568502 1934 75808 SH SOLE 75808 0 0 TAUBMAN CTRS INC COM 876664103 73448 1646439 SH SOLE 1646439 0 0 TAYLOR CAP GROUP INC COM 876851106 1270 110756 SH SOLE 110756 0 0 TAYLOR DEVICES INC COM 877163105 24 4688 SH SOLE 4688 0 0 TBS INTERNATIONAL PLC CL A SHS G8657Q104 1 149 SH SOLE 149 0 0 TCF FINL CORP COM 872275102 51618 3188273 SH SOLE 3188273 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 78373 4852797 SH SOLE 4852797 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 1807 139970 SH SOLE 139970 0 0 TEAM INC COM 878155100 8758 508909 SH SOLE 508909 0 0 TEAMSTAFF INC COM PAR $.001 87815U303 8 15578 SH SOLE 15578 0 0 TECH DATA CORP COM 878237106 46633 1157150 SH SOLE 1157150 0 0 TECHE HLDG CO COM 878330109 903 29144 SH SOLE 29144 0 0 TECHNE CORP COM 878377100 52576 851717 SH SOLE 851717 0 0 TECHNICAL COMMUNICATIONS COR COM 878409101 2 163 SH SOLE 163 0 0 TECHNITROL INC COM 878555101 4851 1099888 SH SOLE 1099888 0 0 TECHTARGET INC COM 87874R100 121 23081 SH SOLE 23081 0 0 TECK RESOURCES LTD CL B 878742204 231528 5625065 SH SOLE 5625065 0 0 TECO ENERGY INC COM 872375100 90061 5199813 SH SOLE 5199813 0 0 TECUMSEH PRODS CO CL A 878895200 6697 583896 SH SOLE 583896 0 0 TEEKAY CORPORATION COM Y8564W103 23824 891268 SH SOLE 891268 0 0 TEEKAY TANKERS LTD CL A Y8565N102 4854 373125 SH SOLE 373125 0 0 TEGAL CORP COM NEW 879008209 75 152832 SH SOLE 152832 0 0 TEJON RANCH CO COM 879080109 8858 408757 SH SOLE 408757 0 0 TEKELEC COM 879101103 21279 1641889 SH SOLE 1641889 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1357 96376 SH SOLE 96376 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 9976 471024 SH SOLE 471024 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 40 5361 SH SOLE 5361 0 0 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 27 1922 SH SOLE 1922 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 5002 1279169 SH SOLE 1279169 0 0 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 119 4869 SH SOLE 4869 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 36033 904889 SH SOLE 904889 0 0 TELEFLEX INC COM 879369106 53072 934703 SH SOLE 934703 0 0 TELEFONICA S A SPONSORED ADR 879382208 162 2188 SH SOLE 2188 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 874 58540 SH SOLE 58540 0 0 TELENAV INC COM 879455103 379 71596 SH SOLE 71596 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 6183 218095 SH SOLE 218095 0 0 TELEPHONE & DATA SYS INC COM 879433100 77948 2376458 SH SOLE 2376458 0 0 TELETECH HOLDINGS INC COM 879939106 11652 785183 SH SOLE 785183 0 0 TELIK INC COM 87959M109 715 1006525 SH SOLE 1006525 0 0 TELLABS INC COM 879664100 75075 10077146 SH SOLE 10077146 0 0 TELULAR CORP COM NEW 87970T208 1353 442029 SH SOLE 442029 0 0 TELUS CORP NON-VTG SHS 87971M202 41473 979288 SH SOLE 979288 0 0 TEMPLE INLAND INC COM 879868107 47848 2564199 SH SOLE 2564199 0 0 TEMPUR PEDIC INTL INC COM 88023U101 44440 1433539 SH SOLE 1433539 0 0 TENARIS S A SPONSORED ADR 88031M109 18 478 SH SOLE 478 0 0 TENET HEALTHCARE CORP COM 88033G100 55079 11669344 SH SOLE 11669344 0 0 TENNANT CO COM 880345103 13716 443868 SH SOLE 443868 0 0 TENNECO INC COM 880349105 43280 1493943 SH SOLE 1493943 0 0 TERADATA CORP DEL COM 88076W103 157350 4080654 SH SOLE 4080654 0 0 TERADYNE INC COM 880770102 50060 4493674 SH SOLE 4493674 0 0 TEREX CORP NEW COM 880779103 59887 2612867 SH SOLE 2612867 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 2224 1418000 PRN SOLE 1418000 0 0 TERRA NOVA RTY CORP COM 88102D103 21 2878 SH SOLE 2878 0 0 TERREMARK WORLDWIDE INC COM NEW 881448203 13635 1318660 SH SOLE 1318660 0 0 TERRENO RLTY CORP COM 88146M101 2086 114468 SH SOLE 114468 0 0 TERRESTAR CORP COM 881451108 9 26403 SH SOLE 26403 0 0 TERRITORIAL BANCORP INC COM 88145X108 1961 116541 SH SOLE 116541 0 0 TESCO CORP COM 88157K101 9478 787847 SH SOLE 787847 0 0 TESLA MTRS INC COM 88160R101 1427 69933 SH SOLE 69933 0 0 TESORO CORP COM 881609101 52539 3932534 SH SOLE 3932534 0 0 TESSCO TECHNOLOGIES INC COM 872386107 2046 135753 SH SOLE 135753 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 22523 1217472 SH SOLE 1217472 0 0 TETRA TECH INC NEW COM 88162G103 30524 1455606 SH SOLE 1455606 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 19473 1909159 SH SOLE 1909159 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 12944 245387 SH SOLE 245387 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 15666 907145 SH SOLE 907145 0 0 TEXAS INDS INC COM 882491103 16589 526287 SH SOLE 526287 0 0 TEXAS INSTRS INC COM 882508104 784160 28893133 SH SOLE 28893133 0 0 TEXAS ROADHOUSE INC COM 882681109 16621 1182989 SH SOLE 1182989 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 8802 329183 SH SOLE 329183 0 0 TEXTRON INC COM 883203101 134359 6534980 SH SOLE 6534980 0 0 TFS FINL CORP COM 87240R107 17402 1893567 SH SOLE 1893567 0 0 TGC INDS INC COM NEW 872417308 2 525 SH SOLE 525 0 0 THERAGENICS CORP COM 883375107 1290 1015547 SH SOLE 1015547 0 0 THERAVANCE INC COM 88338T104 30461 1515461 SH SOLE 1515461 0 0 THERAVANCE INC NOTE 3.000% 1/1 88338TAA2 4023 4008000 PRN SOLE 4008000 0 0 THERMADYNE HLDGS CORP NEW COM PAR $0.01 883435307 160 11327 SH SOLE 11327 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 567008 11842280 SH SOLE 11842280 0 0 THERMOGENESIS CORP COM PAR $0.001 883623308 791 273576 SH SOLE 273576 0 0 THESTREET COM COM 88368Q103 2810 1000024 SH SOLE 1000024 0 0 THL CR INC COM 872438106 150 12713 SH SOLE 12713 0 0 THOMAS & BETTS CORP COM 884315102 55598 1355383 SH SOLE 1355383 0 0 THOMAS GROUP INC COM NEW 884402207 1 734 SH SOLE 734 0 0 THOMAS PPTYS GROUP INC COM 884453101 3648 1021750 SH SOLE 1021750 0 0 THOMPSON CREEK METALS CO INC COM 884768102 25409 2357074 SH SOLE 2357074 0 0 THOMSON REUTERS CORP COM 884903105 242759 6468404 SH SOLE 6468404 0 0 THOR INDS INC COM 885160101 30184 903718 SH SOLE 903718 0 0 THORATEC CORP COM NEW 885175307 48778 1319046 SH SOLE 1319046 0 0 THQ INC COM NEW 872443403 7369 1832981 SH SOLE 1832981 0 0 TIBCO SOFTWARE INC COM 88632Q103 84225 4747724 SH SOLE 4747724 0 0 TICC CAPITAL CORP COM 87244T109 3253 314342 SH SOLE 314342 0 0 TIDEWATER INC COM 886423102 52234 1165673 SH SOLE 1165673 0 0 TIER TECHNOLOGIES INC CL B 88650Q100 367 66275 SH SOLE 66275 0 0 TIFFANY & CO NEW COM 886547108 141733 3016239 SH SOLE 3016239 0 0 TII NETWORK TECHNOLOGIES INC COM NEW 872479209 646 508823 SH SOLE 508823 0 0 TIM HORTONS INC COM 88706M103 63391 1741024 SH SOLE 1741024 0 0 TIMBERLAND BANCORP INC COM 887098101 430 106318 SH SOLE 106318 0 0 TIMBERLAND CO CL A 887100105 23477 1185113 SH SOLE 1185113 0 0 TIME WARNER CABLE INC COM 88732J207 476985 8834699 SH SOLE 8834699 0 0 TIME WARNER INC COM NEW 887317303 874858 28543498 SH SOLE 28543498 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 26210 22450000 PRN SOLE 22450000 0 0 TIMKEN CO COM 887389104 80026 2086180 SH SOLE 2086180 0 0 TITAN INTL INC ILL COM 88830M102 12485 920053 SH SOLE 920053 0 0 TITAN MACHY INC COM 88830R101 6385 391744 SH SOLE 391744 0 0 TITANIUM METALS CORP COM NEW 888339207 44925 2250757 SH SOLE 2250757 0 0 TIVO INC COM 888706108 24964 2755381 SH SOLE 2755381 0 0 TJX COS INC NEW COM 872540109 432914 9700067 SH SOLE 9700067 0 0 TNS INC COM 872960109 11512 679196 SH SOLE 679196 0 0 TODD SHIPYARDS CORP DEL COM 889039103 2926 194186 SH SOLE 194186 0 0 TOLL BROTHERS INC COM 889478103 62251 3272904 SH SOLE 3272904 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 2197 299729 SH SOLE 299729 0 0 TOMOTHERAPY INC COM 890088107 4788 1360229 SH SOLE 1360229 0 0 TOMPKINS FINANCIAL CORPORATI COM 890110109 10320 260220 SH SOLE 260220 0 0 TOOTSIE ROLL INDS INC COM 890516107 14354 576927 SH SOLE 576927 0 0 TOR MINERALS INTL INC COM NEW 890878309 181 30280 SH SOLE 30280 0 0 TORCHMARK CORP COM 891027104 105624 1987658 SH SOLE 1987658 0 0 TOREADOR RES CORP COM 891050106 5074 453855 SH SOLE 453855 0 0 TORO CO COM 891092108 47477 844329 SH SOLE 844329 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 739068 10227906 SH SOLE 10227906 0 0 TOTAL S A SPONSORED ADR 89151E109 177 3431 SH SOLE 3431 0 0 TOTAL SYS SVCS INC COM 891906109 63078 4138957 SH SOLE 4138957 0 0 TOWER BANCORP INC COM 891709107 3293 162471 SH SOLE 162471 0 0 TOWER GROUP INC COM 891777104 24229 1037632 SH SOLE 1037632 0 0 TOWER SEMICONDUCTOR LTD ORD M87915100 1001 741749 SH SOLE 741749 0 0 TOWERS WATSON & CO CL A 891894107 48930 994920 SH SOLE 994920 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 101 37193 SH SOLE 37193 0 0 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EX-99.16 PWR OF ATTY 2 blkinsttrustcopoa.txt BLK INSTITUTIONAL TRUST COMPANY N.A POA POWER OF ATTORNEY The undersigned, BLACKROCK INSTITUTIONAL TRUST COMPANY, N.A., organized under the laws of the United States (the "Company"), does hereby make, constitute and appoint each of Robert Connolly, Howard Surloff, Edward Baer, Bartholomew Battista, Daniel Waltcher, Karen Clark, Denis Molleur, Daniel Ronnen, John Stelley, Brian Kindelan, John Blevins, Richard Froio, Matthew Fitzgerald and Con Tzatzakis acting severally, as its true and lawful attorneys-in-fact, for the purpose of, from time to time, executing in its name and on its behalf, whether the Company is acting individually or as representative of others, any and all documents, certificates, instruments, statements, other filings and amendments to the foregoing (collectively, "documents") determined by such person to be necessary or appropriate to comply with ownership or control-person reporting requirements imposed by any United States or non-United States governmental or regulatory authority, including without limitation Forms 3, 4, 5, 13D, 13F and 13G and any amendments to any of the foregoing as may be required to be filed with the Securities and Exchange Commission, and delivering, furnishing or filing any such documents with the appropriate governmental, regulatory authority or other person, and giving and granting to each such attorney-in-fact power and authority to act in the premises as fully and to all intents and purposes as the Company might or could do if personally present by one of its authorized signatories, hereby ratifying and confirming all that said attorney-in-fact shall lawfully do or cause to be done by virtue hereof. Any such determination by an attorney-in-fact named herein shall be conclusively evidenced by such person's execution, delivery, furnishing or filing of the applicable document. This power of attorney in respect of the subject matter hereof, shall be valid from the date hereof and shall remain in full force and effect until either revoked in writing by the Company, or, in respect of any attorney-in-fact named herein, until such person ceases to be an employee of the Company or one of its affiliates. IN WITNESS WHEREOF, the undersigned has caused this power of attorney to be executed as of this 8th day of February, 2010. BLACKROCK INSTITUTIONAL TRUST COMPANY, N.A. By: _/s/Blake R. Grossman Name: Blake R. Grossman Title: Vice Chairman -----END PRIVACY-ENHANCED MESSAGE-----