0001193125-11-111130.txt : 20110427 0001193125-11-111130.hdr.sgml : 20110427 20110427114901 ACCESSION NUMBER: 0001193125-11-111130 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110427 DATE AS OF CHANGE: 20110427 EFFECTIVENESS DATE: 20110427 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ESSEX INVESTMENT MANAGEMENT CO LLC CENTRAL INDEX KEY: 0000201772 IRS NUMBER: 004260191 STATE OF INCORPORATION: MA FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00878 FILM NUMBER: 11782494 BUSINESS ADDRESS: STREET 1: 125 HIGH STREET CITY: SOUTH BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6174824870 FORMER COMPANY: FORMER CONFORMED NAME: ESSEX INVESTMENT MANAGEMENT CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 d13fhr.txt 13F-HR OMB APPROVAL OMB Number: 3235-0006 Expires: August 31, 2012 Estimated average burden hours per response. . . . . .22.6 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/2011 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: ESSEX INVESTMENT MANAGEMENT CO., LLC Address: 125 HIGH STREET, 29TH FLOOR, BOSTON MA 02110 Form 13F File Number: 28-00878 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, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: MICHAEL S. MCCARTHY Title: SENIOR VICE PRESIDENT & DIRECTOR OF OPERATIONS Phone: (617) 342-3245 Signature, Place, and Date of Signing: /s/ MICHAEL S. MCCARTHY BOSTON, MA 4/26/2011 --------------------------------- ------------- --------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name: -------------------- ------------------------------- 28- 04975 AFFILIATED MANAGERS GROUP, INC. [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 638 Form 13F Information Table Value Total: $1,495,361,632.14 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number: Name: --- --------------------- ----- 1 28-04975 AFFILIATED MANAGERS GROUP [Repeat as necessary.] 13 F SUMMARY - 3/31/2011

INVESTMENT DISCRETION ------------------------ VOTING AUTHORITY TITLE SHARED --------------------------- OF CUSIP SHRS OR SOLE SHARED OTHER MANAGE SOLE SHARED NONE NAME OF ISSUER CLASS NUMBER MARKET VALUE PRN AMT (A) (B) (C) RS (A) (B) (C) -------------- ------ --------- ----------------- ---------- ---------- ------ ------ ------ ---------- ------ --------- 3M CO COMMON 88579Y101 168,767.50 1,805 1,805 1,805 3SBIO INC COMMON 88575Y105 8,126,905.15 470,035 470,035 466,910 3,125 57TH STR GEN ACQUISITION COR COMMON 316816107 3,333,657.95 335,041 335,041 287,315 47,726 7 DAYS GROUP HLDGS LTD COMMON 81783J101 5,494,724.04 270,943 270,943 269,369 1,574 ABB LTD COMMON 000375204 27,455.65 1,135 1,135 1,135 ABBOTT LABS COMMON 002824100 1,791,747.45 36,529 36,529 32,790 3,739 ABIOMED INC COMMON 003654100 6,516,472.52 448,484 448,484 445,560 2,924 ACACIA RESH CORP COMMON 003881307 11,960,601.30 348,198 348,198 345,881 2,317 ACCURAY INC COMMON 004397105 5,440,160.44 603,122 603,122 599,415 3,707 ACETO CORP COMMON 004446100 4,360,227.60 547,080 547,080 543,327 3,753 ACI WORLDWIDE INC COMMON 004498101 6,973,804.80 212,616 212,616 211,306 1,310 ACME PACKET INC COMMON 004764106 7,733,291.76 108,981 108,981 108,261 720 ACTIVE POWER INC COMMON 00504W100 28,728.65 9,805 9,805 9,805 ACUITY BRANDS INC COMMON 00508Y102 1,057,850.14 18,086 18,086 18,086 ADMINISTRADORA FONDOS PENSIO COMMON 00709P108 70,056.90 930 930 930 ADOBE SYS INC COMMON 00724F101 481,317.40 14,515 14,515 14,515 AECOM TECHNOLOGY CORP DELAWA COMMON 00766T100 840,579.49 30,313 30,313 26,037 4,276 AFFYMETRIX INC COMMON 00826T108 5,268,919.89 1,011,309 1,011,309 1,004,999 6,310 AFLAC INC COMMON 001055102 47,713.12 904 904 904 AGCO CORP COMMON 001084102 6,256,520.49 113,817 113,817 111,662 2,155 AGNICO EAGLE MINES LTD COMMON 008474108 6,664,061.30 100,438 100,438 99,111 1,327 AIR METHODS CORP COMMON 009128307 7,645,854.25 113,693 113,693 112,937 756 AKAMAI TECHNOLOGIES INC COMMON 00971T101 169,024.00 4,448 4,448 4,448 AKORN INC COMMON 009728106 6,202,288.40 1,074,920 1,074,920 1,067,783 7,137 ALEXANDER & BALDWIN INC COMMON 014482103 205,425.00 4,500 4,500 4,500 ALEXION PHARMACEUTICALS INC COMMON 015351109 2,960,696.04 30,003 30,003 30,003 ALIGN TECHNOLOGY INC COMMON 016255101 5,857.28 286 286 286 ALKERMES INC COMMON 01642T108 25,731.65 1,987 1,987 1,987 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 633,926.92 9,361 9,361 9,361 ALLERGAN INC COMMON 018490102 3,497,237.86 49,243 49,243 47,930 1,313

ALLIANCE DATA SYSTEMS CORP COMMON 018581108 1,669,529.82 19,438 19,438 19,438 ALLIANCE FIBER OPTIC PRODS I COMMON 018680306 1,051,673.76 94,236 94,236 93,611 625 ALLIED NEVADA GOLD CORP COMMON 019344100 3,548,035.48 100,001 100,001 100,001 ALLOT COMMUNICATIONS LTD COMMON M0854Q105 25,776.36 1,646 1,646 1,646 ALTISOURCE PORTFOLIO SOLNS S COMMON L0175J104 26,231.40 855 855 855 AMARIN CORP PLC COMMON 023111206 30,660.00 4,200 4,200 4,200 AMERESCO INC COMMON 02361E108 12,909.82 913 913 913 AMERICAN ELEC PWR INC COMMON 025537101 20,135.22 573 573 573 AMERICAN EXPRESS CO COMMON 025816109 45,200.00 1,000 1,000 1,000 AMERICAN FINL GROUP INC OHIO COMMON 025932104 39,222.40 1,120 1,120 1,120 AMERICAN PUBLIC EDUCATION IN COMMON 02913V103 5,121,334.05 126,609 126,609 125,825 784 AMERICAN RAILCAR INDS INC COMMON 02916P103 738,117.12 29,572 29,572 29,572 AMERICAN SAFETY INS HLDGS LT COMMON G02995101 5,977,705.63 278,941 278,941 276,993 1,948 AMERICAN SCIENCE & ENGR INC COMMON 029429107 715,790.00 7,750 7,750 7,548 202 AMERICAN SOFTWARE INC COMMON 029683109 16,811.64 2,278 2,278 2,278 AMERICAN SUPERCONDUCTOR CORP COMMON 030111108 4,895,012.88 196,824 196,824 195,611 1,213 AMETEK INC NEW COMMON 031100100 605,756.96 13,808 13,808 13,808 AMGEN INC COMMON 031162100 80,281.90 1,502 1,502 1,502 AMPHENOL CORP NEW COMMON 032095101 2,831,760.96 52,064 52,064 52,064 ANADARKO PETE CORP COMMON 032511107 4,788,879.36 58,458 58,458 54,386 4,072 ANALOGIC CORP COMMON 032657207 7,265,148.15 128,473 128,473 127,714 759 ANGLOGOLD ASHANTI LTD COMMON 035128206 402,971.80 8,404 8,404 8,404 ANHEUSER BUSCH INBEV SA/NV COMMON 03524A108 245,202.13 4,289 4,289 1,510 2,779 ANIXTER INTL INC COMMON 035290105 714,136.02 10,218 10,218 10,218 ANNALY CAP MGMT INC COMMON 035710409 17,188.25 985 985 985 APACHE CORP COMMON 037411105 6,674,301.60 50,980 50,980 45,323 5,657 APPLE INC COMMON 037833100 21,892,195.74 62,817 62,817 57,585 5,232 ARES CAP CORP COMMON 04010L103 45,995.52 2,714 2,714 2,714 ARIBA INC COMMON 04033V203 13,862,171.46 406,039 406,039 375,365 30,674 ARM HLDGS PLC COMMON 042068106 13,085,810.10 464,530 464,530 420,270 44,260 ARUBA NETWORKS INC COMMON 043176106 11,368,717.20 335,955 335,955 333,913 2,042 ASA GOLD AND PRECIOUS MTLS L COMMON G3156P103 3,174,184.40 100,132 100,132 100,132 ASIAINFO-LINKAGE INC COMMON 04518A104 419,230.60 19,364 19,364 18,817 547 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 40,981.72 1,487 1,487 1,487 AT&T INC COMMON 00206R102 765,954.03 25,023 25,023 25,023 ATHENAHEALTH INC COMMON 04685W103 12,365.62 274 274 274 ATLANTIC TELE NETWORK INC COMMON 049079205 93,570.04 2,516 2,516 2,516 ATRICURE INC COMMON 04963C209 16,580.66 1,457 1,457 1,457 AUDIOCODES LTD COMMON M15342104 9,314,802.35 1,565,513 1,565,513 1,553,916 11,597 AUTHENTIDATE HLDG CORP COMMON 052666104 18,768.41 31,312 31,312 31,312 AUTOLIV INC COMMON 052800109 537,573.66 7,242 7,242 7,242 AUTOMATIC DATA PROCESSING IN COMMON 053015103 408,119.74 7,954 7,954 7,954 AVAGO TECHNOLOGIES LTD COMMON Y0486S104 600,198.90 19,299 19,299 18,867 432 AVIAT NETWORKS INC COMMON 05366Y102 5,339,927.56 1,032,868 1,032,868 1,026,072 6,796 BAIDU INC COMMON 056752108 8,144,984.43 59,103 59,103 58,161 942 BAKER HUGHES INC COMMON 057224107 12,336.24 168 168 168 BALLANTYNE STRONG INC COMMON 058516105 2,684,469.51 374,403 374,403 371,788 2,615 BANCO BRADESCO S A COMMON 059460303 2,863,126.50 137,982 137,982 60,569 77,413 BANCO DE CHILE COMMON 059520106 60,195.85 715 715 715 BANCO MACRO SA COMMON 05961W105 33,144.84 828 828 828 BANCO SANTANDER BRASIL S A COMMON 05967A107 73,596.78 6,003 6,003 6,003 BANCO SANTANDER CHILE NEW COMMON 05965X109 21,427.25 247 247 247 BANCOLOMBIA S A COMMON 05968L102 26,630.50 425 425 425 BANK NOVA SCOTIA HALIFAX COMMON 064149107 837,789.33 13,647 13,647 13,230 417 BANKUNITED INC COMMON 06652K103 2,530,298.43 88,133 88,133 81,125 7,008 BARRETT BILL CORP COMMON 06846N104 55,315.26 1,386 1,386 1,080 306 BARRICK GOLD CORP COMMON 067901108 12,847,880.73 247,503 247,503 228,952 18,551 BASIC ENERGY SVCS INC NEW COMMON 06985P100 1,484,682.00 58,200 58,200 58,200 BAYER A G COMMON 072730302 2,754,316.89 35,353 35,353 35,353 BBVA BANCO FRANCES S A COMMON 07329M100 163,134.87 14,871 14,871 14,871 BE AEROSPACE INC COMMON 073302101 20,998.23 591 591 591 BERKSHIRE HATHAWAY INC DEL COMMON 084670702 14,945,015.52 178,704 178,704 164,885 13,819 BHP BILLITON LTD COMMON 088606108 485,536.32 5,064 5,064 5,064 BIOLASE TECHNOLOGY INC COMMON 090911108 2,893,154.99 594,077 594,077 590,026 4,051 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 876,609.79 34,883 34,883 34,363 520 BIOSCRIP INC COMMON 09069N108 5,430,771.02 1,162,906 1,162,906 1,154,753 8,153 BLACK HILLS CORP COMMON 092113109 50,160.00 1,500 1,500 1,500 BLACKROCK KELSO CAPITAL CORP COMMON 092533108 20,928.16 2,068 2,068 2,068 BODY CENT CORP COMMON 09689U102 210,905.17 9,079 9,079 9,079 BRIGHAM EXPLORATION CO COMMON 109178103 1,613,612.00 43,400 43,400 43,400 BRISTOL MYERS SQUIBB CO COMMON 110122108 52,860.00 2,000 2,000 2,000 BROADRIDGE FINL SOLUTIONS IN COMMON 11133T103 10,618.92 468 468 468 BROADSOFT INC COMMON 11133B409 11,619.28 244 244 244 BRONCO DRILLING CO INC COMMON 112211107 5,650,000.00 500,000 500,000 496,498 3,502 BRUKER CORP COMMON 116794108 8,009,402.40 384,144 384,144 381,841 2,303 CABOT MICROELECTRONICS CORP COMMON 12709P103 1,505,583.75 28,815 28,815 28,815 CADENCE PHARMACEUTICALS INC COMMON 12738T100 33,653.88 3,666 3,666 3,666 CAL MAINE FOODS INC COMMON 128030202 45,312.00 1,536 1,536 1,536 CALIPER LIFE SCIENCES INC COMMON 130872104 8,586,890.00 1,270,250 1,270,250 1,261,805 8,445 CALLIDUS SOFTWARE INC COMMON 13123E500 9,269,484.90 1,349,270 1,349,270 1,339,923 9,347 CAMECO CORP COMMON 13321L108 22,530.00 750 750 750 CAMPBELL SOUP CO COMMON 134429109 694,449.14 20,974 20,974 16,593 4,381 CANADIAN NAT RES LTD COMMON 136385101 470,820.75 9,525 9,525 9,525 CAPITAL SR LIVING CORP COMMON 140475104 2,416,485.42 227,541 227,541 225,067 2,474 CARBO CERAMICS INC COMMON 140781105 6,892,159.68 48,839 48,839 47,890 949 CARDIOVASCULAR SYS INC DEL COMMON 141619106 4,533,210.57 418,579 418,579 416,124 2,455 CARDTRONICS INC COMMON 14161H108 8,548,465.20 420,072 420,072 417,285 2,787 CARRIZO OIL & CO INC COMMON 144577103 129,291.93 3,501 3,501 3,501 CASCADE CORP COMMON 147195101 6,350,955.96 142,462 142,462 141,620 842 CATERPILLAR INC DEL COMMON 149123101 353,647.60 3,176 3,176 3,176 CATO CORP NEW COMMON 149205106 22,270.50 909 909 909 CB RICHARD ELLIS GROUP INC COMMON 12497T101 687,418.20 25,746 25,746 25,746 CDN IMPERIAL BK OF COMMERCE COMMON 136069101 883,478.73 10,229 10,229 9,925 304 CECO ENVIRONMENTAL CORP COMMON 125141101 17,652.80 2,992 2,992 2,992 CELGENE CORP COMMON 151020104 11,094,645.06 192,699 192,699 178,995 13,704 CELLCOM ISRAEL LTD COMMON M2196U109 28,715.04 867 867 867 CENTURYLINK INC COMMON 156700106 323,757.60 7,792 7,792 7,792 CERNER CORP COMMON 156782104 1,007,694.40 9,062 9,062 8,809 253 CEVA INC COMMON 157210105 6,785,570.88 253,856 253,856 252,084 1,772 CGG VERITAS COMMON 204386106 763,174.72 21,088 21,088 21,088 CHANGYOU COM LTD COMMON 15911M107 602,084.07 18,739 18,739 18,739 CHART INDS INC COMMON 16115Q308 18,254,676.48 331,662 331,662 318,393 13,269 CHESAPEAKE UTILS CORP COMMON 165303108 25,263.34 607 607 607 CHEVRON CORP NEW COMMON 166764100 4,730,419.92 44,008 44,008 44,008 CHICAGO BRIDGE & IRON CO N V COMMON 167250109 4,565,955.36 112,296 112,296 109,087 3,209 CHINA SUNERGY CO LTD COMMON 16942X104 23,113.20 5,610 5,610 5,610 CHINA YUCHAI INTL LTD COMMON G21082105 55,697.67 1,899 1,899 1,899 CHUBB CORP COMMON 171232101 2,347,743.83 38,293 38,293 35,124 3,169 CIGNA CORP COMMON 125509109 52,338.96 1,182 1,182 1,182 CINEDIGM DIGITAL CINEMA CORP COMMON 172407108 203,311.05 114,865 114,865 6,865 108,000 CIRRUS LOGIC INC COMMON 172755100 1,630,771.35 77,545 77,545 63,394 14,151 CISCO SYS INC COMMON 17275R102 3,413,999.05 199,067 199,067 189,163 9,904 CITIGROUP INC COMMON 172967101 1,992,447.60 450,780 450,780 437,680 13,100 CITRIX SYS INC COMMON 177376100 55,095.00 750 750 750 CNINSURE INC COMMON 18976M103 38,763.36 2,991 2,991 2,991 CNO FINL GROUP INC COMMON 12621E103 756,865.31 100,781 100,781 100,781 COCA COLA CO COMMON 191216100 5,428,403.18 81,827 81,827 74,991 6,836 CODEXIS INC COMMON 192005106 18,131.88 1,534 1,534 1,534 COGO GROUP INC COMMON 192448108 5,548,609.20 687,560 687,560 682,758 4,802 COLGATE PALMOLIVE CO COMMON 194162103 1,154,060.40 14,290 14,290 14,290 COLLECTORS UNIVERSE INC COMMON 19421R200 61,777.22 4,369 4,369 4,369 COLONIAL PPTYS TR COMMON 195872106 41,714.75 2,167 2,167 2,167 COMCAST CORP NEW COMMON 20030N101 5,287,212.48 213,884 213,884 213,884 COMMERCE BANCSHARES INC COMMON 200525103 106,155.00 2,625 2,625 2,625 COMMTOUCH SOFTWARE LTD COMMON M25596202 15,562.26 4,347 4,347 4,347 COMPANHIA BRASILEIRA DE DIST COMMON 20440T201 42,391.23 1,011 1,011 1,011 COMPANHIA DE BEBIDAS DAS AME COMMON 20441W203 22,195.04 784 784 784 COMPANHIA ENERGETICA DE MINA COMMON 204409601 52,472.21 2,723 2,723 2,723 COMPANIA CERVECERIAS UNIDAS COMMON 204429104 63,296.10 1,071 1,071 1,071 COMPANIA DE MINAS BUENAVENTU COMMON 204448104 10,828.44 252 252 252 COMPASS DIVERSIFIED HOLDINGS COMMON 20451Q104 20,975.02 1,423 1,423 1,423 COMPUTER TASK GROUP INC COMMON 205477102 20,041.32 1,508 1,508 1,508 COMPUWARE CORP COMMON 205638109 2,278,087.35 197,237 197,237 197,237 COMSCORE INC COMMON 20564W105 3,321,641.00 112,598 112,598 106,727 5,871 COMTECH TELECOMMUNICATIONS C COMMON 205826209 42,572.08 1,564 1,564 1,564 CONCHO RES INC COMMON 20605P101 7,676,134.70 71,539 71,539 70,258 1,281 CONCUR TECHNOLOGIES INC COMMON 206708109 5,189,011.00 93,580 93,580 92,958 622 CONOCOPHILLIPS COMMON 20825C104 1,080,346.08 13,528 13,528 13,528 CONSTANT CONTACT INC COMMON 210313102 3,935,219.30 112,757 112,757 99,356 13,401 COPART INC COMMON 217204106 142,989.00 3,300 3,300 3,300 CORE LABORATORIES N V COMMON N22717107 2,892,534.87 28,311 28,311 27,811 500 CORINTHIAN COLLEGES INC COMMON 218868107 2,565,637.62 580,461 580,461 576,864 3,597 CORNERSTONE ONDEMAND INC COMMON 21925Y103 47,525.61 2,607 2,607 1,971 636 CORPBANCA COMMON 21987A209 85,373.07 3,813 3,813 3,813 CORVEL CORP COMMON 221006109 18,613.00 350 350 350 COST PLUS INC CALIF COMMON 221485105 8,146,681.82 829,601 829,601 824,683 4,918 COVANCE INC COMMON 222816100 646,462.08 11,814 11,814 11,814 COVENTRY HEALTH CARE INC COMMON 222862104 71,111.52 2,232 2,232 2,232 COVIDIEN PLC COMMON G2554F113 83,779.22 1,613 1,613 1,613 CPI CORP COMMON 125902106 48,914.23 2,173 2,173 2,173 CRAY INC COMMON 225223304 22,716.90 3,522 3,522 3,522 CREE INC COMMON 225447101 11,447.68 248 248 248 CROCS INC COMMON 227046109 13,362.16 749 749 749 CSX CORP COMMON 126408103 73,176.60 931 931 931 CTC MEDIA INC COMMON 12642X106 68,942.25 2,925 2,925 2,925 CTRIP COM INTL LTD COMMON 22943F100 2,032,595.10 48,990 48,990 47,520 1,470 CUTERA INC COMMON 232109108 2,852,181.70 332,810 332,810 330,511 2,299 CVR ENERGY INC COMMON 12662P108 11,602,673.64 500,979 500,979 497,636 3,343 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 5,251.98 271 271 271 DAKTRONICS INC COMMON 234264109 4,733,289.50 440,306 440,306 437,230 3,076 DANAHER CORP DEL COMMON 235851102 534,362.40 10,296 10,296 10,296 DARLING INTL INC COMMON 237266101 25,790.86 1,678 1,678 1,678 DAWSON GEOPHYSICAL CO COMMON 239359102 7,816,081.12 178,124 178,124 177,110 1,014 DDI CORP COMMON 233162502 128,034.41 12,113 12,113 12,113 DEERE & CO COMMON 244199105 882,086.56 9,104 9,104 9,104 DEMAND MEDIA INC COMMON 24802N109 936,183.15 39,753 39,753 38,946 807 DENBURY RES INC COMMON 247916208 2,403,985.60 98,524 98,524 98,524 DENDREON CORP COMMON 24823Q107 9,595,629.66 256,362 256,362 240,389 15,973 DEPOMED INC COMMON 249908104 36,957.24 3,681 3,681 3,681 DG FASTCHANNEL INC COMMON 23326R109 5,202,612.18 161,622 161,622 160,548 1,074 DIAMOND OFFSHORE DRILLING IN COMMON 25271C102 38,850.00 500 500 500 DICE HLDGS INC COMMON 253017107 2,598,708.46 171,986 171,986 162,580 9,406 DISNEY WALT CO COMMON 254687106 10,862,170.29 252,081 252,081 219,003 33,078 DIXIE GROUP INC COMMON 255519100 17,269.96 3,706 3,706 3,706 DOLLAR FINL CORP COMMON 256664103 1,857,560.75 89,521 89,521 82,946 6,575 DOLLAR TREE INC COMMON 256746108 966,214.56 17,403 17,403 17,403 DOW CHEM CO COMMON 260543103 98,867.25 2,619 2,619 2,619 DU PONT E I DE NEMOURS & CO COMMON 263534109 303,544.34 5,522 5,522 5,522 DUKE ENERGY CORP NEW COMMON 26441C105 63,906.15 3,521 3,521 3,521 DUN & BRADSTREET CORP DEL NE COMMON 26483E100 62,587.20 780 780 780 DUNCAN ENERGY PARTNERS LP COMMON 265026104 175,122.00 4,324 4,324 4,324 DURECT CORP COMMON 266605104 62,964.00 17,490 17,490 17,490 DYNAVAX TECHNOLOGIES CORP COMMON 268158102 36,672.12 13,287 13,287 13,287 E M C CORP MASS COMMON 268648102 8,634,576.32 325,097 325,097 303,528 21,569 EBAY INC COMMON 278642103 3,135.04 101 101 101 ECOLOGY & ENVIRONMENT INC COMMON 278878103 13,190.40 687 687 687 ECOPETROL S A COMMON 279158109 61,879.95 1,485 1,485 1,485 EDISON INTL COMMON 281020107 18,295.00 500 500 500 EINSTEIN NOAH REST GROUP INC COMMON 28257U104 6,584,918.12 404,479 404,479 401,679 2,800 ENCORE CAP GROUP INC COMMON 292554102 6,137,838.53 259,254 259,254 257,651 1,603 ENDEAVOUR INTL CORP COMMON 29259G200 635,000.00 50,000 50,000 48,708 1,292 ENDURANCE SPECIALTY HLDGS LT COMMON G30397106 10,349.84 212 212 212 ENERGY TRANSFER EQUITY L P COMMON 29273V100 98,415.00 2,187 2,187 2,187 ENERGY TRANSFER PRTNRS L P COMMON 29273R109 840,685.92 16,242 16,242 16,242 ENNIS INC COMMON 293389102 40,906.06 2,402 2,402 2,402 ENTERPRISE PRODS PARTNERS L COMMON 293792107 212,199.68 4,928 4,928 4,928 EOG RES INC COMMON 26875P101 1,374,004.94 11,594 11,594 11,377 217 EPOCRATES INC COMMON 29429D103 18,572.40 938 938 938 EQUITY RESIDENTIAL COMMON 29476L107 21,266.57 377 377 377 ESCO TECHNOLOGIES INC COMMON 296315104 5,678,818.25 148,855 148,855 147,950 905 EVERCORE PARTNERS INC COMMON 29977A105 6,463,493.55 188,495 188,495 187,237 1,258 EVEREST RE GROUP LTD COMMON G3223R108 189,851.54 2,153 2,153 2,022 131 EXAMWORKS GROUP INC COMMON 30066A105 120,642.21 5,427 5,427 4,245 1,182 EXCEED COMPANY LTD COMMON G32335104 24,082.50 3,250 3,250 3,250 EXELON CORP COMMON 30161N101 43,302.00 1,050 1,050 1,050 EXIDE TECHNOLOGIES COMMON 302051206 11,458,666.31 1,025,843 1,025,843 1,019,021 6,822 EXPRESS SCRIPTS INC COMMON 302182100 18,240.08 328 328 328 EXXON MOBIL CORP COMMON 30231G102 9,084,020.88 107,976 107,976 96,765 11,211 FASTENAL CO COMMON 311900104 259,320.00 4,000 4,000 4,000 FIDELITY NATIONAL FINANCIAL COMMON 31620R105 43,435.62 3,074 3,074 3,074 FIFTH THIRD BANCORP COMMON 316773100 1,908,882.07 137,478 137,478 137,478 FIRST DEFIANCE FINL CORP COMMON 32006W106 17,853.30 1,245 1,245 1,245 FIRST PACTRUST BANCORP INC COMMON 33589V101 19,553.39 1,229 1,229 1,229 FIRST REP BK SAN FRAN CALI N COMMON 33616C100 4,711,394.93 152,423 152,423 139,190 13,233 FIRST SOLAR INC COMMON 336433107 18,496.60 115 115 115 FLAMEL TECHNOLOGIES SA COMMON 338488109 8,684.45 1,445 1,445 1,445 FLOW INTL CORP COMMON 343468104 3,026,926.95 689,505 689,505 684,776 4,729 FOCUS MEDIA HLDG LTD COMMON 34415V109 21,407.66 698 698 698 FORD MTR CO DEL COMMON 345370860 90,160.77 6,047 6,047 6,047 FORTINET INC COMMON 34959E109 1,224,014.60 27,724 27,724 20,482 7,242 FOSTER WHEELER AG COMMON H27178104 810,485.28 21,544 21,544 21,544 FREEPORT-MCMORAN COPPER & GO COMMON 35671D857 1,509,293.50 27,170 27,170 23,950 3,220 FREIGHTCAR AMER INC COMMON 357023100 711,448.84 21,884 21,884 21,884 FRONTIER COMMUNICATIONS CORP COMMON 35906A108 43,927.68 5,344 5,344 5,344 FUELCELL ENERGY INC COMMON 35952H106 8,493,407.48 3,968,882 3,968,882 3,938,698 30,184 FUNDTECH LTD COMMON M47095100 15,077.15 869 869 869 GAMESTOP CORP NEW COMMON 36467W109 48,958.48 2,174 2,174 2,174 GARDNER DENVER INC COMMON 365558105 735,042.60 9,420 9,420 9,420 GAZPROM O A O COMMON 368287207 4,102,839.72 132,009 132,009 132,009 GENERAL DYNAMICS CORP COMMON 369550108 191,400.00 2,500 2,500 2,500 GENERAL ELECTRIC CO COMMON 369604103 7,791,750.80 388,616 388,616 381,399 7,217 GENERAL MLS INC COMMON 370334104 36,550.00 1,000 1,000 1,000 GENESEE & WYO INC COMMON 371559105 1,399,884.60 24,053 24,053 24,053 GENTEX CORP COMMON 371901109 3,736,782.50 123,530 123,530 120,017 3,513 GENZYME CORP COMMON 372917104 2,109,265.13 27,697 27,697 23,419 4,278 GEORESOURCES INC COMMON 372476101 10,700,281.30 342,190 342,190 340,241 1,949 GETTY RLTY CORP NEW COMMON 374297109 21,461.44 938 938 938 GEVO INC COMMON 374396109 18,143.70 921 921 921 G-III APPAREL GROUP LTD COMMON 36237H101 26,186.29 697 697 697 GILEAD SCIENCES INC COMMON 375558103 96,746.66 2,278 2,278 2,278 GLADSTONE INVT CORP COMMON 376546107 49,050.96 6,321 6,321 6,321 GLOBAL CROSSING LTD COMMON G3921A175 6,401,640.96 459,888 459,888 457,012 2,876 GLOBAL TRAFFIC NETWORK INC COMMON 37947B103 28,543.83 2,289 2,289 2,289 GMX RES INC COMMON 38011M108 3,716,221.85 602,305 602,305 598,564 3,741 GOL LINHAS AEREAS INTLG S A COMMON 38045R107 92,210.68 6,716 6,716 6,716 GOLDCORP INC NEW COMMON 380956409 14,177,462.40 284,688 284,688 264,020 20,668 GOLDMAN SACHS GROUP INC COMMON 38141G104 2,205,174.40 13,904 13,904 13,904 GOOGLE INC COMMON 38259P508 13,900,344.40 23,690 23,690 20,852 2,838 GREAT SOUTHN BANCORP INC COMMON 390905107 21,450.00 1,000 1,000 1,000 GREEN MTN COFFEE ROASTERS IN COMMON 393122106 31,594.29 489 489 489 GREENBRIER COS INC COMMON 393657101 7,852,036.50 276,675 276,675 274,992 1,683 GT SOLAR INTL INC COMMON 3623E0209 25,223.88 2,364 2,364 2,364 HALLIBURTON CO COMMON 406216101 11,504,617.04 230,831 230,831 211,045 19,786 HALOZYME THERAPEUTICS INC COMMON 40637H109 47,880.41 7,141 7,141 7,141 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 6,598,917.36 253,512 253,512 251,946 1,566 HANWHA SOLARONE CO LTD COMMON 41135V103 75,572.60 9,970 9,970 9,970 HARDINGE INC COMMON 412324303 6,240,089.70 455,481 455,481 452,348 3,133 HARMAN INTL INDS INC COMMON 413086109 3,324.22 71 71 71 HARRIS & HARRIS GROUP INC COMMON 413833104 1,471,833.50 273,575 273,575 266,254 7,321 HAWKINS INC COMMON 420261109 22,840.48 556 556 556 HCA HOLDINGS INC COMMON 40412C101 2,993,769.30 88,390 88,390 84,547 3,843 HEADWATERS INC COMMON 42210P102 4,010,165.10 679,689 679,689 675,455 4,234 HEALTH MGMT ASSOC INC NEW COMMON 421933102 964,290.30 88,467 88,467 88,467 HEALTHSOUTH CORP COMMON 421924309 1,633,467.18 65,391 65,391 65,391 HEALTHSTREAM INC COMMON 42222N103 6,184,827.11 800,107 800,107 794,520 5,587 HEARTWARE INTL INC COMMON 422368100 8,371,552.80 97,890 97,890 97,286 604 HECKMANN CORP COMMON 422680108 32,861.35 5,017 5,017 5,017 HECLA MNG CO COMMON 422704106 45,400.00 5,000 5,000 5,000 HERITAGE CRYSTAL CLEAN INC COMMON 42726M106 19,864.50 1,394 1,394 1,394 HERSHA HOSPITALITY TR COMMON 427825104 56,525.04 9,516 9,516 9,516 HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 11,884,614.36 760,372 760,372 740,632 19,740 HIMAX TECHNOLOGIES INC COMMON 43289P106 41,074.47 17,331 17,331 17,331 HMS HLDGS CORP COMMON 40425J101 4,293,196.20 52,452 52,452 44,899 7,553 HOLOGIC INC COMMON 436440101 1,715,971.20 77,296 77,296 74,841 2,455 HOME INNS & HOTELS MGMT INC COMMON 43713W107 749,376.66 18,938 18,938 18,938 HORACE MANN EDUCATORS CORP N COMMON 440327104 58,396.80 3,476 3,476 3,476 HOSPIRA INC COMMON 441060100 86,498.40 1,567 1,567 1,567 HUMAN GENOME SCIENCES INC COMMON 444903108 50,617.80 1,844 1,844 1,844 HYPERDYNAMICS CORP COMMON 448954107 1,186,559.22 256,831 256,831 256,831 IAMGOLD CORP COMMON 450913108 809,411.16 36,758 36,758 32,285 4,473 ICICI BK LTD COMMON 45104G104 1,694.22 34 34 34 IDT CORP COMMON 448947507 131,246.50 4,870 4,870 4,870 ILLINOIS TOOL WKS INC COMMON 452308109 537,200.00 10,000 10,000 10,000 ILLUMINA INC COMMON 452327109 567,076.51 8,093 8,093 8,093 IMAX CORP COMMON 45245E109 792,848.16 24,792 24,792 24,164 628 IMPAX LABORATORIES INC COMMON 45256B101 1,124,762.75 44,195 44,195 44,195 INCYTE CORP COMMON 45337C102 38,784.95 2,447 2,447 2,447 INDUSTRIAL SVCS AMER INC FLA COMMON 456314103 51,676.13 4,561 4,561 4,561 INDUSTRIAS BACHOCO S A B DE COMMON 456463108 43,213.65 1,545 1,545 1,545 INFORMATICA CORP COMMON 45666Q102 42,743.61 819 819 819 INHIBITEX INC COMMON 45719T103 51,983.20 14,360 14,360 14,360 INSULET CORP COMMON 45784P101 1,520,498.18 73,739 73,739 73,739 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 682,032.66 92,479 92,479 92,479 INTEL CORP COMMON 458140100 1,491,261.64 73,898 73,898 46,046 27,852 INTERACTIVE INTELLIGENCE INC COMMON 45839M103 15,996,559.11 413,241 413,241 410,556 2,685 INTERFACE INC COMMON 458665106 9,232,999.99 499,351 499,351 496,030 3,321 INTERNATIONAL BUSINESS MACHS COMMON 459200101 1,939,880.72 11,896 11,896 11,092 804 INTREPID POTASH INC COMMON 46121Y102 1,198,574.04 34,422 34,422 34,422 INTUIT COMMON 461202103 1,900,275.80 35,780 35,780 35,780 INTUITIVE SURGICAL INC COMMON 46120E602 20,007.60 60 60 60 IRONWOOD PHARMACEUTICALS INC COMMON 46333X108 1,457,484.90 104,255 104,255 104,255 ISHARES INC COMMON 464286848 45,932.70 4,453 4,453 4,453 ISHARES SILVER TRUST COMMON 46428Q109 372,627.18 10,134 10,134 10,134 ITC HLDGS CORP COMMON 465685105 54,522.00 780 780 780 IXIA COMMON 45071R109 9,328,134.32 587,414 587,414 582,213 5,201 JA SOLAR HOLDINGS CO LTD COMMON 466090107 5,977,798.53 852,753 852,753 847,125 5,628 JACOBS ENGR GROUP INC DEL COMMON 469814107 716,008.46 13,922 13,922 11,991 1,931 JANUS CAP GROUP INC COMMON 47102X105 747,140.05 59,915 59,915 59,915 JAZZ PHARMACEUTICALS INC COMMON 472147107 2,276,701.70 71,482 71,482 71,482 JDS UNIPHASE CORP COMMON 46612J507 6,939.72 333 333 333 JMP GROUP INC COMMON 46629U107 16,910.04 1,964 1,964 1,964 JOHNSON & JOHNSON COMMON 478160104 1,598,624.25 26,981 26,981 17,342 9,639 JOHNSON CTLS INC COMMON 478366107 4,119,877.99 99,107 99,107 96,273 2,834 JOY GLOBAL INC COMMON 481165108 1,299,647.93 13,153 13,153 12,153 1,000 JPMORGAN CHASE & CO COMMON 46625H100 1,544,442.20 33,502 33,502 28,002 5,500 JUPITER MEDIA METRIX INC COMMON 48206U104 .00 6,989 6,989 6,989 KAYDON CORP COMMON 486587108 19,163.91 489 489 489 KELLOGG CO COMMON 487836108 23,319.36 432 432 432 KEMET CORP COMMON 488360207 29,126.12 1,964 1,964 1,964 KENDLE INTERNATIONAL INC COMMON 48880L107 58,251.69 5,439 5,439 5,439 KENEXA CORP COMMON 488879107 1,614,015.00 58,500 58,500 55,700 2,800 KEY TRONICS CORP COMMON 493144109 49,128.06 9,806 9,806 9,806 KEYNOTE SYS INC COMMON 493308100 5,931,733.50 319,770 319,770 317,562 2,208 KFORCE INC COMMON 493732101 6,789,208.50 370,995 370,995 368,526 2,469 KINDER MORGAN INC DEL COMMON 49456B101 968,042.40 32,660 32,660 31,491 1,169 KINGOLD JEWELRY INC COMMON 49579A204 77,628.25 31,685 31,685 31,685 KINROSS GOLD CORP COMMON 496902404 2,623,682.25 166,583 166,583 161,583 5,000 KODIAK OIL & GAS CORP COMMON 50015Q100 4,055,027.60 605,228 605,228 587,511 17,717 LAM RESEARCH CORP COMMON 512807108 49,067.56 866 866 866 LAN AIRLINES S A COMMON 501723100 83,218.68 3,252 3,252 3,252 LAZARD LTD COMMON G54050102 4,210,058.16 101,252 101,252 98,470 2,782 LCA-VISION INC COMMON 501803308 5,662,305.00 838,860 838,860 833,157 5,703 LEXICON PHARMACEUTICALS INC COMMON 528872104 62,751.36 37,352 37,352 37,352 LIBERTY MEDIA CORP NEW COMMON 53071M708 3,269,132.80 42,128 42,128 42,128 LIFETIME BRANDS INC COMMON 53222Q103 46,290.00 3,086 3,086 3,086 LIGHTSCAPE TECHNOLOGIES INC COMMON 53227B101 3,875.30 346,009 346,009 346,009 LIME ENERGY CO COMMON 53261U205 16,868.30 3,478 3,478 3,478 LIMELIGHT NETWORKS INC COMMON 53261M104 7,852,379.16 1,096,701 1,096,701 1,090,143 6,558 LINCOLN EDL SVCS CORP COMMON 533535100 55,170.08 3,472 3,472 3,472 LINDSAY CORP COMMON 535555106 1,876,487.94 23,747 23,747 23,747 LINEAR TECHNOLOGY CORP COMMON 535678106 132,838.50 3,950 3,950 3,950 LIVEPERSON INC COMMON 538146101 3,869,028.16 306,094 306,094 292,363 13,731 LJ INTL INC COMMON G55312105 24,971.72 6,338 6,338 6,338 LOGMEIN INC COMMON 54142L109 9,190.88 218 218 218 LSB INDS INC COMMON 502160104 9,843,444.44 248,321 248,321 246,670 1,651 LSI INDS INC COMMON 50216C108 4,108,598.64 567,486 567,486 563,519 3,967 MADDEN STEVEN LTD COMMON 556269108 9,803,489.28 208,896 208,896 207,499 1,397 MAGELLAN MIDSTREAM PRTNRS LP COMMON 559080106 59,860.00 1,000 1,000 1,000 MAGNA INTL INC COMMON 559222401 24,482.01 511 511 511 MAKEMYTRIP LIMITED MAURITIUS COMMON V5633W109 29,310.00 1,000 1,000 1,000 MANITEX INTL INC COMMON 563420108 3,554,089.00 646,198 646,198 642,499 3,699 MANITOWOC INC COMMON 563571108 26,759.24 1,223 1,223 1,223 MARCHEX INC COMMON 56624R108 5,236,776.70 665,410 665,410 660,749 4,661 MARKET VECTORS ETF TR COMMON 57060U589 5,464,914.80 139,340 139,340 139,340 MARLIN BUSINESS SVCS CORP COMMON 571157106 11,451.52 928 928 928 MARSH & MCLENNAN COS INC COMMON 571748102 329,370.69 11,049 11,049 11,049 MATERIAL SCIENCES CORP COMMON 576674105 34,478.22 4,782 4,782 4,782 MAXIMUS INC COMMON 577933104 1,432,001.14 17,642 17,642 17,642 MCDERMOTT INTL INC COMMON 580037109 5,728,060.17 225,603 225,603 220,188 5,415 MCDONALDS CORP COMMON 580135101 4,937,936.64 64,896 64,896 63,173 1,723 MCGRAW HILL COS INC COMMON 580645109 289,984.00 7,360 7,360 7,360 MCKESSON CORP COMMON 58155Q103 58,417.95 739 739 739 MEADOWBROOK INS GROUP INC COMMON 58319P108 13,672.35 1,321 1,321 1,321 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 66,493.44 1,184 1,184 1,184 MEDIDATA SOLUTIONS INC COMMON 58471A105 6,900,396.91 269,863 269,863 268,069 1,794 MEDIWARE INFORMATION SYS INC COMMON 584946107 19,598.76 1,578 1,578 1,578 MEDQUIST HLDGS INC COMMON 58506K102 5,369,394.74 515,297 515,297 475,330 39,967 MEDTOX SCIENTIFIC INC COMMON 584977201 2,909,950.40 177,436 177,436 176,196 1,240 MEMC ELECTR MATLS INC COMMON 552715104 37,039.68 2,858 2,858 2,858 MERCADOLIBRE INC COMMON 58733R102 187,830.63 2,301 2,301 2,301 MERCK & CO INC NEW COMMON 58933Y105 137,288.59 4,159 4,159 4,159 METTLER TOLEDO INTERNATIONAL COMMON 592688105 75,508.00 439 439 439 MGP INGREDIENTS INC COMMON 55302G103 13,664.24 1,567 1,567 1,567 MICROS SYS INC COMMON 594901100 2,137,155.48 43,236 43,236 41,736 1,500 MICROSOFT CORP COMMON 594918104 5,237,804.66 206,294 206,294 195,355 10,939 MOLYCORP INC DEL COMMON 608753109 176,038.66 2,933 2,933 2,933 MOMENTA PHARMACEUTICALS INC COMMON 60877T100 29,591.95 1,867 1,867 1,867 MONSANTO CO NEW COMMON 61166W101 3,446,296.18 47,693 47,693 46,150 1,543 MORGAN STANLEY COMMON 617446448 5,315,543.12 194,566 194,566 194,566 MORNINGSTAR INC COMMON 617700109 441,177.66 7,557 7,557 7,557 MOSAIC CO COMMON 61945A107 4,818,712.50 61,190 61,190 59,348 1,842 MYLAN INC COMMON 628530107 1,729,569.82 76,327 76,327 76,327 MYR GROUP INC DEL COMMON 55405W104 27,771.12 1,161 1,161 1,161 NACCO INDS INC COMMON 629579103 10,624.32 96 96 96 NALCO HOLDING COMPANY COMMON 62985Q101 18,953.14 694 694 694 NANOMETRICS INC COMMON 630077105 1,989.90 110 110 110 NATIONAL GRID PLC COMMON 636274300 65,094.20 1,355 1,355 1,355 NATIONAL OILWELL VARCO INC COMMON 637071101 977,399.10 12,330 12,330 12,330 NCI BUILDING SYS INC COMMON 628852204 18,726.26 1,478 1,478 1,478 NETFLIX INC COMMON 64110L106 77,754.06 327 327 327 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 649,839.30 15,465 15,465 15,465 NETSOL TECHNOLOGIES INC COMMON 64115A204 21,856.88 11,626 11,626 11,626 NETSPEND HLDGS INC COMMON 64118V106 865,101.68 82,234 82,234 76,446 5,788 NETWORK ENGINES INC COMMON 64121A107 3,324,413.26 1,637,642 1,637,642 1,626,200 11,442 NEW GOLD INC CDA COMMON 644535106 8,859,106.82 756,542 756,542 693,663 62,879 NEW YORK & CO INC COMMON 649295102 6,858,296.59 978,359 978,359 971,599 6,760 NEWMONT MINING CORP COMMON 651639106 5,226,799.12 95,764 95,764 94,826 938 NEWS CORP COMMON 65248E104 359,106.66 20,427 20,427 20,427 NEXTERA ENERGY INC COMMON 65339F101 88,908.56 1,613 1,613 1,613 NICE SYS LTD COMMON 653656108 2,000,818.16 54,164 54,164 54,164 NII HLDGS INC COMMON 62913F201 657,302.58 15,774 15,774 15,774 NOAH HLDGS LTD COMMON 65487X102 1,622,627.93 110,911 110,911 109,928 983 NORTHEAST UTILS COMMON 664397106 67,435.40 1,949 1,949 1,949 NOVAGOLD RES INC COMMON 66987E206 4,301,856.00 330,912 330,912 324,062 6,850 NOVARTIS A G COMMON 66987V109 713,615.50 13,130 13,130 13,130 NPS PHARMACEUTICALS INC COMMON 62936P103 3,201,406.08 334,176 334,176 333,392 784 NUANCE COMMUNICATIONS INC COMMON 67020Y100 1,852,206.10 94,742 94,742 86,834 7,908 NXP SEMICONDUCTORS N V COMMON N6596X109 9,126,620.06 304,576 304,576 270,369 34,207 NXSTAGE MEDICAL INC COMMON 67072V103 8,324,990.94 378,753 378,753 376,396 2,357 NYSE EURONEXT COMMON 629491101 925,498.55 26,315 26,315 26,315 OASIS PETE INC NEW COMMON 674215108 5,524,488.30 174,715 174,715 171,744 2,971 OCCIDENTAL PETE CORP DEL COMMON 674599105 604,056.69 5,781 5,781 5,781 OIL STS INTL INC COMMON 678026105 7,268,705.10 95,465 95,465 89,756 5,709 OLD REP INTL CORP COMMON 680223104 21,268.44 1,676 1,676 1,676 OMNIVISION TECHNOLOGIES INC COMMON 682128103 14,648,201.81 412,277 412,277 383,942 28,335 OPNEXT INC COMMON 68375V105 4,039,034.22 1,662,154 1,662,154 1,650,675 11,479 OPTIMER PHARMACEUTICALS INC COMMON 68401H104 93,882.88 7,936 7,936 7,936 ORACLE CORP COMMON 68389X105 6,143,054.72 183,745 183,745 161,248 22,497 ORION ENERGY SYSTEMS INC COMMON 686275108 2,076,132.62 514,531 514,531 511,100 3,431 OSIRIS THERAPEUTICS INC NEW COMMON 68827R108 41,708.70 5,745 5,745 5,255 490 OVERSTOCK COM INC DEL COMMON 690370101 56,592.00 3,600 3,600 3,600 PAN AMERICAN SILVER CORP COMMON 697900108 92,825.00 2,500 2,500 2,500 PAREXEL INTL CORP COMMON 699462107 10,231,086.30 410,887 410,887 408,544 2,343 PARKER HANNIFIN CORP COMMON 701094104 246,168.00 2,600 2,600 2,600 PARTNER COMMUNICATIONS CO LT COMMON 70211M109 43,038.64 2,264 2,264 2,264 PARTNERRE LTD COMMON G6852T105 44,374.40 560 560 560 PAYCHEX INC COMMON 704326107 234,948.12 7,486 7,486 7,486 PDI INC COMMON 69329V100 4,202,983.17 518,247 518,247 514,626 3,621 PEABODY ENERGY CORP COMMON 704549104 30,654.96 426 426 426 PENFORD CORP COMMON 707051108 16,060.94 2,578 2,578 2,578 PEP BOYS MANNY MOE & JACK COMMON 713278109 25,852.14 2,034 2,034 2,034 PEPSICO INC COMMON 713448108 92,299.53 1,433 1,433 1,433 PERFICIENT INC COMMON 71375U101 5,372,325.21 447,321 447,321 444,197 3,124 PERKINELMER INC COMMON 714046109 614,140.06 23,378 23,378 23,378 PETROHAWK ENERGY CORP COMMON 716495106 2,200,968.06 89,689 89,689 89,689 PETROLEO BRASILEIRO SA PETRO COMMON 71654V408 305,044.35 7,545 7,545 7,545 PFIZER INC COMMON 717081103 83,880.30 4,130 4,130 4,130 PFSWEB INC COMMON 717098206 19,725.47 3,953 3,953 3,953 PG&E CORP COMMON 69331C108 22,090.00 500 500 500 PHARMASSET INC COMMON 71715N106 293,981.85 3,735 3,735 3,735 PHILIPPINE LONG DISTANCE TEL COMMON 718252604 55,693.50 1,041 1,041 1,041 PIONEER NAT RES CO COMMON 723787107 107,016.00 1,050 1,050 1,050 PLATINUM UNDERWRITER HLDGS L COMMON G7127P100 23,272.99 611 611 611 POLYCOM INC COMMON 73172K104 598,037.90 11,534 11,534 11,534 POLYPORE INTL INC COMMON 73179V103 8,507,157.10 147,745 147,745 141,707 6,038 POTASH CORP SASK INC COMMON 73755L107 4,522,877.50 76,750 76,750 74,683 2,067 POWER ONE INC NEW COMMON 73930R102 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