-----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, E3EZ0Gc4HNMIZKq2UaPIltZCSSb9MMtyGp7VorNi4KPQfXSJGXwzKYEdPY2zCEgc z2LFulozXrv2wEx2Yrv0Ww== 0000919079-08-000009.txt : 20080428 0000919079-08-000009.hdr.sgml : 20080428 20080428151808 ACCESSION NUMBER: 0000919079-08-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080428 DATE AS OF CHANGE: 20080428 EFFECTIVENESS DATE: 20080428 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM CENTRAL INDEX KEY: 0000919079 IRS NUMBER: 946207465 STATE OF INCORPORATION: CA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04896 FILM NUMBER: 08780852 BUSINESS ADDRESS: STREET 1: 400 Q ST STREET 2: SUITE 4800 CITY: SACRAMENTO STATE: CA ZIP: 95811 BUSINESS PHONE: 9167953400 MAIL ADDRESS: STREET 1: 400 Q ST STREET 2: SUITE 4800 CITY: SACRAMENTO STATE: CA ZIP: 95811 13F-HR 1 firstquarter08_13f.txt FORM 13F COVER PAGE "Report for the Calendar Year or Quarter Ended: March 31, 2008" Check here if Amendment[ ]; Amendment Number: This Amendment (Check only one.): [n/a ] is a restatement [n/a ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: CalPERS Address: 400 Q Street "Sacramento, CA 95814" 13F File Number:028-04896 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: Matthew Flynn Title: Div Chief Investment Operation Phone: 916-795-3400 Signature, Place, and Date of Signing: "Matthew Flynn Sacramento, CA 4/28/2008" FORM 13F SUMMARY PAGE Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: 0 Form 13F Information Table Entry Total: 4282 Form 13F Information Table Values Total (X$1000): $59,064,781
Security Name Security CUSIP Number Fair Mkt Value SHRS OR SH/ PUT/ Investment Other Voting Authority Description (in 1,000s') PRN AMT PRN CALL Discretion Managers Sole Shared None 1ST INDEPENDENCE FINL GROUP COM '32053S107 56 3200 SH SOLE 3200 1ST SOURCE CORP COM '336901103 620 29430 SH SOLE 29430 21ST CENTY HLDG CO COM '90136Q100 796 62100 SH SOLE 62100 3COM CORP COM '885535104 3183 1389900 SH SOLE 1389900 3D SYS CORP DEL COM NEW'88554D205 770 52400 SH SOLE 52400 3M CO COM '88579Y101 205922 2601665 SH SOLE 2601665 3PAR INC COM '88580F109 34 5000 SH SOLE 5000 4 KIDS ENTERTAINMENT INC COM '350865101 148 15100 SH SOLE 15100 8X8 INC NEW COM '282914100 173 176400 SH SOLE 176400 99 CENTS ONLY STORES COM '65440K106 3448 348620 SH SOLE 348620 A C MOORE ARTS + CRAFTS INC COM '00086T103 292 42863 SH SOLE 42863 A D A M INC COM '00088U108 1075 154712 SH SOLE 154712 A H BELO CORP COM CL '001282102 847 74084 SH SOLE 74084 AAC GROUP HLDG CORP 1% 01'000305AB8 32 40000 SH SOLE 40000 AAON INC COM PAR'000360206 1058 52837 SH SOLE 52837 AAR CORP COM '000361105 6655 244030 SH SOLE 244030 AARON RENTS INC '002535201 4977 231080 SH SOLE 231080 AARON RENTS INC CL A '002535300 1130 59475 SH SOLE 59475 AASTROM BIOSCIENCES INC COM '00253U107 216 538843 SH SOLE 538843 ABATIX CORP COM '002564102 82 14600 SH SOLE 14600 ABAXIS INC COM '002567105 3543 152900 SH SOLE 152900 ABBOTT LABS COM '002824100 302262 5480725 SH SOLE 5480725 ABERCROMBIE + FITCH CO COM CL '002896207 21094 288400 SH SOLE 288400 ABIGAIL ADAMS NATL BANCORP INCOM '003390101 174 14990 SH SOLE 14990 ABINGTON BANCORP INC PENN COM '00350L109 173 16732 SH SOLE 16732 ABIOMED INC COM '003654100 1615 122916 SH SOLE 122916 ABITIBIBOWATER INC COM '003687100 1445 111940 SH SOLE 111940 ABLE ENERGY INC COM '003709102 11 17300 SH SOLE 17300 ABLE LABORATORIES INC COM NEW'00371N407 0 24500 SH SOLE 24500 ABM INDS INC COM '000957100 8336 371490 SH SOLE 371490 ABRAXAS PETE CORP COM '003830106 472 143100 SH SOLE 143100 ABRAXIS BIOSCIENCE INC NEW COM '00383Y102 4295 72703 SH SOLE 72703 ABX AIR INC COM '00080S101 41 14000 SH SOLE 14000 ACACIA RESH CORP AR ACAC'003881307 13 2215 SH SOLE 2215 ACADIA PHARMACEUTICALS INC COM '004225108 3 280 SH SOLE 280 ACCELER8 TECHNOLOGY CORP COM NEW'004304200 10 2303 SH SOLE 2303 ACCELRYS INC COM '00430U103 478 88402 SH SOLE 88402 ACCENTIA BIOPHARMACEUTICALS COM '00430L103 107 96400 SH SOLE 96400 ACCENTURE LTD BERMUDA SHS A 'G1150G111 110740 3148720 SH SOLE 3148720 ACCESS INTEGRATED TECHNOLOGIECL A '004329108 124 39500 SH SOLE 39500 ACCESS NATL CORP COM '004337101 188 26400 SH SOLE 26400 ACCESS PLANS USA INC COM '00433N106 31 29700 SH SOLE 29700 ACCO BRANDS CORP COM '00081T108 2090 154043 SH SOLE 154043 ACCURAY INC COM '004397105 748 95800 SH SOLE 95800 ACCURIDE CORP COM '004398103 226 27600 SH SOLE 27600 ACE COMM CORP COM '004404109 21 37500 SH SOLE 37500 ACE LTD COM 'G0070K103 62986 1143951 SH SOLE 1143951 ACETO CORP COM '004446100 896 129074 SH SOLE 129074 ACI WORLDWIDE INC COM '004498101 3177 159490 SH SOLE 159490 ACME COMMUNICATIONS INC COM '004631107 135 67000 SH SOLE 67000 ACME PACKET INC COM '004764106 3621 453250 SH SOLE 453250 ACME UTD CORP COM '004816104 104 7900 SH SOLE 7900 ACORDA THERAPEUTICS INC COM '00484M106 600 33400 SH SOLE 33400 ACTEL CORP COM '004934105 1980 129300 SH SOLE 129300 ACTION PRODS INTL INC COM '004920104 16 15475 SH SOLE 15475 ACTIVE PWR INC COM '00504W100 387 208119 SH SOLE 208119 ACTIVIDENTITY CORP COM '00506P103 272 107400 SH SOLE 107400 ACTIVISION INC NEW COM NEW'004930202 38259 1400920 SH SOLE 1400920 ACTUANT CORP CL A NE'00508X203 8009 265100 SH SOLE 265100 ACTUATE CORP COM '00508B102 1031 251450 SH SOLE 251450 ACUITY BRANDS INC COM '00508Y102 13054 303930 SH SOLE 303930 ACURA PHARMACEUTICALS INC COM NEW'00509L703 212 24239 SH SOLE 24239 ACUSPHERE INC COM '00511R870 122 255200 SH SOLE 255200 ACXIOM CORP COM '005125109 5982 503923 SH SOLE 503923 ADA ES INC COM '005208103 75 9000 SH SOLE 9000 ADAMS GOLF INC COM NEW'006228209 35 4237 SH SOLE 4237 ADAMS RESOURCES + ENERGY COM NEW'006351308 414 14900 SH SOLE 14900 ADAPTEC INC COM '00651F108 1262 429300 SH SOLE 429300 ADC TELECOMMUNICATIONS INC COM NEW'000886309 3655 302600 SH SOLE 302600 ADDVANTAGE MEDIA GROUP INC COM NEW'006743306 45 13100 SH SOLE 13100 ADEPT TECHNOLOGY INC COM NEW'006854202 114 13280 SH SOLE 13280 ADMINISTAFF INC COM '007094105 5038 213390 SH SOLE 213390 ADOBE SYS INC COM '00724F101 61499 1727993 SH SOLE 1727993 ADOLOR CORP COM '00724X102 668 146200 SH SOLE 146200 ADSTAR INC COM '00737P104 12 50000 SH SOLE 50000 ADTRAN INC COM '00738A106 7536 407370 SH SOLE 407370 ADVANCE AMER CASH ADVANCE COM '00739W107 1037 137400 SH SOLE 137400 ADVANCE AUTO PARTS COM '00751Y106 11952 351020 SH SOLE 351020 ADVANCED ANALOGIC TECHNOLOGIECOM '00752J108 2553 454249 SH SOLE 454249 ADVANCED BATTERY TECHNOLOGY COM '00752H102 444 99450 SH SOLE 99450 ADVANCED ENERGY INDS INC COM '007973100 2192 165310 SH SOLE 165310 ADVANCED ENVIRONMENTAL RECYCLCL A NE'007947104 108 126700 SH SOLE 126700 ADVANCED LIFE SCIENCES HLDGS COM '00765H107 187 207400 SH SOLE 207400 ADVANCED MARKETING SVCS INC COM '00753T105 0 34000 SH SOLE 34000 ADVANCED MED OPTICS INC COM '00763M108 3858 190070 SH SOLE 190070 ADVANCED MICRO DEVICES INC COM '007903107 11229 1906430 SH SOLE 1906430 ADVANCED PHOTONIX INC COM CL '00754E107 71 52700 SH SOLE 52700 ADVANTA CORP CL A CO'007942105 4 750 SH SOLE 750 ADVANTA CORP CLASS B'007942204 29 4130 SH SOLE 4130 ADVENT SOFTWARE INC COM '007974108 8206 192527 SH SOLE 192527 ADVENTRX PHARMACEUTICALS INC COM '00764X103 85 156700 SH SOLE 156700 ADVISORY BRD CO COM '00762W107 4740 86280 SH SOLE 86280 AECOM TECHNOLOGY CORP COM '00766T100 9390 361000 SH SOLE 361000 AEHR TEST SYS COM '00760J108 134 15900 SH SOLE 15900 AEP INDS INC COM '001031103 476 15700 SH SOLE 15700 AERCAP HOLDINGS N V SHS 'N00985106 51 2900 SH SOLE 2900 AEROCENTURY CORP COM '007737109 41 3000 SH SOLE 3000 AEROPOSTALE COM '007865108 6504 239900 SH SOLE 239900 AEROSONIC CORP DEL COM PAR'008015307 40 9100 SH SOLE 9100 AEROVIRONMENT INC COM '008073108 1430 69946 SH SOLE 69946 AES CORP 7.75% '00130HBC8 71 70000 SH SOLE 70000 AES CORP 9.5% '00130HAQ8 311 300000 SH SOLE 300000 AES CORP COM '00130H105 56330 3379095 SH SOLE 3379095 AETNA INC COM '00817Y108 87176 2071180 SH SOLE 2071180 AETRIUM INC COM '00817R103 288 73237 SH SOLE 73237 AFC ENTERPRISES INC COM '00104Q107 457 50800 SH SOLE 50800 AFFILIATED COMPUTER SVCS INC CL A '008190100 27585 550497 SH SOLE 550497 AFFILIATED MANAGERS GROUP INCCOM '008252108 13850 152630 SH SOLE 152630 AFFIRMATIVE INS HLDGS INC COM '008272106 539 67600 SH SOLE 67600 AFFYMETRIX INC OC CAP '00826T108 4865 279443 SH SOLE 279443 AFLAC INC COM '001055102 125472 1931821 SH SOLE 1931821 AFP IMAGING CORP COM '001058106 7 14700 SH SOLE 14700 AFTERMARKET TECHNOLOGY CORP COM '008318107 3767 193800 SH SOLE 193800 AGCO CORP COM '001084102 32590 544253 SH SOLE 544253 AGILENT TECHNOLOGIES INC COM '00846U101 38214 1281049 SH SOLE 1281049 AGILYSYS INC COM '00847J105 1293 111500 SH SOLE 111500 AGL RES INC COM '001204106 5859 170708 SH SOLE 170708 AHPC HLDGS INC COM '001303106 0 3633 SH SOLE 3633 AIFUL CORP 5% 10'00873NAC7 784 810000 SH SOLE 810000 AIR METHODS CORP COM NEW'009128307 3555 73500 SH SOLE 73500 AIR PRODS + CHEMS INC COM '009158106 74052 804916 SH SOLE 804916 AIR T INC COM '009207101 634 65900 SH SOLE 65900 AIRCASTLE LTD SHS 'G0129K104 2664 236760 SH SOLE 236760 AIRGAS INC COM '009363102 20701 455265 SH SOLE 455265 AIRNET SYSTEMS INC COM '009417106 99 37600 SH SOLE 37600 AIRSPAN NETWORKS INC COM '00950H102 128 136200 SH SOLE 136200 AIRTRAN HOLDINGS INC COM '00949P108 2676 405500 SH SOLE 405500 AK STL HLDG CORP COM '001547108 46741 858890 SH SOLE 858890 AKAMAI TECHNOLOGIES INC COM '00971T101 16222 576070 SH SOLE 576070 AKORN INC '009728106 972 205500 SH SOLE 205500 AKSYS LTD COM '010196103 0 28458 SH SOLE 28458 ALABAMA AIRCRAFT INDUSTRIES COM '01023E100 9 2975 SH SOLE 2975 ALAMO GROUP INC COM '011311107 470 22100 SH SOLE 22100 ALASKA AIR GROUP INC COM '011659109 3601 183555 SH SOLE 183555 ALASKA COMMUNICATIONS SYS INCCOM '01167P101 104 8500 SH SOLE 8500 ALBANY INTL CORP NEW CLA'012348108 3946 109200 SH SOLE 109200 ALBANY MOLECULAR RESH INC COM '012423109 3091 254600 SH SOLE 254600 ALBEMARLE CORP COM '012653101 6632 181600 SH SOLE 181600 ALBERTO CULVER CO NEW COM '013078100 12996 474131 SH SOLE 474131 ALCOA INC COM '013817101 123715 3430820 SH SOLE 3430820 ALCON INC COM 'H01301102 235 1650 SH SOLE 1650 ALDILA INC COM NEW'014384200 168 14700 SH SOLE 14700 ALEXANDER + BALDWIN INC COM '014482103 5820 135100 SH SOLE 135100 ALEXION PHARMACEUTICALS INC COM '015351109 7327 123550 SH SOLE 123550 ALEXZA PHARMACEUTICALS INC COM '015384100 69 10000 SH SOLE 10000 ALFA CORP COM '015385107 1942 88370 SH SOLE 88370 ALFACELL CORP '015404106 563 236600 SH SOLE 236600 ALICO INC COM '016230104 515 11667 SH SOLE 11667 ALIGN TECHNOLOGY INC COM '016255101 3510 315900 SH SOLE 315900 ALKERMES INC COM '01642T108 5857 493020 SH SOLE 493020 ALL AMERN SEMICONDUCTOR INC COM NEW'016557407 1 9160 SH SOLE 9160 ALLEGHANY CORP DEL COM '017175100 17547 51381.48 SH SOLE 51381.48 ALLEGHENY ENERGY INC COM '017361106 31710 627930 SH SOLE 627930 ALLEGHENY TECHNOLOGIES INC COM '01741R102 24255 339900 SH SOLE 339900 ALLEGIANT TRAVEL CO COM '01748X102 2018 76400 SH SOLE 76400 ALLERGAN INC COM '018490102 55423 982850 SH SOLE 982850 ALLETE INC COM NEW'018522300 5645 146176 SH SOLE 146176 ALLIANCE BANKCORP INC OF PENN '018921106 209 23222 SH SOLE 23222 ALLIANCE BANKSHARES CORP COM '018535104 52 9890 SH SOLE 9890 ALLIANCE DATA SYSTEMS CORP COM '018581108 11092 233460 SH SOLE 233460 ALLIANCE FIBER OPTIC PRODS INCOM '018680108 216 167300 SH SOLE 167300 ALLIANCE FINL CORP COM '019205103 194 7751 SH SOLE 7751 ALLIANCE IMAGING INC DEL COM '018606202 1159 134810 SH SOLE 134810 ALLIANCE PHARMACEUTICAL CORP COM NEW'018773309 1 39900 SH SOLE 39900 ALLIANT ENERGY CORP COM '018802108 17052 487058 SH SOLE 487058 ALLIANT TECHSYSTEMS INC COM '018804104 16140 155900 SH SOLE 155900 ALLIED CAP CORP NEW COM '01903Q108 1294 70200 SH SOLE 70200 ALLIED DEFENSE GROUP INC COM '019118108 125 21170 SH SOLE 21170 ALLIED HEALTHCARE INTL INC COM '01923A109 270 168863 SH SOLE 168863 ALLIED HEALTHCARE PRODS INC '019222108 140 22700 SH SOLE 22700 ALLIED HLDGS INC COM '019223106 0 22900 SH SOLE 22900 ALLIED MOTION TECHNOLOGIES INCOM '019330109 88 18474 SH SOLE 18474 ALLIED NEVADA GOLD CORP '019344100 216 41841 SH SOLE 41841 ALLIED WASTE INDUSTRIES INC COM PAR'019589308 17804 1647000 SH SOLE 1647000 ALLIED WORLD ASSURANCE COMPANSHS 'G0219G203 13423 338109 SH SOLE 338109 ALLION HEALTHCARE INC COM '019615103 864 209300 SH SOLE 209300 ALLIS CHALMERS ENERGY INC COM '019645506 807 58542 SH SOLE 58542 ALLOS THERAPEUTICS INC COM '019777101 258 42433 SH SOLE 42433 ALLOY INC COM NEW'019855303 270 36800 SH SOLE 36800 ALLSCRIPTS HEATHCARE SOLUT COM '01988P108 1743 168900 SH SOLE 168900 ALLSTATE CORP COM '020002101 97104 2020468 SH SOLE 2020468 ALMOST FAMILY INC COM '020409108 291 14600 SH SOLE 14600 ALNYLAM PHARMACEUTICALS INC COM '02043Q107 137 5600 SH SOLE 5600 ALON USA ENERGY INC COM '020520102 2716 178550 SH SOLE 178550 ALPHA INNOTECH CORP DEL COM '02075U109 0 150 SH SOLE 150 ALPHA NAT RES INC COM '02076X102 9009 207400 SH SOLE 207400 ALPHARMA INC CL A '020813101 6849 261300 SH SOLE 261300 ALPHATEC HLDGS INC COM '02081G102 321 63950 SH SOLE 63950 ALPINE GROUP INC FORMERLY ALPCOM NEW'020825600 80 38283 SH SOLE 38283 ALSERES PHARMACEUTICAL INC COM '021152103 147 58947 SH SOLE 58947 ALTAIR NANOTECHNOLOGIES INC COM '021373105 633 239750 SH SOLE 239750 ALTERA CORP COM '021441100 19305 1047471 SH SOLE 1047471 ALTIGEN COMMUNICATIONS INC COM '021489109 42 25200 SH SOLE 25200 ALTRIA GROUP INC COM '02209S103 955 43040 SH SOLE 43040 ALTUS PHARMACEUTICALS INC '02216N105 311 68350 SH SOLE 68350 AMAG PHARMACEUTICALS INC COM '00163U106 2186 54080 SH SOLE 54080 AMARILLO BIOSCIENCES INC COM '02301P106 7 22800 SH SOLE 22800 AMAZON COM INC COM '023135106 113910 1597620 SH SOLE 1597620 AMBAC FINL GROUP INC COM '023139108 3371 586332 SH SOLE 586332 AMBASSADORS GROUP INC COM '023177108 1297 68677 SH SOLE 68677 AMBASSADORS INTL INC COM '023178106 299 40400 SH SOLE 40400 AMCOL INTL CORP COM '02341W103 8162 261350 SH SOLE 261350 AMCOMP INC NEW COM '02342J101 799 65383 SH SOLE 65383 AMCON DISTRIBUTING CO COM NEW'02341Q205 35 1150 SH SOLE 1150 AMCORE FINL INC COM '023912108 495 24300 SH SOLE 24300 AMDOCS LTD SHS 'G02602103 423 14900 SH SOLE 14900 AMEDISYS INC COM '023436108 1605 40799 SH SOLE 40799 AMEN PPTYS INC COM NEW'023477201 61 6900 SH SOLE 6900 AMERCO COM '023586100 2698 47250 SH SOLE 47250 AMEREN CORP COM '023608102 24460 555410 SH SOLE 555410 AMERIANA BANCORP COM '023613102 173 19800 SH SOLE 19800 AMERICA SVC GROUP INC COM '02364L109 260 42900 SH SOLE 42900 AMERICAN ACHIEVEMENT CORP 8.25% '02369AAE8 18 20000 SH SOLE 20000 AMERICAN APPAREL INC COM '023850100 2014 213100 SH SOLE 213100 AMERICAN AXLE + MFG HLDGS INCCOM '024061103 3411 166400 SH SOLE 166400 AMERICAN BANCORP N J INC COM '02407E104 193 18569 SH SOLE 18569 AMERICAN BILTRITE INC COM '024591109 51 7200 SH SOLE 7200 AMERICAN BIO MEDIA INC COM '024600108 33 46600 SH SOLE 46600 AMERICAN CAP STRATEGIES LTD COM '024937104 3245 95000 SH SOLE 95000 AMERICAN CARESOURCE HLDGS INCCOM '02505A103 51 14483 SH SOLE 14483 AMERICAN CLAIMS EVALUATION INCOM '025144106 6 9300 SH SOLE 9300 AMERICAN CMNTY PPTYS TR COM '02520N106 4 200 SH SOLE 200 AMERICAN COML LINES INC COM NEW'025195207 1920 121500 SH SOLE 121500 AMERICAN DENTAL PARTNERS INC COM '025353103 378 39100 SH SOLE 39100 AMERICAN EAGLE OUTFITTERS INCCOM '02553E106 18643 1064715 SH SOLE 1064715 AMERICAN ECOLOGY CORP COM NEW'025533407 1629 64300 SH SOLE 64300 AMERICAN ELEC PWR INC COM '025537101 62556 1502669 SH SOLE 1502669 AMERICAN EQUITY INVT LIFE COM '025676206 2059 221900 SH SOLE 221900 AMERICAN EXPRESS CO COM '025816109 191342 4376522 SH SOLE 4376522 AMERICAN FINL GROUP INC OHIO COM '025932104 9901 387360 SH SOLE 387360 AMERICAN GEN FIN CORP MTN 1% 15'02635PTH6 1996 2180000 SH SOLE 2180000 AMERICAN GREETINGS CORP CL A '026375105 6474 349012 SH SOLE 349012 AMERICAN INDEPENDENCE CORP COM NEW'026760405 163 22502 SH SOLE 22502 AMERICAN INTL GROUP INC COM '026874107 433816 10030426 SH SOLE 10030426 AMERICAN LOCKER GROUP INC '027284108 10 2800 SH SOLE 2800 AMERICAN MED ALERT CORP COM '027904101 60 10500 SH SOLE 10500 AMERICAN MED SYS HLDGS C0M '02744M108 5287 372568 SH SOLE 372568 AMERICAN NATL BANKSHARES INC COM '027745108 208 9700 SH SOLE 9700 AMERICAN NATL INS CO COM '028591105 12316 115427 SH SOLE 115427 AMERICAN OIL AND GAS INC NEV COM '028723104 327 100100 SH SOLE 100100 AMERICAN PAC CORP COM '028740108 331 20700 SH SOLE 20700 AMERICAN PHYSICIANS CAP INC COM '028884104 515 11100 SH SOLE 11100 AMERICAN PHYSICIANS SVC GROUPCOM '028882108 310 15830 SH SOLE 15830 AMERICAN PUB ED INC COM '02913V103 1273 41900 SH SOLE 41900 AMERICAN RAILCAR INDS INC COM '02916P103 1187 58400 SH 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36400 SH SOLE 36400 AMERICANWEST BANCORPORATION COM '03058P109 537 61634 SH SOLE 61634 AMERICAS CAR MART INC COM '03062T105 336 26715 SH SOLE 26715 AMERICASBANK CORP COM NEW'03061G302 0 100 SH SOLE 100 AMERICREDIT CORP COM '03060R101 5869 582782 SH SOLE 582782 AMERIGAS PARTNERS L P 7.25% '030981AD6 49 50000 SH SOLE 50000 AMERIGON INC CL A NE'03070L300 1341 90600 SH SOLE 90600 AMERIGROUP CORP COM '03073T102 8729 319380 SH SOLE 319380 AMERIPRISE FINL INC COM '03076C106 68429 1319745 SH SOLE 1319745 AMERIS BANCORP '03076K108 755 47034 SH SOLE 47034 AMERISAFE INC COM '03071H100 2304 182300 SH SOLE 182300 AMERISERV FINL INC COM '03074A102 48 16692 SH SOLE 16692 AMERISOURCEBERGEN CORP 5.875% '03073EAF2 108 110000 SH SOLE 110000 AMERISOURCEBERGEN CORP COM '03073E105 47723 1164551 SH SOLE 1164551 AMERISTAR CASINOS INC COM '03070Q101 4328 237130 SH SOLE 237130 AMERON INTL CORP COM '030710107 2853 30500 SH SOLE 30500 AMES NATL CORP CDT COM'031001100 92 4627 SH SOLE 4627 AMETEK INC NEW COM '031100100 20890 475735 SH SOLE 475735 AMGEN INC COM '031162100 182811 4375557 SH SOLE 4375557 AMICAS INC COM '001712108 208 92300 SH SOLE 92300 AMISTAR CORP COM '031535107 2 12700 SH SOLE 12700 AMKOR TECHNOLOGY INC COM '031652100 6202 579670 SH SOLE 579670 AML COMMUNICATIONS INC COM '001733104 19 12700 SH SOLE 12700 AMN HEALTHCARE SVCS INC COM '001744101 1665 107950 SH SOLE 107950 AMPAL AMERN ISRAEL CORP CL A '032015109 81 12716 SH SOLE 12716 AMPCO PITTSBURGH CORP COM '032037103 2395 55700 SH SOLE 55700 AMPEX CORP DEL CL A NE'032092306 9 14375 SH SOLE 14375 AMPHENOL CORP NEW CL A '032095101 24930 669270 SH SOLE 669270 AMR CORP DEL COM '001765106 6433 713174 SH SOLE 713174 AMREP CORP COM '032159105 1715 32790 SH SOLE 32790 AMS HEALTH SCIENCES INC COM '00178W105 0 13600 SH SOLE 13600 AMSURG CORP COM '03232P405 4239 179004 SH SOLE 179004 AMTECH SYS INC COM PAR'032332504 164 13600 SH SOLE 13600 AMTRUST FINANCIAL SERVICES COM '032359309 3162 195079 SH SOLE 195079 AMVESCAP PLC 4.5% 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INC COM '358010106 73 9400 SH SOLE 9400 FRESH DEL MONTE PRODUCE SHS 'G36738105 17655 485020 SH SOLE 485020 FRIEDMAN INDS INC COM '358435105 321 62299 SH SOLE 62299 FRIEDMANS INC CL A '358438109 0 93700 SH SOLE 93700 FRISCHS RESTAURANTS INC COM '358748101 497 21629 SH SOLE 21629 FRONTIER AIRLS HLDGS INC COM '359059102 293 116000 SH SOLE 116000 FRONTIER FINL CORP WA CDT COM'35907K105 3868 218755 SH SOLE 218755 FRONTIER OIL CORP COM '35914P105 12444 456499 SH SOLE 456499 FRONTLINE LTD SHS 'G3682E127 3999 86900 SH SOLE 86900 FROZEN FOOD EXPRESS INDS INC COM '359360104 453 57007 SH SOLE 57007 FSI INTL INC '302633102 134 101000 SH SOLE 101000 FTD GROUP INC COM '30267U108 262 19500 SH SOLE 19500 FTI CONSULTING INC COM '302941109 13646 192090 SH SOLE 192090 FUEL SYS SOLUTIONS INC COM '35952W103 301 22550 SH SOLE 22550 FUEL TECH INC COM '359523107 1449 70700 SH SOLE 70700 FUELCELL ENERGY INC COM '35952H106 94 14109 SH SOLE 14109 FULL HOUSE RESORTS INC COM '359678109 5 3500 SH SOLE 3500 FULLER H 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SOLE 10900 GANDER MTN CO COM '36471P108 258 42500 SH SOLE 42500 GANNETT INC COM '364730101 22805 785020 SH SOLE 785020 GAP INC COM '364760108 81130 4122454 SH SOLE 4122454 GARDNER DENVER INC COM '365558105 16017 431734 SH SOLE 431734 GARMIN LTD COM 'G37260109 39881 738400 SH SOLE 738400 GARTNER INC COM '366651107 8012 414260 SH SOLE 414260 GASCO ENERGY INC DILL DI'367220100 643 263440 SH SOLE 263440 GATEHOUSE MEDIA INC '367348109 152 26100 SH SOLE 26100 GATEWAY FINL HLDGS INC COM '368140109 423 39899 SH SOLE 39899 GATX CORPORATION COM '361448103 12415 317760 SH SOLE 317760 GATX FINL CORP 6% 19'36804PAB2 1584 1575000 SH SOLE 1575000 GATX FINL CORP 8.875% '36804PAA4 567 540000 SH SOLE 540000 GAYLORD ENTMT CO NEW COM '367905106 1739 57400 SH SOLE 57400 GB+T BANCSHARES INC COM '361462104 160 18600 SH SOLE 18600 GE GLOBAL INS HLDG CORP 7.5% '36158FAC4 1212 1140000 SH SOLE 1140000 GEHL CO COM '368483103 300 17700 SH SOLE 17700 GEMSTAR TV GUIDE INTL INC COM '36866W106 8453 1798438 SH SOLE 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SH SOLE 4200000 GENERAL MTRS CORP 8.375% '370442BT1 930 1300000 SH SOLE 1300000 GENERAL MTRS CORP COM '370442105 44261 2323411 SH SOLE 2323411 GENERALE CABLE CORP COM '369300108 12133 205400 SH SOLE 205400 GENESCO INC COM '371532102 1760 76150 SH SOLE 76150 GENESEE + WYO INC CL A '371559105 8580 249430 SH SOLE 249430 GENITOPE CORP COM '37229P507 152 606900 SH SOLE 606900 GENOMIC HEALTH INC COM '37244C101 1456 77100 SH SOLE 77100 GENOPTIX INC COM '37243V100 20 800 SH SOLE 800 GENPACT LTD SHS 'G3922B107 8778 716535 SH SOLE 716535 GENTA INC COM '37245M504 2 5816 SH SOLE 5816 GENTEK INC COM NEW'37245X203 602 20000 SH SOLE 20000 GENTEX CORP COM '371901109 8438 492020 SH SOLE 492020 GENTIVA HEALTH SVCS INC COM '37247A102 8223 377900 SH SOLE 377900 GENUINE PARTS CO COM '372460105 22010 547245 SH SOLE 547245 GENVEC INC COM '37246C109 412 234113 SH SOLE 234113 GENWORTH FINL INC 5.65% '37247DAJ5 1037 1020000 SH SOLE 1020000 GENWORTH FINL INC 5.75% '37247DAE6 613 635000 SH SOLE 635000 GENWORTH FINL INC COM CL '37247D106 42746 1888073 SH SOLE 1888073 GENZYME CORP COM GEN'372917104 82721 1109749 SH SOLE 1109749 GEO GROUP INC COM '36159R103 2840 99870 SH SOLE 99870 GEOEYE INC COM '37250W108 288 11100 SH SOLE 11100 GEOKINETICS INC COM PAR'372910307 339 18700 SH SOLE 18700 GEOPHARMA INC COM '37250A106 161 62082 SH SOLE 62082 GEORESOURCES INC COM '372476101 17 1100 SH SOLE 1100 GEORGE FOREMAN ENTERPRISES INCOM '372481101 1 500 SH SOLE 500 GEORGIA GULF CORP 9.5% '373200AQ7 30 40000 SH SOLE 40000 GEORGIA GULF CORP COM '373200203 1799 259570 SH SOLE 259570 GERBER SCIENTIFIC INC COM '373730100 667 75000 SH SOLE 75000 GERMAN AMERN BANCORP INC COM '373865104 365 28717 SH SOLE 28717 GERON CORP COM '374163103 230 47100 SH SOLE 47100 GETTY IMAGES INC COM '374276103 7380 230610 SH SOLE 230610 GEVITY HR INC COM '374393106 944 109000 SH SOLE 109000 GFI GROUP INC COM '361652209 11280 196850 SH SOLE 196850 GIANT GROUP LTD COM NEW'374503308 93 77 SH SOLE 77 GIBRALTAR INDS INC COM '374689107 1314 112060 SH SOLE 112060 GIBRALTAR PACKAGING GROUP '374758100 20 5400 SH SOLE 5400 GIGA TRONICS INC COM '375175106 39 26700 SH SOLE 26700 GIGABEAM CORP COM '37517W107 7 17700 SH SOLE 17700 GILEAD SCIENCES INC COM '375558103 145587 2825282 SH SOLE 2825282 GLACIER BANCORP INC COM '37637Q105 3447 179805 SH SOLE 179805 GLACIER WATER SERVICES INC '376395109 254 6200 SH SOLE 6200 GLASSMASTER CO COM PAR'377226204 0 1000 SH SOLE 1000 GLATFELTER COM '377316104 3539 234200 SH SOLE 234200 GLG PARTNERS INC COM '37929X107 6018 507000 SH SOLE 507000 GLITNIR BANKI HF 1% 15'379308AA7 105 130000 SH SOLE 130000 GLITNIR BANKI HF GLOBAL MEDIU4.07375'37930EAD8 815 1000000 SH SOLE 1000000 GLITNIR BANKI HF MEDIUM TERM 5.83% '37930JAB1 978 1220000 SH SOLE 1220000 GLITNIR BANKI HF MTN 4.33375'37930JAA3 1199 1560000 SH SOLE 1560000 GLOBAL CASH ACCESS HLDGS INC COM '378967103 268 45660 SH SOLE 45660 GLOBAL CROSSING LTD SHS NEW'G3921A175 5176 341435 SH SOLE 341435 GLOBAL INDUSTRIES INC '379336100 16952 1053580 SH 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27600 SH SOLE 27600 Q E P INC COM '74727K102 39 5225 SH SOLE 5225 QAD INC COM '74727D108 858 102008 SH SOLE 102008 QC HLDGS INC COM '74729T101 714 78900 SH SOLE 78900 QCR HOLDINGS INC COM '74727A104 141 9436 SH SOLE 9436 QLOGIC CORP COM '747277101 13496 879202 SH SOLE 879202 QMED INC COM '747914109 3 28500 SH SOLE 28500 QUADRAMED CORP COM '74730W101 725 373925 SH SOLE 373925 QUAKER CHEMICAL COM '747316107 1042 33300 SH SOLE 33300 QUAKER FABRIC CORP NEW COM '747399103 1 52400 SH SOLE 52400 QUALCOMM INC COM '747525103 238556 5818430 SH SOLE 5818430 QUALITY DISTR INC FLA COM '74756M102 540 169235 SH SOLE 169235 QUALITY SYSTEMS COM '747582104 5308 177705 SH SOLE 177705 QUALMARK CORP COM '747587103 1 1700 SH SOLE 1700 QUALSTAR CORP COM '74758R109 115 35999 SH SOLE 35999 QUANEX CORP COM '747620102 4827 93300 SH SOLE 93300 QUANTA SERVICES INC COM '74762E102 17411 751458 SH SOLE 751458 QUANTUM CORP DSSG CO'747906204 1772 828200 SH SOLE 828200 QUANTUM FUEL SYS TECHN WORLDWCOM '74765E109 147 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15'74913GAN5 837 930000 SH SOLE 930000 QWEST CORPORATION 5.625% '912920AN5 496 500000 SH SOLE 500000 R + G FINANCIAL CORP CL B '749136107 1 800 SH SOLE 800 R H DONNELLEY CORP 8.875% '74955WAJ8 47 75000 SH SOLE 75000 RACKABLE SYS INC '750077109 1434 157200 SH SOLE 157200 RADIAN GROUP INC COM '750236101 7088 1078895 SH SOLE 1078895 RADIANT SYS INC COM '75025N102 1119 80100 SH SOLE 80100 RADIO ONE INC CL A '75040P108 27 18035 SH SOLE 18035 RADIO ONE INC NON VTG'75040P405 431 283750 SH SOLE 283750 RADIOSHACK CORP COM '750438103 13740 845542 SH SOLE 845542 RADISYS CORP COM '750459109 1807 179100 SH SOLE 179100 RADNET INC COM '750491102 144 20500 SH SOLE 20500 RADYNE COMSTREAM INC COM '750611402 710 83332 SH SOLE 83332 RAE SYS INC COM '75061P102 469 244300 SH SOLE 244300 RAINMAKER SYS INC COM NEW'750875304 766 235700 SH SOLE 235700 RALCORP HLDGS INC NEW COM '751028101 12441 213940 SH SOLE 213940 RAM ENERGY RES INC COM '75130P109 309 62900 SH SOLE 62900 RAMBUS INC DEL COM '750917106 8225 352870 SH SOLE 352870 RAMTRON INTL CORP COM NEW'751907304 110 26720 SH SOLE 26720 RANGE RES CORP COM '75281A109 30620 482590 SH SOLE 482590 RAVEN INDS INC COM '754212108 4366 144100 SH SOLE 144100 RAYMOND JAMES FINANCIAL INC COM '754730109 18396 800506 SH SOLE 800506 RAYTHEON CO COM NEW'755111507 117693 1821587 SH SOLE 1821587 RBC BEARINGS INC COM '75524B104 3245 87400 SH SOLE 87400 RC2 CORP COM '749388104 1086 51800 SH SOLE 51800 RCM TECHNOLOGIES INC COM NEW'749360400 160 41400 SH SOLE 41400 RCN CORP COM NEW'749361200 1788 159900 SH SOLE 159900 READING INTL INC CL A '755408101 387 40805 SH SOLE 40805 REALNETWORKS INC COM '75605L104 7308 1275363 SH SOLE 1275363 RED HAT INC COM '756577102 11784 640810 SH SOLE 640810 RED LION HOTELS CORP COM '756764106 450 52600 SH SOLE 52600 RED ROBIN GOURMET BURGERS INCCOM '75689M101 30 800 SH SOLE 800 REDDY ICE HLDGS INC COM '75734R105 773 59300 SH SOLE 59300 REDENVELOPE INC COM '75733R601 6 10000 SH SOLE 10000 REDHOOK ALE BREWERY INC COM '757473103 162 33490 SH SOLE 33490 REGAL BELOIT CORP COM '758750103 4396 120000 SH SOLE 120000 REGAL ENTMT GROUP CL A '758766109 6125 317530 SH SOLE 317530 REGENCY ENERGY PARTNERS L P COM UNI'75885Y107 1706 63800 SH SOLE 63800 REGENERON PHARMACEUTICALS INCCOM '75886F107 1509 78610 SH SOLE 78610 REGENT COMMUNICATIONS INC DELCOM '758865109 319 255300 SH SOLE 255300 REGIONS FINL CORP NEW COM '7591EP100 48220 2441515 SH SOLE 2441515 REGIS CORP MINNESOTA COM '758932107 5797 210860 SH SOLE 210860 REHABCARE GROUP INC COM '759148109 2132 142100 SH SOLE 142100 REINSURANCE GROUP AMER INC COM '759351109 19884 365249 SH SOLE 365249 REIS INC COM '75936P105 535 100000 SH SOLE 100000 RELIANCE STL + ALUM CO COM '759509102 16206 270738 SH SOLE 270738 RELIANT ENERGY INC COM '75952B105 48936 2069184 SH SOLE 2069184 RELIV INTL INC COM '75952R100 299 44938 SH SOLE 44938 RELM WIRELESS CORP COM '759525108 125 79806 SH SOLE 79806 REMEC INC COM NEW'759543200 135 137500 SH SOLE 137500 RENAISSANCE LEARNING INC COM '75968L105 3640 260200 SH SOLE 260200 RENAISSANCERE HLDGS LTD 7% 15'75968NAA9 3490 3460000 SH SOLE 3460000 RENAISSANCERE HOLDINGS LTD SHS 'G7496G103 23149 445950 SH SOLE 445950 RENASANT CORP COM '75970E107 1688 75000 SH SOLE 75000 RENEGY HLDGS INC COM '75845J109 36 8423 SH SOLE 8423 RENOVIS INC COM '759885106 4 1900 SH SOLE 1900 RENT A CTR INC NEW COM '76009N100 10138 552498 SH SOLE 552498 RENTECH INC COM '760112102 246 276350 SH SOLE 276350 RENTRAK CORP COM '760174102 640 53000 SH SOLE 53000 REPLIGEN CORP COM '759916109 673 139608 SH SOLE 139608 REPROS THERAPEUTICS INC COM '76028H100 51 5200 SH SOLE 5200 REPUBLIC AWYS HLDGS INC COM '760276105 1872 86410 SH SOLE 86410 REPUBLIC BANCORP INC KY CDT CL '760281204 12 640 SH SOLE 640 REPUBLIC FIRST BANCORP INC COM '760416107 164 33364 SH SOLE 33364 REPUBLIC SVCS INC COM '760759100 39915 1365081 SH SOLE 1365081 RES CARE INC COM '760943100 130 7600 SH SOLE 7600 RESEARCH FRONTIERS INC '760911107 127 18746 SH SOLE 18746 RESIDENTIAL CAP CORP 1% 17'76113BAQ2 1142 2040000 SH SOLE 2040000 RESIDENTIAL CAP CORP 6.5% '76113BAR0 820 1705000 SH SOLE 1705000 RESIDENTIAL CAP CORP 6.875% '76113BAE9 76 160000 SH SOLE 160000 RESIDENTIAL CAP CORP 7% 22'76113BAM1 204 425000 SH SOLE 425000 RESIDENTIAL CAP CORP 7.3275%'76113BAN9 399 950000 SH SOLE 950000 RESIDENTIAL CAP CORP 7.875% '76113BAF6 1628 3240000 SH SOLE 3240000 RESIDENTIAL CAP LLC 6.17813'76114EAB8 1767 3150000 SH SOLE 3150000 RESMED INC COM '761152107 10335 245030 SH SOLE 245030 RESONA PFD GLOBAL SECS CAYMAN7.191% '76117HAA0 1406 1610000 SH SOLE 1610000 RESOURCE AMER INC COM NEW'761195205 329 34800 SH SOLE 34800 RESOURCES CONNECTION INC COM '76122Q105 3507 196231 SH SOLE 196231 RESPONSE GENETICS INC COM '76123U105 33 8200 SH SOLE 8200 RESTORATION HARDWARE INC DEL COM '760981100 212 48800 SH SOLE 48800 RESTORE MED INC COM '76128C100 5 6400 SH SOLE 6400 RETAIL VENTURES INC COM '76128Y102 293 60450 SH SOLE 60450 REUNION INDS INC COM '761312107 0 900 SH SOLE 900 REVLON INC CL A '761525500 891 908928 SH SOLE 908928 REWARDS NETWORK INC COM '761557107 719 160500 SH SOLE 160500 REX ENERGY CORP COM '761565100 10 600 SH SOLE 600 REX STORES CORP COM '761624105 687 34950 SH SOLE 34950 REYNOLDS AMERN INC 6.75% '761713AU0 258 255000 SH SOLE 255000 RF INDS LTD COM PAR'749552105 13 2200 SH SOLE 2200 RF MICRO DEVICES INC COM '749941100 1024 385073 SH SOLE 385073 RF MONOLITHICS INC COM '74955F106 62 25800 SH SOLE 25800 RGC RES INC COM '74955L103 109 3900 SH SOLE 3900 RH DONNELLEY CORP COM NEW'74955W307 1586 313457 SH SOLE 313457 RICHARDSON ELECTRS LTD COM '763165107 225 53200 SH SOLE 53200 RICKS CABARET INTL INC COM NEW'765641303 803 35100 SH SOLE 35100 RIGEL PHARMACEUTICALS INC COM NEW'766559603 1 45 SH SOLE 45 RIGHTNOW TECHNOLOGIES INC COM '76657R106 1511 127000 SH SOLE 127000 RIMAGE CORP COM '766721104 806 36800 SH SOLE 36800 RIO VISTA ENERGY PARTNERS L PCOM '767271109 27 1987 SH SOLE 1987 RISKMETRICS GROUP INC COM '767735103 97 5000 SH SOLE 5000 RITE AID CORP COM '767754104 4216 1434120 SH SOLE 1434120 RIVER CITY BK VA COM '768037103 25 2700 SH SOLE 2700 RIVER ROCK ENTMT AUTH 9.75% '768369AB6 30 30000 SH SOLE 30000 RIVERBED TECHNOLOGY INC COM '768573107 7338 493810 SH SOLE 493810 RIVERVIEW BANCORP INC COM '769397100 446 44596 SH SOLE 44596 RIVIERA HLDGS CORP '769627100 822 39900 SH SOLE 39900 RLI CORP COM '749607107 6454 130200 SH SOLE 130200 ROBBINS + MYERS INC COM '770196103 4419 135340 SH SOLE 135340 ROBERT HALF INTL INC COM '770323103 17934 696726 SH SOLE 696726 ROCHESTER MED CORP '771497104 610 59800 SH SOLE 59800 ROCK OF AGES CORP DEL CL A '772632105 39 9800 SH SOLE 9800 ROCK TENN CO COM CL '772739207 5612 187270 SH SOLE 187270 ROCKFORD CORP COM '77316P101 17 10800 SH SOLE 10800 ROCKVILLE FINL INC COM '774186100 877 64000 SH SOLE 64000 ROCKWELL AUTOMATION INC COM '773903109 29482 513447 SH SOLE 513447 ROCKWELL COLLINS INC COM '774341101 33988 594710 SH SOLE 594710 ROCKWELL MED TECHNOLOGIES INCCOM '774374102 31 5000 SH SOLE 5000 ROCKWOOD HLDGS INC COM '774415103 6423 195990 SH SOLE 195990 ROCKY BRANDS INC COM '774515100 225 39700 SH SOLE 39700 ROCKY MTN CHOCOLATE FACTORY COM PAR'774678403 162 12920 SH SOLE 12920 ROFIN SINAR TECHNOLOGIES INC COM '775043102 9197 204830 SH SOLE 204830 ROGERS CABLE INC 6.75% '77509NAP8 182 180000 SH SOLE 180000 ROGERS CORP COM '775133101 676 20222 SH SOLE 20222 ROHM + HAAS CO COM '775371107 36816 680760 SH SOLE 680760 ROLLINS INC COM '775711104 14489 819055 SH SOLE 819055 ROME BANCORP INC NEW COM '77587P103 545 46700 SH SOLE 46700 RONSON CORP COM NEW'776338204 1 525 SH SOLE 525 ROPER INDS COM '776696106 22607 380330 SH SOLE 380330 ROSETTA RES INC COM '777779307 2612 132800 SH SOLE 132800 ROSS STORES INC COM '778296103 15825 528213 SH SOLE 528213 ROTECH HEALTHCARE INC COM '778669101 42 144104 SH SOLE 144104 ROWAN COS INC COM '779382100 14351 348500 SH SOLE 348500 ROYAL BANCSHARES PA INC CL A '780081105 167 11543 SH SOLE 11543 ROYAL BK CDA MONTREAL QUE COM '780087102 606 13041 SH SOLE 13041 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SCHEID VINEYARDS INC CL A NE'806403200 45 1460 SH SOLE 1460 SCHEIN HENRY INC COM '806407102 21884 381250 SH SOLE 381250 SCHERING PLOUGH CORP COM '806605101 81002 5621255 SH SOLE 5621255 SCHIFF NUTRITION INTL INC COM '806693107 201 33600 SH SOLE 33600 SCHLUMBERGER LTD COM '806857108 396098 4552848 SH SOLE 4552848 SCHMITT INDS INC OR COM NEW'806870200 49 8266 SH SOLE 8266 SCHNITZER STL INDS INC CL A '806882106 12389 174450 SH SOLE 174450 SCHOLASTIC CORP '807066105 5541 183050 SH SOLE 183050 SCHOOL SPECIALTY INC COM '807863105 2716 86100 SH SOLE 86100 SCHUFF INTL INC COM '808156103 448 16600 SH SOLE 16600 SCHULMAN A INC COM '808194104 7717 375900 SH SOLE 375900 SCHWAB CHARLES CORP NEW COM'808513105 80299 4264405 SH SOLE 4264405 SCICLONE PHARMACEUTICALS INC '80862K104 102 53983 SH SOLE 53983 SCIELE PHARMA INC COM '808627103 6698 343500 SH SOLE 343500 SCIENTIFIC GAMES CORP CL A '80874P109 4658 220670 SH SOLE 220670 SCIENTIFIC LEARNING CORP OC COM '808760102 228 48600 SH SOLE 48600 SCM MICROSYSTEMS INC COM '784018103 124 47810 SH SOLE 47810 SCO GROUP INC COM '78403A106 9 73400 SH SOLE 73400 SCOLR INC COM '78402X107 98 80900 SH SOLE 80900 SCOPE INDS COM '809163108 144 1600 SH SOLE 1600 SCOTTISH R EGROUP LIMITED SHS 'G73537410 12 131100 SH SOLE 131100 SCOTTS LIQUID GOLD INC COM '810202101 14 23300 SH SOLE 23300 SCOTTS MIRACLE GRO CO CL A '810186106 7509 231610 SH SOLE 231610 SCPIE HLDGS INC COM '78402P104 1609 58400 SH SOLE 58400 SCRIPPS E W CO OH CL A '811054204 22925 545694 SH SOLE 545694 SEABORD CORP DEL COM '811543107 5648 3609 SH SOLE 3609 SEABRIGHT INS HLDGS INC COM '811656107 1254 85125 SH SOLE 85125 SEACHANGE INTL INC COM '811699107 921 130973 SH SOLE 130973 SEACOAST BKG CORP FLA COM '811707306 542 49490 SH SOLE 49490 SEACOR HLDGS INC COM '811904101 7722 90460 SH SOLE 90460 SEAGATE TECHNOLOGY SHS 'G7945J104 55645 2657370 SH SOLE 2657370 SEALED AIR CORP NEW COM '81211K100 15505 614060 SH SOLE 614060 SEALY CORP COM '812139301 135 17740 SH SOLE 17740 SEARS HLDGS CORP COM '812350106 44168 432635 SH SOLE 432635 SEASPAN CORP SHS 'Y75638109 46 1600 SH SOLE 1600 SEATTLE GENETICS INC COM '812578102 235 25811 SH SOLE 25811 SECURE COMPUTING CORP COM '813705100 1920 297600 SH SOLE 297600 SECURITY BK CORP COM '814047106 405 50958 SH SOLE 50958 SECURITY CAPITAL ASSURANCE LTCOM 'G8018D107 67 127946 SH SOLE 127946 SECURITY NATL FINL CORP CL A NE'814785309 153 39821 SH SOLE 39821 SEDONA CORP PA COM '815677109 5 39600 SH SOLE 39600 SEI INVESTMENTS CO COM '784117103 21706 879149 SH SOLE 879149 SELECT COMFORT CORP OC CAP '81616X103 265 73700 SH SOLE 73700 SELECTICA INC DEL COM '816288104 236 173411 SH SOLE 173411 SELECTIVE INS GROUP INC COM '816300107 4432 185600 SH SOLE 185600 SEMGROUP L P/SEMGROUP FIN COR8.75% '81662TAA3 32 35000 SH SOLE 35000 SEMITOOL INC COM '816909105 350 42100 SH SOLE 42100 SEMPRA ENERGY COM '816851109 46089 865042 SH SOLE 865042 SEMTECH CORP COM '816850101 5715 398789 SH SOLE 398789 SENECA FOODS CORP NEW CL A '817070501 32 1500 SH SOLE 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UNITED CAP CORP COM '909912107 330 15190 SH SOLE 15190 UNITED CMNTY BANCORP COM '90984H103 256 26024 SH SOLE 26024 UNITED CMNTY BKS INC BLAIRSVICDT CAP'90984P105 2557 150570 SH SOLE 150570 UNITED FINL BANCORP INC MD COM '91030T109 386 34817 SH SOLE 34817 UNITED FIRE CAS CO COM '910331107 112 3000 SH SOLE 3000 UNITED GUARDIAN INC COM '910571108 144 14100 SH SOLE 14100 UNITED HERITAGE CORP COM PAR'91058F403 1 1700 SH SOLE 1700 UNITED NAT FOODS INC COM '911163103 64 3400 SH SOLE 3400 UNITED ONLINE INC COM '911268100 4387 415480 SH SOLE 415480 UNITED PANAM FINL CORP COM '911301109 371 101800 SH SOLE 101800 UNITED PARCEL SVC INC CL B '911312106 253921 3477421 SH SOLE 3477421 UNITED RENTALS INC COM '911363109 7206 382460 SH SOLE 382460 UNITED RENTALS NORTH AMER INC6.5% '911365AN4 181 200000 SH SOLE 200000 UNITED SEC BANCSHARES CA COM '911460103 904 53805 SH SOLE 53805 UNITED SEC BANCSHARES INC CDT SHS'911459105 214 11200 SH SOLE 11200 UNITED STATES CELLULAR CORP COM '911684108 23988 436150 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'913543104 155 4810 SH SOLE 4810 UNIVERSAL HEALTH SVCS INC CL B '913903100 11103 206800 SH SOLE 206800 UNIVERSAL INS HLDGS INC COM '91359V107 218 57780 SH SOLE 57780 UNIVERSAL SEC INSTRS INC COM NEW'913821302 4 666 SH SOLE 666 UNIVERSAL STAINLESS + ALLOY PCOM '913837100 656 22089 SH SOLE 22089 UNIVERSAL TECHNICAL INST INC COM '913915104 1209 103100 SH SOLE 103100 UNIVERSAL TRUCKLOAD SVCS INC COM '91388P105 1063 50944 SH SOLE 50944 UNIVERSITY BANCORP INC MICH CO'914090105 35 17117 SH SOLE 17117 UNIVEST CORP PA COM '915271100 421 16086 SH SOLE 16086 UNUM GROUP COM '91529Y106 20771 943714 SH SOLE 943714 UQM TECHNOLOGIES INC COM '903213106 73 43000 SH SOLE 43000 URANERZ ENERGY CORP COM '91688T104 286 126900 SH SOLE 126900 URANIUM RES INC COM PAR'916901507 303 50600 SH SOLE 50600 URANIUMCORE CO '91702D200 0 20 SH SOLE 20 URBAN OUTFITTERS INC COM '917047102 22732 725100 SH SOLE 725100 UROLOGIX INC COM '917273104 68 81700 SH SOLE 81700 UROPLASTY INC COM NEW'917277204 106 28000 SH SOLE 28000 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