13F-HR 1 secondquarter08_13f.txt FORM 13F COVER PAGE "Report for the Calendar Year or Quarter Ended: June 30, 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 95811" 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 c ontained 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 7/31/2008" 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: 4742 Form 13F Information Table Values Total (X$1000): $53,364,849
Security Name Security CUSIP Fair Mkt Value SHRS or SH/ PUT Investment Other Voting Authority Description Numbers (In 1000's) PRN AMT PRN /CALL Discretion Managers Sole Shared None 1ST INDEPENDENCE FINL GROUP COM '32053S107 52 3200 SH SOLE 3200 1ST SOURCE CORP COM '336901103 1902 118130 SH SOLE 118130 21ST CENTY HLDG CO COM '90136Q100 507 62100 SH SOLE 62100 3COM CORP COM '885535104 3049 1438200 SH SOLE 1438200 3D SYS CORP DEL COM NEW '88554D205 497 52300 SH SOLE 52300 3M CO COM '88579Y101 159612 2293611 SH SOLE 2293611 3PAR INC COM '88580F109 39 5000 SH SOLE 5000 4 KIDS ENTERTAINMENT INC COM '350865101 125 16900 SH SOLE 16900 8X8 INC NEW COM '282914100 201 176400 SH SOLE 176400 99 CENTS ONLY STORES COM '65440K106 2301 348620 SH SOLE 348620 A C MOORE ARTS + CRAFTS INC COM '00086T103 302 42863 SH SOLE 42863 A D A M INC COM '00088U108 1152 154712 SH SOLE 154712 A H BELO CORP COM CL '001282102 351 61583 SH SOLE 61583 AAC GROUP HLDG CORP 1% 01 '000305AB8 38 40000 SH SOLE 40000 AAON INC COM PAR '000360206 1018 52837 SH SOLE 52837 AAR CORP COM '000361105 2650 195830 SH SOLE 195830 AARON RENTS INC '002535201 4827 216180 SH SOLE 216180 AARON RENTS INC CL A '002535300 1153 57575 SH SOLE 57575 AASTROM BIOSCIENCES INC COM '00253U107 199 538843 SH SOLE 538843 ABATIX CORP COM '002564102 75 14600 SH SOLE 14600 ABAXIS INC COM '002567105 3689 152900 SH SOLE 152900 ABBOTT LABS COM '002824100 274596 5183985 SH SOLE 5183985 ABERCROMBIE + FITCH CO COM CL '002896207 15852 252900 SH SOLE 252900 ABIGAIL ADAMS NATL BANCORP INC COM '003390101 143 15290 SH SOLE 15290 ABINGTON BANCORP INC PENN COM '00350L109 153 16732 SH SOLE 16732 ABIOMED INC COM '003654100 2175 122516 SH SOLE 122516 ABITIBIBOWATER INC COM '003687100 2129 228240 SH SOLE 228240 ABLE ENERGY INC COM '003709102 7 17300 SH SOLE 17300 ABLE LABORATORIES INC COM NEW '00371N407 0 24500 SH SOLE 24500 ABM INDS INC COM '000957100 6606 296890 SH SOLE 296890 ABRAXAS PETE CORP COM '003830106 774 143100 SH SOLE 143100 ABRAXIS BIOSCIENCE INC NEW COM '00383Y102 5642 88900 SH SOLE 88900 ACACIA RESH CORP AR ACAC '003881307 10 2215 SH SOLE 2215 ACCELER8 TECHNOLOGY CORP COM NEW '004304200 26 5803 SH SOLE 5803 ACCELERATED BLDG CONCEPTS CORP COM '00430E109 5 8800 SH SOLE 8800 ACCELRYS INC COM '00430U103 427 88402 SH SOLE 88402 ACCENTIA BIOPHARMACEUTICALS COM '00430L103 267 258800 SH SOLE 258800 ACCENTURE LTD BERMUDA SHS A 'G1150G111 139655 3429649 SH SOLE 3429649 ACCESS INTEGRATED TECHNOLOGIES CL A '004329108 83 39500 SH SOLE 39500 ACCESS NATL CORP COM '004337101 206 32400 SH SOLE 32400 ACCESS PLANS USA INC COM '00433N106 25 29700 SH SOLE 29700 ACCO BRANDS CORP COM '00081T108 2098 186843 SH SOLE 186843 ACCURAY INC COM '004397105 703 96400 SH SOLE 96400 ACCURIDE CORP COM '004398103 117 27600 SH SOLE 27600 ACE COMM CORP COM '004404109 14 37500 SH SOLE 37500 ACE LTD COM 'G0070K103 55441 1006363 SH SOLE 1006363 ACETO CORP COM '004446100 1008 131974 SH SOLE 131974 ACHILLION PHARMACEUTICALS INC COM '00448Q201 15 6900 SH SOLE 6900 ACI WORLDWIDE INC COM '004498101 2755 156600 SH SOLE 156600 ACME COMMUNICATIONS INC COM '004631107 92 67000 SH SOLE 67000 ACME PACKET INC COM '004764106 3391 436950 SH SOLE 436950 ACME UTD CORP COM '004816104 111 7900 SH SOLE 7900 ACORDA THERAPEUTICS INC COM '00484M106 837 25500 SH SOLE 25500 ACTEL CORP COM '004934105 2197 130400 SH SOLE 130400 ACTION PRODS INTL INC COM '004920104 9 15775 SH SOLE 15775 ACTIVE PWR INC COM '00504W100 243 208119 SH SOLE 208119 ACTIVIDENTITY CORP COM '00506P103 293 107400 SH SOLE 107400 ACTIVISION BLIZZARD INC COM '00507V109 52308 1535320 SH SOLE 1535320 ACTUANT CORP CL A NE '00508X203 8778 280000 SH SOLE 280000 ACTUATE CORP COM '00508B102 101 25850 SH SOLE 25850 ACUITY BRANDS INC COM '00508Y102 13647 283830 SH SOLE 283830 ACURA PHARMACEUTICALS INC COM NEW '00509L703 255 32039 SH SOLE 32039 ACUSPHERE INC COM '00511R870 179 255200 SH SOLE 255200 ACXIOM CORP COM '005125109 4647 404440 SH SOLE 404440 ADA ES INC COM '005208103 81 9000 SH SOLE 9000 ADAMS GOLF INC COM NEW '006228209 23 4237 SH SOLE 4237 ADAMS RESOURCES + ENERGY COM NEW '006351308 505 14900 SH SOLE 14900 ADAPTEC INC COM '00651F108 680 212400 SH SOLE 212400 ADC TELECOMMUNICATIONS INC COM NEW '000886309 3942 266900 SH SOLE 266900 ADDVANTAGE MEDIA GROUP INC COM NEW '006743306 40 13100 SH SOLE 13100 ADEPT TECHNOLOGY INC COM NEW '006854202 130 13280 SH SOLE 13280 ADMINISTAFF INC COM '007094105 6267 224690 SH SOLE 224690 ADOBE SYS INC COM '00724F101 62660 1590765 SH SOLE 1590765 ADOLOR CORP COM '00724X102 801 146200 SH SOLE 146200 ADSTAR INC COM '00737P104 3 50000 SH SOLE 50000 ADTRAN INC COM '00738A106 6805 285440 SH SOLE 285440 ADVANCE AMER CASH ADVANCE COM '00739W107 399 78500 SH SOLE 78500 ADVANCE AUTO PARTS COM '00751Y106 13137 338320 SH SOLE 338320 ADVANCED ANALOGIC TECHNOLOGIES COM '00752J108 1675 405449 SH SOLE 405449 ADVANCED BATTERY TECHNOLOGY COM '00752H102 574 99450 SH SOLE 99450 ADVANCED ENERGY INDS INC COM '007973100 2252 164410 SH SOLE 164410 ADVANCED ENVIRONMENTAL RECYCLI CL A NE '007947104 72 126700 SH SOLE 126700 ADVANCED LIFE SCIENCES HLDGS COM '00765H107 218 207400 SH SOLE 207400 ADVANCED MARKETING SVCS INC COM '00753T105 0 34000 SH SOLE 34000 ADVANCED MED OPTICS INC COM '00763M108 3573 190670 SH SOLE 190670 ADVANCED MICRO DEVICES INC COM '007903107 10355 1776230 SH SOLE 1776230 ADVANCED PHOTONIX INC COM CL '00754E107 90 52700 SH SOLE 52700 ADVANTA CORP CL A CO '007942105 4 750 SH SOLE 750 ADVANTA CORP CLASS B '007942204 46 7330 SH SOLE 7330 ADVENT SOFTWARE INC COM '007974108 5272 146127 SH SOLE 146127 ADVENTRX PHARMACEUTICALS INC COM '00764X103 58 156700 SH SOLE 156700 ADVISORY BRD CO COM '00762W107 3240 82380 SH SOLE 82380 AECOM TECHNOLOGY CORP COM '00766T100 19472 598600 SH SOLE 598600 AEGEAN MARINE PETROLEUM INC SHS 'Y0017S102 16 400 SH SOLE 400 AEHR TEST SYS COM '00760J108 123 15900 SH SOLE 15900 AEOLUS PHARMACEUTICALS INC COM '00765G109 0 1100 SH SOLE 1100 AEP INDS INC COM '001031103 273 15700 SH SOLE 15700 AERCAP HOLDINGS N V SHS 'N00985106 37 2900 SH SOLE 2900 AEROCENTURY CORP COM '007737109 33 3000 SH SOLE 3000 AEROPOSTALE COM '007865108 7071 225700 SH SOLE 225700 AEROSONIC CORP DEL COM PAR '008015307 32 10400 SH SOLE 10400 AEROVIRONMENT INC COM '008073108 24 900 SH SOLE 900 AES CORP 7.75% '00130HBC8 69 70000 SH SOLE 70000 AES CORP COM '00130H105 44882 2336372 SH SOLE 2336372 AETNA INC COM '00817Y108 69305 1709980 SH SOLE 1709980 AETRIUM INC COM '00817R103 218 73237 SH SOLE 73237 AFC ENTERPRISES INC COM '00104Q107 403 50400 SH SOLE 50400 AFFILIATED COMPUTER SVCS INC CL A '008190100 17097 319622 SH SOLE 319622 AFFILIATED MANAGERS GROUP INC COM '008252108 9870 109591 SH SOLE 109591 AFFIRMATIVE INS HLDGS INC COM '008272106 477 70100 SH SOLE 70100 AFFYMETRIX INC OC CAP '00826T108 2876 279543 SH SOLE 279543 AFLAC INC COM '001055102 112570 1792521 SH SOLE 1792521 AFP IMAGING CORP COM '001058106 4 14700 SH SOLE 14700 AGCO CORP COM '001084102 23805 454210 SH SOLE 454210 AGILENT TECHNOLOGIES INC COM '00846U101 38467 1082345 SH SOLE 1082345 AGILYSYS INC COM '00847J105 1169 103100 SH SOLE 103100 AGL RES INC COM '001204106 628 18170 SH SOLE 18170 AHPC HLDGS INC COM '001303106 0 3633 SH SOLE 3633 AIFUL CORP 5% 10 '00873NAC7 772 810000 SH SOLE 810000 AIR METHODS CORP COM NEW '009128307 2483 99300 SH SOLE 99300 AIR PRODS + CHEMS INC COM '009158106 68792 695850 SH SOLE 695850 AIR T INC COM '009207101 662 65900 SH SOLE 65900 AIR TRANS SVCS GROUP INC COM '00922R105 14 14000 SH SOLE 14000 AIRCASTLE LTD SHS 'G0129K104 1714 203800 SH SOLE 203800 AIRGAS INC COM '009363102 30404 520710 SH SOLE 520710 AIRSPAN NETWORKS INC COM '00950H102 102 136200 SH SOLE 136200 AIRTRAN HOLDINGS INC COM '00949P108 827 405500 SH SOLE 405500 AIRVANA INC COM '00950V101 1 100 SH SOLE 100 AK STL HLDG CORP COM '001547108 46561 674790 SH SOLE 674790 AKAMAI TECHNOLOGIES INC COM '00971T101 19217 552370 SH SOLE 552370 AKORN INC '009728106 680 205500 SH SOLE 205500 AKSYS LTD COM '010196103 0 28458 SH SOLE 28458 ALABAMA AIRCRAFT INDUSTRIES COM '01023E100 5 2975 SH SOLE 2975 ALAMO GROUP INC COM '011311107 474 23000 SH SOLE 23000 ALASKA AIR GROUP INC COM '011659109 2655 173055 SH SOLE 173055 ALASKA COMMUNICATIONS SYS INC COM '01167P101 33 2800 SH SOLE 2800 ALBANY INTL CORP NEW CLA '012348108 3176 109500 SH SOLE 109500 ALBANY MOLECULAR RESH INC COM '012423109 2972 224000 SH SOLE 224000 ALBEMARLE CORP COM '012653101 7232 181200 SH SOLE 181200 ALBERTO CULVER CO NEW COM '013078100 7290 277510 SH SOLE 277510 ALCOA INC COM '013817101 90874 2551220 SH SOLE 2551220 ALCON INC COM 'H01301102 269 1650 SH SOLE 1650 ALDILA INC COM NEW '014384200 84 14700 SH SOLE 14700 ALEXANDER + BALDWIN INC COM '014482103 5849 128400 SH SOLE 128400 ALEXION PHARMACEUTICALS INC COM '015351109 12104 166950 SH SOLE 166950 ALEXZA PHARMACEUTICALS INC COM '015384100 13 3300 SH SOLE 3300 ALFACELL CORP '015404106 104 236600 SH SOLE 236600 ALICO INC COM '016230104 404 11667 SH SOLE 11667 ALIGN TECHNOLOGY INC COM '016255101 3311 315600 SH SOLE 315600 ALKERMES INC COM '01642T108 10907 882420 SH SOLE 882420 ALL AMERN SEMICONDUCTOR INC COM NEW '016557407 1 9160 SH SOLE 9160 ALLEGHANY CORP DEL COM '017175100 17482 52648 SH SOLE 52648 ALLEGHENY ENERGY INC COM '017361106 40973 817653 SH SOLE 817653 ALLEGHENY TECHNOLOGIES INC COM '01741R102 10248 172880 SH SOLE 172880 ALLEGIANT TRAVEL CO COM '01748X102 1426 76700 SH SOLE 76700 ALLERGAN INC COM '018490102 64826 1245450 SH SOLE 1245450 ALLETE INC COM NEW '018522300 5896 140376 SH SOLE 140376 ALLIANCE BANKCORP INC OF PENN '018921106 224 24922 SH SOLE 24922 ALLIANCE BANKSHARES CORP COM '018535104 36 9890 SH SOLE 9890 ALLIANCE DATA SYSTEMS CORP COM '018581108 10131 179160 SH SOLE 179160 ALLIANCE FIBER OPTIC PRODS INC COM '018680108 233 167300 SH SOLE 167300 ALLIANCE FINL CORP COM '019205103 178 8451 SH SOLE 8451 ALLIANCE IMAGING INC DEL COM '018606202 1154 133110 SH SOLE 133110 ALLIANCE PHARMACEUTICAL CORP COM NEW '018773309 1 39900 SH SOLE 39900 ALLIANT ENERGY CORP COM '018802108 13941 406914 SH SOLE 406914 ALLIANT TECHSYSTEMS INC COM '018804104 14713 144700 SH SOLE 144700 ALLIED CAP CORP NEW COM '01903Q108 374 26900 SH SOLE 26900 ALLIED DEFENSE GROUP INC COM '019118108 118 21170 SH SOLE 21170 ALLIED HEALTHCARE INTL INC COM '01923A109 390 196163 SH SOLE 196163 ALLIED HEALTHCARE PRODS INC '019222108 162 23800 SH SOLE 23800 ALLIED HLDGS INC COM '019223106 0 22900 SH SOLE 22900 ALLIED MOTION TECHNOLOGIES INC COM '019330109 107 18474 SH SOLE 18474 ALLIED NEVADA GOLD CORP '019344100 246 41841 SH SOLE 41841 ALLIED WASTE INDUSTRIES INC COM PAR '019589308 12244 970200 SH SOLE 970200 ALLIED WORLD ASSURANCE COMPANY SHS 'G0219G203 10680 269553 SH SOLE 269553 ALLION HEALTHCARE INC COM '019615103 1193 209300 SH SOLE 209300 ALLIS CHALMERS ENERGY INC COM '019645506 2546 143042 SH SOLE 143042 ALLOS THERAPEUTICS INC COM '019777101 293 42433 SH SOLE 42433 ALLOY INC COM NEW '019855303 282 39000 SH SOLE 39000 ALLSCRIPTS HEATHCARE SOLUT COM '01988P108 1997 160900 SH SOLE 160900 ALLSTATE CORP COM '020002101 83755 1837133 SH SOLE 1837133 ALMOST FAMILY INC COM '020409108 388 14600 SH SOLE 14600 ALNYLAM PHARMACEUTICALS INC COM '02043Q107 78 2900 SH SOLE 2900 ALON USA ENERGY INC COM '020520102 2595 216950 SH SOLE 216950 ALPHA INNOTECH CORP DEL COM '02075U109 0 150 SH SOLE 150 ALPHA NAT RES INC COM '02076X102 23716 227400 SH SOLE 227400 ALPHARMA INC CL A '020813101 5405 239900 SH SOLE 239900 ALPHATEC HLDGS INC COM '02081G102 261 63950 SH SOLE 63950 ALPINE GROUP INC FORMERLY ALPI COM NEW '020825600 84 38283 SH SOLE 38283 ALSERES PHARMACEUTICAL INC COM '021152103 138 59107 SH SOLE 59107 ALTAIR NANOTECHNOLOGIES INC COM '021373105 408 239750 SH SOLE 239750 ALTERA CORP COM '021441100 33867 1636071 SH SOLE 1636071 ALTIGEN COMMUNICATIONS INC COM '021489109 30 25200 SH SOLE 25200 ALTRA HLDGS INC COM '02208R106 35 2100 SH SOLE 2100 ALTUS PHARMACEUTICALS INC '02216N105 50 11224 SH SOLE 11224 AMAG PHARMACEUTICALS INC COM '00163U106 1380 40480 SH SOLE 40480 AMARILLO BIOSCIENCES INC COM '02301P106 5 22800 SH SOLE 22800 AMAZON COM INC COM '023135106 98596 1344555 SH SOLE 1344555 AMBAC FINL GROUP INC COM '023139108 859 640930 SH SOLE 640930 AMBASSADORS GROUP INC COM '023177108 1019 68277 SH SOLE 68277 AMBASSADORS INTL INC COM '023178106 177 40400 SH SOLE 40400 AMCOL INTL CORP COM '02341W103 5582 196150 SH SOLE 196150 AMCOMP INC NEW COM '02342J101 810 83283 SH SOLE 83283 AMCON DISTRIBUTING CO COM NEW '02341Q205 34 1150 SH SOLE 1150 AMCORE FINL INC COM '023912108 139 24622 SH SOLE 24622 AMDOCS LTD SHS 'G02602103 282 9600 SH SOLE 9600 AMEDISYS INC COM '023436108 5430 107699 SH SOLE 107699 AMEN PPTYS INC COM NEW '023477201 72 8100 SH SOLE 8100 AMERCO COM '023586100 3197 67050 SH SOLE 67050 AMEREN CORP COM '023608102 23523 557010 SH SOLE 557010 AMERIANA BANCORP COM '023613102 188 19800 SH SOLE 19800 AMERICA SVC GROUP INC COM '02364L109 393 42900 SH SOLE 42900 AMERICAN ACHIEVEMENT CORP 8.25% '02369AAE8 20 20000 SH SOLE 20000 AMERICAN APPAREL INC COM '023850100 1417 213100 SH SOLE 213100 AMERICAN AXLE + MFG HLDGS INC COM '024061103 1598 200000 SH SOLE 200000 AMERICAN BANCORP N J INC COM '02407E104 249 24169 SH SOLE 24169 AMERICAN BILTRITE INC COM '024591109 32 7200 SH SOLE 7200 AMERICAN BIO MEDIA INC COM '024600108 34 62800 SH SOLE 62800 AMERICAN CAP LTD COM '02503Y103 378 15900 SH SOLE 15900 AMERICAN CARESOURCE HLDGS INC COM '02505A103 122 25883 SH SOLE 25883 AMERICAN CLAIMS EVALUATION INC COM '025144106 13 9300 SH SOLE 9300 AMERICAN CMNTY PPTYS TR COM '02520N106 3 200 SH SOLE 200 AMERICAN COML LINES INC COM NEW '025195207 3217 294300 SH SOLE 294300 AMERICAN DENTAL PARTNERS INC COM '025353103 464 39100 SH SOLE 39100 AMERICAN EAGLE OUTFITTERS INC COM '02553E106 11218 823015 SH SOLE 823015 AMERICAN ECOLOGY CORP COM NEW '025533407 2576 87250 SH SOLE 87250 AMERICAN ELEC PWR INC COM '025537101 55558 1381018 SH SOLE 1381018 AMERICAN ELEC TECHNOLOGIES INC COM '025576109 10 1800 SH SOLE 1800 AMERICAN EQUITY INVT LIFE COM '025676206 3183 390600 SH SOLE 390600 AMERICAN EXPRESS CO COM '025816109 158161 4198586 SH SOLE 4198586 AMERICAN FINL GROUP INC OHIO COM '025932104 10712 400460 SH SOLE 400460 AMERICAN GEN FIN CORP MTN 1% 15 '02635PTH6 1969 2180000 SH SOLE 2180000 AMERICAN GREETINGS CORP CL A '026375105 1958 158700 SH SOLE 158700 AMERICAN INDEPENDENCE CORP COM NEW '026760405 146 22802 SH SOLE 22802 AMERICAN INTL GROUP INC COM '026874107 229958 8690771 SH SOLE 8690771 AMERICAN LOCKER GROUP INC '027284108 10 2800 SH SOLE 2800 AMERICAN MED ALERT CORP COM '027904101 61 10500 SH SOLE 10500 AMERICAN MED SYS HLDGS C0M '02744M108 5630 376568 SH SOLE 376568 AMERICAN NATL BANKSHARES INC COM '027745108 176 9700 SH SOLE 9700 AMERICAN NATL INS CO COM '028591105 11148 113727 SH SOLE 113727 AMERICAN OIL AND GAS INC NEV COM '028723104 392 100100 SH SOLE 100100 AMERICAN PAC CORP COM '028740108 357 20700 SH SOLE 20700 AMERICAN PHYSICIANS CAP INC COM '028884104 320 6600 SH SOLE 6600 AMERICAN PHYSICIANS SVC GROUP COM '028882108 349 15830 SH SOLE 15830 AMERICAN PUB ED INC COM '02913V103 2466 63155 SH SOLE 63155 AMERICAN RAILCAR INDS INC COM '02916P103 975 58100 SH SOLE 58100 AMERICAN REPROGRAPHICSCO COM '029263100 275 16540 SH SOLE 16540 AMERICAN RIV BANKSHARES COM '029326105 39 3984 SH SOLE 3984 AMERICAN RLTY INVS INC COM '029174109 247 26100 SH SOLE 26100 AMERICAN SAFETY INSURANCE HLD SHS 'G02995101 372 25882 SH SOLE 25882 AMERICAN SCIENCE + ENGR INC COM '029429107 3319 64400 SH SOLE 64400 AMERICAN SHARED HOSP SVCS COM '029595105 21 10000 SH SOLE 10000 AMERICAN SOFTWARE INC CL A '029683109 376 66700 SH SOLE 66700 AMERICAN SPECTRUM RLTY INC COM NEW '02970Q203 20 500 SH SOLE 500 AMERICAN STS WTR CO COM '029899101 59 1700 SH SOLE 1700 AMERICAN SUPERCONDUCTOR CORP COM '030111108 8386 233906 SH SOLE 233906 AMERICAN TECHNOLOGY CORP COM NEW '030145205 81 43800 SH SOLE 43800 AMERICAN TOWER CORP CL A '029912201 65771 1556708 SH SOLE 1556708 AMERICAN VANGUARD CORP COM '030371108 1403 114032 SH SOLE 114032 AMERICAN VANTAGE COS COM '03037B106 1 400 SH SOLE 400 AMERICAN WAGERING INC COM '030405104 19 38900 SH SOLE 38900 AMERICAN WOODMARK CORP '030506109 767 36300 SH SOLE 36300 AMERICANWEST BANCORPORATION COM '03058P109 140 61634 SH SOLE 61634 AMERICAS CAR MART INC COM '03062T105 479 26715 SH SOLE 26715 AMERICASBANK CORP COM NEW '03061G302 1 1300 SH SOLE 1300 AMERICREDIT CORP COM '03060R101 4473 518900 SH SOLE 518900 AMERIGAS PARTNERS L P 7.25% '030981AD6 47 50000 SH SOLE 50000 AMERIGON INC CL A NE '03070L300 247 34800 SH SOLE 34800 AMERIGROUP CORP COM '03073T102 580 27880 SH SOLE 27880 AMERIPRISE FINL INC COM '03076C106 46600 1145820 SH SOLE 1145820 AMERIS BANCORP '03076K108 409 47034 SH SOLE 47034 AMERISAFE INC COM '03071H100 1731 108600 SH SOLE 108600 AMERISERV FINL INC COM '03074A102 49 16692 SH SOLE 16692 AMERISOURCEBERGEN CORP 5.875% '03073EAF2 106 110000 SH SOLE 110000 AMERISOURCEBERGEN CORP COM '03073E105 37718 943176 SH SOLE 943176 AMERISTAR CASINOS INC COM '03070Q101 4960 358930 SH SOLE 358930 AMERON INTL CORP COM '030710107 4967 41400 SH SOLE 41400 AMES NATL CORP CDT COM '031001100 84 5027 SH SOLE 5027 AMETEK INC NEW COM '031100100 28699 607775 SH SOLE 607775 AMGEN INC COM '031162100 150484 3190915 SH SOLE 3190915 AMICAS INC COM '001712108 262 92300 SH SOLE 92300 AMISTAR CORP COM '031535107 2 12700 SH SOLE 12700 AMKOR TECHNOLOGY INC COM '031652100 2488 238966 SH SOLE 238966 AML COMMUNICATIONS INC COM '001733104 15 12700 SH SOLE 12700 AMN HEALTHCARE SVCS INC COM '001744101 1860 109950 SH SOLE 109950 AMPAL AMERN ISRAEL CORP CL A '032015109 57 12716 SH SOLE 12716 AMPCO PITTSBURGH CORP COM '032037103 1321 29700 SH SOLE 29700 AMPEX CORP DEL CL A NE '032092306 11 34275 SH SOLE 34275 AMPHENOL CORP NEW CL A '032095101 27182 605670 SH SOLE 605670 AMR CORP DEL COM '001765106 1043 203700 SH SOLE 203700 AMREP CORP COM '032159105 1465 30790 SH SOLE 30790 AMS HEALTH SCIENCES INC COM '00178W105 0 13600 SH SOLE 13600 AMSURG CORP COM '03232P405 6611 271504 SH SOLE 271504 AMTECH SYS INC COM PAR '032332504 851 79281 SH SOLE 79281 AMTRUST FINANCIAL SERVICES COM '032359309 3921 311169 SH SOLE 311169 AMVESCAP PLC 4.5% '03235EAM2 1605 1630000 SH SOLE 1630000 AMYLIN PHARMACEUTICALS INC '032346108 10898 429220 SH SOLE 429220 ANADARKO PETE CORP COM '032511107 135233 1806960 SH SOLE 1806960 ANADIGICS INC COM '032515108 1481 150400 SH SOLE 150400 ANADYS PHARMACEUTICALS INC COM '03252Q408 324 144100 SH SOLE 144100 ANALOG DEVICES INC COM '032654105 62186 1957376 SH SOLE 1957376 ANALOGIC CORP COM PAR '032657207 7512 119100 SH SOLE 119100 ANALYSTS INTL CORP COM '032681108 77 55942 SH SOLE 55942 ANALYTICAL SURVEYS INC COM PAR '032683401 1 4900 SH SOLE 4900 ANAREN INC COM '032744104 397 37600 SH SOLE 37600 ANCHOR BANCORP WIS INC COM '032839102 20 2900 SH SOLE 2900 ANDERSONS INC COM '034164103 1917 47100 SH SOLE 47100 ANESIVA INC COM '03460L100 4 1250 SH SOLE 1250 ANGEION CORP COM '03462H404 119 22910 SH SOLE 22910 ANGELICA CORP COM '034663104 183 8600 SH SOLE 8600 ANGIODYNAMICS INC COM '03475V101 1250 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SOLE 556484 CARMIKE CINEMAS INC COM '143436400 13 2200 SH SOLE 2200 CAROLINA PWR + LT CO 5.95% '144141CK2 2849 2805000 SH SOLE 2805000 CAROLINA TRUST BANK COM '144200102 22 2200 SH SOLE 2200 CARPENTER TECHNOLOGY CORP COM '144285103 6438 147500 SH SOLE 147500 CARRIAGE SVCS INC CL A '143905107 820 124200 SH SOLE 124200 CARRIZO OIL + GAS INC COM '144577103 9798 143900 SH SOLE 143900 CARROLLTON BANCORP COM '145282109 179 14600 SH SOLE 14600 CARROLS RESTAURANT GROUP INC '14574X104 14 2700 SH SOLE 2700 CARTER INC COM '146229109 1701 123060 SH SOLE 123060 CARVER BANCORP INC COM '146875109 26 3000 SH SOLE 3000 CAS MED SYS INC CO COM PAR '124769209 15 4600 SH SOLE 4600 CASCADE BANCORP COM '147154108 20 2600 SH SOLE 2600 CASCADE CORP COM '147195101 59 1400 SH SOLE 1400 CASCADE FINL CORP COM '147272108 356 54699 SH SOLE 54699 CASELLA WASTE SYS INC CL A '147448104 746 61167 SH SOLE 61167 CASEYS GEN STORES INC COM '147528103 4975 214710 SH SOLE 214710 CASH AMER INTL INC COM '14754D100 8384 270450 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135420 SH SOLE 135420 CECO ENVIRONMENTAL CORP COM '125141101 895 151900 SH SOLE 151900 CEL SCI CORP COM NEW '150837409 505 776700 SH SOLE 776700 CELADON GROUP INC COM '150838100 2001 200300 SH SOLE 200300 CELANESE CORP DE COM SER '150870103 26120 572050 SH SOLE 572050 CELEBRATE EXPRESS INC COM '15100A104 83 22105 SH SOLE 22105 CELGENE CORP COM '151020104 93490 1463750 SH SOLE 1463750 CELL GENESYS INC COM '150921104 591 227134 SH SOLE 227134 CELL THERAPEUTICS INC COM NEW '150934404 29 59908 SH SOLE 59908 CELLNET DATA SYS COM '15115M101 0 40700 SH SOLE 40700 CELSION CORP COM NEW '15117N305 93 24100 SH SOLE 24100 CENTENE CORP DEL COM '15135B101 5303 315833 SH SOLE 315833 CENTENNIAL COMMUNICATIONS CORP CL A NE '15133V208 5116 731876 SH SOLE 731876 CENTER BANCORP INC COM '151408101 162 18472 SH SOLE 18472 CENTER FINL CORP CA COM '15146E102 285 33600 SH SOLE 33600 CENTERPOINT ENERGY INC COM '15189T107 18685 1164200 SH SOLE 1164200 CENTERSTATE BKS FL INC COM '15201P109 306 27746 SH SOLE 27746 CENTEX CORP 4.875% '152312AR5 2543 2595000 SH SOLE 2595000 CENTEX CORP COM '152312104 8140 608830 SH SOLE 608830 CENTILLIUM COMMUNICATIONS INC COM '152319109 83 127100 SH SOLE 127100 CENTRAL BANCORP INC MASS COM '152418109 42 3799 SH SOLE 3799 CENTRAL EUROPEAN DISTR CORP COM '153435102 19219 259190 SH SOLE 259190 CENTRAL FED CORP COM '15346Q103 27 7300 SH SOLE 7300 CENTRAL GARDEN + PET CO '153527106 46 10000 SH SOLE 10000 CENTRAL GARDEN + PET CO CL A NO '153527205 560 136690 SH SOLE 136690 CENTRAL PAC FINL CORP COM '154760102 1598 149870 SH SOLE 149870 CENTRAL VA BANKSHARES INC COM '155792104 152 9325.55 SH SOLE 9325.55 CENTRAL VT PUBLIC SERVICE COM '155771108 352 18182 SH SOLE 18182 CENTRAL VY CMNTY BANCORP COM '155685100 10 1000 SH SOLE 1000 CENTRUE FINL CORP NEW COM '15643B106 106 9610 SH SOLE 9610 CENTURY ALUM CO COM '156431108 7590 114150 SH SOLE 114150 CENTURY BANCORP INC MASS CL A NO '156432106 416 23452 SH SOLE 23452 CENTURY CASINOS INC COM '156492100 117 35700 SH SOLE 35700 CENTURYTEL INC COM '156700106 16759 470900 SH SOLE 470900 CENVEO INC COM '15670S105 148 15190 SH SOLE 15190 CEPHALON INC COM '156708109 33018 495103 SH SOLE 495103 CEPHEID COM '15670R107 9538 339200 SH SOLE 339200 CERADYNE INC CALIF COM '156710105 4210 122750 SH SOLE 122750 CERNER CORP COM '156782104 18249 403909 SH SOLE 403909 CERUS CORP COM '157085101 180 43900 SH SOLE 43900 CET ENVIRONMENTAL SVCS INC COM '125180109 2 5200 SH SOLE 5200 CEVA INC COM '157210105 1432 179700 SH SOLE 179700 CF INDS HLDGS INC COM '125269100 26717 174850 SH SOLE 174850 CFS BANCORP INC COM '12525D102 612 51893 SH SOLE 51893 CH ENERGY GROUP INC COM '12541M102 260 7300 SH SOLE 7300 CHAD THERAPEUTICS INC COM '157228107 0 2652 SH SOLE 2652 CHAMPION ENTERPRISES INC COM '158496109 2066 353100 SH SOLE 353100 CHAMPION INDS INC W VA COM '158520106 164 35343 SH SOLE 35343 CHANNELL COML CORP COM '159186105 29 27996 SH SOLE 27996 CHARLES AND COLVARD LTD COM '159765106 418 373412 SH SOLE 373412 CHARLES RIV LABORATORIES INTL COM '159864107 10662 166810 SH SOLE 166810 CHARLOTTE RUSSE HLDG INC COM '161048103 405 22830 SH SOLE 22830 CHARMING SHOPPES INC COM '161133103 817 178100 SH SOLE 178100 CHART INDS INC COM PAR '16115Q308 807 16600 SH SOLE 16600 CHARTER COMMUNICATIONS INC DEL CL A '16117M107 1238 1179400 SH SOLE 1179400 CHARTER FINL CORP WEST PT GA COM '16122M100 1175 48950 SH SOLE 48950 CHASE CORP COM '16150R104 232 12400 SH SOLE 12400 CHATTEM INC COM '162456107 2531 38914 SH SOLE 38914 CHAUS BERNARD INC COM NEW '162510200 17 57720 SH SOLE 57720 CHECK POINT SOFTWARE COM 'M22465104 258 10900 SH SOLE 10900 CHECKPOINT SYS INC COM '162825103 4765 228200 SH SOLE 228200 CHEESECAKE FACTORY '163072101 3243 203829 SH SOLE 203829 CHELSEA THERAPEUTICS INTL LTD COM '163428105 215 43992 SH SOLE 43992 CHEMED CORP NEW COM '16359R103 3391 92630 SH SOLE 92630 CHEMICAL FINL CORP COM '163731102 82 4000 SH SOLE 4000 CHEMTURA CORP COM '163893100 4595 786800 SH SOLE 786800 CHENIERE ENERGY INC COM NEW '16411R208 77 17580 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COM '30249U101 64613 839896 SH SOLE 839896 FNB UNITED CORPORATION COM '302519103 252 32715 SH SOLE 32715 FOCUS ENHANCEMENTS INC '344159108 88 369600 SH SOLE 369600 FONAR CORP COM NEW '344437405 33 14975 SH SOLE 14975 FOOD TECHNOLOGY SERVICE '344798202 16 7800 SH SOLE 7800 FOOT LOCKER INC COM '344849104 6118 491370 SH SOLE 491370 FOOTSTAR INC COM NEW '344912209 692 169664 SH SOLE 169664 FORCE PROTN INC COM NEW '345203202 160 48400 SH SOLE 48400 FORD MTR CO DEL COM PAR '345370860 48789 10143345 SH SOLE 10143345 FORD MTR CR CO 1% 13 '345397VD2 6233 8255000 SH SOLE 8255000 FORD MTR CR CO 7.16313 '345397UK7 10152 10630000 SH SOLE 10630000 FOREST CITY ENTERPRISES INC 6.5% '345550AF4 45 52000 SH SOLE 52000 FOREST CITY ENTERPRISES INC 7.625% '345550AD9 19 20000 SH SOLE 20000 FOREST CITY ENTERPRISES INC CL A '345550107 12689 393820 SH SOLE 393820 FOREST LABS INC COM '345838106 19590 563907 SH SOLE 563907 FOREST OIL CORP COM PAR '346091705 20908 280638 SH SOLE 280638 FORESTAR REAL ESTATE GROUP 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GENESCO INC COM '371532102 1955 63320 SH SOLE 63320 GENESEE + WYO INC CL A '371559105 5927 174230 SH SOLE 174230 GENITOPE CORP COM '37229P507 27 606900 SH SOLE 606900 GENOMIC HEALTH INC COM '37244C101 1476 77100 SH SOLE 77100 GENOPTIX INC COM '37243V100 19 600 SH SOLE 600 GENPACT LTD SHS 'G3922B107 11373 762235 SH SOLE 762235 GENTA INC COM '37245M504 2 5816 SH SOLE 5816 GENTEK INC COM NEW '37245X203 600 22300 SH SOLE 22300 GENTEX CORP COM '371901109 7418 513720 SH SOLE 513720 GENTIVA HEALTH SVCS INC COM '37247A102 7201 378000 SH SOLE 378000 GENUINE PARTS CO COM '372460105 19219 484360 SH SOLE 484360 GENVEC INC COM '37246C109 337 234113 SH SOLE 234113 GENWORTH FINL INC 5.65% '37247DAJ5 970 1020000 SH SOLE 1020000 GENWORTH FINL INC 5.75% '37247DAE6 621 635000 SH SOLE 635000 GENWORTH FINL INC COM CL '37247D106 24107 1353570 SH SOLE 1353570 GENZYME CORP COM GEN '372917104 71930 998750 SH SOLE 998750 GEO GROUP INC COM '36159R103 2432 108070 SH SOLE 108070 GEOEYE INC COM '37250W108 151 8500 SH SOLE 8500 GEOKINETICS INC COM PAR '372910307 339 18700 SH SOLE 18700 GEOPETRO RES CO COM '37248H304 49 12100 SH SOLE 12100 GEOPHARMA INC COM '37250A106 148 62082 SH SOLE 62082 GEORESOURCES INC COM '372476101 20 1100 SH SOLE 1100 GEORGE FOREMAN ENTERPRISES INC COM '372481101 1 500 SH SOLE 500 GEORGIA GULF CORP 9.5% '373200AQ7 31 40000 SH SOLE 40000 GEORGIA GULF CORP COM '373200203 696 240000 SH SOLE 240000 GERBER SCIENTIFIC INC COM '373730100 854 75000 SH SOLE 75000 GERMAN AMERN BANCORP INC COM '373865104 333 28717 SH SOLE 28717 GETTY IMAGES INC COM '374276103 7434 219110 SH SOLE 219110 GEVITY HR INC COM '374393106 216 40200 SH SOLE 40200 GFI GROUP INC COM '361652209 6449 715800 SH SOLE 715800 GIANT GROUP LTD COM NEW '374503308 94 77 SH SOLE 77 GIBRALTAR INDS INC COM '374689107 1467 91860 SH SOLE 91860 GIGA TRONICS INC COM '375175106 34 26700 SH SOLE 26700 GIGABEAM CORP COM '37517W107 4 17700 SH SOLE 17700 GILEAD SCIENCES INC COM '375558103 152146 2873392 SH SOLE 2873392 GLACIER BANCORP INC COM '37637Q105 2997 187405 SH SOLE 187405 GLACIER WATER SERVICES INC '376395109 304 6200 SH SOLE 6200 GLASSMASTER CO COM PAR '377226204 0 1000 SH SOLE 1000 GLATFELTER COM '377316104 4850 359000 SH SOLE 359000 GLG PARTNERS INC COM '37929X107 3571 457800 SH SOLE 457800 GLITNIR BANKI HF 6.693% '379308AA7 84 130000 SH SOLE 130000 GLITNIR BANKI HF GLOBAL MEDIUM 1% 28 '37930EAD8 793 1000000 SH SOLE 1000000 GLITNIR BANKI HF MEDIUM TERM 1% 18 '37930JAB1 919 1220000 SH SOLE 1220000 GLITNIR BANKI HF MTN 1% 21 '37930JAA3 1187 1560000 SH SOLE 1560000 GLOBAL CASH ACCESS HLDGS INC COM '378967103 25 3600 SH SOLE 3600 GLOBAL CROSSING LTD SHS NEW 'G3921A175 7175 399935 SH SOLE 399935 GLOBAL INDUSTRIES INC '379336100 6266 349450 SH SOLE 349450 GLOBAL PARTNERS LP COM UNI '37946R109 203 12800 SH SOLE 12800 GLOBAL PMT TECHNOLOGIES INC COM '37936S109 4 12700 SH SOLE 12700 GLOBAL PMTS INC COM '37940X102 13711 294220 SH SOLE 294220 GLOBAL TRAFFIC NETWORK INC COM '37947B103 410 45900 SH SOLE 45900 GLOBALSTAR INC COM '378973408 847 299150 SH SOLE 299150 GLOBECOMM SYS INC COM '37956X103 556 67300 SH SOLE 67300 GLOWPOINT INC COM '379887102 157 313550 SH SOLE 313550 GLU MOBILE INC '379890106 5 1000 SH SOLE 1000 GLYCOGENESYS INC COM NEW '37989P200 0 69551 SH SOLE 69551 GMAC LLC 6% 15 '36186CAF0 4448 6590000 SH SOLE 6590000 GMX RES INC COM '38011M108 10523 142017 SH SOLE 142017 GOLD RESERVE INC CL A '38068N108 33 18100 SH SOLE 18100 GOLDEN ENTERPRISES INC '381010107 90 45502 SH SOLE 45502 GOLDLEAF FINL SOLUTIONS COM NEW '38144H208 12 5680 SH SOLE 5680 GOLDMAN SACHS CAP III 1% 29 '38144QAA7 2568 3620000 SH SOLE 3620000 GOLDMAN SACHS GROUP INC 6.6% '38141GBU7 1209 1170000 SH SOLE 1170000 GOLDMAN SACHS GROUP INC COM '38141G104 228687 1307530 SH SOLE 1307530 GOLFSMITH INTL HLDGS INC COM '38168Y103 23 10000 SH SOLE 10000 GOOD TIMES RESTAURANT COM PAR '382140887 3 1200 SH SOLE 1200 GOODRICH CORP COM '382388106 19667 414400 SH SOLE 414400 GOODRICH PETE CORP COM NEW '382410405 12352 148960 SH 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COM '482730108 1050 8100 SH SOLE 8100 K V PHARMACEUTICAL CO COM '482740107 9 450 SH SOLE 450 K V PHARMACEUTICAL COMPANY CL A '482740206 1653 85520 SH SOLE 85520 KADANT INC COM '48282T104 245 10840 SH SOLE 10840 KAISER ALUM CORP COM PAR '483007704 5776 107910 SH SOLE 107910 KAMAN CORP COM '483548103 681 29900 SH SOLE 29900 KANSAS CITY LIFE INS CO COM '484836101 1728 41386 SH SOLE 41386 KANSAS CITY SOUTHERN COM NEW '485170302 12810 291200 SH SOLE 291200 KAPSTONE PAPER + PKGING CORP COM '48562P103 129 19288 SH SOLE 19288 KATY INDS INC COM '486026107 77 39600 SH SOLE 39600 KAUPTHING BK HF 1% 12 '486329AA3 2235 2600000 SH SOLE 2600000 KAUPTHING BK HF MED TRM SR BK 1% 15 '48632FAC5 1065 1200000 SH SOLE 1200000 KAYDON CORP COM '486587108 288 5600 SH SOLE 5600 KB HOME COM '48666K109 6725 397200 SH SOLE 397200 KBR INC COM '48242W106 33222 951637 SH SOLE 951637 KBW INC COM '482423100 2060 100110 SH SOLE 100110 KEARNY FINL CORP COM '487169104 1233 112050 SH SOLE 112050 KEITHLEY INSTRS INC COM 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'516012101 349 90800 SH SOLE 90800 LANTRONIX INC COM '516548104 162 241400 SH SOLE 241400 LAS VEGAS SANDS CORP COM '517834107 62896 1325800 SH SOLE 1325800 LASERCARD CORP COM '51807U101 188 39500 SH SOLE 39500 LATTICE SEMICONDUCTOR CORP '518415104 1896 605600 SH SOLE 605600 LAUDER ESTEE COS INC CL A '518439104 28337 610050 SH SOLE 610050 LAW ENFORCEMENT ASSOCS CORP COM '519485106 5 18100 SH SOLE 18100 LAWSON PRODS INC COM '520776105 27 1100 SH SOLE 1100 LAWSON SOFTWARE INC NEW COM '52078P102 2121 291690 SH SOLE 291690 LAYNE CHRISTENSEN CO COM '521050104 2680 61200 SH SOLE 61200 LAZARD LTD SHS A 'G54050102 4316 126380 SH SOLE 126380 LAZARE KAPLAN INTL INC COM '521078105 403 45300 SH SOLE 45300 LCA VISION INC COM PAR '501803308 404 84800 SH SOLE 84800 LCC INTL INC COM '501810105 194 201600 SH SOLE 201600 LEAP WIRELESS INTL INC COM NEW '521863308 10128 234610 SH SOLE 234610 LEAPFROG ENTERPRISES INC COM '52186N106 808 97100 SH SOLE 97100 LEAR CORP COM '521865105 6969 491500 SH SOLE 491500 LEARNING TREE INTL INC COM '522015106 886 51800 SH SOLE 51800 LECG CORP COM '523234102 67 7644 SH SOLE 7644 LECROY CORP COM '52324W109 632 70800 SH SOLE 70800 LEE ENTERPRISES INC COM '523768109 949 237770 SH SOLE 237770 LEGACY BANCORP INC OC CL A '52463G105 683 59200 SH SOLE 59200 LEGACY RESERVES COM '524707304 52 2100 SH SOLE 2100 LEGG MASON INC COM '524901105 15331 351873 SH SOLE 351873 LEGGETT + PLATT INC COM '524660107 9219 549720 SH SOLE 549720 LEHMAN BROS HLDGS INC 1% 29 '524908WZ9 3503 4950000 SH SOLE 4950000 LEHMAN BROS HLDGS INC 6.5% '524908R36 1053 1140000 SH SOLE 1140000 LEHMAN BROTHERS HLDGS INC 5.5% '52517PF63 521 575000 SH SOLE 575000 LEHMAN BROTHERS HLDGS INC COM '524908100 35385 1786200 SH SOLE 1786200 LENNAR CORP CL A '526057104 8539 691984 SH SOLE 691984 LENNOX INTL INC COM '526107107 8426 290960 SH SOLE 290960 LENOX GROUP INC COM '526262100 40 154000 SH SOLE 154000 LEUCADIA NATL CORP COM '527288104 29311 624440 SH SOLE 624440 LEVEL 3 COMMUNICATIONS INC COM '52729N100 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INC COM '553409103 8680 816590 SH SOLE 816590 MRU HLDGS INC COM '55348A102 17 7700 SH SOLE 7700 MRV COMMUNICATIONS INC COM '553477100 243 204000 SH SOLE 204000 MSB FINL CORP COM '55352P102 22 2010 SH SOLE 2010 MSC INDL DIRECT INC CL A '553530106 13091 296770 SH SOLE 296770 MSC SOFTWARE CORP COM '553531104 2124 193440 SH SOLE 193440 MSCI INC CL A '55354G100 9043 249194 SH SOLE 249194 MTM TECHNOLOGIES INC COM NEW '62474G200 1 286 SH SOLE 286 MTR GAMING GROUP INC COM '553769100 514 107800 SH SOLE 107800 MTS MEDICATION TECHNOLOGIES IN COM '553773102 28 3600 SH SOLE 3600 MTS SYS CORP COM '553777103 86 2400 SH SOLE 2400 MUELLER INDS INC '624756102 187 5800 SH SOLE 5800 MUELLER PAUL CO COM '624752101 188 3800 SH SOLE 3800 MUELLER WTR PRODS INC COM SER '624758108 35 4300 SH SOLE 4300 MUELLER WTR PRODS INC COM SER '624758207 2359 276229 SH SOLE 276229 MUFG CAPITAL FINANCE 1 LIMITED 1% 29 'G63255AA4 1002 1150000 SH SOLE 1150000 MULTI COLOR CORP '625383104 733 34937 SH SOLE 34937 MULTI FINELINE ELECTRONIX INC COM '62541B101 2977 107600 SH SOLE 107600 MULTIBAND CORPORATION NEW '62544X209 10 7600 SH SOLE 7600 MULTIMEDIA GAMES INC COM '625453105 527 119200 SH SOLE 119200 MUNICIPAL MTG + EQUITY L L C GROWTH '62624B101 18 6100 SH SOLE 6100 MURPHY OIL CORP COM '626717102 102610 1046502 SH SOLE 1046502 MUTUALFIRST FINL INC COM '62845B104 193 19700 SH SOLE 19700 MWI VETERINARY SUPPLY INC COM '55402X105 338 10200 SH SOLE 10200 MYERS IND INC COM '628464109 95 11600 SH SOLE 11600 MYLAN INC COM '628530107 10309 854105 SH SOLE 854105 MYRIAD GENETICS INC COM '62855J104 18629 409250 SH SOLE 409250 N VIRO INTL CORP COM NEW '62944W207 17 5900 SH SOLE 5900 NABI BIOPHARMACEUTICALS COM '629519109 329 83400 SH SOLE 83400 NABORS INDUSTRIES LTD SHS 'G6359F103 45256 919286 SH SOLE 919286 NACCO INDS INC CL A '629579103 1606 21600 SH SOLE 21600 NALCO HLDG CO COM '62985Q101 9121 431230 SH SOLE 431230 NAM TAI ELECTRONICS COM NEW '629865205 77 5900 SH SOLE 5900 NANOMETRICS INC COM '630077105 233 40000 SH 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1970 99390 SH SOLE 99390 NATIONAL FUEL GAS CO N J COM '636180101 29911 502870 SH SOLE 502870 NATIONAL HEALTHCARE CORP COM '635906100 830 18100 SH SOLE 18100 NATIONAL HLDGS CORP COM '636375107 6 3300 SH SOLE 3300 NATIONAL INSTRS CORP COM '636518102 10415 367118 SH SOLE 367118 NATIONAL INTST CORP COM '63654U100 103 5600 SH SOLE 5600 NATIONAL OILWELL VARCO INC COM '637071101 147159 1658686.3 SH SOLE 1658686.3 NATIONAL PENN BANCSHARES INC COM '637138108 2708 203931 SH SOLE 203931 NATIONAL PRESTO INDS INC COM '637215104 552 8600 SH SOLE 8600 NATIONAL R V HLDGS INC COM '637277104 2 36400 SH SOLE 36400 NATIONAL RESH CORP COM '637372103 590 22300 SH SOLE 22300 NATIONAL SEC GROUP INC COM '637546102 55 3468 SH SOLE 3468 NATIONAL SEMICONDUCTOR CORP COM '637640103 14654 713415 SH SOLE 713415 NATIONAL TECHICAL SYS INC COM '638104109 144 26410 SH SOLE 26410 NATIONAL WESTN LIFE INS CO CL A '638522102 2681 12268 SH SOLE 12268 NATIONSHEALTH INC COM '63860C100 5 27400 SH SOLE 27400 NATIONWIDE FINL SVCS 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'628782104 10892 339730 SH SOLE 339730 NCI BLDG SYS INC COM '628852105 84 2276 SH SOLE 2276 NCI INC CL A '62886K104 355 15500 SH SOLE 15500 NCR CORP NEW COM '62886E108 15180 602380 SH SOLE 602380 NEENAH PAPER INC COM '640079109 1001 59900 SH SOLE 59900 NEKTAR THERAPEUTICS COM '640268108 1550 462560 SH SOLE 462560 NELNET INC CL A '64031N108 936 83360 SH SOLE 83360 NEOGEN CORP COM '640491106 992 43335 SH SOLE 43335 NEOMAGIC CORP COM NEW '640497202 11 31000 SH SOLE 31000 NEONODE INC COM '64051M105 2 6979 SH SOLE 6979 NEOPHARM INC COM '640919106 64 121145 SH SOLE 121145 NEOPROBE CORP COM '640518106 46 67200 SH SOLE 67200 NEOSE TECHNOLOGIES INC COM '640522108 55 184900 SH SOLE 184900 NEPHROS INC COM '640671103 22 32800 SH SOLE 32800 NESS TECHNOLOGIES INC COM '64104X108 30 3000 SH SOLE 3000 NESTOR INC COM NEW '641074505 1 7200 SH SOLE 7200 NET 1 UEPS TECHNOLOGIES INC COM '64107N206 24 1000 SH SOLE 1000 NETAPP INC COM '64110D104 30507 1408440 SH SOLE 1408440 NETBANK INC COM '640933107 0 4817 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INC COM NEW '643863202 346 33800 SH SOLE 33800 NEW FRONTIER MEDIA INC COM '644398109 287 73400 SH SOLE 73400 NEW HAMPSHIRE THRIFT '644722100 238 23000 SH SOLE 23000 NEW HORIZONS WORLDWIDE INC COM '645526104 34 20848 SH SOLE 20848 NEW JERSEY RES CORP COM '646025106 1535 47010 SH SOLE 47010 NEW MOTION INC COM '64754V105 213 51166 SH SOLE 51166 NEW YORK + CO INC COM '649295102 880 96360 SH SOLE 96360 NEW YORK CMNTY BANCORP INC COM '649445103 15968 895055 SH SOLE 895055 NEW YORK TIMES CO CL A '650111107 8625 560400 SH SOLE 560400 NEWALLIANCE BANCSHARES INC COM '650203102 10453 837613 SH SOLE 837613 NEWBRIDGE BANCORP COM '65080T102 597 86482 SH SOLE 86482 NEWELL RUBBERMAID INC COM '651229106 16548 985610 SH SOLE 985610 NEWFIELD EXPL CO COM '651290108 29859 457610 SH SOLE 457610 NEWMARKET CORP COM '651587107 1629 24600 SH SOLE 24600 NEWMONT MNG CORP COM '651639106 87950 1686152 SH SOLE 1686152 NEWPARK RES INC COM PAR '651718504 5573 709000 SH SOLE 709000 NEWPORT BANCORP INC COM '651754103 40 3374 SH SOLE 3374 NEWPORT CORP COM '651824104 1581 138800 SH SOLE 138800 NEWS CORP CL A '65248E104 126861 8434894 SH SOLE 8434894 NEWS CORP CL B '65248E203 31246 2035600 SH SOLE 2035600 NEWSTAR FINANCIAL INC '65251F105 1269 214671 SH SOLE 214671 NEWTEK CAP INC COM '652526104 142 140800 SH SOLE 140800 NEXCEN BRANDS INC COM '653351106 0 8 SH SOLE 8 NEXITY FINL CORP COM NEW '65333R200 112 24001 SH SOLE 24001 NEXMED INC COM '652903105 131 100900 SH SOLE 100900 NEXSTAR BROADCASTING GRP INC CL A '65336K103 277 67800 SH SOLE 67800 NEXTWAVE WIRELESS INC COM '65337Y102 2 600 SH SOLE 600 NGAS RES INC COM '62912T103 518 55800 SH SOLE 55800 NIC INC COM '62914B100 475 69509 SH SOLE 69509 NICOR INC COM '654086107 9610 225630 SH SOLE 225630 NIGHTHAWK RADIOLOGY HLDGS INC COM '65411N105 967 136580 SH SOLE 136580 NII HLDGS INC CL B NE '62913F201 27768 584720 SH SOLE 584720 NIKE INC CL B '654106103 116823 1959787 SH SOLE 1959787 NISOURCE INC COM '65473P105 16033 894687 SH SOLE 894687 NISSAN MTR ACCEP 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'65686Y109 1090 123950 SH SOLE 123950 NORTH AMERN SCIENTIFIC INC COM NEW '65715D209 7 6880 SH SOLE 6880 NORTH CENT BANCSHARES INC COM '658418108 175 7300 SH SOLE 7300 NORTH VY BANCORP CMT CAP '66304M105 90 13800 SH SOLE 13800 NORTHEAST BANCORP COM '663904100 135 12200 SH SOLE 12200 NORTHEAST CMNTY BANKCORP INC COM '664112109 36 3200 SH SOLE 3200 NORTHEAST IN BANCORP INC COM NEW '664196201 9 800 SH SOLE 800 NORTHEAST UTILS COM '664397106 13727 537673 SH SOLE 537673 NORTHERN STS FINL CORP COM '665751103 329 18765 SH SOLE 18765 NORTHERN TECHNOLOGIES INTL COM '665809109 135 7700 SH SOLE 7700 NORTHERN TRUST CORP COM '665859104 79031 1152559 SH SOLE 1152559 NORTHFIELD LABORATORIES INC COM '666135108 93 130711 SH SOLE 130711 NORTHRIM BANCORP INC COM '666762109 570 31368 SH SOLE 31368 NORTHROP GRUMMAN CORP COM '666807102 60046 897544 SH SOLE 897544 NORTHSTAR NEUROSCIENCE INC COM '66704V101 6 3900 SH SOLE 3900 NORTHWEST AIRLS CORP COM '667280408 1128 169300 SH SOLE 169300 NORTHWEST BANCORP INC PA COM '667328108 2816 129040 SH SOLE 129040 NORTHWEST BIOTHERAPEUTICS INC COM NEW '66737P501 21 10700 SH SOLE 10700 NORTHWEST NAT GAS CO COM '667655104 1052 22750 SH SOLE 22750 NORTHWEST PIPE CO COM '667746101 675 12100 SH SOLE 12100 NORTHWESTERN CORP COM NEW '668074305 3825 150460 SH SOLE 150460 NORWOOD FIN CORP COM '669549107 55 1880 SH SOLE 1880 NOVACEA INC COM '66987B103 7 2800 SH SOLE 2800 NOVADEL PHARMA INC COM '66986X106 16 67900 SH SOLE 67900 NOVAMED EYECARE INC COM '66986W108 433 114800 SH SOLE 114800 NOVATEL WIRELESS INC COM NEW '66987M604 11 1000 SH SOLE 1000 NOVAVAX INC COM '670002104 614 246400 SH SOLE 246400 NOVELL INC COM '670006105 8523 1447107 SH SOLE 1447107 NOVELLUS SYS INC COM '670008101 7667 361800 SH SOLE 361800 NOVEN PHARMACEUTICALS INC '670009109 3341 312500 SH SOLE 312500 NOVT CORP COM '62936A106 12 6700 SH SOLE 6700 NPS PHARMACEUTICALS INC COM '62936P103 1464 328911 SH SOLE 328911 NRG ENERGY 7.375% '629377AU6 28 30000 SH SOLE 30000 NRG ENERGY INC 7.25% '629377AT9 201 210000 SH SOLE 210000 NRG ENERGY INC 7.375% '629377AX0 19 20000 SH SOLE 20000 NRG ENERGY INC COM NEW '629377508 37699 878770 SH SOLE 878770 NSTAR COM '67019E107 15459 457093 SH SOLE 457093 NTELOS HLDGS CORP COM '67020Q107 4305 169700 SH SOLE 169700 NTN BUZZTIME INC '629410309 25 74800 SH SOLE 74800 NU HORIZONS ELECTRS CORP COM '669908105 341 70250 SH SOLE 70250 NU SKIN ENTERPRISES INC CL A '67018T105 1776 119060 SH SOLE 119060 NUANCE COMMUNICATIONS INC COM '67020Y100 13638 870304 SH SOLE 870304 NUCOR CORP COM '670346105 74211 993850 SH SOLE 993850 NUMEREX CORP N Y COM '67053A102 234 32300 SH SOLE 32300 NUTRACEUTICAL INTL CORP COM '67060Y101 433 36100 SH SOLE 36100 NUTRI SYS INC NEW COM '67069D108 1182 83575 SH SOLE 83575 NUTRITION 21 INC COM '67069V108 251 589900 SH SOLE 589900 NUVASIVE INC COM '670704105 6109 136800 SH SOLE 136800 NUVELO INC COM NEW '67072M301 62 111600 SH SOLE 111600 NVE CORP COMMON '629445206 526 16600 SH SOLE 16600 NVIDIA CORP COM '67066G104 39325 2100710 SH SOLE 2100710 NVR INC COM '62944T105 10902 21800 SH SOLE 21800 NXP B V/NXP FDG LLC 7.875% '62947QAF5 18 20000 SH SOLE 20000 NXSTAGE MEDICAL INC COM '67072V103 139 36132 SH SOLE 36132 NYER MED GROUP INC COM '670711100 28 19000 SH SOLE 19000 NYMAGIC INC COM '629484106 205 10700 SH SOLE 10700 NYMEX HLDGS INC COM '62948N104 27866 329850 SH SOLE 329850 NYSE EURONEXT COM '629491101 50731 1001400 SH SOLE 1001400 O CHARLEYS INC '670823103 42 4200 SH SOLE 4200 O I CORP COM '670841105 85 7300 SH SOLE 7300 O REILLY AUTOMOTIVE INC COM '686091109 7029 314500 SH SOLE 314500 OBAGI MEDICAL PRODUCTS INC '67423R108 5 600 SH SOLE 600 OCCAM NETWORKS INC DEL COM NEW '67457P309 497 124640 SH SOLE 124640 OCCIDENTAL PETE CORP COM '674599105 274802 3058112 SH SOLE 3058112 OCEAN BIC CHEM INC '674631106 47 42695 SH SOLE 42695 OCEAN PWR TECHNOLOGIES INC COM NEW '674870308 37 4100 SH SOLE 4100 OCEAN SHORE HLDG CO COM '67501P107 91 9600 SH SOLE 9600 OCEANEERING INTL INC COM '675232102 16359 212320 SH SOLE 212320 OCEANFIRST FINL CORP COM '675234108 455 25200 SH SOLE 25200 OCEANFREIGHT INC SHS 'Y64202107 555 23958 SH SOLE 23958 OCH ZIFF CAPITAL MANAGEMENT '67551U105 18984 998624 SH SOLE 998624 OCWEN FINL CORP COM NEW '675746309 588 126500 SH SOLE 126500 ODYSSEY HEALTHCARE INC COM '67611V101 1364 140018 SH SOLE 140018 ODYSSEY RE HLDGS CORP COM '67612W108 6878 193740 SH SOLE 193740 OFFICE DEPOT INC COM '676220106 6227 569160 SH SOLE 569160 OFFICEMAX INC DEL COM '67622P101 4476 322000 SH SOLE 322000 OGE ENERGY CORP COM '670837103 12072 380700 SH SOLE 380700 OHIO EDISON CO 5.647% '67734PAA4 635 630000 SH SOLE 630000 OHIO PWR CO 5.53% '677415CM1 814 830000 SH SOLE 830000 OHIO VY BANC CORP COM '677719106 61 2382 SH SOLE 2382 OIL DRI CORP AMER COM '677864100 354 19700 SH SOLE 19700 OIL STATES INTL INC COM '678026105 21584 340224 SH SOLE 340224 OLD DOMINION FREIGHT LINE INC COM '679580100 3986 132770 SH SOLE 132770 OLD NATL BANCORP IND COM RTS '680033107 3557 249420 SH SOLE 249420 OLD REP INTL CORP COM '680223104 8776 741228 SH SOLE 741228 OLD SECOND BANCORP INC DEL COM '680277100 10 900 SH SOLE 900 OLIN CORP COM PAR '680665205 16866 644250 SH SOLE 644250 OLYMPIC STL INC COM '68162K106 2938 38700 SH SOLE 38700 OM GROUP INC COM '670872100 1913 58330 SH SOLE 58330 OMEGA PROTEIN CORP COM '68210P107 1114 74500 SH SOLE 74500 OMERGA FLEX INC COM '682095104 261 17200 SH SOLE 17200 OMNI ENERGY SVCS CORP COM NEW '68210T208 343 53566 SH SOLE 53566 OMNI FINL SVCS INC COM '68214U102 8 10102 SH SOLE 10102 OMNICARE INC COM '681904108 9706 370170 SH SOLE 370170 OMNICELL INC COM '68213N109 1083 82200 SH SOLE 82200 OMNICOM GROUP COM '681919106 31292 697230 SH SOLE 697230 OMNITURE INC COM '68212S109 6944 373918 SH SOLE 373918 OMNIVISION TECHNOLOGIES INC COM '682128103 4556 376800 SH SOLE 376800 OMNOVA SOLUTIONS INC COM '682129101 342 123200 SH SOLE 123200 OMRIX BIOPHARMACEUTICALS INC COM '681989109 274 17400 SH SOLE 17400 OMTOOL LTD COM NEW '681974309 40 14584 SH SOLE 14584 ON ASSIGNMENT INC COM '682159108 743 92700 SH SOLE 92700 ON SEMICONDUCTOR CORP COM '682189105 5797 632137 SH SOLE 632137 ON2 TECHNOLOGIES INC COM '68338A107 188 307780 SH SOLE 307780 ONEBEACON INSURANCE GROUP LTD CL A 'G67742109 1195 68030 SH SOLE 68030 ONEOK INC NEW COM '682680103 20309 415920 SH SOLE 415920 ONLINE RES CORP COM '68273G101 899 107700 SH SOLE 107700 ONSTREAM MEDIA CORP COM '682875109 52 67200 SH SOLE 67200 ONVIA INC COM NEW '68338T403 82 15800 SH SOLE 15800 ONYX PHARMACEUTICALS INC COM '683399109 3197 89800 SH SOLE 89800 OPENTV CORP CL A 'G67543101 354 270300 SH SOLE 270300 OPENWAVE SYS INC COM NEW '683718308 84 56400 SH SOLE 56400 OPEXA THERAPEUTICS INC COM '68372T103 3 3000 SH SOLE 3000 OPKO HEALTH INC COM '68375N103 86 56300 SH SOLE 56300 OPLINK COMMUNICATIONS INC COM NEW '68375Q403 1579 164479 SH SOLE 164479 OPNET TECHNOLOGIES INC COM '683757108 558 62008 SH SOLE 62008 OPTELECOM INC COM '683818207 295 33900 SH SOLE 33900 OPTI CDA INC 7.875% '68383KAD1 178 180000 SH SOLE 180000 OPTI 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SOLE 10000 REGAL BELOIT CORP COM '758750103 4698 111200 SH SOLE 111200 REGAL ENTMT GROUP CL A '758766109 4728 309430 SH SOLE 309430 REGENCY ENERGY PARTNERS L P COM UNI '75885Y107 1437 59300 SH SOLE 59300 REGENERON PHARMACEUTICALS INC COM '75886F107 3525 244122 SH SOLE 244122 REGENT COMMUNICATIONS INC DEL COM '758865109 229 255300 SH SOLE 255300 REGIONS FINL CORP NEW COM '7591EP100 24887 2281163 SH SOLE 2281163 REGIS CORP MINNESOTA COM '758932107 5153 195560 SH SOLE 195560 REHABCARE GROUP INC COM '759148109 987 61600 SH SOLE 61600 REINSURANCE GROUP AMER INC COM '759351109 13224 303870 SH SOLE 303870 REIS INC COM '75936P105 549 100000 SH SOLE 100000 RELIANCE STL + ALUM CO COM '759509102 20583 267000 SH SOLE 267000 RELIANT ENERGY INC COM '75952B105 36955 1737420 SH SOLE 1737420 RELIV INTL INC COM '75952R100 246 44938 SH SOLE 44938 RELM WIRELESS CORP COM '759525108 120 79806 SH SOLE 79806 REMEC INC COM NEW '759543200 165 137500 SH SOLE 137500 RENAISSANCE LEARNING INC COM '75968L105 2917 260200 SH SOLE 260200 RENAISSANCERE HLDGS LTD 7% 15 '75968NAA9 3462 3460000 SH SOLE 3460000 RENAISSANCERE HOLDINGS LTD SHS 'G7496G103 10685 239200 SH SOLE 239200 RENASANT CORP COM '75970E107 1106 75100 SH SOLE 75100 RENEGY HLDGS INC COM '75845J109 32 8423 SH SOLE 8423 RENT A CTR INC NEW COM '76009N100 9013 438148 SH SOLE 438148 RENTECH INC COM '760112102 525 276350 SH SOLE 276350 RENTRAK CORP COM '760174102 746 53000 SH SOLE 53000 REPLIGEN CORP COM '759916109 659 139608 SH SOLE 139608 REPROS THERAPEUTICS INC COM '76028H100 49 5200 SH SOLE 5200 REPUBLIC AWYS HLDGS INC COM '760276105 702 81010 SH SOLE 81010 REPUBLIC BANCORP INC KY CDT CL '760281204 545 22140 SH SOLE 22140 REPUBLIC FIRST BANCORP INC COM '760416107 284 39064 SH SOLE 39064 REPUBLIC SVCS INC COM '760759100 32633 1098755 SH SOLE 1098755 RES CARE INC COM '760943100 114 6400 SH SOLE 6400 RESEARCH FRONTIERS INC '760911107 118 18746 SH SOLE 18746 RESMED INC COM '761152107 8636 241630 SH SOLE 241630 RESONA PFD GLOBAL SECS CAYMAN 7.191% '76117HAA0 1487 1610000 SH SOLE 1610000 RESOURCE AMER INC COM NEW '761195205 324 34800 SH SOLE 34800 RESOURCES CONNECTION INC COM '76122Q105 3752 184360 SH SOLE 184360 RESPONSE GENETICS INC COM '76123U105 43 12700 SH SOLE 12700 RESTORE MED INC COM '76128C100 24 15300 SH SOLE 15300 RETAIL VENTURES INC COM '76128Y102 91 19800 SH SOLE 19800 RETRACTABLE TECHNOLOGIES INC COM '76129W105 4 2700 SH SOLE 2700 REUNION INDS INC COM '761312107 0 900 SH SOLE 900 REVLON INC CL A '761525500 773 908928 SH SOLE 908928 REWARDS NETWORK INC COM '761557107 672 163400 SH SOLE 163400 REX ENERGY CORP COM '761565100 3345 126700 SH SOLE 126700 REX STORES CORP COM '761624105 404 34950 SH SOLE 34950 REYNOLDS AMERN INC 6.75% '761713AU0 252 255000 SH SOLE 255000 RF INDS LTD COM PAR '749552105 16 2200 SH SOLE 2200 RF MICRO DEVICES INC COM '749941100 85 29420 SH SOLE 29420 RF MONOLITHICS INC COM '74955F106 42 25800 SH SOLE 25800 RGC RES INC COM '74955L103 111 3900 SH SOLE 3900 RH DONNELLEY CORP COM NEW '74955W307 772 257400 SH SOLE 257400 RICHARDSON ELECTRS LTD COM '763165107 315 53200 SH SOLE 53200 RICKS CABARET INTL INC COM NEW '765641303 590 35100 SH SOLE 35100 RIGEL PHARMACEUTICALS INC COM NEW '766559603 1 45 SH SOLE 45 RIGHTNOW TECHNOLOGIES INC COM '76657R106 1736 127000 SH SOLE 127000 RIMAGE CORP COM '766721104 456 36800 SH SOLE 36800 RIO VISTA ENERGY PARTNERS L P COM '767271109 23 1987 SH SOLE 1987 RISKMETRICS GROUP INC COM '767735103 98 5000 SH SOLE 5000 RITE AID CORP COM '767754104 2280 1434120 SH SOLE 1434120 RIVER CITY BK VA COM '768037103 24 2700 SH SOLE 2700 RIVER ROCK ENTMT AUTH 9.75% '768369AB6 31 30000 SH SOLE 30000 RIVERBED TECHNOLOGY INC COM '768573107 7313 533010 SH SOLE 533010 RIVERVIEW BANCORP INC COM '769397100 330 44596 SH SOLE 44596 RIVIERA HLDGS CORP '769627100 405 39900 SH SOLE 39900 RLI CORP COM '749607107 7005 141600 SH SOLE 141600 ROBBINS + MYERS INC COM '770196103 7198 144340 SH SOLE 144340 ROBERT HALF INTL INC COM '770323103 12473 520340 SH SOLE 520340 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SH SOLE 104300 SAVVIS INC COM NEW '805423308 1663 128790 SH SOLE 128790 SBA COMMUNCATIONS CORP COM '78388J106 12578 349280 SH SOLE 349280 SBC COMMUNICATIONS INC 4.125% '78387GAN3 1441 1440000 SH SOLE 1440000 SCANA CORP NEW COM '80589M102 14960 404330 SH SOLE 404330 SCANSOURCE INC COM '806037107 3214 120090 SH SOLE 120090 SCBT FINL CORP COM '78401V102 32 1112 SH SOLE 1112 SCHAWK INC CL A '806373106 267 22300 SH SOLE 22300 SCHEIB EARL INC COM '806398103 29 9800 SH SOLE 9800 SCHEID VINEYARDS INC CL A NE '806403200 50 1460 SH SOLE 1460 SCHEIN HENRY INC COM '806407102 18459 357950 SH SOLE 357950 SCHERING PLOUGH CORP COM '806605101 97338 4943535 SH SOLE 4943535 SCHIFF NUTRITION INTL INC COM '806693107 229 40900 SH SOLE 40900 SCHLUMBERGER LTD COM '806857108 458946 4272048 SH SOLE 4272048 SCHMITT INDS INC OR COM NEW '806870200 50 8266 SH SOLE 8266 SCHNITZER STL INDS INC CL A '806882106 13769 120150 SH SOLE 120150 SCHOLASTIC CORP '807066105 4527 157950 SH SOLE 157950 SCHOOL SPECIALTY INC COM 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140000 SH SOLE 140000 SERVICE CORP INTL COM '817565104 11429 1159110 SH SOLE 1159110 SERVIDYNE INC '81765M106 1 115.5 SH SOLE 115.5 SERVOTRONICS INC COM '817732100 240 16053 SH SOLE 16053 SEVERN BANCORP INC ANNAPOLIS CMT COM '81811M100 322 49450 SH SOLE 49450 SGX PHARMACEUTICALS INC COM '78423C108 15 11000 SH SOLE 11000 SHAW GROUP INC COM '820280105 17160 277713 SH SOLE 277713 SHELLS SEAFOOD RESTAURANTS INC COM '822809109 4 42400 SH SOLE 42400 SHENANDOAH TELECOMMUNICATIONS CDT COM '82312B106 91 7000 SH SOLE 7000 SHERWIN WILLIAMS CO COM '824348106 18279 397966 SH SOLE 397966 SHERWOOD BRANDS INC CL A '82437L104 0 700 SH SOLE 700 SHILOH INDS INC COM '824543102 671 71493 SH SOLE 71493 SHINSEI FIN CAYMAN LTD 6.418% '82463MAA7 449 640000 SH SOLE 640000 SHIP FINANCE INTL COM USD 'G81075106 564 19100 SH SOLE 19100 SHOE CARNIVAL INC COM '824889109 541 45900 SH SOLE 45900 SHOE PAVILION INC COM '824894109 7 30400 SH SOLE 30400 SHOLODGE INC '825034101 18 8000 SH SOLE 8000 SHORE BANCSHARES INC COM 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SH SOLE 55200 SONUS NETWORKS INC COM '835916107 3477 1016760 SH SOLE 1016760 SONUS PHARMACEUTICALS INC COM '835692104 11 34800 SH SOLE 34800 SOTHEBYS CL A '835898107 9874 374430 SH SOLE 374430 SOUND HEALTH SOLUTION INC COM '83607W102 0 1965 SH SOLE 1965 SOURCE INTERLINK COS INC COM NEW '836151209 302 136740 SH SOLE 136740 SOURCEFORGE INC COM '83616W101 330 205955 SH SOLE 205955 SOUTH FINL GROUP INC COM '837841105 984 251110 SH SOLE 251110 SOUTH JERSEY INDS INC COM '838518108 1422 38050 SH SOLE 38050 SOUTH STR FINL CORP COM '840468102 19 3100 SH SOLE 3100 SOUTH TEXAS OIL CO COM '84055V109 28 7800 SH SOLE 7800 SOUTHCOAST FINL CORP COM '84129R100 174 12681 SH SOLE 12681 SOUTHERN BANC INC COM '842233108 31 2800 SH SOLE 2800 SOUTHERN CA GAS CO 1% 01 '842434CF7 618 620000 SH SOLE 620000 SOUTHERN CMNTY FINL CORP COM '842632101 347 56500 SH SOLE 56500 SOUTHERN CO COM '842587107 90336 2586930 SH SOLE 2586930 SOUTHERN COPPER CORP DEL COM '84265V105 100346 941065 SH SOLE 941065 SOUTHERN MO 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'855668109 969 41000 SH SOLE 41000 STARTEK INC COM '85569C107 500 53200 SH SOLE 53200 STARWOOD HOTELS + RESORTS INC COM '85590A401 16938 422700 SH SOLE 422700 STATE AUTO FINL CORP COM '855707105 4045 169040 SH SOLE 169040 STATE BANCORP INC N Y '855716106 349 27912 SH SOLE 27912 STATE STREET CORPORATION COM '857477103 108172 1690457 SH SOLE 1690457 STATION CASINOS INC 6.875% '857689AT0 16 30000 SH SOLE 30000 STATION CASINOS INC 7.75% '857689BA0 153 200000 SH SOLE 200000 STEC INC COM '784774101 5654 550580 SH SOLE 550580 STEEL DYNAMICS INC 6.75% '858119AH3 156 160000 SH SOLE 160000 STEEL DYNAMICS INC 7.375% '858119AK6 20 20000 SH SOLE 20000 STEEL DYNAMICS INC COM '858119100 27290 698500 SH SOLE 698500 STEELCASE INC CL A '858155203 3407 339644 SH SOLE 339644 STEELCLOUD INC COM '85815M107 207 140000 SH SOLE 140000 STEIN MART INC COM '858375108 906 200800 SH SOLE 200800 STEINER LEISURE LTD SHS 'P8744Y102 34 1200 SH SOLE 1200 STEINWAY MUSICAL INSTRS INC ORD COM '858495104 459 17400 SH SOLE 17400 STELLARONE CORP COM '85856G100 1035 70911 SH SOLE 70911 STEMCELLS INC COM '85857R105 198 162500 SH SOLE 162500 STEPAN CO COM '858586100 917 20100 SH SOLE 20100 STEPHAN CO COM '858603103 35 11800 SH SOLE 11800 STEREOTAXIS INC COM '85916J102 123 22895 SH SOLE 22895 STERICYCLE INC COM '858912108 14370 277950 SH SOLE 277950 STERIS CORP COM '859152100 8109 281960 SH SOLE 281960 STERLING BANCORP COM(RTS '859158107 978 81816 SH SOLE 81816 STERLING BANCSHARES INC COM '858907108 738 81210 SH SOLE 81210 STERLING CONSTR INC COM '859241101 858 43200 SH SOLE 43200 STERLING FINL CORP WASH '859319105 369 89183 SH SOLE 89183 STEWART ENTERPRISES INC CL A '860370105 3877 538540 SH SOLE 538540 STEWART INFORMATION SVCS CORP COM '860372101 66 3400 SH SOLE 3400 STEWART(WP) + CO LTD COM US 'G84922106 75 49140 SH SOLE 49140 STIFEL FINL CORP COM '860630102 2383 69300 SH SOLE 69300 STILLWATER MNG CO COM '86074Q102 6443 544640 SH SOLE 544640 STOCKERYALE INC COM '86126T203 14 23200 SH SOLE 23200 STONE 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COM '878311109 1333 124653 SH SOLE 124653 TECHWELL INC COM '87874D101 801 64979 SH SOLE 64979 TECO ENERGY INC COM '872375100 12976 603800 SH SOLE 603800 TECUMSEH PRODS CO CL A '878895200 2704 82500 SH SOLE 82500 TEEKAY CORPORATION SHS 'Y8564W103 6632 146800 SH SOLE 146800 TEEKAY SHIPPING CORP 8.875% '879006AC8 121 112000 SH SOLE 112000 TEGAL CORP COM NEW '879008209 37 9000 SH SOLE 9000 TEJON RANCH CO COM '879080109 482 13365 SH SOLE 13365 TEKELEC INC COM '879101103 3716 252600 SH SOLE 252600 TEL OFFSHORE TR UNIT BE '872382106 5 191 SH SOLE 191 TELAVA NETWORKS INC COM '87920P108 0 3800 SH SOLE 3800 TELECOM ITALIA CAP 1% 01 '87927VAP3 1405 1470000 SH SOLE 1470000 TELECOM ITALIA CAP 3.395% '87927VAT5 1184 1240000 SH SOLE 1240000 TELECOM ITALIA CAP 4% 15 '87927VAD0 1325 1325000 SH SOLE 1325000 TELECOM ITALIA CAP 4.875% '87927VAN8 2584 2620000 SH SOLE 2620000 TELECOMMUNICATION SYS INC CL A '87929J103 528 114100 SH SOLE 114100 TELEDYNE TECHNOLOGIES INC COM '879360105 8369 171525 SH SOLE 171525 TELEFLEX INC COM '879369106 6623 119140 SH SOLE 119140 TELEFONICA EMISIONES S A U 2.8419% '87938WAD5 3272 3300000 SH SOLE 3300000 TELEFONICA EUROPE BV 7.75% '879385AC6 4226 4010000 SH SOLE 4010000 TELEPHONE + DATA SYS INC COM '879433100 17071 361132 SH SOLE 361132 TELEPHONE + DATA SYS INC SPL COM '879433860 243 5500 SH SOLE 5500 TELETECH HLDGS INC COM '879939106 7279 364680 SH SOLE 364680 TELIK INC COM '87959M109 1 573 SH SOLE 573 TELKONET INC COM '879604106 216 385900 SH SOLE 385900 TELLABS INC COM '879664100 6568 1412400 SH SOLE 1412400 TELTRONICS INC COM NEW '879698306 0 500 SH SOLE 500 TELULAR CORP COM NEW '87970T208 296 77575 SH SOLE 77575 TEMECULA VY BANCORP INC COM '87972L104 52 8750 SH SOLE 8750 TEMPLE INLAND INC COM '879868107 4325 383800 SH SOLE 383800 TEMPUR PEDIC INTL INC COM '88023U101 1388 177770 SH SOLE 177770 TENET HEALTHCARE CORP 9.875% '88033GBA7 237 237000 SH SOLE 237000 TENET HEALTHCARE CORP COM '88033G100 14428 2594879 SH SOLE 2594879 TENGASCO INC COM NEW '88033R205 487 183248 SH SOLE 183248 TENNANT CO COM '880345103 1318 43820 SH SOLE 43820 TENNECO INC COM '880349105 1844 136310 SH SOLE 136310 TENNESSEE COMM BANCORP INC COM '88043P108 422 25511 SH SOLE 25511 TERADATA CORP DEL COM '88076W103 18034 779340 SH SOLE 779340 TERADYNE INC COM '880770102 5903 533212 SH SOLE 533212 TERCICA INC COM '88078L105 451 51071 SH SOLE 51071 TEREX CORP NEW 8% 15 '880779AU7 69 70000 SH SOLE 70000 TEREX CORP NEW COM '880779103 15451 300780 SH SOLE 300780 TERRA INDS INC COM '880915103 21200 429577 SH SOLE 429577 TERREMARK WORLDWIDE INC COM NEW '881448203 140 25600 SH SOLE 25600 TERRESTAR CORP COM '881451108 378 94900 SH SOLE 94900 TESORO CORP COM '881609101 12044 609230 SH SOLE 609230 TESSCO TECHNOLOGIES INC COM '872386107 490 35850 SH SOLE 35850 TESSERA TECHNOLOGIES INC COM '88164L100 2253 137610 SH SOLE 137610 TETRA TECH INC NEW COM '88162G103 3927 173610 SH SOLE 173610 TETRA TECHNOLOGIES INC DEL COM '88162F105 7075 298390 SH SOLE 298390 TEXAS CAP 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'88409N101 196 445200 SH SOLE 445200 THINKENGINE NETWORKS INC COM '88409U105 1 9250 SH SOLE 9250 THINKORSWIM GROUP INC COM '88409C105 1331 188800 SH SOLE 188800 THIRD WAVE TECHNOLOGIES INC COM '88428W108 659 59088 SH SOLE 59088 THOMAS + BETTS CORP COM '884315102 11351 299900 SH SOLE 299900 THOMAS GROUP INC COM '884402108 90 40700 SH SOLE 40700 THOMAS PPTYS GROUP INC COM '884453101 792 80463 SH SOLE 80463 THOMAS WEISEL PARTNERS GROUP COM '884481102 439 80200 SH SOLE 80200 THOR INDS INC COM '885160101 55 2600 SH SOLE 2600 THORATEC CORP COM NEW '885175307 6913 397500 SH SOLE 397500 TIB FINL CORP COM '872449103 375 61930 SH SOLE 61930 TIBCO SOFTWARE INC COM '88632Q103 9084 1187390 SH SOLE 1187390 TICC CAP CORP COM '87244T109 15 2760 SH SOLE 2760 TIDELANDS BANCSHARES INC COM '886374107 174 19800 SH SOLE 19800 TIDEWATER INC COM '886423102 11822 181800 SH SOLE 181800 TIER TECHNOLOGIES INC CL B '88650Q100 200 25000 SH SOLE 25000 TIERONE CORP COM '88650R108 459 99900 SH SOLE 99900 TIFFANY + CO 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TROY GROUP INC COM '89733N106 20 6000 SH SOLE 6000 TRUE RELIGION APPL COM '89784N104 2068 77600 SH SOLE 77600 TRUEBLUE INC COM '89785X101 2218 167900 SH SOLE 167900 TRUMP ENTMT RESORTS INC COM '89816T103 137 71989 SH SOLE 71989 TRUSTCO BK CORP N Y COM '898349105 626 84300 SH SOLE 84300 TRUSTMARK CORP COM '898402102 3995 226320 SH SOLE 226320 TRW AUTOMOTIVE HLDGS CORP COM '87264S106 5337 288980 SH SOLE 288980 TRX INC COM '898452107 143 107300 SH SOLE 107300 TSAKOS ENERGY NAVIGATION LTD SHS 'G9108L108 122 3300 SH SOLE 3300 TSR INC COM '872885108 40 10500 SH SOLE 10500 TTM TECHNOLOGIES COM '87305R109 4005 303200 SH SOLE 303200 TUCOWS INC COM '898697107 1 1400 SH SOLE 1400 TUESDAY MORNING CORP COM NEW '899035505 416 101100 SH SOLE 101100 TUFCO TECHNOLOGIES INC COM '899040109 53 8400 SH SOLE 8400 TUMBLEWEED COMMUNICATIONS CORP COM '899690101 370 141298 SH SOLE 141298 TUPPERWARE BRANDS CORP COM '899896104 7831 228850 SH SOLE 228850 TURANALEM FIN B V GLOBA 4.2825% '8998X0AA8 993 1040000 SH 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NEW '902549807 2233 427850 SH SOLE 427850 UAL CORP COM PAR '902549500 0 156000 SH SOLE 156000 UBS AG JERSEY BRH MEDIUM TERM 1% 20 '90261TKL4 209 209000 SH SOLE 209000 UCBH HLDGS INC COM '90262T308 1327 589845 SH SOLE 589845 UCI MED AFFILIATES INC COM NEW '902633304 47 14800 SH SOLE 14800 UFP TECHNOLOGIES INC COM '902673102 350 35000 SH SOLE 35000 UGI CORP NEW COM '902681105 12725 443220 SH SOLE 443220 UIL HLDG CORP COM '902748102 1679 57099 SH SOLE 57099 ULTA SALON COSMETICS + FRAGRAN COM '90384S303 2795 248700 SH SOLE 248700 ULTICOM INC COM '903844108 36 4241 SH SOLE 4241 ULTIMATE SOFTWARE GROUP INC COM '90385D107 10251 287700 SH SOLE 287700 ULTRA CLEAN HLDGS INC COM '90385V107 915 115000 SH SOLE 115000 ULTRA PETE CORP COM '903914109 56017 570440 SH SOLE 570440 ULTRALIFE CORP COM COM '903899102 636 59500 SH SOLE 59500 ULTRAPETROL BAHAMAS LIMITED COM 'P94398107 18 1400 SH SOLE 1400 ULTRATECH INC COM '904034105 1260 81200 SH SOLE 81200 ULURU INC COM '90403T100 10 11800 SH SOLE 11800 UMB 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'90934C105 39 19500 SH SOLE 19500 UNITED BANCORP INC OHIO COM '909911109 119 12229 SH SOLE 12229 UNITED BANKSHARES INC W VA COM '909907107 1752 76330 SH SOLE 76330 UNITED CAP CORP COM '909912107 311 16190 SH SOLE 16190 UNITED CMNTY BANCORP COM '90984H103 192 26224 SH SOLE 26224 UNITED CMNTY BKS INC BLAIRSVIL CDT CAP '90984P105 1284 150470 SH SOLE 150470 UNITED FINL BANCORP INC MD COM '91030T109 389 34817 SH SOLE 34817 UNITED FIRE CAS CO COM '910331107 1829 67900 SH SOLE 67900 UNITED GUARDIAN INC COM '910571108 164 14100 SH SOLE 14100 UNITED HERITAGE CORP COM PAR '91058F403 3 1700 SH SOLE 1700 UNITED NAT FOODS INC COM '911163103 105 5400 SH SOLE 5400 UNITED ONLINE INC COM '911268100 3257 324680 SH SOLE 324680 UNITED PANAM FINL CORP COM '911301109 241 107000 SH SOLE 107000 UNITED PARCEL SVC INC CL B '911312106 201661 3280644 SH SOLE 3280644 UNITED RENTALS INC COM '911363109 6803 346900 SH SOLE 346900 UNITED RENTALS NORTH AMER INC 6.5% '911365AN4 181 200000 SH SOLE 200000 UNITED SEC 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'913377107 247 24200 SH SOLE 24200 UNIVERSAL DISPLAY CORP COM '91347P105 96 7800 SH SOLE 7800 UNIVERSAL ELECTRS INC COM '913483103 2149 102815 SH SOLE 102815 UNIVERSAL FST PRODS INC COM '913543104 1930 64410 SH SOLE 64410 UNIVERSAL HEALTH SVCS INC CL B '913903100 16222 256600 SH SOLE 256600 UNIVERSAL INS HLDGS INC COM '91359V107 249 70380 SH SOLE 70380 UNIVERSAL SEC INSTRS INC COM NEW '913821302 4 666 SH SOLE 666 UNIVERSAL STAINLESS + ALLOY PR COM '913837100 818 22089 SH SOLE 22089 UNIVERSAL TECHNICAL INST INC COM '913915104 1267 101700 SH SOLE 101700 UNIVERSAL TRUCKLOAD SVCS INC COM '91388P105 1122 50944 SH SOLE 50944 UNIVERSITY BANCORP INC MICH CO '914090105 34 17117 SH SOLE 17117 UNIVEST CORP PA COM '915271100 319 16086 SH SOLE 16086 UNUM GROUP COM '91529Y106 17565 858940 SH SOLE 858940 UQM TECHNOLOGIES INC COM '903213106 95 43000 SH SOLE 43000 URANERZ ENERGY CORP COM '91688T104 424 126900 SH SOLE 126900 URANIUM RES INC COM PAR '916901507 11 2900 SH SOLE 2900 URANIUMCORE CO 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NATL BANCORP COM '919794107 5933 376191 SH SOLE 376191 VALMONT INDS INC COM '920253101 24577 235661 SH SOLE 235661 VALPEY FISHER CORP COM '920344108 32 8000 SH SOLE 8000 VALSPAR CORP COM '920355104 3054 161518 SH SOLE 161518 VALUE LINE INC COM '920437100 47 1400 SH SOLE 1400 VALUECLICK INC COM '92046N102 7688 507491 SH SOLE 507491 VALUEVISION MEDIA INC COM CL '92047K107 770 215600 SH SOLE 215600 VARIAN INC COM '922206107 9451 185090 SH SOLE 185090 VARIAN MED SYS INC COM '92220P105 28876 556920 SH SOLE 556920 VARIAN SEMI EQUIP ASSOC INC COM '922207105 8085 232185 SH SOLE 232185 VASAMED INC '92834L102 0 16 SH SOLE 16 VASCO DATA SEC INTL INC COM '92230Y104 3124 296700 SH SOLE 296700 VASCULAR SOLUTIONS INC COM '92231M109 145 22300 SH SOLE 22300 VASOMEDICAL INC COM '922321104 26 262271 SH SOLE 262271 VCA ANTECH INC COM '918194101 8381 301700 SH SOLE 301700 VCG HLDG CORP COM '91821K101 128 34000 SH SOLE 34000 VECTREN CORP COM '92240G101 4542 145530 SH SOLE 145530 VEECO INSTRS INC DEL COM 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