-----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, EiAsQGT7YPY3MgZvJUGW7e5Fs3HZ3OBva5KZl+zNMFojLIZ0Eb2agj4QZqzRgUTk TJIqfqnbd2o4AUsKA3reVA== 0000728889-04-000603.txt : 20040811 0000728889-04-000603.hdr.sgml : 20040811 20040811163424 ACCESSION NUMBER: 0000728889-04-000603 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040811 EFFECTIVENESS DATE: 20040811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER FUNDS INC CENTRAL INDEX KEY: 0000728889 STATE OF INCORPORATION: CO FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00203 FILM NUMBER: 04967477 BUSINESS ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY STREET 2: N/A CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 BUSINESS PHONE: 303-768-3200 MAIL ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY STREET 2: N/A CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 FORMER COMPANY: FORMER CONFORMED NAME: OPPENHEIMER MANAGEMENT CORP DATE OF NAME CHANGE: 19940131 13F-HR 1 form13f0604ofi.txt FORM 13F FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Jun 30, 2004 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OppenheimerFunds, Inc. Address: 6803 S. Tucson Way Centennial, CO 80112-3924 Form 13F File Number: 28-203 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: Mark Corns Title: Compliance Manager Phone: (303) 768-2449 (For questions related to current holdings or cusips included) (For all other inquiries call (212) 323-0200) Signature, Place, and Date of Signing: Mark Corns Centennial, CO Aug 11, 2004 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None AAON INC COMMON STOCK 000360206 451 22350 SOLE 22350 AAR CORP COMMON STOCK 000361105 519 45700 SOLE 45700 ABX AIR INC - W/I COMMON STOCK 00080S101 2942 430700 SOLE 430700 AC MOORE ARTS & CRAFTS COMMON STOCK 00086T103 823 29900 SOLE 29900 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 7100 2500000 SOLE 2500000 ADE CORP/MA COMMON STOCK 00089C107 1627 75300 SOLE 75300 ABM INDUSTRIES INC COMMON STOCK 000957100 2074 106500 SOLE 106500 AFLAC INC COMMON STOCK 001055102 142485 3491435 DEFINED 02 03 3491435 AES CORPORATION COMMON STOCK 00130H105 78564 7911840 DEFINED 03 7911840 AK STEEL HLDG CORP COMMON STOCK 001547108 2565 486800 SOLE 486800 AMC ENTERTAINMENT INC COMMON STOCK 001669100 12414 807685 DEFINED 03 807685 AMR CORPORATION - DEL COMMON STOCK 001765106 7631 630100 SOLE 630100 ATI TECHNOLOGIES INC COMMON STOCK 001941103 10222 542000 SOLE 542000 AT&T CORP COMMON STOCK 001957505 4197 286900 SOLE 286900 A.S.V. INC COMMON STOCK 001963107 2326 74300 SOLE 74300 ATMI INC COMMON STOCK 00207R101 16449 602300 SOLE 602300 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 104184 7275390 DEFINED 02 03 7275390 AU OPTRONICS AMER DEP RECEIPT 002255107 9571 585745 SOLE 585745 AU OPTRONICS CORP AMER DEP RECEIPT 002255206 15985 982500 SOLE 982500 AARON RENTS INC COMMON STOCK 002535201 3848 116100 SOLE 116100 ABAXIS INC COMMON STOCK 002567105 2554 134579 SOLE 134579 ABBOTT LABORATORIES COMMON STOCK 002824100 203962 5003988 DEFINED 02 03 5003988 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 85855 2215600 SOLE 2215600 ABLE LABORATORIES INC COMMON STOCK 00371N407 4338 211000 SOLE 211000 ACADIA REALTY TRUST COMMON STOCK 004239109 859 62500 SOLE 62500 ACETO CORP COMMON STOCK 004446100 600 34100 SOLE 34100 ACTIVISION INC COMMON STOCK 004930202 37074 2331700 SOLE 2331700 ACTION PERFORMANCE COMMON STOCK 004933107 6908 458375 SOLE 458375 ACTUATE CORPORATION COMMON STOCK 00508B102 363 91800 SOLE 91800 ACTUANT CORP-CL A COMMON STOCK 00508X203 12929 331600 SOLE 331600 ACUITY BRANDS INC COMMON STOCK 00508Y102 7530 278900 SOLE 278900 ACXIOM CORPORATION COMMON STOCK 005125109 7121 286800 SOLE 286800 ADAPTEC INC. COMMON STOCK 00651F108 1299 153500 SOLE 153500 ADESA INC COMMON STOCK 00686U104 1563 65000 SOLE 65000 ADMINISTAFF INC COMMON STOCK 007094105 1635 98500 SOLE 98500 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 242274 5210200 DEFINED 02 03 5210200 ADTRAN INC COMMON STOCK 00738A106 19405 581500 SOLE 581500 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 875 19800 SOLE 19800 ADVANCED DIGITAL INFO COMMON STOCK 007525108 4404 454000 SOLE 454000 ADVO INC. COMMON STOCK 007585102 1192 36200 SOLE 36200 ADVISORY BOARD CO COMMON STOCK 00762W107 4261 119700 SOLE 119700 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 5108 120000 SOLE 120000 AEROFLEX INC COMMON STOCK 007768104 18198 1269900 SOLE 1269900 AEROPOSTALE INC COMMON STOCK 007865108 18297 679950 SOLE 679950 ADVANCED MICRO DEVICES COMMON STOCK 007903107 308118 19378525 DEFINED 03 19378525 ADVANCED MICRO CV CONVERTIBLE BONDS 007903AE7 5100 5000000 SOLE 5000000 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 7150 170000 SOLE 170000 AETNA INC-NEW COMMON STOCK 00817Y108 159783 1879798 DEFINED 03 1879798 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 42029 793900 SOLE 793900 AFFILIATED MANAGERS GR COMMON STOCK 008252108 10267 203830 SOLE 203830 AFFYMETRIX, INC. COMMON STOCK 00826T108 129035 3942400 SOLE 3942400 AFFORDABLE RESIDENTIAL CO COMMON STOCK 008273104 3952 238100 SOLE 238100 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 1169 70827 SOLE 70827 AGERE SYSTEMS COMMON STOCK 00845V100 4768 2073000 SOLE 2073000 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 2330 2000000 SOLE 2000000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 119485 4080775 DEFINED 03 4080775 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 3179 3006000 DEFINED 03 3006000 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 4767 360900 SOLE 360900 AGILYSYS INC COMMON STOCK 00847J105 2664 193200 SOLE 193200 AGREE REALTY CORP COMMON STOCK 008492100 1518 60000 SOLE 60000 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 70108 1336660 DEFINED 02 03 1336660 AIRGAS INC COMMON STOCK 009363102 12378 517700 SOLE 517700 AIRGATE PCS INC COMMON STOCK 009367301 73 4000 SOLE 4000 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 11 800 SOLE 800 AIRSPAN NETWORKS INC COMMON STOCK 00950H102 5639 1017800 SOLE 1017800 AKZO NOBEL NV ADR AMER DEP RECEIPT 010199305 356 9558 DEFINED 02 9558 ALAMO GROUP INC COMMON STOCK 011311107 361 22700 SOLE 22700 ALAMOSA HOLDINGS INC COMMON STOCK 011589108 681 92600 SOLE 92600 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 23 3700 SOLE 3700 ALBANY INTL CORP CL A COMMON STOCK 012348108 9236 275200 SOLE 275200 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 10 200 DEFINED 02 200 ALBERTSON'S INC COMMON STOCK 013104104 17507 659650 DEFINED 02 659650 ALCAN INC COMMON STOCK 013716105 244352 5902223 DEFINED 03 5902223 ALCOA INC COMMON STOCK 013817101 180904 5476986 DEFINED 02 03 5476986 ALCATEL SA ADR AMER DEP RECEIPT 013904305 2567 165700 SOLE 165700 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 1810 54100 SOLE 54100 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 397 7000 SOLE 7000 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 52800 2838700 SOLE 2838700 ALFA CORPORATION COMMON STOCK 015385107 1046 74700 SOLE 74700 ALICO INC COMMON STOCK 016230104 201 5000 SOLE 5000 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 2850 150000 SOLE 150000 ALLEGHENY ENERGY INC COMMON STOCK 017361106 1318 85500 SOLE 85500 ALLERGAN INCORPORATED COMMON STOCK 018490102 17931 200300 SOLE 200300 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 20884 494300 SOLE 494300 ALLIANCE SEMICONDUCTOR COMMON STOCK 01877H100 237 39900 SOLE 39900 ALLIANT ENERGY CORP COMMON STOCK 018802108 841 32250 DEFINED 03 32250 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 13848 218626 SOLE 218626 ALLIANZ AG-ADR AMER DEP RECEIPT 018805101 521 47585 DEFINED 02 03 47585 ALLIANCE FINANCIAL CORP COMMON STOCK 019205103 340 12100 SOLE 12100 ALLIED HEALTHCARE INT INC COMMON STOCK 01923A109 160 32500 SOLE 32500 ALLIED WASTE IND 6.25% CV CONV PREF STOCK 019589605 6597 92560 DEFINED 03 92560 ALLIED WASTE CONVERTIBLE BONDS 019589AD2 4950 5000000 SOLE 5000000 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 15352 454200 SOLE 454200 ALLSTATE CORPORATION COMMON STOCK 020002101 199993 4296307 DEFINED 02 03 4296307 ALLTEL CORP COMMON STOCK 020039103 28975 572400 DEFINED 02 572400 ALPHARMA INC - CL A COMMON STOCK 020813101 453 22100 SOLE 22100 ALTERA CORPORATION COMMON STOCK 021441100 14472 651335 DEFINED 03 651335 ALTIRIS INC COMMON STOCK 02148M100 22833 827000 SOLE 827000 ALTRIA GROUP INC COMMON STOCK 02209S103 492341 9836974 DEFINED 02 03 9836974 AMAZON.COM INC COMMON STOCK 023135106 169940 3123900 SOLE 3123900 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 48460 659850 DEFINED 03 659850 AMBASSADORS GROUP INC COMMON STOCK 023177108 1232 52400 SOLE 52400 AMCOL INT'L CORP COMMON STOCK 02341W103 6 300 SOLE 300 AMEDISYS INC COMMON STOCK 023436108 1821 55100 SOLE 55100 AMERADA HESS CORP. COMMON STOCK 023551104 97825 1235320 SOLE 1235320 TIME WARNER INC CV CONVERTIBLE BONDS 02364JAC8 28744 45000000 SOLE 45000000 AMERICA SERVICE GROUP INC COMMON STOCK 02364L109 215 6200 SOLE 6200 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 6061 166700 SOLE 166700 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 3077 109810 DEFINED 03 109810 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 23105 799200 SOLE 799200 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 801000 15589740 DEFINED 02 03 15589740 AMER GREETINGS CORP COMMON STOCK 026375105 4420 190700 DEFINED 02 190700 AMERICAN HOME MTG INV COMMON STOCK 02660R107 13 500 SOLE 500 AMERICAN INTERNTL GP COMMON STOCK 026874107 628391 8815814 DEFINED 02 03 8815814 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 5207 154500 SOLE 154500 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 3729 136850 SOLE 136850 AMERICAN PHARMACEUTICAL COMMON STOCK 02886P109 2897 95350 SOLE 95350 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 299 12900 SOLE 12900 AMERICAN POWER CONVERSION COMMON STOCK 029066107 2 100 DEFINED 03 100 AMER SOFTWARE, INC. COMMON STOCK 029683109 163 26700 SOLE 26700 AMERICAN STANDARD COS INC COMMON STOCK 029712106 1322 32800 SOLE 32800 AMERICAN VANGUARD CORP COMMON STOCK 030371108 909 26950 SOLE 26950 AMERICANWEST BANCORP COMMON STOCK 03058P109 983 51340 SOLE 51340 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 4738 141100 SOLE 141100 AMERON INTL CORP COMMON STOCK 030710107 768 22500 SOLE 22500 AMERUS GROUP CO COMMON STOCK 03072M108 8715 210505 DEFINED 03 210505 AMERIGROUP CORP COMMON STOCK 03073T102 2184 44400 SOLE 44400 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 4066 358200 SOLE 358200 AMETEK INC COMMON STOCK 031100100 16841 545000 SOLE 545000 AMGEN INCORPORATED COMMON STOCK 031162100 563514 10326440 DEFINED 02 03 10326440 AMIS HOLDINGS INC COMMON STOCK 031538101 5328 314900 SOLE 314900 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 405 31500 SOLE 31500 AMPHENOL CORP. CL A COMMON STOCK 032095101 483 14500 SOLE 14500 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 10836 184921 DEFINED 03 184921 ANADIGICS INC COMMON STOCK 032515108 607 117600 SOLE 117600 ANALOG DEVICES INC. COMMON STOCK 032654105 118711 2521492 DEFINED 03 2521492 ANALOGIC CORP COMMON STOCK 032657207 18159 427982 SOLE 427982 ANAREN MICROWAVE INC COMMON STOCK 032744104 1603 98140 DEFINED 03 98140 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 2485 94000 SOLE 94000 ANDERSONS INC COMMON STOCK 034164103 223 13100 SOLE 13100 ANDREW CORP COMMON STOCK 034425108 5013 250500 SOLE 250500 ANDRX GROUP COMMON STOCK 034553107 17713 634200 SOLE 634200 ANGELICA CORP COMMON STOCK 034663104 1487 59200 SOLE 59200 ANGIOTECH PHARMACEUTICALS COMMON STOCK 034918102 4929 244600 SOLE 244600 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 14514 451293 SOLE 451293 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 295437 5471044 DEFINED 02 03 5471044 ANIMAS CORP COMMON STOCK 03525Y105 1464 78510 SOLE 78510 ANIXTER INTL INC COMMON STOCK 035290105 6752 198400 SOLE 198400 ANNALY MTG MGMT INC COMMON STOCK 035710409 3 180 DEFINED 03 180 ANNTAYLOR STORES CORP COMMON STOCK 036115103 19941 688090 DEFINED 03 688090 ANSOFT CORP COMMON STOCK 036384105 998 65400 SOLE 65400 ANSYS, INC. COMMON STOCK 03662Q105 7412 157700 SOLE 157700 ANTHEM INC COMMON STOCK 03674B104 35392 395181 DEFINED 03 395181 ANTEON INTL CORP COMMON STOCK 03674E108 2985 91500 SOLE 91500 ANSWERTHINK INC. COMMON STOCK 036916104 1248 217800 SOLE 217800 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 11980 1000000 SOLE 1000000 AON CORP COMMON STOCK 037389103 18149 637480 DEFINED 03 637480 APACHE CORPORATION COMMON STOCK 037411105 35130 806652 DEFINED 02 03 806652 APOGEE ENTERPRISES INC COMMON STOCK 037598109 505 48600 SOLE 48600 APHTON CORP COMMON STOCK 03759P101 178 44600 SOLE 44600 APOLLO GROUP INC -CL A COMMON STOCK 037604105 44321 501989 SOLE 501989 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 9639 700000 SOLE 700000 APPLE COMPUTER INC COMMON STOCK 037833100 29136 895400 SOLE 895400 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 15408 669324 SOLE 669324 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 99242 4562860 SOLE 4562860 APPLICA INC COMMON STOCK 03815A106 972 109200 SOLE 109200 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 5114 169800 SOLE 169800 APPLIED MATERIALS INC. COMMON STOCK 038222105 74616 3803090 DEFINED 02 03 3803090 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 1170 219950 DEFINED 03 219950 APPLIED SIGNAL TECH COMMON STOCK 038237103 7189 205100 SOLE 205100 APTARGROUP INC. COMMON STOCK 038336103 883 20200 SOLE 20200 AQUANTIVE INC COMMON STOCK 03839G105 6122 619600 SOLE 619600 ARAMARK CORP CL B COMMON STOCK 038521100 11254 391300 SOLE 391300 ARBITRON INC COMMON STOCK 03875Q108 782 21400 SOLE 21400 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 4484 267225 DEFINED 03 267225 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 1886 64300 SOLE 64300 ARDEN GROUP INC COMMON STOCK 039762109 1425 15896 SOLE 15896 ARDEN REALITY INC COMMON STOCK 039793104 1806 61400 SOLE 61400 ARENA PHARMACEUTICALS COMMON STOCK 040047102 97 17800 SOLE 17800 ARGONAUT GROUP COMMON STOCK 040157109 625 33920 DEFINED 03 33920 ARGOSY GAMING COMPANY COMMON STOCK 040228108 3087 82100 SOLE 82100 ARKANSAS BEST CORP COMMON STOCK 040790107 2969 90200 SOLE 90200 ARMOR HOLDINGS INC COMMON STOCK 042260109 2897 85200 SOLE 85200 ARQULE INC COMMON STOCK 04269E107 440 83500 SOLE 83500 ARRIS GROUP INC COMMON STOCK 04269Q100 2039 343200 SOLE 343200 ARRAY BIOPHARMA COMMON STOCK 04269X105 1321 166200 SOLE 166200 ARROW ELECTRONICS INC COMMON STOCK 042735100 16768 625200 SOLE 625200 ARROW FINANCIAL CORP COMMON STOCK 042744102 234 7692 SOLE 7692 ARROW INTL INC COMMON STOCK 042764100 3812 127390 DEFINED 03 127390 ARTHROCARE CORP COMMON STOCK 043136100 2524 86800 SOLE 86800 ARVINMERITOR INC COMMON STOCK 043353101 487 24915 DEFINED 03 24915 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 249 16600 SOLE 16600 ASHLAND INC COMMON STOCK 044204105 1252 23700 SOLE 23700 ASK JEEVES, INC. COMMON STOCK 045174109 3708 95000 SOLE 95000 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 1418 76800 SOLE 76800 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 3725 262314 SOLE 262314 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 211 29000 SOLE 29000 ASSET ACCEPTANCE CAPITAL COMMON STOCK 04543P100 326 19177 SOLE 19177 ASSOCIATED BANC-CORP COMMON STOCK 045487105 926 31250 SOLE 31250 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 170 21100 SOLE 21100 ASSURANT INC COMMON STOCK 04621X108 747 28300 SOLE 28300 ASTA FUNDING INC COMMON STOCK 046220109 1075 61759 SOLE 61759 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 378 20100 SOLE 20100 ASTORIA FINL CORP COMMON STOCK 046265104 3245 88700 SOLE 88700 ATHEROGENICS INC COMMON STOCK 047439104 2434 127900 SOLE 127900 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 1499 142200 SOLE 142200 ATMEL CORP COMMON STOCK 049513104 9213 1556300 SOLE 1556300 ATRIX LABS INC COMMON STOCK 04962L101 2508 73162 SOLE 73162 AUDIOVOX CORP -CL A COMMON STOCK 050757103 628 37200 SOLE 37200 AUTODESK INC. COMMON STOCK 052769106 47973 1120600 SOLE 1120600 AUTOLIV INC COMMON STOCK 052800109 8225 194900 SOLE 194900 AUTOMATIC DATA PROC COMMON STOCK 053015103 32990 787730 DEFINED 02 03 787730 AUTONATION INC. COMMON STOCK 05329W102 8762 512410 DEFINED 03 512410 AUTOZONE INC. COMMON STOCK 053332102 321 4006 DEFINED 03 4006 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 848 15000 SOLE 15000 AVATAR HOLDINGS INC COMMON STOCK 053494100 116 2800 SOLE 2800 AVAYA INC COMMON STOCK 053499109 2 150 DEFINED 03 150 Aventis SA Spon ADR AMER DEP RECEIPT 053561106 2876 37803 DEFINED 02 03 37803 AVERY-DENNISON CORP COMMON STOCK 053611109 2098 32770 DEFINED 02 03 32770 AVIALL INC NEW COMMON STOCK 05366B102 1605 84395 DEFINED 03 84395 AVID TECHNOLOGY INC COMMON STOCK 05367P100 30690 562400 SOLE 562400 AVISTA CORP COMMON STOCK 05379B107 2910 158000 SOLE 158000 AVNET INC COMMON STOCK 053807103 944 42035 DEFINED 03 42035 AVOCENT CORP COMMON STOCK 053893103 6430 175000 SOLE 175000 AVON PRODUCTS INC COMMON STOCK 054303102 54748 1186550 DEFINED 02 03 1186550 AXA - SPONS ADR AMER DEP RECEIPT 054536107 2003 90472 DEFINED 02 03 90472 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 3035 244000 SOLE 244000 AXONYX INC COMMON STOCK 05461R101 786 150000 SOLE 150000 AZTAR CORP COMMON STOCK 054802103 9024 322300 SOLE 322300 AXCAN PHARMA INC COMMON STOCK 054923107 7678 363900 SOLE 363900 BB&T CORPORATION COMMON STOCK 054937107 25573 691720 SOLE 691720 BFC FINANCIAL CORP-A COMMON STOCK 055384200 1 47 SOLE 47 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 2324 82100 SOLE 82100 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 8 255 DEFINED 03 255 BHA GROUP INC CL:A COMMON STOCK 055446108 1809 47800 SOLE 47800 THE BISYS GROUP INC COMMON STOCK 055472104 2026 144100 SOLE 144100 BJ SERVICES CO COMMON STOCK 055482103 131251 2863240 DEFINED 03 2863240 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 1640 65600 SOLE 65600 BOC GROUP PLC ADR AMER DEP RECEIPT 055617609 1205 35590 DEFINED 02 03 35590 BP PLC - ADR AMER DEP RECEIPT 055622104 527760 9851779 DEFINED 02 03 9851779 ***BSB BANCORP COMMON STOCK 055652101 366 10300 SOLE 10300 BMC SOFTWARE INC. COMMON STOCK 055921100 5758 311234 DEFINED 03 311234 BADGER METER INC COMMON STOCK 056525108 40 900 SOLE 900 BAKER HUGHES INC COMMON STOCK 057224107 9 230 DEFINED 03 230 BALDWIN & LYONS -CL B COMMON STOCK 057755209 288 10725 SOLE 10725 BALL CORP COMMON STOCK 058498106 4397 61022 DEFINED 03 61022 BANCO BRADESCO ADR AMER DEP RECEIPT 059460303 9218 200600 SOLE 200600 BANCO BILBAO VIZCAYA-SP AMER DEP RECEIPT 05946K101 2458 182121 DEFINED 02 03 182121 BANDAG INC COMMON STOCK 059815100 232 5200 SOLE 5200 BANK OF AMERICA CORP. 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COMMON STOCK 254546104 5550 100600 SOLE 100600 DIRECT GENERAL CORP COMMON STOCK 25456W204 4010 124300 SOLE 124300 WALT DISNEY COMPANY COMMON STOCK 254687106 85205 3342700 DEFINED 03 3342700 WALT DISNEY COMPANY CV CONVERTIBLE BONDS 254687AU0 6470 6005000 DEFINED 03 6005000 DITECH COMMUNICATIONS COMMON STOCK 25500M103 12662 542500 SOLE 542500 DR. REDDY'S LAB ADR AMER DEP RECEIPT 256135203 33895 1950210 SOLE 1950210 DOLLAR GENERAL CORP. COMMON STOCK 256669102 183772 9395300 SOLE 9395300 DOLLAR TREE STORES COMMON STOCK 256747106 19475 710000 SOLE 710000 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 101 1604 DEFINED 03 1604 DONALDSON CO INC COMMON STOCK 257651109 22233 758800 SOLE 758800 DONEGAL GROUP INC COMMON STOCK 257701201 1766 88100 SOLE 88100 DORAL FINANCIAL CORP COMMON STOCK 25811P100 4290 124350 SOLE 124350 DOV PHARMACEUTICAL INC COMMON STOCK 259858108 8835 632900 SOLE 632900 DOVER DOWNS GAMING COMMON STOCK 260095104 790 70200 SOLE 70200 DOW CHEMICAL CO COMMON STOCK 260543103 107984 2653176 DEFINED 03 2653176 DOW JONES & CO INC COMMON STOCK 260561105 60201 1334825 DEFINED 02 03 1334825 DRESS BARN INC COMMON STOCK 261570105 3044 177800 SOLE 177800 DREW INDUSTRIES INC COMMON STOCK 26168L205 5788 142200 SOLE 142200 DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 103526 2330617 DEFINED 02 03 2330617 DUKE ENERGY CORP COMMON STOCK 264399106 11809 581984 DEFINED 02 581984 DUKE ENERGY CORP CV CONVERTIBLE BONDS 264399EJ1 4562 4506000 DEFINED 03 4506000 DUN & BRADSTREET CORP COMMON STOCK 26483E100 6232 115600 SOLE 115600 DURA AUTOMOTIVE SYSTEMS COMMON STOCK 265903104 197 21500 SOLE 21500 DUQUESNE LIGHT HLD INC COMMON STOCK 266233105 1748 90500 SOLE 90500 DURATEK INC COMMON STOCK 26658Q102 783 51800 SOLE 51800 DURBAN RDPRT DEEP-SP ADR AMER DEP RECEIPT 266597301 3048 1200000 SOLE 1200000 DYCOM INDUSTRIES COMMON STOCK 267475101 6244 223000 SOLE 223000 DYNAMEX, INC. COMMON STOCK 26784F103 268 19300 SOLE 19300 DYNEGY INC COMMON STOCK 26816Q101 1264 296800 SOLE 296800 EGL INC COMMON STOCK 268484102 15824 594900 SOLE 594900 EMC CORPORATION MASS COMMON STOCK 268648102 107628 9441100 DEFINED 03 9441100 EMC INS GROUP INC COMMON STOCK 268664109 189 8100 SOLE 8100 EMS TECH COMMON STOCK 26873N108 181 9300 SOLE 9300 ENI SPA ADR AMER DEP RECEIPT 26874R108 3710 36977 DEFINED 02 03 36977 EOG RESOURCES INC COMMON STOCK 26875P101 17513 293300 SOLE 293300 E.ON AG ADR AMER DEP RECEIPT 268780103 2281 31463 DEFINED 02 03 31463 EPIX MEDICAL INC COMMON STOCK 26881Q101 4547 215500 SOLE 215500 ESB FINANCIAL CORP COMMON STOCK 26884F102 20 1600 SOLE 1600 E*TRADE FINANCIAL CORP COMMON STOCK 269246104 11213 1005650 DEFINED 03 1005650 EAGLE MATERIALS INC COMMON STOCK 26969P108 5345 75269 DEFINED 03 75269 EAGLE MATERIALS INC COMMON STOCK 26969P207 5548 80113 DEFINED 03 80113 EARTHLINK INC COMMON STOCK 270321102 29535 2853575 DEFINED 03 2853575 EAST WEST BANCORP INC. COMMON STOCK 27579R104 5495 179000 SOLE 179000 EASTMAN CHEMICAL CO COMMON STOCK 277432100 4295 92900 SOLE 92900 EASTMAN KODAK CO. COMMON STOCK 277461109 16404 608000 SOLE 608000 EATON CORP COMMON STOCK 278058102 10358 160000 DEFINED 03 160000 EBAY INC COMMON STOCK 278642103 33067 359620 DEFINED 03 359620 ECHOSTAR COMM - A COMMON STOCK 278762109 18773 610500 SOLE 610500 ECOLAB INCORPORATED COMMON STOCK 278865100 7 220 DEFINED 03 220 ECOLLEGE.COM INC COMMON STOCK 27887E100 11794 737100 SOLE 737100 EDISON INTERNATIONAL COMMON STOCK 281020107 16439 642882 DEFINED 03 642882 EDO CORP COMMON STOCK 281347104 253 10500 SOLE 10500 EDUCATION LNDG GRP INC COMMON STOCK 28140A109 1999 112600 SOLE 112600 EDWARDS LIFESCIENCES CORP. COMMON STOCK 28176E108 14 400 DEFINED 02 400 EFUNDS CORP COMMON STOCK 28224R101 235 13400 SOLE 13400 EISAI COMPANY LTD ADR AMER DEP RECEIPT 282579309 1806 62431 DEFINED 02 03 62431 EL PASO CORPORATION COMMON STOCK 28336L109 197 25000 SOLE 25000 EL PASO CORP CV CONVERTIBLE BONDS 28336LAC3 61682 127509000 DEFINED 03 127509000 EL PASO ELEC.-NEW WI COMMON STOCK 283677854 2089 135300 SOLE 135300 ELAN CORP PLC ADR AMER DEP RECEIPT 284131208 13906 562100 SOLE 562100 ELECTRO RENT CORP COMMON STOCK 285218103 232 22200 SOLE 22200 ELECTRONIC ARTS INC. COMMON STOCK 285512109 75260 1379656 SOLE 1379656 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 117605 6141200 DEFINED 02 03 6141200 ELECTRONICS BOUTIQUE HLDG COMMON STOCK 286045109 1449 55000 SOLE 55000 ELECTRONICS FOR IMAGING COMMON STOCK 286082102 6285 222400 SOLE 222400 ELKCORP COMMON STOCK 287456107 656 27400 SOLE 27400 PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 23 910 SOLE 910 EMBARCADERO TECHNOLOGIES COMMON STOCK 290787100 1516 122619 SOLE 122619 EMBRAER AIRCRAFT CORP-ADR AMER DEP RECEIPT 29081M102 181701 6355407 DEFINED 03 6355407 EMCOR GROUP INC COMMON STOCK 29084Q100 11 250 SOLE 250 EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 49272 775325 DEFINED 03 775325 EMMIS COMM A 6.25 CV NVT CONV PREF STOCK 291525202 17700 400000 SOLE 400000 ENBRIDGE ENERGY MGMT COMMON STOCK 29250X103 26631 625000 SOLE 625000 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 535 40500 SOLE 40500 ENCORE ACQUISITION CO COMMON STOCK 29255W100 3253 116600 SOLE 116600 ENCORE WIRE CORP COMMON STOCK 292562105 2776 100700 SOLE 100700 ENCORE MEDICAL CORP COMMON STOCK 29256E109 347 55000 SOLE 55000 ENCYSIVE PHARMA INC COMMON STOCK 29256X107 1306 153700 SOLE 153700 ENDO PHARMACEUTICALS HLDG COMMON STOCK 29264F205 9835 419400 SOLE 419400 ENERGEN CORP COMMON STOCK 29265N108 8249 171900 SOLE 171900 ENEL SOCIETA PER AZIONI AMER DEP RECEIPT 29265W108 567 14090 DEFINED 03 14090 ENERGY EAST CORP COMMON STOCK 29266M109 4 160 DEFINED 03 160 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 9869 219300 SOLE 219300 ENERGY PARTNERS LTD COMMON STOCK 29270U105 14543 950530 DEFINED 03 950530 ENGELHARD CORP COMMON STOCK 292845104 5118 158400 SOLE 158400 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 4877 83350 SOLE 83350 ENERGYSOUTH INC COMMON STOCK 292970100 220 5500 SOLE 5500 ENESCO GROUP INC COMMON STOCK 292973104 390 43500 SOLE 43500 ENNIS INC COMMON STOCK 293389102 1950 100000 SOLE 100000 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 819 35620 SOLE 35620 ENSTAR GROUP INC COMMON STOCK 29358R107 8 152 SOLE 152 ENTEGRIS INC COMMON STOCK 29362U104 857 74100 SOLE 74100 ENTERGY CORP NEW COMMON STOCK 29364G103 193 3446 DEFINED 03 3446 ENTRUST TECHNOLOGIES COMMON STOCK 293848107 3562 791500 SOLE 791500 ENZON PHARMACEUTICALS CV CONVERTIBLE BONDS 293904AB4 19272 20750000 SOLE 20750000 EON LABS INC COMMON STOCK 29412E100 9942 242900 SOLE 242900 EPLUS INC COMMON STOCK 294268107 603 56600 SOLE 56600 EPICOR SOFTWARE CORP COMMON STOCK 29426L108 222 15800 SOLE 15800 EQUINIX INC COMMON STOCK 29444U502 9179 270449 SOLE 270449 EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 23140 447500 SOLE 447500 EQUITY INNS COMMON STOCK 294703103 1115 120000 SOLE 120000 EQUITY OFFICE PROP. COMMON STOCK 294741103 966 35500 SOLE 35500 EQUITY RESIDENTIAL COMMON STOCK 29476L107 1796 60400 SOLE 60400 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 32399 1157100 SOLE 1157100 ERICSSON (LM) TEL-SP ADR AMER DEP RECEIPT 294821608 22841 763400 SOLE 763400 ESCALADE INC COMMON STOCK 296056104 162 7000 SOLE 7000 ESCO TECH INC COMMON STOCK 296315104 534 10000 SOLE 10000 ESSEX PROPERTY TRUST COMMON STOCK 297178105 984 14400 SOLE 14400 EURONET WORLDWIDE INC COMMON STOCK 298736109 3645 157600 SOLE 157600 EVERTRUST FINANCIAL GROUP COMMON STOCK 300412103 145 5700 SOLE 5700 EXAR CORP COMMON STOCK 300645108 11685 797100 SOLE 797100 EXACTECH INC COMMON STOCK 30064E109 1517 69900 SOLE 69900 EXCEL TECHNOLOGY INC COMMON STOCK 30067T103 1603 48200 SOLE 48200 EXCHANGE NATL BANCSHARES COMMON STOCK 301309100 124 4250 SOLE 4250 EXELON CORPORATION COMMON STOCK 30161N101 139477 4189766 DEFINED 02 03 4189766 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 121794 2464960 SOLE 2464960 EXPONENT INC COMMON STOCK 30214U102 3340 124300 SOLE 124300 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 80302 1013530 DEFINED 03 1013530 EYETECH PHARM INC COMMON STOCK 302297106 1056 24600 SOLE 24600 EXXON MOBIL CORP COMMON STOCK 30231G102 942633 21225688 DEFINED 02 03 21225688 FBL FINL GROUP INC -CL A COMMON STOCK 30239F106 687 24300 SOLE 24300 FLIR SYSTEMS INC COMMON STOCK 302445101 18095 329600 SOLE 329600 FMC CORPORATION COMMON STOCK 302491303 18740 434700 SOLE 434700 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 7 250 SOLE 250 FPIC INSURANCE GROUP COMMON STOCK 302563101 827 33500 SOLE 33500 FPL GROUP INC. COMMON STOCK 302571104 1349 21100 DEFINED 02 03 21100 FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 6032 127600 SOLE 127600 FAIRCHILD SEMICO INTL CLA COMMON STOCK 303726103 3609 220450 SOLE 220450 FAMILY DOLLAR STORES COMMON STOCK 307000109 23 753 SOLE 753 FARMER BROS CO COMMON STOCK 307675108 134 5000 SOLE 5000 FARMERS CAPITAL BK CORP COMMON STOCK 309562106 39 1100 SOLE 1100 FARO TECHNOLOGIES COMMON STOCK 311642102 134 5231 SOLE 5231 FASTENAL CO. COMMON STOCK 311900104 37661 662700 SOLE 662700 FREDDIE MAC COMMON STOCK 313400301 468922 7407930 DEFINED 03 7407930 FANNIE MAE COMMON STOCK 313586109 549455 7699765 DEFINED 03 7699765 FEDERATED DEPT STORES COMMON STOCK 31410H101 86592 1763580 SOLE 1763580 FEDEX CORPORATION COMMON STOCK 31428X106 16742 204950 DEFINED 02 03 204950 F5 NETWORKS INC COMMON STOCK 315616102 14180 535500 SOLE 535500 FIDELITY BANKSHARES INC COMMON STOCK 31604Q107 3326 93830 SOLE 93830 FIDELITY NATIONAL FINL COMMON STOCK 316326107 20513 549364 SOLE 549364 FIFTH THIRD BANCORP COMMON STOCK 316773100 6734 125221 DEFINED 03 125221 FILENET CORPORATION COMMON STOCK 316869106 18768 594500 SOLE 594500 FINLAY ENTER. INC. COMMON STOCK 317884203 536 28500 SOLE 28500 THE FINISH LINE- CL A COMMON STOCK 317923100 2299 76200 SOLE 76200 FIRST ALBANY COMPANIES COMMON STOCK 318465101 739 73600 SOLE 73600 FIRST AMERICAN CORP/CA COMMON STOCK 318522307 1616 62400 SOLE 62400 FIRST BANCORP P R COMMON STOCK 318672102 1726 42350 SOLE 42350 FIRST CASH FINANCIAL SVCS COMMON STOCK 31942D107 3126 146912 SOLE 146912 FIRST CITIZENS BANCSH -A COMMON STOCK 31946M103 1696 13900 SOLE 13900 FIRST COMMO FINL CORP COMMON STOCK 319829107 625 48200 SOLE 48200 FIRST COMMUNITY BANCSHARE COMMON STOCK 31983A103 1025 30600 SOLE 30600 FIRST FED CAP CORP COMMON STOCK 319960100 1364 49000 SOLE 49000 FIRST DATA CORP COMMON STOCK 319963104 29 670 DEFINED 02 03 670 FIRST DEFIANCE FINL CORP COMMON STOCK 32006W106 422 19100 SOLE 19100 FST FINL CORP IND COMMON STOCK 320218100 412 12900 SOLE 12900 FIRST FINANCIAL HOLDINGS COMMON STOCK 320239106 1884 65400 SOLE 65400 FIRST HORIZON PHARM COMMON STOCK 32051K106 8225 435200 SOLE 435200 FIRST INDL REALTY TRUST I COMMON STOCK 32054K103 922 25000 SOLE 25000 FIRST M & F CORP COMMON STOCK 320744105 65 2100 SOLE 2100 FIRST MARBLEHEAD CORP COMMON STOCK 320771108 12855 319300 SOLE 319300 FIRST MERCHANTS CORP COMMON STOCK 320817109 613 23625 SOLE 23625 FIRST NATIONAL BANKSHARES COMMON STOCK 321100109 613 32342 SOLE 32342 FIRST NIAGARA FINANCIAL COMMON STOCK 33582V108 1402 116800 SOLE 116800 FIRST OAKBROOK BANCSHARES COMMON STOCK 335847208 135 4450 SOLE 4450 FIRST POTOMAC REALTY TRST COMMON STOCK 33610F109 234 12200 SOLE 12200 FIRST PLACE FINANCIAL COMMON STOCK 33610T109 1498 80663 SOLE 80663 FIRST REPUBLIC BANK COMMON STOCK 336158100 6647 154300 SOLE 154300 FIRST SENTINEL BANCORP IN COMMON STOCK 33640T103 1048 51000 SOLE 51000 FIRST STATE BANCORP COMMON STOCK 336453105 6 200 SOLE 200 IST SOURCE CORP COMMON STOCK 336901103 157 6300 SOLE 6300 THE FIRST YEARS INC COMMON STOCK 337610109 199 10700 SOLE 10700 FISERV INC COMMON STOCK 337738108 47065 1210200 SOLE 1210200 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 158 3800 SOLE 3800 FLAGSTAR BANCORP INC COMMON STOCK 337930101 4383 220450 SOLE 220450 FISHER SCIENTIFC 3 1/4 CV CONVERTIBLE BONDS 338032AX3 6781 6505000 DEFINED 03 6505000 FLANDERS CORP COMMON STOCK 338494107 787 95200 SOLE 95200 FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 8 550 SOLE 550 FLORIDA EAST COAST INDS COMMON STOCK 340632108 1646 42600 SOLE 42600 FLORIDA ROCK INDUSTRIES COMMON STOCK 341140101 4325 102550 SOLE 102550 FLOWERS FOODS INC COMMON STOCK 343498101 6277 240050 SOLE 240050 FLOWSERVE CORP COMMON STOCK 34354P105 249 10000 SOLE 10000 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 2019 114415 SOLE 114415 FOOT LOCKER INC COMMON STOCK 344849104 18941 778180 SOLE 778180 FOOTHILL INDEPENDENT BANC COMMON STOCK 344905104 142 6800 SOLE 6800 FORD MOTOR COMPANY COMMON STOCK 345370860 74499 4760302 DEFINED 03 4760302 FORD MOTOR CAP TRST CV CONV PREF STOCK 345395206 9588 175100 DEFINED 03 175100 FOREST CITY ENTRPRS -CL COMMON STOCK 345550107 80 1500 SOLE 1500 FOREST LABS, INC COMMON STOCK 345838106 805 14210 DEFINED 02 03 14210 FORTUNE BRANDS INC COMMON STOCK 349631101 3508 46500 DEFINED 02 03 46500 FORWARD AIR CORPORATION COMMON STOCK 349853101 2985 79800 SOLE 79800 FOSSIL INC COMMON STOCK 349882100 2180 80000 SOLE 80000 FOUNTAIN PWR BOAT INDS INC COMMON STOCK 350755302 7 1387 DEFINED 03 1387 4 KIDS ENTERTAINMENT INC COMMON STOCK 350865101 1170 48900 SOLE 48900 FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 7225 270600 SOLE 270600 FRANCE TELECOM ADR AMER DEP RECEIPT 35177Q105 590 22465 DEFINED 02 03 22465 FRANKLIN ELECTRIC CO COMMON STOCK 353514102 1816 48100 SOLE 48100 FRANKLIN RESOURCES COMMON STOCK 354613101 33768 674290 DEFINED 03 674290 FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 13923 420000 SOLE 420000 FREMONT GENERAL CORP COMMON STOCK 357288109 13984 792300 SOLE 792300 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 1286 65000 SOLE 65000 FRISCH'S RESTAURANTS INC COMMON STOCK 358748101 226 7600 SOLE 7600 FRONTIER FINANCIAL CORP COMMON STOCK 35907K105 227 6500 SOLE 6500 FRONTIER OIL CORP COMMON STOCK 35914P105 55230 2606420 DEFINED 03 2606420 FULTON FINANCIAL CORP COMMON STOCK 360271100 47 2310 SOLE 2310 FURNITURE BRANDS INTL COMMON STOCK 360921100 1586 63300 SOLE 63300 THE GEO GROUP INC COMMON STOCK 36159R103 1436 70400 SOLE 70400 GTSI CORP COMMON STOCK 36238K103 63 5500 SOLE 5500 GABELLI ASSET MGMT INC COMMON STOCK 36239Y102 9524 224100 SOLE 224100 GABLES RESIDENTIAL TRUST COMMON STOCK 362418105 3 100 SOLE 100 GAMESTOP CORP COMMON STOCK 36466R101 890 58500 SOLE 58500 GAP INC COMMON STOCK 364760108 311306 12837370 DEFINED 03 12837370 GAP INC CV CONVERTIBLE BONDS 364760AJ7 6245 4003000 DEFINED 03 4003000 GARDNER DENVER INC COMMON STOCK 365558105 2957 106000 SOLE 106000 GARTNER INC CL-A COMMON STOCK 366651107 11 800 SOLE 800 ***GARTNER INC - CL B COMMON STOCK 366651206 300 23300 SOLE 23300 GEN-PROBE INC COMMON STOCK 36866T103 57688 1219100 SOLE 1219100 GENENTECH INC COMMON STOCK 368710406 230262 4097180 SOLE 4097180 GENERAL BINDING CORP COMMON STOCK 369154109 565 36500 SOLE 36500 GENERAL COMMUNICATION -A COMMON STOCK 369385109 822 103500 SOLE 103500 GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 40790 410770 DEFINED 03 410770 GENERAL ELECTRIC CO. 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OF AMERICA COMMON STOCK 50540R409 14816 373200 SOLE 373200 LACLEDE GROUP INC COMMON STOCK 505597104 2154 78600 SOLE 78600 LADISH COMPANY INC COMMON STOCK 505754200 255 30000 SOLE 30000 LAIDLAW INTERNATIONAL COMMON STOCK 50730R102 9072 700000 SOLE 700000 LAKES GAMING INC COMMON STOCK 51206P109 411 35500 SOLE 35500 LAM RESEARCH CORPORATION COMMON STOCK 512807108 2192 81800 SOLE 81800 LAMAR ADVERTISING CO COMMON STOCK 512815101 15758 363500 SOLE 363500 LANCE, INC. 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COMMON STOCK 546347105 27186 1149500 SOLE 1149500 LOWE'S COS., INC COMMON STOCK 548661107 34826 662715 DEFINED 03 662715 LOWES COMPANIES CV CONVERTIBLE BONDS 548661CG0 5061 5005000 DEFINED 03 5005000 LUBRIZOL CORPORATION COMMON STOCK 549271104 806 22000 SOLE 22000 LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 87587 23171140 SOLE 23171140 LYONDELL CHEMICAL CO COMMON STOCK 552078107 6087 350000 SOLE 350000 M&F WORLDWIDE CORP COMMON STOCK 552541104 3507 256000 SOLE 256000 M & T BANK CORP COMMON STOCK 55261F104 4503 51585 DEFINED 03 51585 MAF BANCORP INC COMMON STOCK 55261R108 7313 171349 SOLE 171349 MBIA INC COMMON STOCK 55262C100 14066 246255 DEFINED 03 246255 MBNA CORPORATION COMMON STOCK 55262L100 215557 8358175 DEFINED 03 8358175 M D C HLDGS INC COMMON STOCK 552676108 19053 299526 DEFINED 03 299526 MDU RESOURCES GROUP INC COMMON STOCK 552690109 6 250 SOLE 250 MEMC ELECTRONIC MATERIAL COMMON STOCK 552715104 2962 299800 SOLE 299800 MGE ENERGY INC COMMON STOCK 55277P104 7 200 SOLE 200 MGIC INVESTMENT CORP COMMON STOCK 552848103 24897 328200 SOLE 328200 MGI PHARMA INC COMMON STOCK 552880106 21016 778100 SOLE 778100 MGM MIRAGE COMMON STOCK 552953101 1164 24800 SOLE 24800 MGP INGREDIENTS INC COMMON STOCK 55302G103 391 10100 SOLE 10100 MIM CORP COMMON STOCK 553044108 203 23300 SOLE 23300 MPS GROUP INC COMMON STOCK 553409103 2841 234400 SOLE 234400 MRO SOFTWARE INC COMMON STOCK 55347W105 1130 83000 SOLE 83000 MSC INDUST DIRECT COMMON STOCK 553530106 14128 430200 SOLE 430200 MSC.SOFTWARE CORP COMMON STOCK 553531104 83 9300 SOLE 9300 MTS SYSTEMS CORP COMMON STOCK 553777103 4383 186900 SOLE 186900 MTC TECHNOLOGIES INC COMMON STOCK 55377A106 18 700 SOLE 700 MACATAWA BANK CORP COMMON STOCK 554225102 249 9076 SOLE 9076 MACDERMID INC COMMON STOCK 554273102 3751 110800 SOLE 110800 MACERICH CO COMMON STOCK 554382101 1163 24300 SOLE 24300 MACK CALI REALTY CORP COMMON STOCK 554489104 1320 31900 SOLE 31900 MACROVISION CORP COMMON STOCK 555904101 13584 542700 SOLE 542700 MACROMEDIA INC. COMMON STOCK 556100105 19338 787700 SOLE 787700 MAGELLAN HEALTH SER INC COMMON STOCK 559079207 6112 182725 SOLE 182725 MAGMA DESIGN AUTOMATION COMMON STOCK 559181102 12092 628800 SOLE 628800 MAGNA INTL INC COMMON STOCK 559222401 36 424 DEFINED 03 424 MAGNUM HUNTER COMMON STOCK 55972F203 6307 607600 SOLE 607600 MAGUIRE PROPERTIES INC COMMON STOCK 559775101 446 18000 SOLE 18000 MAINSOURCE FINANCIAL GRP COMMON STOCK 56062Y102 194 9569 SOLE 9569 MANDALAY RESORT GROUP COMMON STOCK 562567107 16268 237000 SOLE 237000 MANITOWOC COMPANY COMMON STOCK 563571108 651 19228 SOLE 19228 MANNATECH INC COMMON STOCK 563771104 418 43500 SOLE 43500 MANPOWER INC. COMMON STOCK 56418H100 31482 620090 SOLE 620090 MANTECH INTERNATIONAL COMMON STOCK 564563104 1868 99500 SOLE 99500 MANULIFE FIN CORP COMMON STOCK 56501R106 81 1981 DEFINED 03 1981 MARATHON OIL CORP COMMON STOCK 565849106 17788 470069 DEFINED 02 03 470069 MARINEMAX INC COMMON STOCK 567908108 7167 249900 SOLE 249900 MARINE PRODUCTS CORP COMMON STOCK 568427108 297 16000 SOLE 16000 MARITRANS INC COMMON STOCK 570363101 1368 90900 SOLE 90900 MARKETWATCH.COM INC COMMON STOCK 570619106 253 21600 SOLE 21600 MARLIN BUSINESS SERVICES COMMON STOCK 571157106 1596 106184 SOLE 106184 MARSH & MCLENNAN COMMON STOCK 571748102 58527 1289700 SOLE 1289700 MARRIOTT INTL -A COMMON STOCK 571903202 74121 1485982 DEFINED 03 1485982 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 55305 984600 SOLE 984600 MARTEN TRANSPORT LTD COMMON STOCK 573075108 829 44450 SOLE 44450 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 3090 69700 SOLE 69700 MARVEL ENTERPRISES INC COMMON STOCK 57383M108 60172 3082600 SOLE 3082600 MASCO CORP COMMON STOCK 574599106 5849 187589 DEFINED 03 187589 MASSBANK CORP COMMON STOCK 576152102 10 300 SOLE 300 MATSUSHITA ELEC INDL LTD AMER DEP RECEIPT 576879209 17 1150 DEFINED 03 1150 MATTEL INC COMMON STOCK 577081102 30638 1678800 SOLE 1678800 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 12 1000 SOLE 1000 MAUI LAND & PINEAPPLE CO COMMON STOCK 577345101 24 700 SOLE 700 MAXIM INTERGATED PRODUCTS COMMON STOCK 57772K101 23945 456800 SOLE 456800 MAXWELL SHOE COMPANY INC COMMON STOCK 577766108 202 8700 SOLE 8700 MAXWELL TECHNOLOGIES INC COMMON STOCK 577767106 604 46800 SOLE 46800 MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 36686 1334538 DEFINED 02 03 1334538 MAVERICK TUBE CORP COMMON STOCK 577914104 17442 664200 SOLE 664200 MAYTAG CORPORATION COMMON STOCK 578592107 1640 66885 DEFINED 03 66885 MCDONALD'S CORPORATION COMMON STOCK 580135101 170643 6563180 DEFINED 02 03 6563180 MCGRAW-HILL COMPANIES COMMON STOCK 580645109 14557 190100 DEFINED 02 03 190100 MCKESSON CORPORATION COMMON STOCK 58155Q103 1996 58130 DEFINED 03 58130 MEADOWBROOK INSURANCE COMMON STOCK 58319P108 158 29900 SOLE 29900 MEADWESTVACO CORP COMMON STOCK 583334107 17778 604913 DEFINED 03 604913 MEASUREMENT SPECIALTIES COMMON STOCK 583421102 1974 91400 SOLE 91400 MECHANICAL TECHNOLOGY INC COMMON STOCK 583538103 73 12150 SOLE 12150 MEDCATH CORP COMMON STOCK 58404W109 654 32700 SOLE 32700 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 31313 835004 DEFINED 03 835004 MEDIA GENERAL -CL A COMMON STOCK 584404107 1670 26000 SOLE 26000 MEDICAL ACTION INDUSTRIES COMMON STOCK 58449L100 1731 94100 SOLE 94100 MEDICIS PHARM CL A COMMON STOCK 584690309 8989 225000 SOLE 225000 MEDIMMUNE INC. 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COMMON STOCK 594087108 3394 61700 SOLE 61700 MICREL INC. COMMON STOCK 594793101 4855 399600 SOLE 399600 MICROS SYSTEMS COMMON STOCK 594901100 369 7700 SOLE 7700 MICROSOFT CORPORATION COMMON STOCK 594918104 1198567 41966636 DEFINED 02 03 41966636 MICROSTRATEGY WTS 6/07 WARRANTS UNIT 594972119 2 17632 SOLE 17632 MICROSTRATEGY INC CL A COMMON STOCK 594972408 1977 46300 SOLE 46300 MICROCHIP TECHNOLOGY COMMON STOCK 595017104 12105 383800 SOLE 383800 MICRON TECHNOLOGY INC. COMMON STOCK 595112103 26 1700 SOLE 1700 MICROSEMI CORP COMMON STOCK 595137100 15225 1071400 SOLE 1071400 MID-AMERICA APT CMNTYS IN COMMON STOCK 59522J103 1531 40400 SOLE 40400 MIDDLEBY CORP COMMON STOCK 596278101 3528 64600 SOLE 64600 MIDLAND CO COMMON STOCK 597486109 178 6000 SOLE 6000 MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 23537 1705600 SOLE 1705600 MILLENIUM CHEMICALS INC COMMON STOCK 599903101 7794 450000 SOLE 450000 MILLIPORE CORP COMMON STOCK 601073109 141206 2504982 SOLE 2504982 MILLS CORP COMMON STOCK 601148109 2391 51200 SOLE 51200 MINE SAFETY APPLIANCES COMMON STOCK 602720104 4293 127400 SOLE 127400 MITSUBISHI TOKYO FIN ADR AMER DEP RECEIPT 606816106 2125 226707 DEFINED 02 03 226707 MITSUI & CO ADR AMER DEP RECEIPT 606827202 1142 7560 DEFINED 02 03 7560 MOBIUS MGMT SYSTEMS COMMON STOCK 606925105 1171 191000 SOLE 191000 MOBILE MINI INC COMMON STOCK 60740F105 17 600 SOLE 600 MOD-PAC CORP CL A SHRS COMMON STOCK 607495108 1 125 SOLE 125 MODEM MEDIA INC COMMON STOCK 607533106 682 129700 SOLE 129700 MODINE MFG CO COMMON STOCK 607828100 1784 56000 SOLE 56000 MOLECULAR DEVICES CORP COMMON STOCK 60851C107 174 9800 SOLE 9800 MOLEX INC COMMON STOCK 608554101 7982 248800 SOLE 248800 MOLEX INC. 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SEMICONDUCTOR CORP. 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COMMON STOCK 832110100 39311 705000 SOLE 705000 SMITHFIELD FOODS INC. COMMON STOCK 832248108 106 3600 SOLE 3600 SMURFIT-STONE CONTAINER COMMON STOCK 832727101 501 25100 SOLE 25100 SONIC CORPORATION COMMON STOCK 835451105 1015 44600 SOLE 44600 SONIC INNOVATIONS INC COMMON STOCK 83545M109 360 63300 SOLE 63300 SONIC SOLUTIONS INC. COMMON STOCK 835460106 9522 448100 SOLE 448100 SONICWALL INC COMMON STOCK 835470105 3954 459800 SOLE 459800 SONOCO PRODUCTS COMMON STOCK 835495102 3 120 DEFINED 03 120 SONY CORP-SPONS ADR AMER DEP RECEIPT 835699307 894 23493 DEFINED 02 03 23493 SOTHEBYS HOLDINGS INC. COMMON STOCK 835898107 504 31600 SOLE 31600 SOUND FEDERAL BANCORP INC COMMON STOCK 83607V104 263 19600 SOLE 19600 SOURCE INFORMATION MGMT COMMON STOCK 836151209 7228 650000 SOLE 650000 SOUTH JERSEY INDUSTRIES COMMON STOCK 838518108 642 14600 SOLE 14600 SOUTHERN CO COMMON STOCK 842587107 4707 161450 DEFINED 02 03 161450 SOUTHERN PERU COPPER CORP COMMON STOCK 843611104 4353 105330 DEFINED 03 105330 SOUTHERN UNION CO COMMON STOCK 844030106 11594 550000 SOLE 550000 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 84 4000 SOLE 4000 SOUTHTRUST CORP COMMON STOCK 844730101 11961 308200 SOLE 308200 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 108443 6466484 DEFINED 02 03 6466484 SOUTHWEST BANCORP INC COMMON STOCK 844767103 1774 97200 SOLE 97200 SOUTHWEST GAS CORP COMMON STOCK 844895102 876 36300 SOLE 36300 SOUTHWEST WATER CO COMMON STOCK 845331107 4 350 SOLE 350 SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 1488 51900 SOLE 51900 SPARTAN MOTORS INC. COMMON STOCK 846819100 518 42300 SOLE 42300 SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 2334 69800 SOLE 69800 SPHERION CORP COMMON STOCK 848420105 1925 189800 SOLE 189800 SPINNAKER EXPLORATION CO COMMON STOCK 84855W109 6403 162600 SOLE 162600 THE SPORTS AUTHORITY INC COMMON STOCK 84917U109 322 8959 SOLE 8959 SPRINT CORP-FON GROUP COMMON STOCK 852061100 1637 93040 DEFINED 03 93040 SS&C TECHNOLOGIES INC COMMON STOCK 85227Q100 3713 198550 SOLE 198550 STAGE STORES INC COMMON STOCK 85254C305 3243 86100 SOLE 86100 STAKTEK HLDINGS INC COMMON STOCK 85256P106 1132 215700 SOLE 215700 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 13293 198400 SOLE 198400 STANDARD MICROSYSTEMS COMMON STOCK 853626109 315 13500 SOLE 13500 STANDARD MOTOR PRODS COMMON STOCK 853666105 32 2200 SOLE 2200 STANDARD PACIFIC CORP COMMON STOCK 85375C101 12498 253500 SOLE 253500 STANDEX INTERNATIONAL COR COMMON STOCK 854231107 416 15300 SOLE 15300 STANLEY FURNITURE CO INC COMMON STOCK 854305208 3023 71800 SOLE 71800 STANLEY WORKS COMMON STOCK 854616109 8391 184105 DEFINED 03 184105 STAPLES INC. COMMON STOCK 855030102 126441 4313923 DEFINED 02 03 4313923 STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 10 407 SOLE 407 STARBUCKS CORP COMMON STOCK 855244109 130958 3011914 SOLE 3011914 STARTEK INC COMMON STOCK 85569C107 9874 275800 SOLE 275800 STATE AUTO FINANCIAL CORP COMMON STOCK 855707105 2839 92400 SOLE 92400 STATE BANCORP INC COMMON STOCK 855716106 443 18135 SOLE 18135 STARWOOD HOTELS & RESORT COMMON STOCK 85590A203 1009 22500 SOLE 22500 STATE FINL SERVICES COMMON STOCK 856855101 1329 44800 SOLE 44800 STATE STREET CORP COMMON STOCK 857477103 7 145 DEFINED 03 145 STEAK N SHAKE CO COMMON STOCK 857873103 3791 208085 DEFINED 03 208085 STEEL DYNAMICS INC COMMON STOCK 858119100 8589 300000 SOLE 300000 STEEL TECHNOLOGIES INC COMMON STOCK 858147101 2590 117319 SOLE 117319 STEIN MART INC COMMON STOCK 858375108 4686 288200 SOLE 288200 STEINWAY MUSICAL INST COMMON STOCK 858495104 2919 83200 SOLE 83200 STEPAN CO COMMON STOCK 858586100 795 30400 SOLE 30400 STERICYCLE INC COMMON STOCK 858912108 40792 788400 SOLE 788400 STERLING BANCORP-NY COMMON STOCK 859158107 4039 146250 SOLE 146250 STERLING FINANCIAL CORP COMMON STOCK 859317109 331 12725 SOLE 12725 STERLING FINL CORP COMMON STOCK 859319105 15184 476440 SOLE 476440 STET HELLAS TELCOMM ADR AMER DEP RECEIPT 859823106 2 100 SOLE 100 STEWART & STEVENSON SERVI COMMON STOCK 860342104 90 5000 DEFINED 02 5000 STEWART ENTERPRISES COMMON STOCK 860370105 4868 598000 SOLE 598000 STIFEL FINANCIAL CORP COMMON STOCK 860630102 136 5000 SOLE 5000 STONE ENERGY CORP. COMMON STOCK 861642106 4495 98400 SOLE 98400 STONERIDGE INC COMMON STOCK 86183P102 610 35900 SOLE 35900 STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 16684 575300 SOLE 575300 STRATEGIC HOTEL CAPITAL COMMON STOCK 86272T106 929 63200 SOLE 63200 STRATUS PROPERTIES INC COMMON STOCK 863167201 384 29666 SOLE 29666 STRAYER EDUCATION INC COMMON STOCK 863236105 2879 25800 SOLE 25800 STRYKER CORPORATION COMMON STOCK 863667101 141199 2567270 DEFINED 02 03 2567270 SUN BANCORP INC NJ COMMON STOCK 86663B102 1041 48969 SOLE 48969 SUN MICROSYSTEMS INC. COMMON STOCK 866810104 81556 18791780 DEFINED 03 18791780 SUNGARD DATA SYSTEMS COMMON STOCK 867363103 33673 1295149 DEFINED 03 1295149 SUNOCO INC COMMON STOCK 86764P109 18814 295730 DEFINED 03 295730 SUNRISE SENIOR LIVING COMMON STOCK 86768K106 8787 224500 SOLE 224500 SUNTERRA CORP COMMON STOCK 86787D208 11734 931298 SOLE 931298 SUNTRUST BANKS,INC. COMMON STOCK 867914103 37103 570900 SOLE 570900 SUPERTEX INC COMMON STOCK 868532102 144 8800 SOLE 8800 SUPERVALU INC. COMMON STOCK 868536103 2493 81459 SOLE 81459 SUPPORTSOFT INC COMMON STOCK 868587106 10779 1241800 SOLE 1241800 SUSQUEHANNA BANCSHARES COMMON STOCK 869099101 154 6125 SOLE 6125 SWIFT ENERGY CO COMMON STOCK 870738101 4094 185600 SOLE 185600 SWIFT TRANSPORTATION CO COMMON STOCK 870756103 845 47100 SOLE 47100 SYBASE INCORPORATED COMMON STOCK 871130100 77301 4294481 SOLE 4294481 SYBRON DENTAL SPCLTIES COMMON STOCK 871142105 6197 207600 SOLE 207600 SYMANTEC CORP. COMMON STOCK 871503108 196633 4491385 DEFINED 03 4491385 SYMBION INC COMMON STOCK 871507109 1152 66000 SOLE 66000 SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 172 11700 SOLE 11700 SYMMETRICOM INC COMMON STOCK 871543104 3257 366000 SOLE 366000 SYMS CORP COMMON STOCK 871551107 7 800 SOLE 800 SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 304 12600 SOLE 12600 SYNAPTICS INC COMMON STOCK 87157D109 5665 295800 SOLE 295800 SYNPLICITY INC COMMON STOCK 87160Y108 97 16200 SOLE 16200 SYNTEL INC COMMON STOCK 87162H103 341 20600 SOLE 20600 SYNNEX CORP COMMON STOCK 87162W100 75 4800 SOLE 4800 SYPRIS SOLUTIONS INC COMMON STOCK 871655106 1892 98600 SOLE 98600 SYSCO CORP COMMON STOCK 871829107 64401 1795380 DEFINED 02 03 1795380 TBC CORP COMMON STOCK 872180104 2002 84100 SOLE 84100 THQ INC COMMON STOCK 872443403 7019 306500 SOLE 306500 TJX COMPANIES, INC. COMMON STOCK 872540109 21190 877815 DEFINED 03 877815 TJX COS INC CV CONVERTIBLE BONDS 872540AL3 1726 2007000 DEFINED 03 2007000 TRW AUTOMOTIVE HOLD CORP COMMON STOCK 87264S106 9327 494800 SOLE 494800 TTM TECHNOLOGIES COMMON STOCK 87305R109 2792 235650 SOLE 235650 TXU CORPORATION COMMON STOCK 873168108 8961 221210 DEFINED 03 221210 TAIWAN SEMICNDUCTR ADR AMER DEP RECEIPT 874039100 67709 8147928 SOLE 8147928 TAKE-TWO INTERACTIVE SFTW COMMON STOCK 874054109 132658 4329550 DEFINED 03 4329550 TALBOTS INC. COMMON STOCK 874161102 13511 345100 SOLE 345100 TALISMAN ENERGY INC COMMON STOCK 87425E103 137 6300 SOLE 6300 TANGER FACTORY OUTLET CTR COMMON STOCK 875465106 2346 60000 SOLE 60000 TARGET CORP COMMON STOCK 87612E106 223348 5258950 DEFINED 02 03 5258950 TECH DATA CORPORATION COMMON STOCK 878237106 6069 155100 SOLE 155100 TECHNE CORP COMMON STOCK 878377100 1069 24600 SOLE 24600 TECHNICAL OLYMPIC USAINC COMMON STOCK 878483106 4993 224100 SOLE 224100 TECHNIP S A AMER DEP RECEIPT 878546209 9 250 DEFINED 03 250 TECHNITROL INC COMMON STOCK 878555101 1967 89800 SOLE 89800 TECH INV CAP MUTUAL FUNDS CLOSED END 878717305 3513 260000 SOLE 260000 TECUMSEH PRODS CO COMMON STOCK 878895200 3 70 DEFINED 03 70 TEKELEC INC CV CONVERTIBLE BONDS 879101AE3 3499 3000000 SOLE 3000000 TEKTRONIX INC COMMON STOCK 879131100 82747 2432310 SOLE 2432310 TELECOM ITALIA SPA-SPON AMER DEP RECEIPT 87927Y102 248 7940 DEFINED 02 7940 TELEDYNE TECH INC COMMON STOCK 879360105 2370 118400 SOLE 118400 TELEFLEX INC COMMON STOCK 879369106 10 200 SOLE 200 TELEFONICA DE ESPANA ADS COMMON STOCK 879382208 3098 69415 DEFINED 02 03 69415 TELEFONOS DE MEXICO AMER DEP RECEIPT 879403780 63630 1912540 SOLE 1912540 TELEPHONE AND DATA SYSTMS COMMON STOCK 879433100 840 11800 SOLE 11800 TELIK INC COMMON STOCK 87959M109 5371 225000 SOLE 225000 TELLABS INC COMMON STOCK 879664100 11392 1303400 SOLE 1303400 TEMPLE INLAND INC COMMON STOCK 879868107 881 12725 DEFINED 03 12725 TELETECH HOLDINGS INC COMMON STOCK 879939106 657 74900 SOLE 74900 TEMPUR-PEDIC INTERNTIONAL COMMON STOCK 88023U101 6305 450000 SOLE 450000 TENET HEALTHCARE COMMON STOCK 88033G100 24908 1857400 SOLE 1857400 TENNANT COMPANY COMMON STOCK 880345103 402 9700 SOLE 9700 TENNECO AUTO COMMON STOCK 880349105 1970 148900 SOLE 148900 TERADYNE INCORPORATED COMMON STOCK 880770102 9879 435200 SOLE 435200 TEREX CORP COMMON STOCK 880779103 3536 103600 SOLE 103600 TERRA INDUSTRIES COMMON STOCK 880915103 1870 332100 SOLE 332100 TESORO PETE CORP COMMON STOCK 881609101 9573 346845 DEFINED 03 346845 TEVA PHARM ADR AMER DEP RECEIPT 881624209 269546 4005741 SOLE 4005741 TEVA PHARM FIN CV SER A CONVERTIBLE BONDS 88164RAA5 6230 6005000 DEFINED 03 6005000 TEXAS GENCO HOLDINGS INC COMMON STOCK 882443104 776 17200 SOLE 17200 TEXAS INDUSTRIES COMMON STOCK 882491103 1441 35000 SOLE 35000 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 301979 12488820 DEFINED 02 03 12488820 TEXAS REGIONAL BANCSHRS A COMMON STOCK 882673106 9 200 SOLE 200 TEXTRON INC COMMON STOCK 883203101 8198 138135 SOLE 138135 THERMO ELECTRON COMMON STOCK 883556102 39857 1296600 SOLE 1296600 THIRD WAVE TECHNOLOGIES COMMON STOCK 88428W108 64 14150 SOLE 14150 THOMAS & BETTS CORP COMMON STOCK 884315102 6132 225200 SOLE 225200 THOMAS INDUSTRIES COMMON STOCK 884425109 398 12000 SOLE 12000 THORNBURG MTG INC COMMON STOCK 885218107 4 130 DEFINED 03 130 THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 21177 4152300 SOLE 4152300 3M COMPANY COMMON STOCK 88579Y101 252665 2807083 DEFINED 02 03 2807083 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 11839 1401100 SOLE 1401100 TIDEWATER INCORPORATED COMMON STOCK 886423102 4157 139500 DEFINED 02 139500 TIER TECHNOLOGIES INC COMMON STOCK 88650Q100 516 53000 SOLE 53000 TIERONE CORP COMMON STOCK 88650R108 1058 49200 SOLE 49200 TIMBERLAND COMPANY CL A COMMON STOCK 887100105 23026 356500 SOLE 356500 TIME WARNER INC COMMON STOCK 887317105 403247 22937835 DEFINED 03 22937835 TIMKEN COMPANY COMMON STOCK 887389104 3645 137600 SOLE 137600 TITANIUM METALS CORP COMMON STOCK 888339207 1027 11100 SOLE 11100 TIVO INC COMMON STOCK 888706108 5597 789400 SOLE 789400 TOLL BROTHERS INC COMMON STOCK 889478103 27081 639900 SOLE 639900 TOO INC COMMON STOCK 890333107 423 25300 SOLE 25300 TORCHMARK CORPORATION COMMON STOCK 891027104 2820 52426 DEFINED 03 52426 TORO CO COMMON STOCK 891092108 11183 159600 SOLE 159600 TOTAL ENTMNT REST CORP COMMON STOCK 89150E100 1004 74200 SOLE 74200 TOTAL FINA ELF SA ADR AMER DEP RECEIPT 89151E109 92825 966121 DEFINED 02 03 966121 TOWER AOTOMOTIVE INC COMMON STOCK 891707101 774 212600 SOLE 212600 TOWN & COUNTRY TRUST COMMON STOCK 892081100 303 12000 SOLE 12000 TOYOTA MOTOR CORP ADR AMER DEP RECEIPT 892331307 3868 47388 DEFINED 02 03 47388 TOYS 'R' US INC. 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COMMON STOCK 902911106 1030 28611 DEFINED 03 28611 US RESTAURANT PROP COMMON STOCK 902971100 2 150 SOLE 150 US BANCORP COMMON STOCK 902973304 280024 10160518 DEFINED 02 03 10160518 URS CORP COMMON STOCK 903236107 18473 674200 SOLE 674200 US XPRESS ENTERPRISES COMMON STOCK 90338N103 898 57100 SOLE 57100 US ONCOLOGY INC COMMON STOCK 90338W103 19931 1354000 SOLE 1354000 UBIQUITEL INC COMMON STOCK 903474302 1044 247400 SOLE 247400 ULTICOM INC COMMON STOCK 903844108 1986 169749 SOLE 169749 ULTRA CLEAN HOLDINGS COMMON STOCK 90385V107 569 77900 SOLE 77900 ULTRALIFE BATTERIES INC. 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COMMON STOCK 913017109 190317 2080410 DEFINED 02 03 2080410 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 1880 73300 SOLE 73300 UNITEDGLOBALCOM, INC. COMMON STOCK 913247508 193732 26684800 DEFINED 03 26684800 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 52292 840032 DEFINED 02 03 840032 UNITRIN INC. COMMON STOCK 913275103 1308 30700 SOLE 30700 UNIVERSAL AMER FINANCIAL COMMON STOCK 913377107 5360 488200 SOLE 488200 UNIVERSAL COMPRESSION HLD COMMON STOCK 913431102 992 32350 SOLE 32350 UNIVERSAL ELECTRONICS INC COMMON STOCK 913483103 203 11600 SOLE 11600 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 3554 110200 SOLE 110200 UNIVERSAL TECHNICAL INST COMMON STOCK 913915104 7630 190900 SOLE 190900 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 94372 2955580 SOLE 2955580 UNIVEST CORP OF PA COMMON STOCK 915271100 439 8600 SOLE 8600 UNOCAL CORP. COMMON STOCK 915289102 24169 636020 DEFINED 02 03 636020 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 159608 10038240 DEFINED 03 10038240 URBAN OUTFITTERS INC COMMON STOCK 917047102 40158 659300 SOLE 659300 UTSTARCOM INC COMMON STOCK 918076100 14003 462900 SOLE 462900 VCA ANTECH INC COMMON STOCK 918194101 10569 235800 SOLE 235800 VF CORPORATION COMMON STOCK 918204108 862 17700 SOLE 17700 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 4000 200000 SOLE 200000 VALERO ENERGY CORP COMMON STOCK 91913Y100 18344 248700 SOLE 248700 VALSPAR CORP COMMON STOCK 920355104 721 14300 SOLE 14300 VALUECLICK INC COMMON STOCK 92046N102 1708 142600 SOLE 142600 VANS INC COMMON STOCK 921930103 3243 157800 SOLE 157800 VARIAN INC. COMMON STOCK 922206107 6359 150875 SOLE 150875 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 114355 1441146 SOLE 1441146 VAXGEN INC COMMON STOCK 922390208 6785 479200 SOLE 479200 VEECO INSTRUMENTS INC COMMON STOCK 922417100 1012 39200 SOLE 39200 VENTAS INC COMMON STOCK 92276F100 1179 50500 SOLE 50500 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 5642 118700 SOLE 118700 VENTIV HEALTH INC WI COMMON STOCK 922793104 3690 238400 SOLE 238400 VERITAS SOFTWARE COMMON STOCK 923436109 209221 7553125 DEFINED 02 03 7553125 VERITY INC COMMON STOCK 92343C106 245 18100 SOLE 18100 VERISIGN INC COMMON STOCK 92343E102 43702 2196100 SOLE 2196100 VERITAS DGC INC COMMON STOCK 92343P107 7162 309390 DEFINED 03 309390 VERIZON COMMUNICATION COMMON STOCK 92343V104 301619 8334326 DEFINED 02 03 8334326 VESTA INSURANCE GROUP INC COMMON STOCK 925391104 958 148100 SOLE 148100 VIACOM INC. CL B. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,193 Form 13F Information Table Value Total: $62,432,908 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state 'NONE' and omit the column headings and list entries.] No. 13F File Number Name 02 028-10234 Oppenheimer Institutional Asset Management 03 028-10231 Oppenheimer Private Investments -----END PRIVACY-ENHANCED MESSAGE-----