-----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, HVbdOmqKjzgw9EJhFtg1oEtC6SaYUWDT4gS8FGR+jONonHQYfhjfN5D1JTrdU2RA ProokzEBgC/HZ9hVgsf+Bw== 0000728889-05-000522.txt : 20050509 0000728889-05-000522.hdr.sgml : 20050509 20050509110436 ACCESSION NUMBER: 0000728889-05-000522 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050509 DATE AS OF CHANGE: 20050509 EFFECTIVENESS DATE: 20050509 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER FUNDS INC CENTRAL INDEX KEY: 0000728889 IRS NUMBER: 000000000 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: 05810187 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 form13f0305ofi.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Mar 31, 2005 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: Steve McCandless Title: Corporate Compliance Analyst Phone: (303) 768-2958 (For questions related to current holdings or cusips included) (For all other inquiries call (212) 323-0200) Signature, Place, and Date of Signing: Steve McCandless Centennial, CO May 09, 2005 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 AAR CORP COMMON STOCK 000361105 22 1600 SOLE 1600 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 4 1545 DEFINED 03 1545 ADE CORP/MA COMMON STOCK 00089C107 1803 81200 SOLE 81200 ABM INDUSTRIES INC COMMON STOCK 000957100 1815 94400 SOLE 94400 AFC ENTERPRISES INC COMMON STOCK 00104Q107 28209 1105800 SOLE 1105800 AFLAC INC COMMON STOCK 001055102 35264 946435 DEFINED 02 03 946435 AGL RESOURCES INC COMMON STOCK 001204106 653 18700 SOLE 18700 AES CORPORATION COMMON STOCK 00130H105 183761 11218660 DEFINED 03 11218660 AK STL HLDG CORP COMMON STOCK 001547108 3606 326000 SOLE 326000 AMLI RESIDENTIAL PPTYS TR COMMON STOCK 001735109 274 10000 SOLE 10000 AMN HEALTHCARE SVCS COMMON STOCK 001744101 167 10500 SOLE 10500 AMR CORPORATION - DEL COMMON STOCK 001765106 3573 333900 SOLE 333900 ATI TECHNOLOGIES INC COMMON STOCK 001941103 11752 680890 SOLE 680890 AT&T CORP COMMON STOCK 001957505 33545 1788769 DEFINED 02 03 1788769 A.S.V. INC COMMON STOCK 001963107 270 6800 SOLE 6800 ATMI INC COMMON STOCK 00207R101 8814 352000 SOLE 352000 AVX CORP COMMON STOCK 002444107 794 64800 SOLE 64800 AARON RENTS INC COMMON STOCK 002535201 1806 90300 SOLE 90300 ABAXIS INC COMMON STOCK 002567105 13 1500 SOLE 1500 ABBOTT LABORATORIES COMMON STOCK 002824100 362050 7765128 DEFINED 02 03 7765128 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 15066 263200 SOLE 263200 ABIOMED INC COMMON STOCK 003654100 374 35324 SOLE 35324 ABLE LABORATORIES INC COMMON STOCK 00371N407 14690 626160 SOLE 626160 ACADIA REALTY TRUST COMMON STOCK 004239109 2478 154100 SOLE 154100 ACCREDITED HOME LENDERS COMMON STOCK 00437P107 163 4500 SOLE 4500 ACTIVISION INC COMMON STOCK 004930202 4745 320600 SOLE 320600 ACTION PERFORMANCE COMMON STOCK 004933107 6882 520175 SOLE 520175 ACTEL CORPORATION COMMON STOCK 004934105 769 50000 SOLE 50000 ACTIVE POWER INC COMMON STOCK 00504W100 196 60600 SOLE 60600 ACTIVCARD CORP COMMON STOCK 00506J107 194 30600 SOLE 30600 ACTUANT CORP-CL A COMMON STOCK 00508X203 37928 844350 SOLE 844350 ACUITY BRANDS INC COMMON STOCK 00508Y102 1436 53200 SOLE 53200 ACXIOM CORPORATION COMMON STOCK 005125109 5421 259000 SOLE 259000 ADEZA BIOMEDICAL CORP COMMON STOCK 006864102 502 41200 SOLE 41200 ADESA INC COMMON STOCK 00686U104 3656 156500 SOLE 156500 ADMINISTAFF INC COMMON STOCK 007094105 3419 234200 SOLE 234200 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 232260 3457891 DEFINED 02 03 3457891 ADTRAN INC COMMON STOCK 00738A106 5731 324900 SOLE 324900 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 6306 125000 SOLE 125000 ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 16 600 SOLE 600 ADVISORY BOARD CO COMMON STOCK 00762W107 804 18400 SOLE 18400 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 6282 173500 SOLE 173500 AEROFLEX INC COMMON STOCK 007768104 9884 1059400 SOLE 1059400 AEROPOSTALE INC COMMON STOCK 007865108 10295 314350 SOLE 314350 ADVANCED MICRO DEVICES COMMON STOCK 007903107 373964 23198730 DEFINED 03 23198730 ADVANCED MICRO CV CONVERTIBLE BONDS 007903AE7 2490 2505000 DEFINED 03 2505000 ADVANTA CORP-CL B COMMON STOCK 007942204 1907 82900 SOLE 82900 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 1116 115400 SOLE 115400 ADVENT SOFTWARE INC COMMON STOCK 007974108 42 2300 SOLE 2300 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 10105 215000 SOLE 215000 AETNA INC-NEW COMMON STOCK 00817Y108 60156 802531 DEFINED 03 802531 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 50080 940513 DEFINED 03 940513 AFFILIATED MANAGERS GR COMMON STOCK 008252108 34108 549870 SOLE 549870 AFFYMETRIX, INC. COMMON STOCK 00826T108 123767 2889050 SOLE 2889050 AFFIRMATIVE INSURANCE HLD COMMON STOCK 008272106 1478 100204 SOLE 100204 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 297 18000 SOLE 18000 AGERE SYSTEMS INC - CL B COMMON STOCK 00845V209 2 1700 SOLE 1700 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 16979 16505000 DEFINED 03 16505000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 77257 3480010 DEFINED 03 3480010 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 3956 4006000 DEFINED 03 4006000 AGILE SOFTWARE CORP COMMON STOCK 00846X105 262 36000 SOLE 36000 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 8161 560900 SOLE 560900 AGILYSYS INC COMMON STOCK 00847J105 4140 210600 SOLE 210600 AGREE REALTY CORP COMMON STOCK 008492100 1651 61200 SOLE 61200 AGRIUM INC COMMON STOCK 008916108 17469 957200 DEFINED 02 957200 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 114625 1811320 DEFINED 02 03 1811320 AIRGAS INC COMMON STOCK 009363102 11976 501300 SOLE 501300 AIRSPAN NETWORKS INC COMMON STOCK 00950H102 3442 673660 SOLE 673660 Akzo Nobel NV Spon ADR AMER DEP RECEIPT 010199305 331 7253 DEFINED 02 03 7253 ALAMO GROUP INC COMMON STOCK 011311107 364 14700 SOLE 14700 ALASKA AIRGROUP COMMON STOCK 011659109 8797 298800 SOLE 298800 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 2860 284600 SOLE 284600 ALBANY INTL CORP CL A COMMON STOCK 012348108 3545 114800 SOLE 114800 ALBERMARLE CORP. COMMON STOCK 012653101 13224 363700 SOLE 363700 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 5829 121675 DEFINED 02 03 121675 ALBERTSON'S INC COMMON STOCK 013104104 5077 245850 DEFINED 02 245850 ALCAN INC COMMON STOCK 013716105 78984 2082613 DEFINED 03 2082613 ALCOA INC COMMON STOCK 013817101 100457 3243297 DEFINED 02 03 3243297 ALDERWOODS GROUP INC COMMON STOCK 014383103 46 3700 SOLE 3700 ALERIS INTERNATIONAL INC COMMON STOCK 014477103 2725 109200 SOLE 109200 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 1038 25200 SOLE 25200 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 908 14100 SOLE 14100 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 21741 1003500 SOLE 1003500 ALFA CORPORATION COMMON STOCK 015385107 861 59600 SOLE 59600 ALICO INC COMMON STOCK 016230104 132 2500 SOLE 2500 ALKERMES INC COMMON STOCK 01642T108 2 200 SOLE 200 ALLEGHANY CORP COMMON STOCK 017175100 2174 7848 SOLE 7848 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 13 542 DEFINED 03 542 ALLERGAN INCORPORATED COMMON STOCK 018490102 17360 249900 DEFINED 02 249900 ALLETE INC COMMON STOCK 018522300 1787 42700 SOLE 42700 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 36259 897500 SOLE 897500 ALLIANCE RESOURCE PARTN COMMON STOCK 01877R108 4667 72600 SOLE 72600 ALLIANT ENERGY CORP COMMON STOCK 018802108 79 2950 DEFINED 03 2950 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 12891 180426 SOLE 180426 Allianz AG ADR AMER DEP RECEIPT 018805101 1287 98037 DEFINED 02 03 98037 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 6 800 SOLE 800 ALLIED WASTE CONVERTIBLE BONDS 019589AD2 9732 11500000 SOLE 11500000 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 4267 118700 SOLE 118700 ALLOY INC. COMMON STOCK 019855105 6 1100 SOLE 1100 ALLSCRIPTS HEALTHCARE COMMON STOCK 01988P108 3741 261600 SOLE 261600 ALLSTATE CORPORATION COMMON STOCK 020002101 194033 3656836 DEFINED 02 03 3656836 ALLTEL CORP COMMON STOCK 020039103 29696 541380 DEFINED 02 03 541380 ALLTEL CORP CV NOVT UNITS CONV PREF STOCK 020039822 5054 100100 DEFINED 03 100100 ALPHA NATURAL RESOUR COMMON STOCK 02076X102 2420 84400 SOLE 84400 ALPHARMA INC - CL A COMMON STOCK 020813101 2081 168900 SOLE 168900 ALTERA CORPORATION COMMON STOCK 021441100 71122 3595581 DEFINED 02 03 3595581 ALTRIA GROUP INC COMMON STOCK 02209S103 792811 12124634 DEFINED 02 03 12124634 AMAZON.COM INC COMMON STOCK 023135106 62424 1821540 SOLE 1821540 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 246885 3302765 DEFINED 02 03 3302765 AMBASSADORS GROUP INC COMMON STOCK 023177108 1992 59600 SOLE 59600 AMCOL INT'L CORP COMMON STOCK 02341W103 613 32700 SOLE 32700 AMDOCS LIMITED CONVERTIBLE BONDS 02342TAD1 3765 4000000 SOLE 4000000 AMEDISYS INC COMMON STOCK 023436108 9048 299100 SOLE 299100 AMERADA HESS CORP. COMMON STOCK 023551104 91821 954380 SOLE 954380 AMERADA HESS 7.0% CV CONV PREF STOCK 023551401 7119 85000 SOLE 85000 AMERCO COMMON STOCK 023586100 648 14000 SOLE 14000 AMEREN CORP COMMON STOCK 023608102 11115 226800 SOLE 226800 AMERICA SERVICE GROUP INC COMMON STOCK 02364L109 822 37150 SOLE 37150 AMERICA MOVIL-ADR SER L AMER DEP RECEIPT 02364W105 28647 555180 SOLE 555180 AMERICA WEST COMMON STOCK 023657208 697 128300 SOLE 128300 AMCORE FINL INC COMMON STOCK 023912108 3 100 SOLE 100 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 921 37600 SOLE 37600 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 9656 307410 DEFINED 03 307410 AMERICAN ELEC POWER COMMON STOCK 025537101 23195 681000 SOLE 681000 AMERICAN EAGLE OUTFITTERS IN COMMON STOCK 02553E106 28141 952255 DEFINED 03 952255 AMERICAN EQUITY INVT LIFE COMMON STOCK 025676206 604 47200 SOLE 47200 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 628687 12099042 DEFINED 02 03 12099042 AMERICAN EXPRESS CV CONVERTIBLE BONDS 025816AS8 2574 2505000 DEFINED 03 2505000 AMERICAN FINL GROUP INC COMMON STOCK 025932104 6277 203800 SOLE 203800 AMER GREETINGS CORP COMMON STOCK 026375105 15354 602600 DEFINED 02 602600 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 14971 453400 SOLE 453400 AMERICAN HOME MTG INV COMMON STOCK 02660R107 20 700 SOLE 700 AMERICAN INTERNTL GP COMMON STOCK 026874107 751692 13564864 DEFINED 02 03 13564864 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 288 10500 SOLE 10500 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 3089 179800 SOLE 179800 AMERICAN PHARMACEUTICAL COMMON STOCK 02886P109 740 14300 SOLE 14300 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 1727 50400 SOLE 50400 AMERICAN RETIREMENT CORP COMMON STOCK 028913101 298 20500 SOLE 20500 AMERICAN POWER CONVERSION COMMON STOCK 029066107 2358 90300 SOLE 90300 AMERICAN REPROGRAPHICS COMMON STOCK 029263100 7627 531500 SOLE 531500 AMERICAN SCIENCE & ENGN COMMON STOCK 029429107 201 4500 SOLE 4500 AMER SOFTWARE, INC. COMMON STOCK 029683109 186 28700 SOLE 28700 AMERICAN STANDARD COS INC COMMON STOCK 029712106 16863 362800 SOLE 362800 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AR3 4905 4500000 SOLE 4500000 AMERICAN VANGUARD CORP COMMON STOCK 030371108 38 850 SOLE 850 AMERICAN WOODMARK COMMON STOCK 030506109 838 23100 SOLE 23100 AMERICANWEST BANCORP COMMON STOCK 03058P109 602 31220 SOLE 31220 AMERICREDIT CORP COMMON STOCK 03060R101 12043 513800 SOLE 513800 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 7557 138200 SOLE 138200 AMERUS GROUP CO COMMON STOCK 03072M108 13325 282005 DEFINED 03 282005 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 16076 280625 DEFINED 02 03 280625 AMERIGROUP CORP COMMON STOCK 03073T102 1488 40700 SOLE 40700 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 2 200 SOLE 200 AMETEK INC COMMON STOCK 031100100 29483 732500 SOLE 732500 AMGEN INCORPORATED COMMON STOCK 031162100 589294 10123525 DEFINED 02 03 10123525 AMIS HOLDINGS INC COMMON STOCK 031538101 148 13100 SOLE 13100 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 272 20100 SOLE 20100 AMPHENOL CORP. CL A COMMON STOCK 032095101 21991 593700 SOLE 593700 AMSURG CORP COMMON STOCK 03232P405 536 21200 SOLE 21200 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 46149 606611 DEFINED 03 606611 ANALOG DEVICES INC. COMMON STOCK 032654105 64734 1791031 DEFINED 03 1791031 ANALOGIC CORP COMMON STOCK 032657207 30595 707400 SOLE 707400 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 1338 47600 SOLE 47600 ANDERSONS INC COMMON STOCK 034164103 177 5700 SOLE 5700 ANDREW CORP COMMON STOCK 034425108 2 182 DEFINED 03 182 ANDREW CORP CV CONVERTIBLE BONDS 034425AB4 3850 3500000 SOLE 3500000 ANDRX GROUP COMMON STOCK 034553107 23309 1028200 SOLE 1028200 ANGELICA CORP COMMON STOCK 034663104 176 6300 SOLE 6300 ANGIODYNAMICS INC COMMON STOCK 03475V101 2211 120800 SOLE 120800 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 18992 551293 SOLE 551293 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 119958 2530904 DEFINED 02 03 2530904 ANIKA THERAPEUTICS INC COMMON STOCK 035255108 323 25200 SOLE 25200 ANIXTER INTL INC COMMON STOCK 035290105 3642 100765 DEFINED 03 100765 ANNALY MORTGAGE MANAGEMEN COMMON STOCK 035710409 19 980 DEFINED 03 980 ANNTAYLOR STORES CORP COMMON STOCK 036115103 751 29350 SOLE 29350 ANSOFT CORP COMMON STOCK 036384105 1867 69200 SOLE 69200 ANSYS, INC. COMMON STOCK 03662Q105 8388 245200 SOLE 245200 ANSWERTHINK INC. COMMON STOCK 036916104 618 149600 SOLE 149600 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 11140 1000000 SOLE 1000000 APACHE CORPORATION COMMON STOCK 037411105 153507 2507352 DEFINED 02 03 2507352 APARTMENT INVT & MGMT COMMON STOCK 03748R101 11 300 SOLE 300 APOGEE ENTERPRISES INC COMMON STOCK 037598109 2148 150400 SOLE 150400 APOLLO GROUP INC -CL A COMMON STOCK 037604105 26454 357200 SOLE 357200 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 16611 989900 SOLE 989900 APPLE COMPUTER INC COMMON STOCK 037833100 102172 2451664 DEFINED 03 2451664 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 3276 118850 SOLE 118850 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 9990 311200 SOLE 311200 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 85411 4326820 SOLE 4326820 APPLERA CORP-CELERA GEN COMMON STOCK 038020202 6 600 SOLE 600 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 7039 258800 SOLE 258800 APPLIED MATERIALS INC. COMMON STOCK 038222105 32914 2024992 DEFINED 02 03 2024992 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 18 5500 SOLE 5500 APPLIED SIGNAL TECH COMMON STOCK 038237103 1701 74300 SOLE 74300 APTARGROUP INC. COMMON STOCK 038336103 1502 28900 SOLE 28900 AQUILA INC COMMON STOCK 03840P102 187 48800 SOLE 48800 AQUILA INC CV CONV PREF STOCK 03840P409 7625 219500 SOLE 219500 ARAMARK CORP CL B COMMON STOCK 038521100 6854 260800 SOLE 260800 ARBINET-THEEXCHANGE INC COMMON STOCK 03875P100 443 23241 SOLE 23241 ARBITRON INC COMMON STOCK 03875Q108 2934 68400 SOLE 68400 ARCH CHEMICALS INC COMMON STOCK 03937R102 1532 53800 SOLE 53800 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 34896 1420405 DEFINED 03 1420405 ARCHPELAGO HOLDINGS INC COMMON STOCK 03957A104 186 10500 SOLE 10500 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 3314 97150 SOLE 97150 ARCTIC CAT INC COMMON STOCK 039670104 1672 61800 SOLE 61800 ARDEN GROUP INC COMMON STOCK 039762109 1064 14996 SOLE 14996 ARDEN REALITY INC COMMON STOCK 039793104 1093 32300 SOLE 32300 ARENA PHARMACEUTICALS COMMON STOCK 040047102 1251 247800 SOLE 247800 ARGONAUT GROUP INC COMMON STOCK 040157109 730 34400 SOLE 34400 ARGOSY GAMING COMPANY COMMON STOCK 040228108 2852 62100 SOLE 62100 ARKANSAS BEST CORP COMMON STOCK 040790107 9483 251000 SOLE 251000 ARMOR HOLDINGS INC COMMON STOCK 042260109 33 900 SOLE 900 ARRAY BIOPHARMA COMMON STOCK 04269X105 2390 341000 SOLE 341000 ARROW ELECTRONICS INC COMMON STOCK 042735100 6528 257500 SOLE 257500 ARROW INTL INC COMMON STOCK 042764100 3596 104690 DEFINED 03 104690 ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 577 66300 SOLE 66300 ARTHROCARE CORP COMMON STOCK 043136100 1387 48680 SOLE 48680 ARVINMERITOR INC COMMON STOCK 043353101 719 46415 DEFINED 03 46415 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P207 1844 99500 SOLE 99500 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 1860 182400 SOLE 182400 ASHLAND INC COMMON STOCK 044204105 4113 60960 SOLE 60960 ASIAINFO HOLDINGS INC COMMON STOCK 04518A104 833 166000 SOLE 166000 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 2230 103300 SOLE 103300 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 2425 232914 SOLE 232914 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 562 99000 SOLE 99000 ASSOCIATED BANC-CORP COMMON STOCK 045487105 5579 178641 SOLE 178641 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 251 25200 SOLE 25200 ASSURANT INC COMMON STOCK 04621X108 3215 95400 SOLE 95400 ASTA FUNDING INC COMMON STOCK 046220109 2567 121259 SOLE 121259 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 2319 105150 SOLE 105150 ASTORIA FINL CORP COMMON STOCK 046265104 8586 339350 SOLE 339350 ATARI INC COMMON STOCK 04651M105 243 76800 SOLE 76800 ATHEROGENICS INC COMMON STOCK 047439104 4 300 SOLE 300 ATMEL CORP COMMON STOCK 049513104 7515 2547400 SOLE 2547400 ATMOS ENERGY CORP COMMON STOCK 049560105 9707 359500 SOLE 359500 ATWOOD OCEANICS COMMON STOCK 050095108 3447 51800 SOLE 51800 AUDIOVOX CORP -CL A COMMON STOCK 050757103 52 4100 SOLE 4100 AUTODESK INC. COMMON STOCK 052769106 86798 2916482 DEFINED 02 03 2916482 AUTOLIV INC COMMON STOCK 052800109 49513 1039100 SOLE 1039100 AUTOMATIC DATA PROC COMMON STOCK 053015103 105711 2351870 DEFINED 02 03 2351870 AUTONATION INC. COMMON STOCK 05329W102 7232 381840 DEFINED 02 381840 AUTOZONE INC. COMMON STOCK 053332102 2033 23706 DEFINED 02 03 23706 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 5243 78375 SOLE 78375 AVANEX CORP COMMON STOCK 05348W109 4 3200 SOLE 3200 AVATAR HOLDINGS INC COMMON STOCK 053494100 131 2800 SOLE 2800 AVAYA INC COMMON STOCK 053499109 3166 269718 DEFINED 03 269718 AVIALL INC NEW COMMON STOCK 05366B102 5926 211695 DEFINED 03 211695 AVID TECHNOLOGY INC COMMON STOCK 05367P100 19017 351380 SOLE 351380 AVISTA CORP COMMON STOCK 05379B107 215 12300 SOLE 12300 AVNET INC COMMON STOCK 053807103 2 135 DEFINED 03 135 AVON PRODUCTS INC COMMON STOCK 054303102 74242 1729790 DEFINED 02 03 1729790 AXA Spon ADR AMER DEP RECEIPT 054536107 2304 89406 DEFINED 02 03 89406 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 2613 358000 SOLE 358000 BB&T CORPORATION COMMON STOCK 054937107 28755 735800 DEFINED 02 735800 B&G FOODS INC. COMMON STOCK 05508R205 12665 850000 SOLE 850000 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 1268 52900 SOLE 52900 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 73 2132 DEFINED 03 2132 THE BISYS GROUP INC COMMON STOCK 055472104 1409 89850 SOLE 89850 BJ SERVICES CO COMMON STOCK 055482103 24450 472020 DEFINED 03 472020 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 7688 247545 DEFINED 03 247545 The BOC Group PLC AMER DEP RECEIPT 055617609 1744 45160 DEFINED 02 03 45160 BOK FINANCIAL CORP COMMON STOCK 05561Q201 20 500 SOLE 500 BP PLC - ADR AMER DEP RECEIPT 055622104 692424 11097976 DEFINED 02 03 11097976 BRE PROPERTIES -CL A COMMON STOCK 05564E106 1980 56100 SOLE 56100 BMC SOFTWARE INC. 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COMMON STOCK 060505104 726863 16481153 DEFINED 02 03 16481153 BANK OF HAWAII CORP COMMON STOCK 062540109 806 17800 SOLE 17800 BANK MUTUAL CORP COMMON STOCK 063750103 11314 957230 SOLE 957230 BANK OF THE OZARKS COMMON STOCK 063904106 206 6500 SOLE 6500 BANK OF N Y CO COMMON STOCK 064057102 48021 1652890 DEFINED 03 1652890 BANKATLANTIC BANCORP INC COMMON STOCK 065908501 7007 402700 SOLE 402700 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 24 900 SOLE 900 BANNER CORPORATION COMMON STOCK 06652V109 591 21900 SOLE 21900 BANTA CORP COMMON STOCK 066821109 3518 82200 SOLE 82200 C R BARD, INCORPORATED COMMON STOCK 067383109 43626 640800 SOLE 640800 Barclays PLC Spon ADR AMER DEP RECEIPT 06738E204 3308 77219 DEFINED 02 03 77219 BARNES & NOBLE INC. 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COMMON STOCK 254546104 5308 97400 SOLE 97400 DIRECT GENERAL CORP COMMON STOCK 25456W204 464 22600 SOLE 22600 DIRECTV GROUP INC COMMON STOCK 25459L106 72298 5013750 SOLE 5013750 WALT DISNEY COMPANY COMMON STOCK 254687106 228125 7940330 DEFINED 03 7940330 WALT DISNEY COMPANY CV CONVERTIBLE BONDS 254687AU0 8284 7505000 DEFINED 03 7505000 DITECH COMMUNICATIONS COMMON STOCK 25500M103 152 12200 SOLE 12200 DIVERSA CORP COMMON STOCK 255064107 4 900 SOLE 900 DOLBY LABORATORIES INC COMMON STOCK 25659T107 181 7700 SOLE 7700 DOLLAR FINANCIAL CORP COMMON STOCK 256664103 1012 85202 SOLE 85202 DOLLAR GENERAL CORP. COMMON STOCK 256669102 570 26000 SOLE 26000 DOLLAR THRIFTY AUTOMOTIVE COMMON STOCK 256743105 1377 42000 SOLE 42000 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 14911 200405 DEFINED 03 200405 DOMINO'S PIZZA INC COMMON STOCK 25754A201 3013 161200 SOLE 161200 DONALDSON CO INC COMMON STOCK 257651109 35456 1098400 SOLE 1098400 DONEGAL GROUP INC COMMON STOCK 257701201 1857 102200 SOLE 102200 DONNELLEY R R & SONS CO COMMON STOCK 257867101 34 974 DEFINED 03 974 DORAL FINANCIAL CORP COMMON STOCK 25811P100 797 36400 SOLE 36400 DOUBLECLICK INC COMMON STOCK 258609304 411 53400 SOLE 53400 DOV PHARMACEUTICAL INC COMMON STOCK 259858108 8753 639860 SOLE 639860 DOVER CORP COMMON STOCK 260003108 15215 402504 DEFINED 03 402504 DOVER DOWNS GAMING COMMON STOCK 260095104 1229 98700 SOLE 98700 DOW CHEMICAL CO COMMON STOCK 260543103 115371 2314356 DEFINED 03 2314356 DOW JONES & CO INC COMMON STOCK 260561105 53107 1259031 DEFINED 02 03 1259031 DOWNEY FINANCIAL CORP COMMON STOCK 261018105 3710 60300 SOLE 60300 DRESS BARN INC COMMON STOCK 261570105 1244 68300 SOLE 68300 DREW INDUSTRIES INC COMMON STOCK 26168L205 346 9200 SOLE 9200 DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 322146 6287037 DEFINED 02 03 6287037 DUKE ENERGY CORP COMMON STOCK 264399106 54357 1940619 DEFINED 02 1940619 DUKE ENERGY CORP CV CONVERTIBLE BONDS 264399EJ1 6020 5006000 DEFINED 03 5006000 DUKE REALTY INVESTMENTS COMMON STOCK 264411505 30 1000 SOLE 1000 DUN & BRADSTREET CORP COMMON STOCK 26483E100 15479 251900 SOLE 251900 DUQUESNE LIGHT HLD INC COMMON STOCK 266233105 11 600 SOLE 600 DURATEK INC COMMON STOCK 26658Q102 1474 73900 SOLE 73900 DYCOM INDUSTRIES COMMON STOCK 267475101 5420 235750 SOLE 235750 DYNAMEX, INC. COMMON STOCK 26784F103 970 53600 SOLE 53600 DYNEGY INC COMMON STOCK 26816Q101 1265 323600 SOLE 323600 EGL INC COMMON STOCK 268484102 5944 260700 SOLE 260700 E-LOAN INC COMMON STOCK 26861P107 2650 1000000 SOLE 1000000 EMC CORPORATION MASS COMMON STOCK 268648102 155729 12635345 DEFINED 02 03 12635345 EMC INS GROUP INC COMMON STOCK 268664109 44 2300 SOLE 2300 EMS TECH COMMON STOCK 26873N108 3 200 SOLE 200 SAUDO INTL INC COMMON STOCK 26874Q100 15 400 SOLE 400 Eni SpA Spon ADR AMER DEP RECEIPT 26874R108 4537 35333 DEFINED 02 03 35333 EOG RESOURCES INC COMMON STOCK 26875P101 28011 574700 SOLE 574700 E.On AG ADR AMER DEP RECEIPT 268780103 3080 77928 DEFINED 02 03 77928 E.PIPHANY INC COMMON STOCK 26881V100 7 2100 SOLE 2100 E*TRADE FINANCIAL CORP COMMON STOCK 269246104 16222 1349022 DEFINED 02 03 1349022 EAGLE MATERIALS INC COMMON STOCK 26969P108 8464 104568 DEFINED 03 104568 EAGLE MATERIALS INC COMMON STOCK 26969P207 6683 84796 DEFINED 03 84796 EARTHLINK INC COMMON STOCK 270321102 14043 1560275 DEFINED 03 1560275 EAST WEST BANCORP INC. COMMON STOCK 27579R104 6306 170800 SOLE 170800 EASTMAN CHEMICAL CO COMMON STOCK 277432100 56758 962000 DEFINED 02 962000 EASTMAN KODAK CO. COMMON STOCK 277461109 30092 924500 SOLE 924500 EASTMAN KODAK CO CV CONVERTIBLE BONDS 277461BE8 610 500000 SOLE 500000 EATON CORP COMMON STOCK 278058102 132299 2022900 DEFINED 02 03 2022900 EATON VANCE CORP COMMON STOCK 278265103 593 25300 SOLE 25300 EBAY INC COMMON STOCK 278642103 362671 9722132 DEFINED 03 9722132 ECHELON CORP COMMON STOCK 27874N105 55 8000 SOLE 8000 ECHOSTAR COMM - A COMMON STOCK 278762109 20718 708300 SOLE 708300 ECLIPSYS CORP COMMON STOCK 278856109 416 26900 SOLE 26900 ECOLAB INCORPORATED COMMON STOCK 278865100 268 7622 DEFINED 03 7622 EDISON INTERNATIONAL COMMON STOCK 281020107 32764 943665 DEFINED 02 03 943665 EDO CORP COMMON STOCK 281347104 1217 40500 SOLE 40500 EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 3 100 SOLE 100 EDUCATION REALTY TRUST COMMON STOCK 28140H104 10834 651500 SOLE 651500 EDWARDS LIFESCIENCE COMMON STOCK 28176E108 886 20500 DEFINED 02 20500 EFUNDS CORP COMMON STOCK 28224R101 6620 296600 SOLE 296600 EL PASO CORPORATION COMMON STOCK 28336L109 265 25000 SOLE 25000 EL PASO CORP CV CONVERTIBLE BONDS 28336LAC3 5 9000 DEFINED 03 9000 ELAN CORP PLC ADR AMER DEP RECEIPT 284131208 122 37600 SOLE 37600 ELECTRO RENT CORP COMMON STOCK 285218103 129 9600 SOLE 9600 ELECTRO SCIENTIFIC COMMON STOCK 285229100 2220 114500 SOLE 114500 ELECTRONIC ARTS INC. 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COMMON STOCK 292845104 1712 57000 SOLE 57000 ENGINEERED SUPPORT SYS COMMON STOCK 292866100 527 9850 SOLE 9850 ENNIS INC COMMON STOCK 293389102 190 11200 SOLE 11200 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 2115 76900 SOLE 76900 ENTEGRIS INC COMMON STOCK 29362U104 295 29800 SOLE 29800 ENTERASYS NETWORKS INC COMMON STOCK 293637104 7 4800 SOLE 4800 ENTERGY CORP COMMON STOCK 29364G103 26515 375619 DEFINED 03 375619 ENTERTAINMENT PROPERTIES COMMON STOCK 29380T105 290 7000 SOLE 7000 ENTRUST TECHNOLOGIES COMMON STOCK 293848107 920 245300 SOLE 245300 ENZON PHARMACEUTICALS CV CONVERTIBLE BONDS 293904AB4 18753 20750000 SOLE 20750000 ENZO BIOCHEM INC COMMON STOCK 294100102 688 47700 SOLE 47700 EPLUS INC COMMON STOCK 294268107 363 31100 SOLE 31100 EQUIFAX INC. COMMON STOCK 294429105 11791 384200 SOLE 384200 EQUINIX INC COMMON STOCK 29444U502 6725 158826 SOLE 158826 EQUITABLE RESOURCES,INC. 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COMMON STOCK 294741103 515 17100 SOLE 17100 EQUITY ONE INC COMMON STOCK 294752100 2 100 SOLE 100 EQUITY RESIDENTIAL COMMON STOCK 29476L107 2645 82125 SOLE 82125 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 1258 106750 SOLE 106750 ERICSSON (LM) TEL-SP ADR AMER DEP RECEIPT 294821608 8358 296390 DEFINED 02 296390 ESCO TECH INC COMMON STOCK 296315104 6444 80200 SOLE 80200 ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 16491 477300 SOLE 477300 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 2973 92900 SOLE 92900 EURONET WORLDWIDE INC COMMON STOCK 298736109 16679 584200 SOLE 584200 EVERGREEN SOLAR INC COMMON STOCK 30033R108 6647 940210 SOLE 940210 EXAR CORP COMMON STOCK 300645108 5871 438100 SOLE 438100 EXELON CORPORATION COMMON STOCK 30161N101 155567 3463560 DEFINED 02 03 3463560 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 132746 2478926 SOLE 2478926 EXPONENT INC COMMON STOCK 30214U102 1830 76600 SOLE 76600 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 108306 1242225 DEFINED 02 03 1242225 EXPRESSJET HOLDINGS INC COMMON STOCK 30218U108 3302 289400 SOLE 289400 EXTRA SPACE STORAGE INC COMMON STOCK 30225T102 338 25000 SOLE 25000 EXTREME NETWORKS INC COMMON STOCK 30226D106 1883 319700 SOLE 319700 EXXON MOBIL CORP COMMON STOCK 30231G102 1198851 20118884 DEFINED 02 03 20118884 FEI COMPANY COMMON STOCK 30241L109 424 18300 SOLE 18300 FMC CORPORATION COMMON STOCK 302491303 11460 214400 SOLE 214400 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 607 18300 SOLE 18300 F.N.B. CORP COMMON STOCK 302520101 377 19700 SOLE 19700 FPIC INSURANCE GROUP COMMON STOCK 302563101 2402 74700 SOLE 74700 FPL GROUP INC. COMMON STOCK 302571104 28668 711560 DEFINED 02 03 711560 FTD GROUP INC COMMON STOCK 30267U108 1801 148600 SOLE 148600 FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 14779 447700 SOLE 447700 FAIR ISAAC CORP COMMON STOCK 303250104 837 24300 SOLE 24300 FAIRCHILD SEMICO INTL CLA COMMON STOCK 303726103 12952 844860 SOLE 844860 FAIRPOINT COM. COMMON STOCK 305560104 13183 880600 SOLE 880600 FALCONSTOR SOFTWARE COMMON STOCK 306137100 1121 187800 SOLE 187800 FAMILY DOLLAR STORES COMMON STOCK 307000109 6 200 SOLE 200 FARMER BROS CO COMMON STOCK 307675108 26 1100 SOLE 1100 FASTENAL CO. 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INC. 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FULLER CO COMMON STOCK 359694106 1291 44500 SOLE 44500 FURNITURE BRANDS INTL COMMON STOCK 360921100 4670 214100 SOLE 214100 G & K SERVICES INC -CL A COMMON STOCK 361268105 3392 84200 SOLE 84200 GATX CORP COMMON STOCK 361448103 9940 299500 SOLE 299500 GB&T BANCSHARES INC COMMON STOCK 361462104 422 19500 SOLE 19500 THE GEO GROUP INC COMMON STOCK 36159R103 1452 50800 SOLE 50800 GFI GROUP INC COMMON STOCK 361652209 131 4900 SOLE 4900 GSI COMMERCE INC COMMON STOCK 36238G102 1124 83100 SOLE 83100 GTSI CORP COMMON STOCK 36238K103 54 5600 SOLE 5600 GABELLI ASSET MGMT INC COMMON STOCK 36239Y102 8144 182400 SOLE 182400 GAMESTOP CORP COMMON STOCK 36466R101 5292 238800 SOLE 238800 GAMESTOP CORP COMMON STOCK 36466R200 393 17618 DEFINED 03 17618 GANNETT CO COMMON STOCK 364730101 13670 172800 DEFINED 02 03 172800 GAP INC COMMON STOCK 364760108 150178 6876285 DEFINED 03 6876285 GAP INC CV CONVERTIBLE BONDS 364760AJ7 4 3000 DEFINED 03 3000 GARDNER DENVER INC COMMON STOCK 365558105 3062 77500 SOLE 77500 GATEWAY INC. COMMON STOCK 367626108 24 6000 SOLE 6000 GAYLORD ENT -CL A COMMON STOCK 367905106 2897 71700 SOLE 71700 GEN-PROBE INC COMMON STOCK 36866T103 39371 883560 SOLE 883560 GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W106 104 24000 SOLE 24000 GENENCOR INTL INC COMMON STOCK 368709101 17 900 SOLE 900 GENENTECH INC COMMON STOCK 368710406 313590 5539485 DEFINED 02 5539485 GENERAL BINDING CORP COMMON STOCK 369154109 428 20400 SOLE 20400 GENERAL CABLE CORP COMMON STOCK 369300108 950 78700 SOLE 78700 GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 16978 158645 DEFINED 03 158645 GENERAL ELECTRIC CO. 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COMMON STOCK 373200203 11050 240303 DEFINED 03 240303 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 13007 366500 DEFINED 02 366500 GETTY IMAGES INC COMMON STOCK 374276103 59604 838200 SOLE 838200 GETTY REALTY CORP COMMON STOCK 374297109 572 22400 SOLE 22400 GIANT INDUSTRIES INC COMMON STOCK 374508109 511 19900 SOLE 19900 GILEAD SCIENCES INC COMMON STOCK 375558103 393459 10990680 DEFINED 02 03 10990680 GILLETTE COMPANY COMMON STOCK 375766102 294589 5836431 DEFINED 03 5836431 GLACIER BANCORP INC COMMON STOCK 37637Q105 936 30675 SOLE 30675 GLAMIS GOLD LTD COMMON STOCK 376775102 18389 1178000 SOLE 1178000 GLATFELTER COMMON STOCK 377316104 3488 236500 SOLE 236500 GLAXOSMITHKLINE PLC ADR AMER DEP RECEIPT 37733W105 12863 279236 DEFINED 02 03 279236 GLENBOROUGH REALTY TRST COMMON STOCK 37803P105 201 10500 SOLE 10500 GLIMCHER REALTY TRUST COMMON STOCK 379302102 659 27800 SOLE 27800 GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 1864 198348 SOLE 198348 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 45544 706220 SOLE 706220 GOLD FIELDS LTD ADR AMER DEP RECEIPT 38059T106 7583 660000 SOLE 660000 GOLDCORP INC COMMON STOCK 380956409 5968 420000 SOLE 420000 GOLDEN STAR RESOURCES LTD COMMON STOCK 38119T104 5404 1882800 SOLE 1882800 GOLDEN TELECOM INC COMMON STOCK 38122G107 156 6100 SOLE 6100 GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 23806 393378 DEFINED 03 393378 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 116494 1059270 DEFINED 02 03 1059270 GOODRICH CORP COMMON STOCK 382388106 7698 201074 DEFINED 03 201074 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 10943 819700 SOLE 819700 GOODY'S FAMILY CLOTHING COMMON STOCK 382588101 1583 175300 SOLE 175300 GOOGLE INC-CL A COMMON STOCK 38259P508 33858 187570 SOLE 187570 W.R. GRACE & CO. COMMON STOCK 38388F108 4318 506800 SOLE 506800 GRACO INC COMMON STOCK 384109104 3743 92750 SOLE 92750 GRAFTECH INTL LTD COMMON STOCK 384313102 3396 596900 SOLE 596900 W.W. GRAINGER INC. COMMON STOCK 384802104 9310 149475 DEFINED 02 03 149475 GRAMERCY CAPITAL CORP COMMON STOCK 384871109 2676 137225 SOLE 137225 GRANITE CONSTRUCTION COMMON STOCK 387328107 3146 119750 SOLE 119750 GRANT PRIDECO INC. COMMON STOCK 38821G101 2426 100400 SOLE 100400 GRAPHIC PACKAGING CORP COMMON STOCK 388688103 553 125500 SOLE 125500 GRAVITY CO LTD COMMON STOCK 38911N107 1652 175000 SOLE 175000 GRAY TELEVISION INC COMMON STOCK 389375106 1525 105400 SOLE 105400 GREAT AMERN FINL RESOURCE COMMON STOCK 389915109 281 16600 SOLE 16600 GREAT ATLANTIC & PAC COMMON STOCK 390064103 1322 88700 SOLE 88700 GREAT LAKES CHEMCIAL CORP COMMON STOCK 390568103 2351 73200 SOLE 73200 GREAT WOLF RESORT INC COMMON STOCK 391523107 1537 61600 SOLE 61600 GREATER BAY BANCORP COMMON STOCK 391648102 1999 81900 SOLE 81900 GREEN MOUNTAIN PWR COMMON STOCK 393154109 516 17600 SOLE 17600 GREENBRIER COMPANIES INC. COMMON STOCK 393657101 804 22900 SOLE 22900 GREENFIELD ONLINE COMMON STOCK 395150105 12534 637880 SOLE 637880 GREENHILL & CO INC COMMON STOCK 395259104 727 20300 SOLE 20300 GREIF, INC COMMON STOCK 397624107 8696 124800 SOLE 124800 GROUPE DANONE AMER DEP RECEIPT 399449107 72 3880 DEFINED 03 3880 GRUPO TELEVISA SA SPONS AMER DEP RECEIPT 40049J206 198789 3380760 SOLE 3380760 GTECH HOLDINGS CORP COMMON STOCK 400518106 12 500 SOLE 500 GUESS? INC COMMON STOCK 401617105 2300 167900 SOLE 167900 GUIDANT CORP COMMON STOCK 401698105 21795 295082 DEFINED 03 295082 GUITAR CENTER INC COMMON STOCK 402040109 6464 117900 SOLE 117900 GULF ISLAND FABRICATION COMMON STOCK 402307102 1652 70400 SOLE 70400 HCA INC COMMON STOCK 404119109 30117 562200 SOLE 562200 HCC INSURANCE HLDS INC. COMMON STOCK 404132102 2350 65000 SOLE 65000 HNI CORP COMMON STOCK 404251100 1677 37300 SOLE 37300 HRPT PPTYS TR COMMON STOCK 40426W101 664 55730 DEFINED 03 55730 HSBC HOLDINGS PLC - ADR AMER DEP RECEIPT 404280406 17591 220389 DEFINED 02 03 220389 HAEMONETICS CORP COMMON STOCK 405024100 9591 227500 SOLE 227500 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 4 200 SOLE 200 HALLIBURTON COMPANY COMMON STOCK 406216101 144797 3347891 DEFINED 02 03 3347891 HALLIBURTON CO CONVERTIBLE BONDS 406216AM3 1295 1000000 SOLE 1000000 HAMPSHIRE GROUP LTD COMMON STOCK 408859106 240 6000 SOLE 6000 HANCOCK HLDG CO COMMON STOCK 410120109 229 7050 SOLE 7050 HANDLEMAN CO COMMON STOCK 410252100 2182 115100 SOLE 115100 HANMI FINANCIAL CORP COMMON STOCK 410495105 1349 81500 SOLE 81500 HANSEN NATURAL CORP COMMON STOCK 411310105 3310 55100 SOLE 55100 HARBOR FLORIDA BANCSHARES COMMON STOCK 411901101 2186 64100 SOLE 64100 HARLAND (JOHN H.) CO COMMON STOCK 412693103 4986 145100 SOLE 145100 HARLEY DAVIDSON INC. COMMON STOCK 412822108 98512 1705182 DEFINED 03 1705182 HARLEYSVILLE GROUP INC COMMON STOCK 412824104 35 1769 SOLE 1769 HARMAN INTERNATIONAL COMMON STOCK 413086109 17186 194223 DEFINED 03 194223 HARMONIC INC COMMON STOCK 413160102 739 77300 SOLE 77300 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 6029 773000 SOLE 773000 HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 13 200 SOLE 200 HARRIS & HARRIS GROUP INC COMMON STOCK 413833104 1426 118410 SOLE 118410 HARRIS CORP. COMMON STOCK 413875105 3252 99600 SOLE 99600 HARSCO CORPORATION COMMON STOCK 415864107 5651 94800 SOLE 94800 HARTE-HANKS INC COMMON STOCK 416196103 1193 43300 SOLE 43300 HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 323204 4714160 DEFINED 03 4714160 HARTMARX CORP COMMON STOCK 417119104 2165 226900 SOLE 226900 HARVEST NATURAL RESOURCES COMMON STOCK 41754V103 4125 346900 SOLE 346900 HASBRO INCORPORATED COMMON STOCK 418056107 1728 84500 SOLE 84500 HASBRO, INC CV CONVERTIBLE BONDS 418056AN7 3255 3000000 SOLE 3000000 HAVERTY FURNITURE COMMON STOCK 419596101 207 13600 SOLE 13600 HAWAIIAN HOLDINGS INC COMMON STOCK 419879101 693 106000 SOLE 106000 ***HEALTHCARE SERVICE GRP COMMON STOCK 421906108 3292 135750 SOLE 135750 HEALTH MGMT ASSOC INC A COMMON STOCK 421933102 62696 2394800 SOLE 2394800 HEALTH MANAGEMENT CV CONVERTIBLE BONDS 421933AF9 7134 6500000 SOLE 6500000 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 1472 40400 SOLE 40400 HEALTH CARE REIT INC COMMON STOCK 42217K106 1299 40600 SOLE 40600 HEALTHEXTRAS INC COMMON STOCK 422211102 1339 80400 SOLE 80400 HEALTHTRONICS INC COMMON STOCK 42222L107 883 82100 SOLE 82100 HEARTLAND EXPRESS INC COMMON STOCK 422347104 3021 157750 SOLE 157750 HEARTLAND FINANCIAL USA COMMON STOCK 42234Q102 18 900 SOLE 900 HECLA MINING COMMON STOCK 422704106 2959 540000 SOLE 540000 HEICO CORP COMMON STOCK 422806109 30 1500 SOLE 1500 HEICO CORP-CL A COMMON STOCK 422806208 12 780 SOLE 780 HEIDRICK & STRUGGLES COMMON STOCK 422819102 7761 211058 SOLE 211058 H.J. HEINZ COMPANY COMMON STOCK 423074103 13527 366735 DEFINED 02 03 366735 HELIX TECH CORP. COMMON STOCK 423319102 2475 160000 SOLE 160000 HELMERICH & PAYNE COMMON STOCK 423452101 4374 110200 SOLE 110200 HERCULES, INC. COMMON STOCK 427056106 659 45450 SOLE 45450 HERITAGE PROPERTY INVEST COMMON STOCK 42725M107 804 27100 SOLE 27100 HERSHEY CO/THE COMMON STOCK 427866108 28191 466910 DEFINED 02 03 466910 HEWLETT-PACKARD CO. COMMON STOCK 428236103 125852 5736244 DEFINED 02 03 5736244 HEXCEL CORP COMMON STOCK 428291108 6004 387100 SOLE 387100 HIBBETT SPORTING GOODS COMMON STOCK 428565105 3308 110112 SOLE 110112 HIBERNIA CORP - CL A COMMON STOCK 428656102 9753 304700 SOLE 304700 HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 837 31200 SOLE 31200 HILTON HOTELS CORPORATION COMMON STOCK 432848109 1321 59100 SOLE 59100 HILTON HOTELS CONVERTIBLE BONDS 432848AZ2 6 5000 DEFINED 03 5000 HOLLINGER INTL INC COMMON STOCK 435569108 65 6000 SOLE 6000 HOLLY CORP COMMON STOCK 435758305 6053 162400 SOLE 162400 HOLLYWOOD ENTERTAINMENT COMMON STOCK 436141105 2365 179600 SOLE 179600 HOLOGIC INC COMMON STOCK 436440101 5151 161588 SOLE 161588 HOME FEDERAL BANCORP - IN COMMON STOCK 436926109 55 2200 SOLE 2200 HOME DEPOT INC COMMON STOCK 437076102 339196 8865880 DEFINED 02 03 8865880 HOME PROPERTIES NEW YORK COMMON STOCK 437306103 8 200 SOLE 200 HONDA MTR LTD AMER DEP RECEIPT 438128308 0 1 DEFINED 03 1 HONEYWELL INTL INC COMMON STOCK 438516106 340415 9148520 DEFINED 02 03 9148520 HOOKER FURNITURE CORP COMMON STOCK 439038100 6 300 SOLE 300 HOOPER HOLMES INC COMMON STOCK 439104100 7 1800 SOLE 1800 HORACE MANN EDUCATORS COMMON STOCK 440327104 5287 298000 SOLE 298000 HORIZON FINANCIAL CORP COMMON STOCK 44041F105 39 2100 SOLE 2100 HORMEL FOODS CORP COMMON STOCK 440452100 4912 157900 SOLE 157900 HOSPIRA INC COMMON STOCK 441060100 1744 54039 DEFINED 03 54039 HOST MARRIOTT CORP. COMMON STOCK 44107P104 11970 722800 SOLE 722800 HOUSTON EXPLORATION CO COMMON STOCK 442120101 8150 143100 SOLE 143100 HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 9109 178600 SOLE 178600 HUB GROUP INC -CL A COMMON STOCK 443320106 3660 58400 SOLE 58400 HUBBELL, INC. COMMON STOCK 443510201 2202 43100 SOLE 43100 HUDSON HIGHLAND GRP INC COMMON STOCK 443792106 1929 112900 SOLE 112900 HUDSON UNITED BANCORP COMMON STOCK 444165104 617 17500 SOLE 17500 HUGHES SUPPLY INC COMMON STOCK 444482103 16381 550554 DEFINED 03 550554 HUMANA INC COMMON STOCK 444859102 19224 601865 DEFINED 02 03 601865 HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 17201 1865590 SOLE 1865590 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 6806 155500 SOLE 155500 HUNTINGTON BANCSHARES COMMON STOCK 446150104 2020 84500 SOLE 84500 HUNTSMAN CORP COMMON STOCK 447011107 16 700 SOLE 700 HURRAY HOLDING CO COMMON STOCK 447773102 211 25000 SOLE 25000 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 8049 231430 SOLE 231430 HYDRIL CO COMMON STOCK 448774109 3253 55700 SOLE 55700 IDT CORP -B COMMON STOCK 448947309 142929 9663882 DEFINED 03 9663882 HYPERCOM CORP COMMON STOCK 44913M105 463 97900 SOLE 97900 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 25835 585690 SOLE 585690 IAC/INTERACTIVE CORP COMMON STOCK 44919P102 8919 400500 SOLE 400500 ICOS CORPORATION COMMON STOCK 449295104 22 1000 SOLE 1000 ID BIOMEDICAL CORP COMMON STOCK 44936D108 1145 75000 SOLE 75000 IDX SYSTEMS CORP COMMON STOCK 449491109 1285 37000 SOLE 37000 IHOP CORPORATION COMMON STOCK 449623107 2332 48900 SOLE 48900 IMS HEALTH INC COMMON STOCK 449934108 78645 3224460 SOLE 3224460 IRSA GDR GLOBAL DEP RECEIPT 450047204 8624 687200 SOLE 687200 ISTAR FINANCIAL INC COMMON STOCK 45031U101 8 200 SOLE 200 ITLA CAPITAL CORPORATION COMMON STOCK 450565106 245 4900 SOLE 4900 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 6276 129400 SOLE 129400 IXIA COMMON STOCK 45071R109 4448 250040 SOLE 250040 IAMGOLD CORP COMMON STOCK 450913108 12962 2111000 SOLE 2111000 ICICI BANK SPON ADR AMER DEP RECEIPT 45104G104 221883 10708625 SOLE 10708625 IDACORP INC COMMON STOCK 451107106 5143 181300 SOLE 181300 IDEX CORP COMMON STOCK 45167R104 12884 319300 SOLE 319300 IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 2520 254800 SOLE 254800 IDENTIX INC COMMON STOCK 451906101 1582 313300 SOLE 313300 ILLINOIS TOOL WORKS COMMON STOCK 452308109 26724 298480 DEFINED 03 298480 ILLUMINA INC COMMON STOCK 452327109 12 1500 SOLE 1500 IMATION CORPORATION COMMON STOCK 45245A107 622 17900 SOLE 17900 IMAX CORP USD COMMON STOCK 45245E109 10162 1099810 SOLE 1099810 IMAGISTICS INTL INC COMMON STOCK 45247T104 1666 47700 SOLE 47700 IMMUCOR INC COMMON STOCK 452526106 8224 272395 SOLE 272395 IMMUNOGEN, INCORPORATED COMMON STOCK 45253H101 379 72500 SOLE 72500 IMPAC MORTGAGE HOLDINGS COMMON STOCK 45254P102 46 2400 SOLE 2400 IMPERIAL SUGAR CO COMMON STOCK 453096208 268 19300 SOLE 19300 IMPERIAL TOBACCO GROUP PLC AMER DEP RECEIPT 453142101 32 578 DEFINED 03 578 INAMED CORP COMMON STOCK 453235103 12393 177350 SOLE 177350 INCO LTD. 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COMMON STOCK 460254105 85640 1882200 SOLE 1882200 INTERNATIONAL SECURITIES COMMON STOCK 46031W204 2020 77700 SOLE 77700 INTERNET SECURITY SYSTEMS COMMON STOCK 46060X107 10630 580900 SOLE 580900 INTERPOOL INC. COMMON STOCK 46062R108 340 15400 SOLE 15400 INTERPUBLIC GROUP CV CONVERTIBLE BONDS 460690AT7 1853 1500000 SOLE 1500000 INTERSIL CORP COMMON STOCK 46069S109 3868 223300 SOLE 223300 INTRAWEST CORP COMMON STOCK 460915200 12435 650000 SOLE 650000 INTERTAPE POLYMER GROUP INC COMMON STOCK 460919103 13 1441 DEFINED 03 1441 INTERVOICE-BRITE INC COMMON STOCK 461142101 930 82800 SOLE 82800 INTERWOVEN INC COMMON STOCK 46114T508 1851 237600 SOLE 237600 INTRALASE CORP COMMON STOCK 461169104 1374 82100 SOLE 82100 INTUIT INC COMMON STOCK 461202103 53063 1212300 DEFINED 02 1212300 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 1873 41200 SOLE 41200 INVESTMENT TECH GROUP COMMON STOCK 46145F105 2424 138500 SOLE 138500 INVITROGEN CORP COMMON STOCK 46185R100 346 5000 SOLE 5000 INVITROGEN CORP CV CONVERTIBLE BONDS 46185RAK6 6300 7000000 SOLE 7000000 INVESTORS FIN. SVCS COMMON STOCK 461915100 60042 1227600 SOLE 1227600 IOMEGA CORP COMMON STOCK 462030305 26 5905 DEFINED 03 5905 IOWA TELECOMM SERV COMMON STOCK 462594201 3822 196000 SOLE 196000 IPAYMENT INC COMMON STOCK 46262E105 1329 31500 SOLE 31500 IRWIN FINL CORP COMMON STOCK 464119106 189 8200 SOLE 8200 ISHARES TR MUTUAL FUNDS OPEN END 464287200 140 1161 DEFINED 03 1161 ISHARES TR COMMON STOCK 464287465 18 111 DEFINED 03 111 ISHARES RUSSELL 2000 MUTUAL FUNDS OPEN END 464287655 3054 25000 SOLE 25000 ISLE OF CAPRI CASINOS COMMON STOCK 464592104 7222 272100 SOLE 272100 IVANHOE MINES COMMON STOCK 46579N103 11937 1598000 SOLE 1598000 IXYS CORPORATION COMMON STOCK 46600W106 144 12600 SOLE 12600 J&J SNACK FOODS CORP COMMON STOCK 466032109 1551 33123 SOLE 33123 JDS UNIPHASE CORP COMMON STOCK 46612J101 6999 4190663 DEFINED 02 03 4190663 JDS UNIPHASE CV CONVERTIBLE BONDS 46612JAB7 10665 13500000 SOLE 13500000 JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 28 2000 SOLE 2000 JLG INDUSTRIES INC. COMMON STOCK 466210101 9991 463600 SOLE 463600 JPMORGAN CHASE & CO COMMON STOCK 46625H100 589200 16861326 DEFINED 02 03 16861326 J2 GLOBAL COMMUNICATIONS COMMON STOCK 46626E205 11628 338900 SOLE 338900 JABIL CIRCUIT INC COMMON STOCK 466313103 2156 75600 SOLE 75600 JACK IN THE BOX, INC. COMMON STOCK 466367109 9086 244900 SOLE 244900 JACKSON HEWITT TAX SERV COMMON STOCK 468202106 3015 144100 SOLE 144100 JACUZZI BRANDS INC COMMON STOCK 469865109 11781 1207100 SOLE 1207100 JAKKS PACIFIC INC COMMON STOCK 47012E106 2929 136400 SOLE 136400 JAMDAT MOBILE INC COMMON STOCK 47023T100 1713 99340 SOLE 99340 JARDEN CORP COMMON STOCK 471109108 13076 285000 SOLE 285000 JEFFERIES GROUP INC (NEW) COMMON STOCK 472319102 565 15000 SOLE 15000 JEFFERSON-PILOT COMMON STOCK 475070108 15 300 DEFINED 02 300 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 28653 1504900 SOLE 1504900 JO-ANN STORES INC COMMON STOCK 47758P307 961 34200 SOLE 34200 JOHNSON & JOHNSON COMMON STOCK 478160104 880233 13168724 DEFINED 02 03 13168724 JOHNSON CONTROLS COMMON STOCK 478366107 596 10280 DEFINED 02 03 10280 JONES APPAREL GROUP COMMON STOCK 480074103 1523 45425 DEFINED 02 03 45425 JONES LANG LASALLE INC COMMON STOCK 48020Q107 7487 160500 SOLE 160500 JOS A BANK CLOTHIERS INC COMMON STOCK 480838101 15 500 SOLE 500 JOURNAL COMMUNICATIONS COMMON STOCK 481130102 154 9300 SOLE 9300 JOY GLOBAL INC COMMON STOCK 481165108 19372 552548 SOLE 552548 JUNIPER NETWORKS INC COMMON STOCK 48203R104 59295 2687890 SOLE 2687890 JUPITERMEDIA CORP COMMON STOCK 48207D101 3714 239460 SOLE 239460 KCS ENERGY INC COMMON STOCK 482434206 7637 497200 SOLE 497200 KFX INC COMMON STOCK 48245L107 17 1300 SOLE 1300 KLA-TENCOR CORPORATION COMMON STOCK 482480100 14201 308650 DEFINED 03 308650 K-SWISS INC - CL A COMMON STOCK 482686102 8439 255500 SOLE 255500 KADANT INC COMMON STOCK 48282T104 378 20400 SOLE 20400 KAMAN CORP CL A COMMON STOCK 483548103 27 2200 SOLE 2200 KANSAS CITY SOUTHERN COMMON STOCK 485170302 3530 183300 SOLE 183300 KEANE INC COMMON STOCK 486665102 1433 109935 DEFINED 03 109935 KB HOME COMMON STOCK 48666K109 20931 178559 DEFINED 02 03 178559 KEITHLEY INSTRUMENTS INC COMMON STOCK 487584104 2031 125900 SOLE 125900 KELLOGG COMPANY COMMON STOCK 487836108 2721 62862 DEFINED 02 03 62862 KELLWOOD COMPANY COMMON STOCK 488044108 4356 151300 SOLE 151300 KELLY SERVICES CL A COMMON STOCK 488152208 602 20900 SOLE 20900 KEMET CORP COMMON STOCK 488360108 715 92300 SOLE 92300 KENNAMETAL INC COMMON STOCK 489170100 2740 57700 SOLE 57700 KENSEY NASH CORP COMMON STOCK 490057106 1410 52086 SOLE 52086 KERR-MCGEE CORP COMMON STOCK 492386107 36071 460500 SOLE 460500 KERYX BIOPHARMACEUTICALS COMMON STOCK 492515101 1 100 SOLE 100 KEYCORP COMMON STOCK 493267108 41328 1273600 SOLE 1273600 KEYNOTE SYSTEMS INC COMMON STOCK 493308100 172 14500 SOLE 14500 KEYSTONE AUTOMOTIVE INDS COMMON STOCK 49338N109 14 600 SOLE 600 KFORCE INC COMMON STOCK 493732101 158 14373 SOLE 14373 KIMBALL INTERNATIONAL -B COMMON STOCK 494274103 879 60600 SOLE 60600 KILROY REALTY CORP COMMON STOCK 49427F108 4337 106025 SOLE 106025 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 116702 1774467 DEFINED 02 03 1774467 KIMCO REALTY CORP COMMON STOCK 49446R109 2788 51725 SOLE 51725 KINDER MORGAN, INC. COMMON STOCK 49455P101 162446 2145920 DEFINED 03 2145920 ***KINDER MORGAN MGMT LLC COMMON STOCK 49455U100 206348 5083725 SOLE 5083725 KINDRED HEALTHCARE INC COMMON STOCK 494580103 10660 303700 SOLE 303700 KINETIC CONCEPTS INC COMMON STOCK 49460W208 17977 301370 SOLE 301370 KING PHARMACEUTICALS INC COMMON STOCK 495582108 647 77900 DEFINED 02 77900 KINROSS GOLD CORP COMMON STOCK 496902404 9452 1575290 SOLE 1575290 KIRBY CORP. COMMON STOCK 497266106 1677 39900 SOLE 39900 KNOLL INC COMMON STOCK 498904200 6537 391916 SOLE 391916 KNIGHT-RIDDER INC COMMON STOCK 499040103 3786 56300 SOLE 56300 KNIGHT TRADING GROUP INC. COMMON STOCK 499063105 5784 600000 SOLE 600000 KNIGHT TRANSPORTATION INC COMMON STOCK 499064103 530 21500 SOLE 21500 KOHLS CORPORATION COMMON STOCK 500255104 193184 3741700 SOLE 3741700 KOMAG INC COMMON STOCK 500453204 630 28200 SOLE 28200 Koninklijke Philips ADR AMER DEP RECEIPT 500472303 1445 53908 DEFINED 02 03 53908 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 8015 421200 SOLE 421200 KOS PHARMACEUTICALS INC COMMON STOCK 500648100 21 500 SOLE 500 KROGER COMPANY COMMON STOCK 501044101 5256 327900 SOLE 327900 KRONOS INC COMMON STOCK 501052104 16092 314850 SOLE 314850 KRONOS WORLDWIDE COMMON STOCK 50105F105 1 32 SOLE 32 KULICKE & SOFFA IND. COMMON STOCK 501242101 767 122000 SOLE 122000 Kyocera Corp Spon ADR AMER DEP RECEIPT 501556203 858 11400 DEFINED 02 03 11400 KYPHON INC COMMON STOCK 501577100 448 17800 SOLE 17800 LCA-VISION INC COMMON STOCK 501803308 7723 231936 SOLE 231936 LKQ CORP COMMON STOCK 501889208 12 600 SOLE 600 LSI LOGIC CORPORATION COMMON STOCK 502161102 6293 1125608 DEFINED 03 1125608 LSI LOGIC CV CONVERTIBLE BONDS 502161AJ1 11281 12500000 SOLE 12500000 LTC PROPERTIES INC COMMON STOCK 502175102 231 13300 SOLE 13300 L-3 COMMUNICATIONS HLDING COMMON STOCK 502424104 100661 1417360 SOLE 1417360 LA QUINTA CORP-PAIRED COMMON STOCK 50419U202 4885 574700 SOLE 574700 LABOR READY INC COMMON STOCK 505401208 8172 438200 SOLE 438200 LAB CORP. OF AMERICA COMMON STOCK 50540R409 37040 768460 SOLE 768460 LABRANCHE & COMPANY COMMON STOCK 505447102 470 50500 SOLE 50500 LADISH COMPANY INC COMMON STOCK 505754200 354 30000 SOLE 30000 LADENBURG THALMANN FIN COMMON STOCK 50575Q102 10 14399 SOLE 14399 LAFARGE NORTH AMERICA INC COMMON STOCK 505862102 4547 77800 SOLE 77800 LAIDLAW INTERNATIONAL COMMON STOCK 50730R102 4643 223200 SOLE 223200 LAM RESEARCH CORPORATION COMMON STOCK 512807108 3786 131200 SOLE 131200 LAMAR ADVERTISING CO COMMON STOCK 512815101 14271 354200 SOLE 354200 LANCASTER COLONY CORP COMMON STOCK 513847103 5021 118000 SOLE 118000 LANCE, INC. COMMON STOCK 514606102 1763 109700 SOLE 109700 LANDAUER INC COMMON STOCK 51476K103 81 1700 SOLE 1700 LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 12367 247200 SOLE 247200 LANDRY'S RESTAURANTS INC COMMON STOCK 51508L103 3282 113500 SOLE 113500 LANDSTAR SYSTEM INC COMMON STOCK 515098101 1192 36400 SOLE 36400 LASERSCOPE COMMON STOCK 518081104 10 300 SOLE 300 LATTICE SEMICONDUCTOR COMMON STOCK 518415104 1204 224300 SOLE 224300 ESTEE LAUDER CL A COMMON STOCK 518439104 89154 1982087 DEFINED 02 03 1982087 LAUREATE EDUCATION INC COMMON STOCK 518613104 12126 283380 SOLE 283380 LAWSON PRODUCTS COMMON STOCK 520776105 412 8800 SOLE 8800 LAWSON SOFTWARE COMMON STOCK 520780107 820 138971 SOLE 138971 LECROY CORP COMMON STOCK 52324W109 110 6420 SOLE 6420 LEGGETT & PLATT INC COMMON STOCK 524660107 4581 158625 DEFINED 02 03 158625 LEGG MASON INC COMMON STOCK 524901105 84071 1075900 SOLE 1075900 LEHMAN BROTHERS HLDNGS IN COMMON STOCK 524908100 207108 2199746 DEFINED 02 03 2199746 LENNAR CORP (CLASS A) COMMON STOCK 526057104 13728 242200 DEFINED 02 242200 LENNOX INTERNATIONAL INC COMMON STOCK 526107107 5927 270400 SOLE 270400 LEVEL 3 COMMUNICATIONS CONVERTIBLE BONDS 52729NAS9 7357 14250000 SOLE 14250000 LEXINGTON CORP PROP TR COMMON STOCK 529043101 1697 77350 SOLE 77350 LEXMARK INTERNATIONAL INC COMMON STOCK 529771107 39 463 DEFINED 03 463 LIBBEY INC COMMON STOCK 529898108 21 1000 SOLE 1000 LIBERTY CORP COMMON STOCK 530370105 223 5500 SOLE 5500 LIBERTY MEDIA (VIA/B) CONVERTIBLE BONDS 530715AR2 113790 132506000 DEFINED 03 132506000 LIBERTY MEDIA CORP COMMON STOCK 530718105 143020 13791615 DEFINED 03 13791615 LIBERTY MEDIA CV (TWX) CONVERTIBLE BONDS 530718AF2 19257 17506000 DEFINED 03 17506000 LIBERTY MEDIA INTL INC A COMMON STOCK 530719103 9588 219198 SOLE 219198 LIFECELL CORPORATION COMMON STOCK 531927101 8 900 SOLE 900 LIFELINE SYSTEMS INC COMMON STOCK 532192101 1919 63300 SOLE 63300 LILLY (ELI) & CO COMMON STOCK 532457108 182763 3506415 DEFINED 02 03 3506415 LIMITED BRANDS INC COMMON STOCK 532716107 34150 1408112 DEFINED 02 03 1408112 LIN TV CORP COMMON STOCK 532774106 34 2000 SOLE 2000 LINCARE HOLDINGS INC. 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COMMON STOCK 534187109 11231 248780 DEFINED 03 248780 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 60551 1580560 SOLE 1580560 LITTLELFUSE INC COMMON STOCK 537008104 23 800 SOLE 800 LIZ CLAIBORNE COMMON STOCK 539320101 225 5552 DEFINED 02 03 5552 LOJACK CORPORATION COMMON STOCK 539451104 1132 82200 SOLE 82200 LOCKHEED MARTIN CORP COMMON STOCK 539830109 276812 4533460 DEFINED 03 4533460 LOCKHEED MARTIN CV CONVERTIBLE BONDS 539830AP4 5303 5000000 SOLE 5000000 LODGIAN INC COMMON STOCK 54021P403 3075 300000 SOLE 300000 LOEWS CORPORATION COMMON STOCK 540424108 40501 550730 SOLE 550730 LOEWS CORP - CAROLINA GRP COMMON STOCK 540424207 38611 1166500 SOLE 1166500 LONE STAR STEAKHOUSE COMMON STOCK 542307103 1260 43600 SOLE 43600 LONE STAR TECHNOLOGIES COMMON STOCK 542312103 2851 72300 SOLE 72300 LONGS DRUG STORES INC COMMON STOCK 543162101 8216 240100 SOLE 240100 LONGVIEW FIBRE CO COMMON STOCK 543213102 1415 75400 SOLE 75400 LOUISIANA-PACIFIC CORP. 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COMMON STOCK 55305B101 470 9600 SOLE 9600 MPS GROUP INC COMMON STOCK 553409103 1171 111400 SOLE 111400 MRV COMMUNICATIONS INC COMMON STOCK 553477100 64 19800 SOLE 19800 MRO SOFTWARE INC COMMON STOCK 55347W105 1051 74900 SOLE 74900 MSC INDUST DIRECT COMMON STOCK 553530106 21 700 SOLE 700 MSC.SOFTWARE CORP COMMON STOCK 553531104 413 37100 SOLE 37100 MTR GAMING GROUP INC COMMON STOCK 553769100 105 8500 SOLE 8500 MTS SYSTEMS CORP COMMON STOCK 553777103 3658 126000 SOLE 126000 MACATAWA BANK CORP COMMON STOCK 554225102 160 4776 SOLE 4776 MACDERMID INC COMMON STOCK 554273102 5974 183800 SOLE 183800 MACERICH CO COMMON STOCK 554382101 1126 21125 SOLE 21125 MACK CALI REALTY CORP COMMON STOCK 554489104 2787 65800 SOLE 65800 MACROVISION CORP COMMON STOCK 555904101 1928 84600 SOLE 84600 MACQUARIE INFRASTRUCTURE COMMON STOCK 55607X108 2752 98300 SOLE 98300 MACROMEDIA INC. COMMON STOCK 556100105 18406 549420 SOLE 549420 MAGELLAN HEALTH SER INC COMMON STOCK 559079207 8053 236502 SOLE 236502 MAGNUM HUNTER COMMON STOCK 55972F203 6816 423100 SOLE 423100 MAGUIRE PROPERTIES INC COMMON STOCK 559775101 437 18300 SOLE 18300 MAINSOURCE FINANCIAL GRP COMMON STOCK 56062Y102 107 4863 SOLE 4863 MANDALAY RESORT GROUP COMMON STOCK 562567107 17270 245000 SOLE 245000 MANITOWOC COMPANY COMMON STOCK 563571108 2974 73628 SOLE 73628 MANNATECH INC COMMON STOCK 563771104 4391 224600 SOLE 224600 MANOR CARE INC. COMMON STOCK 564055101 24431 671940 DEFINED 03 671940 MANPOWER INC. 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COMMON STOCK 59862K108 2979 237200 SOLE 237200 MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 22076 2621850 DEFINED 02 2621850 HERMAN MILLER INC COMMON STOCK 600544100 1072 35600 SOLE 35600 MILLIPORE CORP COMMON STOCK 601073109 106111 2444972 DEFINED 02 2444972 MILLS CORP COMMON STOCK 601148109 5462 103250 SOLE 103250 MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 13827 210200 SOLE 210200 MIPS TECHNOLOGIES INC A COMMON STOCK 604567107 8535 742170 SOLE 742170 MISSION RESOURCES CORP COMMON STOCK 605109107 423 59800 SOLE 59800 Mitsubishi Tokyo Fin ADR AMER DEP RECEIPT 606816106 2690 295404 DEFINED 02 03 295404 Mitsui & Co ADR AMER DEP RECEIPT 606827202 1316 7239 DEFINED 02 03 7239 MOBIUS MGMT SYSTEMS COMMON STOCK 606925105 83 12600 SOLE 12600 MOBILE MINI INC COMMON STOCK 60740F105 329 8150 SOLE 8150 MOBILITY ELECTRONICS COMMON STOCK 60741U101 217 31000 SOLE 31000 MODINE MFG CO COMMON STOCK 607828100 285 9700 SOLE 9700 MOHAWK INDUSTRIES INC. 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COMMON STOCK 868536103 15325 459530 SOLE 459530 SUREWEST COMMUNICATIONS COMMON STOCK 868733106 7 300 SOLE 300 SURMODICS INC COMMON STOCK 868873100 1560 48900 SOLE 48900 SWIFT ENERGY CO COMMON STOCK 870738101 4215 148200 SOLE 148200 SWIFT TRANSPORTATION CO COMMON STOCK 870756103 13162 594500 SOLE 594500 SYBASE INCORPORATED COMMON STOCK 871130100 15194 823100 SOLE 823100 SYBRON DENTAL SPCLTIES COMMON STOCK 871142105 5198 144800 SOLE 144800 SYCAMORE NETWORKS INC COMMON STOCK 871206108 754 211800 SOLE 211800 SYMANTEC CORP. COMMON STOCK 871503108 82136 3848716 DEFINED 03 3848716 SYMMETRICOM INC COMMON STOCK 871543104 5077 457800 SOLE 457800 SYMMETRY MEDICAL INC COMMON STOCK 871546206 1029 54100 SOLE 54100 SYMS CORP COMMON STOCK 871551107 123 9300 SOLE 9300 SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 11060 501600 SOLE 501600 SYNAPTICS INC COMMON STOCK 87157D109 3737 161090 SOLE 161090 SYNOPSYS INC COMMON STOCK 871607107 106037 5858424 DEFINED 02 5858424 SYNPLICITY INC COMMON STOCK 87160Y108 8 1400 SOLE 1400 SYSCO CORP COMMON STOCK 871829107 4462 124590 DEFINED 02 03 124590 TBC CORP COMMON STOCK 872183108 525 18835 DEFINED 03 18835 TECO ENERGY INC COMMON STOCK 872375100 233 14900 DEFINED 02 14900 THQ INC COMMON STOCK 872443403 4775 169700 SOLE 169700 TJX COMPANIES, INC. COMMON STOCK 872540109 15618 633954 DEFINED 03 633954 TJX COS INC CV CONVERTIBLE BONDS 872540AL3 5084 6007000 DEFINED 03 6007000 TTM TECHNOLOGIES COMMON STOCK 87305R109 771 73700 SOLE 73700 TXU CORPORATION COMMON STOCK 873168108 47208 596633 DEFINED 03 596633 TAIWAN SEMICNDUCTR ADR AMER DEP RECEIPT 874039100 15432 1819837 SOLE 1819837 TAKE-TWO INTRACTIVE SFTW COMMON STOCK 874054109 258012 6598796 DEFINED 03 6598796 TALBOTS INC. COMMON STOCK 874161102 1794 56100 SOLE 56100 TANGER FACTORY OUTLET CTRS COMMON STOCK 875465106 3148 143100 SOLE 143100 TANOX INC COMMON STOCK 87588Q109 4 400 SOLE 400 TARGET CORP COMMON STOCK 87612E106 244996 4897710 DEFINED 02 03 4897710 TAUBMAN CENTERS, INC REIT COMMON STOCK 876664103 6 200 SOLE 200 TECH DATA CORPORATION COMMON STOCK 878237106 6419 173200 SOLE 173200 TECHNICAL OLYMPIC USA COMMON STOCK 878483106 1418 46950 SOLE 46950 TECHNIP S A AMER DEP RECEIPT 878546209 77 1646 DEFINED 03 1646 TECHNITROL INC COMMON STOCK 878555101 15 1000 SOLE 1000 TECUMSEH PRODS CO COMMON STOCK 878895200 134 3370 DEFINED 03 3370 TEKELEC INC CV CONVERTIBLE BONDS 879101AE3 2093 2000000 SOLE 2000000 TEKTRONIX INC COMMON STOCK 879131100 56606 2307610 SOLE 2307610 Telecom Italia Spa-Spon ADR AMER DEP RECEIPT 87927Y102 296 7820 DEFINED 02 03 7820 TELEDYNE TECH INC COMMON STOCK 879360105 4795 153200 SOLE 153200 Telefonica SA Spon ADR AMER DEP RECEIPT 879382208 3691 69016 DEFINED 02 03 69016 TELEPHONE AND DATA SYSTMS COMMON STOCK 879433100 10184 124800 SOLE 124800 TELEWEST GLOBAL INC COMMON STOCK 87956T107 23995 1348819 SOLE 1348819 TELIK INC COMMON STOCK 87959M109 7569 501900 SOLE 501900 TELLABS INC COMMON STOCK 879664100 1 65 DEFINED 03 65 TELSTRA CORP-ADR COMMON STOCK 87969N204 836 42485 DEFINED 02 42485 TELUS CORP COMMON STOCK 87971M202 5040 163593 DEFINED 02 163593 TEMPLE-INLAND INC COMMON STOCK 879868107 8776 120970 DEFINED 03 120970 TELETECH HOLDINGS INC COMMON STOCK 879939106 15150 1172600 SOLE 1172600 TEMPUR-PEDIC INTERNTIONAL COMMON STOCK 88023U101 543 29100 SOLE 29100 TENET HEALTHCARE COMMON STOCK 88033G100 14644 1270100 SOLE 1270100 TENNECO AUTO COMMON STOCK 880349105 2919 234300 SOLE 234300 TERADYNE INCORPORATED COMMON STOCK 880770102 1 53 DEFINED 03 53 TEREX CORP COMMON STOCK 880779103 10972 253400 SOLE 253400 TERRA INDUSTRIES COMMON STOCK 880915103 1833 236200 SOLE 236200 TESORO PETE CORP COMMON STOCK 881609101 18149 490245 DEFINED 03 490245 TEVA PHARM ADR AMER DEP RECEIPT 881624209 214005 6903380 SOLE 6903380 TETRA TECHNOLOGIES INC. COMMON STOCK 88162F105 6 200 SOLE 200 TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 14398 333050 SOLE 333050 TEVA PHARM FIN CV SER A CONVERTIBLE BONDS 88164RAA5 5 5000 DEFINED 03 5000 TEVA PHARM FIN CV CONVERTIBLE BONDS 88164RAB3 6045 6000000 SOLE 6000000 TEXAS INDUSTRIES COMMON STOCK 882491103 7955 148000 SOLE 148000 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 505454 19829840 DEFINED 02 03 19829840 TEXAS REGIONAL BANCSHRS A COMMON STOCK 882673106 44 1464 SOLE 1464 TEXTRON INC COMMON STOCK 883203101 34952 468400 SOLE 468400 THE9 LTD-ADR AMER DEP RECEIPT 88337K104 143 8300 SOLE 8300 THERMO ELECTRON COMMON STOCK 883556102 44184 1747100 SOLE 1747100 THIRD WAVE TECHNOLOGIES COMMON STOCK 88428W108 1966 341300 SOLE 341300 THOMAS & BETTS CORP COMMON STOCK 884315102 8388 259700 SOLE 259700 THOMAS INDUSTRIES COMMON STOCK 884425109 717 18100 SOLE 18100 THOR INDUSTRIES INC COMMON STOCK 885160101 36 1200 SOLE 1200 THORNBURG MTG INC COMMON STOCK 885218107 35 1230 DEFINED 03 1230 3COM CORPORATION COMMON STOCK 885535104 3003 843600 SOLE 843600 3D SYSTEMS CORP COMMON STOCK 88554D205 181 9600 SOLE 9600 3M COMPANY COMMON STOCK 88579Y101 380416 4439813 DEFINED 02 03 4439813 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 2926 392800 SOLE 392800 TIDEWATER INCORPORATED COMMON STOCK 886423102 7003 180200 DEFINED 02 180200 TIER TECHNOLOGIES INC COMMON STOCK 88650Q100 12 1600 SOLE 1600 TIERONE CORP COMMON STOCK 88650R108 1363 58000 SOLE 58000 TIFFANY & CO COMMON STOCK 886547108 110464 3200000 SOLE 3200000 TIM HELLAS TELECOMM AMER DEP RECEIPT 88706Q104 6979 331400 SOLE 331400 TIMBERLAND COMPANY CL A COMMON STOCK 887100105 18364 258900 SOLE 258900 TIME WARNER INC COMMON STOCK 887317105 389941 22218475 DEFINED 02 03 22218475 TIMKEN COMPANY COMMON STOCK 887389104 1203 44000 SOLE 44000 TITAN CORP COMMON STOCK 888266103 29 1600 SOLE 1600 TITAN INTERNATIONAL INC COMMON STOCK 88830M102 1895 131900 SOLE 131900 TITANIUM METALS CORP COMMON STOCK 888339207 817 22700 SOLE 22700 TODCO-CL A COMMON STOCK 88889T107 9129 353300 SOLE 353300 TOLL BROTHERS INC COMMON STOCK 889478103 3596 45600 SOLE 45600 TOO INC COMMON STOCK 890333107 10990 445500 SOLE 445500 TORCHMARK CORPORATION COMMON STOCK 891027104 349 6630 DEFINED 02 03 6630 TORO CO COMMON STOCK 891092108 21860 247000 SOLE 247000 TORONTO-DOMINION BANK COMMON STOCK 891160509 3638 87971 SOLE 87971 TOTAL FINA ELF SA ADR AMER DEP RECEIPT 89151E109 15511 133277 DEFINED 02 03 133277 TOWER GROUP INC COMMON STOCK 891777104 9 650 SOLE 650 TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 5 200 SOLE 200 TOWN & COUNTRY TRUST COMMON STOCK 892081100 1312 49600 SOLE 49600 Toyota Motor Spon ADR AMER DEP RECEIPT 892331307 3346 43680 DEFINED 02 03 43680 TOYS 'R' US INC. COMMON STOCK 892335100 16128 626100 SOLE 626100 TPG NV Spon ADR AMER DEP RECEIPT 892339102 1678 60090 DEFINED 02 03 60090 TRAMMELL CROW COMPANY COMMON STOCK 89288R106 1925 93600 SOLE 93600 TRANSACT TECHNOLOGIES COMMON STOCK 892918103 927 92600 SOLE 92600 TRANS WORLD ENTERTAINMENT COMMON STOCK 89336Q100 3164 214800 SOLE 214800 TRANSACTION SYST ARCH COMMON STOCK 893416107 6744 291331 SOLE 291331 TRANSATLANTIC HOLDINGS IN COMMON STOCK 893521104 252 3800 SOLE 3800 TRANSMONTAIGNE INC COMMON STOCK 893934109 90 11300 SOLE 11300 TRANSWITCH CORP COMMON STOCK 894065101 336 245500 SOLE 245500 TREDEGAR CORPORATION COMMON STOCK 894650100 1583 93900 SOLE 93900 TREX COMP COMMON STOCK 89531P105 511 11500 SOLE 11500 TRIAD HOSPITALS INC COMMON STOCK 89579K109 18071 360700 SOLE 360700 TRIAD GUARANTY INC COMMON STOCK 895925105 45 850 SOLE 850 TRIARC COS-B COMMON STOCK 895927309 104 7500 SOLE 7500 TRIBUNE CO COMMON STOCK 896047107 211 5300 SOLE 5300 TRICO BANCSHARES COMMON STOCK 896095106 4 200 SOLE 200 TRIMBLE NAVIGATION COMMON STOCK 896239100 20588 608930 SOLE 608930 TRIMERIS INC COMMON STOCK 896263100 2 200 SOLE 200 TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 30 8900 SOLE 8900 TRITON PCS HOLDNGS INC A COMMON STOCK 89677M106 78 35000 SOLE 35000 TRIUMPH GROUP INC COMMON STOCK 896818101 164 4200 SOLE 4200 TRIZEC PROPERTIES INC COMMON STOCK 89687P107 3366 177150 SOLE 177150 TRIZETTO GROUP INC COMMON STOCK 896882107 383 41100 SOLE 41100 TRIPATH IMAGING INC COMMON STOCK 896942109 381 54100 SOLE 54100 TUPPERWARE CORP COMMON STOCK 899896104 4736 232600 SOLE 232600 TURKCELL ILETISIM HIZMET AMER DEP RECEIPT 900111204 31893 1867300 SOLE 1867300 TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 292 52400 SOLE 52400 24/7 REAL MEDIA INC COMMON STOCK 901314203 6500 2000000 SOLE 2000000 II-VI INC COMMON STOCK 902104108 1274 73026 SOLE 73026 TYCO INTL GROUP SA CV CONVERTIBLE BONDS 902118BF4 125216 83756000 DEFINED 03 83756000 TYCO INTL LTD COMMON STOCK 902124106 275419 8148500 DEFINED 03 8148500 TYSON FOODS CL: A COMMON STOCK 902494103 13219 792500 SOLE 792500 UCBH HLDGS INC COMMON STOCK 90262T308 13 292 DEFINED 03 292 UGI CORP. COMMON STOCK 902681105 1721 37900 SOLE 37900 UICI COMMON STOCK 902737105 2714 111900 SOLE 111900 UIL HOLDINGS CORP COMMON STOCK 902748102 355 7000 SOLE 7000 UMB FINANCIAL CORP COMMON STOCK 902788108 450 7900 SOLE 7900 UST, INC. COMMON STOCK 902911106 7233 140285 DEFINED 03 140285 US BANCORP COMMON STOCK 902973304 277689 9446263 DEFINED 02 03 9446263 URS CORP COMMON STOCK 903236107 12662 440400 SOLE 440400 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 3145 66500 SOLE 66500 USG CORP COMMON STOCK 903293405 12966 391000 SOLE 391000 USEC INC COMMON STOCK 90333E108 1516 93100 SOLE 93100 US XPRESS ENTERPRISES COMMON STOCK 90338N103 1864 114000 SOLE 114000 USA MOBILITY INC COMMON STOCK 90341G103 5837 180164 SOLE 180164 UAP HOLDING CORP COMMON STOCK 903441103 5756 357500 SOLE 357500 UBIQUITEL INC COMMON STOCK 903474302 4392 655500 SOLE 655500 ULTICOM INC COMMON STOCK 903844108 1262 113349 SOLE 113349 ULTRA CLEAN HOLDINGS COMMON STOCK 90385V107 211 34600 SOLE 34600 UNIBANCO GDR GLOBAL DEP RECEIPT 90458E107 43003 1250800 SOLE 1250800 UNIFIRST CORP COMMON STOCK 904708104 1093 27400 SOLE 27400 UNILEVER PLC AMER DEP RECEIPT 904767704 2 45 DEFINED 03 45 UNION BANKSHARES CORP COMMON STOCK 905399101 362 11300 SOLE 11300 UNION PACIFIC COMMON STOCK 907818108 13996 200805 DEFINED 03 200805 UNIONBANCAL CORP COMMON STOCK 908906100 23208 378900 SOLE 378900 UNISOURCE ENERGY CORP COMMON STOCK 909205106 10 370 DEFINED 03 370 UNITED NATIONAL GROUP COMMON STOCK 90933T109 293 15563 SOLE 15563 UNITED AUTO GROUP INC COMMON STOCK 909440109 2001 71900 SOLE 71900 UNITED COMMUNITY FINL COR COMMON STOCK 909839102 132 11900 SOLE 11900 UNITED BANKSHARES INC/WV COMMON STOCK 909907107 600 18100 SOLE 18100 UNITED CAPITAL CORP COMMON STOCK 909912107 117 4800 SOLE 4800 UNITED DEFENSE INDS INC COMMON STOCK 91018B104 10866 148000 SOLE 148000 UNITED DOMINION REALTY TR COMMON STOCK 910197102 634 30400 SOLE 30400 UNITED FIRE & CASUALTY CO COMMON STOCK 910331107 2493 73700 SOLE 73700 UNITED INDUSTRIAL CORP COMMON STOCK 910671106 2067 69800 SOLE 69800 UNITED NATURAL FOODS INC COMMON STOCK 911163103 46 1600 SOLE 1600 UNITED ONLINE INC COMMON STOCK 911268100 10249 978850 SOLE 978850 UNITED PANAM FINANCIAL COMMON STOCK 911301109 188 9200 SOLE 9200 UNITED PARCEL SERVICE CLB COMMON STOCK 911312106 124345 1709160 DEFINED 02 03 1709160 UNITED RENTALS INC COMMON STOCK 911363109 1843 91200 SOLE 91200 US CELLULAR CORP COMMON STOCK 911684108 2295 50300 SOLE 50300 US STEEL CORP COMMON STOCK 912909108 8964 176282 DEFINED 03 176282 UNITED STATIONERS INC COMMON STOCK 913004107 4068 89900 SOLE 89900 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 13919 304100 SOLE 304100 UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 256698 2524985 DEFINED 02 03 2524985 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 4519 98900 SOLE 98900 UNITEDGLOBALCOM, INC. COMMON STOCK 913247508 341382 36086820 DEFINED 03 36086820 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 167924 1761049 DEFINED 02 03 1761049 UNITRIN INC. COMMON STOCK 913275103 3251 71600 SOLE 71600 UNIVERSAL AMER FINANCIAL COMMON STOCK 913377107 8179 472800 SOLE 472800 UNIVERSAL COMPRESSION HLD COMMON STOCK 913431102 9774 258100 SOLE 258100 UNIVERSAL ELECTRONICS INC COMMON STOCK 913483103 1023 60600 SOLE 60600 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 4312 111000 SOLE 111000 UNIVERSAL TRUCKLOAD COMMON STOCK 91388P105 1671 79204 SOLE 79204 UNIVERSAL TECHNICAL INST COMMON STOCK 913915104 1593 43300 SOLE 43300 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 74699 2697691 SOLE 2697691 UNIVEST CORP OF PA COMMON STOCK 915271100 12 300 SOLE 300 UNOCAL CORP. 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COMMON STOCK 91529Y106 134629 7907631 DEFINED 02 03 7907631 URBAN OUTFITTERS INC COMMON STOCK 917047102 33915 707000 SOLE 707000 UROLOGIX INC COMMON STOCK 917273104 145 31500 SOLE 31500 USF CORP COMMON STOCK 91729Q101 4334 89800 SOLE 89800 VCA ANTECH INC COMMON STOCK 918194101 1720 85000 SOLE 85000 VF CORPORATION COMMON STOCK 918204108 16660 281700 SOLE 281700 VAIL RESORTS INC COMMON STOCK 91879Q109 2568 101700 SOLE 101700 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 2363 67600 SOLE 67600 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 11260 500000 SOLE 500000 VALERO ENERGY CORP COMMON STOCK 91913Y100 26426 360660 SOLE 360660 VALOR COMMUNICATIONS COMMON STOCK 920255106 3840 265400 SOLE 265400 VALSPAR CORP COMMON STOCK 920355104 410 8800 SOLE 8800 VALUECLICK INC COMMON STOCK 92046N102 7080 667300 SOLE 667300 VALUEVISION MEDIA INC A COMMON STOCK 92047K107 25279 2043600 SOLE 2043600 VARIAN INC. COMMON STOCK 922206107 1353 35700 SOLE 35700 VARIAN SEMICONDUCTORS COMMON STOCK 922207105 8955 235600 SOLE 235600 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 121798 3553042 SOLE 3553042 VASCO DATA SEC INTL INC COMMON STOCK 92230Y104 583 92700 SOLE 92700 VECTOR GROUP LTD COMMON STOCK 92240M108 349 22700 SOLE 22700 VENTAS INC COMMON STOCK 92276F100 2671 107000 SOLE 107000 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 15906 424600 SOLE 424600 VENTIV HEALTH INC WI COMMON STOCK 922793104 9882 429660 SOLE 429660 VERITAS SOFTWARE COMMON STOCK 923436109 55401 2385678 DEFINED 03 2385678 VERITY INC COMMON STOCK 92343C106 957 101300 SOLE 101300 VERISIGN INC COMMON STOCK 92343E102 74660 2601400 DEFINED 02 2601400 VERITAS DGC INC COMMON STOCK 92343P107 2584 86290 DEFINED 03 86290 VERIZON COMMUNICATION COMMON STOCK 92343V104 399147 11063892 DEFINED 02 03 11063892 VERINT SYSTEMS INC COMMON STOCK 92343X100 241 6900 SOLE 6900 VERTEX PHARMACEUTICALS COMMON STOCK 92532F100 300 32100 SOLE 32100 VERTRUE INC COMMON STOCK 92534N101 99 2800 SOLE 2800 VESTA INSURANCE GROUP INC COMMON STOCK 925391104 433 121900 SOLE 121900 VIACOM INC. 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COMMON STOCK 927460105 8607 273600 SOLE 273600 VIRAGE LOGIC CORP COMMON STOCK 92763R104 1218 111100 SOLE 111100 VISTEON CORP COMMON STOCK 92839U107 1172 173300 DEFINED 03 173300 VISX INC COMMON STOCK 92844S105 9953 424600 SOLE 424600 VITAL SIGNS INC COMMON STOCK 928469105 96 2400 SOLE 2400 VITAL IMAGES INC COMMON STOCK 92846N104 1796 118920 SOLE 118920 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 5 2000 SOLE 2000 Vivendi Universal ADR AMER DEP RECEIPT 92851S204 277 9050 DEFINED 02 9050 VODAFONE GROUP PLC ADR AMER DEP RECEIPT 92857W100 16857 633190 DEFINED 02 03 633190 VOLT INFORMATION SCIENCES IN COMMON STOCK 928703107 1096 45400 SOLE 45400 VORNADO REALTY TRUST COMMON STOCK 929042109 5796 83675 SOLE 83675 VULCAN MATERIALS CO COMMON STOCK 929160109 1878 33107 DEFINED 03 33107 W&T OFFSHORE INC COMMON STOCK 92922P106 6280 302500 SOLE 302500 WD-40 CO COMMON STOCK 929236107 104 3200 SOLE 3200 WFS FINANCIAL INC COMMON STOCK 92923B106 2464 57100 SOLE 57100 WCI COMMUNITIES INC COMMON STOCK 92923C104 20130 669200 SOLE 669200 WGL HOLDINGS INC COMMON STOCK 92924F106 2427 78400 SOLE 78400 W HOLDING COMPANY INC COMMON STOCK 929251106 132 12073 DEFINED 03 12073 WPP GROUP PLC SPONS ADR AMER DEP RECEIPT 929309300 10635 187465 DEFINED 02 187465 W P CAREY & CO LLC COMMON STOCK 92930Y107 349 11500 SOLE 11500 WPS RESOURCES CORP COMMON STOCK 92931B106 1466 27700 SOLE 27700 WSFS FINANCIAL CORP COMMON STOCK 929328102 3853 73300 SOLE 73300 WABASH NATIONAL CORP COMMON STOCK 929566107 10921 447600 SOLE 447600 WABTEC COMMON STOCK 929740108 1005 49004 DEFINED 03 49004 WACHOVIA CORP COMMON STOCK 929903102 369774 7263173 DEFINED 02 03 7263173 WAL-MART STORES INC. COMMON STOCK 931142103 864501 17251549 DEFINED 02 03 17251549 WALGREEN COMPANY COMMON STOCK 931422109 44533 1002650 DEFINED 03 1002650 WALTER INDUSTRIES INC COMMON STOCK 93317Q105 2553 60000 SOLE 60000 WARNACO GROUP INC COMMON STOCK 934390402 19573 814200 SOLE 814200 WARREN RESOURCES INC COMMON STOCK 93564A100 6438 600000 SOLE 600000 WASHINGTON FEDERAL INC COMMON STOCK 938824109 965 41400 SOLE 41400 WASHINGTON GROUP INTL INC COMMON STOCK 938862208 1030 22900 SOLE 22900 WASHINGTON MUTUAL INC COMMON STOCK 939322103 100889 2553260 DEFINED 02 03 2553260 WASTE CONECTIONS INC COMMON STOCK 941053100 4240 122000 SOLE 122000 WASTE INDUSTRIES USA COMMON STOCK 941057101 26 1900 SOLE 1900 WASTE MANAGEMENT INC COMMON STOCK 94106L109 85602 2967170 DEFINED 02 03 2967170 WATERS CORP COMMON STOCK 941848103 33212 927970 SOLE 927970 WATSCO INC COMMON STOCK 942622200 2362 56100 SOLE 56100 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 26908 875645 DEFINED 03 875645 WATSON PHARM INC CV CONVERTIBLE BONDS 942683AC7 1437 1504000 DEFINED 03 1504000 WATSON WYATT & CO HOLD COMMON STOCK 942712100 2524 92800 SOLE 92800 WAUSAU-MOSINEE PAPER CORP COMMON STOCK 943315101 1403 99200 SOLE 99200 WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 788 36500 SOLE 36500 WEBSENSE INC COMMON STOCK 947684106 12917 240100 SOLE 240100 WEBMETHODS INC COMMON STOCK 94768C108 10 1800 SOLE 1800 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 1426 31400 SOLE 31400 WEIGHT WATCHERS INTL COMMON STOCK 948626106 2854 66400 SOLE 66400 WEINGARTEN RLTY INVS COMMON STOCK 948741103 1056 30579 DEFINED 02 30579 WEIS MARKETS INC COMMON STOCK 948849104 1165 31600 SOLE 31600 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 6400 210100 SOLE 210100 WELLCHOICE INC COMMON STOCK 949475107 7650 143500 SOLE 143500 WELLMAN INC. COMMON STOCK 949702104 5693 393700 SOLE 393700 WELLPOINT INC COMMON STOCK 94973V107 112458 897293 DEFINED 03 897293 WELLS FARGO & COMPANY COMMON STOCK 949746101 482314 8011080 DEFINED 02 03 8011080 WENDY'S INTERNATIONAL COMMON STOCK 950590109 2027 51915 DEFINED 03 51915 WERNER ENTERPRISES INC COMMON STOCK 950755108 2184 112400 SOLE 112400 WESBANCO INC COMMON STOCK 950810101 396 14400 SOLE 14400 WESCO INTL INC COMMON STOCK 95082P105 3926 140200 SOLE 140200 WEST CORPORATION COMMON STOCK 952355105 2416 75500 SOLE 75500 WEST MARINE INC COMMON STOCK 954235107 26 1200 SOLE 1200 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 1087 45500 SOLE 45500 WESTCORP COMMON STOCK 957907108 6354 150400 SOLE 150400 WESTERN DIGITAL CORP. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,487 Form 13F Information Table Value Total: $67,752,060 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-----