-----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, RYTwWpZrim/VXEpE9IuUZJK5vg/QVWzXUVef8v/Hb/Hys15/opN73ARmTNQpLj6o feNOP7U98OsaDrPTv96EEg== 0000728889-06-000742.txt : 20060815 0000728889-06-000742.hdr.sgml : 20060815 20060815133555 ACCESSION NUMBER: 0000728889-06-000742 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060815 DATE AS OF CHANGE: 20060815 EFFECTIVENESS DATE: 20060815 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: 061034320 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 form13f0606ofi.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: Jun 30, 2006 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: Brian Dvorak Title: Vice President Compliance Phone: (303) 768-1133 (For questions related to current holdings or cusips included, contact Steve McCandless at 303.768.2958) Signature, Place, and Date of Signing: Brian Dvorak Centennial, CO Aug 15, 2006 Report Type (Check only one.): [ ] 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).) [X] 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: Russell Investment Group 28-01190 AAR CORP COMMON STOCK 000361105 4956 222934 DEFINED 02 222934 ACCO BRANDS CORP COMMON STOCK 00081T108 1 25 DEFINED 03 25 A D C TELECOMMUNICATIONS NEW COMMON STOCK 000886309 1 31 DEFINED 03 31 ADC TELECOMM CV CONVERTIBLE BONDS 000886AB7 3845 4005000 DEFINED 03 4005000 ADE CORP/MA COMMON STOCK 00089C107 11498 353900 DEFINED 02 353900 ABM INDUSTRIES INC COMMON STOCK 000957100 126 7400 DEFINED 02 7400 AEP INDUSTRIES INC COMMON STOCK 001031103 581 17395 SOLE 17395 AFC ENTERPRISES INC COMMON STOCK 00104Q107 2959 232144 DEFINED 02 03 232144 AFLAC INC COMMON STOCK 001055102 60655 1308605 DEFINED 02 03 1308605 AGCO CORP COMMON STOCK 001084102 13910 528508 DEFINED 02 528508 AES CORPORATION COMMON STOCK 00130H105 250994 13604045 DEFINED 02 03 13604045 AK STEEL HLDG CORP COMMON STOCK 001547108 27187 1965763 DEFINED 02 1965763 AMB PROPERTY CORP COMMON STOCK 00163T109 1273 25200 DEFINED 02 25200 AMICAS INC COMMON STOCK 001712108 759 235000 SOLE 235000 AMN HEALTHCARE SVCS COMMON STOCK 001744101 325 16000 SOLE 16000 AMR CORPORATION - DEL COMMON STOCK 001765106 171557 6748895 DEFINED 02 6748895 AT&T INC COMMON STOCK 00206R102 96913 3474843 DEFINED 02 03 3474843 ATMI INC COMMON STOCK 00207R101 10318 419080 SOLE 419080 AVX CORP COMMON STOCK 002444107 4635 293560 SOLE 293560 AZZ INC COMMON STOCK 002474104 4820 183900 DEFINED 02 183900 AARON RENTS INC COMMON STOCK 002535201 221 8205 DEFINED 02 03 8205 ABAXIS INC COMMON STOCK 002567105 2637 117867 SOLE 117867 ABBOTT LABORATORIES COMMON STOCK 002824100 122289 2804143 DEFINED 02 03 2804143 ABER DIAMOND CORP COMMON STOCK 002893105 932 30000 SOLE 30000 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 305 5500 DEFINED 02 5500 ACACIA RESEARCH COMMON STOCK 003881307 831 59121 SOLE 59121 ACADIA REALTY TRUST COMMON STOCK 004239109 442 18700 SOLE 18700 ACCREDITED HOME LENDERS COMMON STOCK 00437P107 10945 228917 SOLE 228917 ACE CASH EXPRESS INC. COMMON STOCK 004403101 770 26300 SOLE 26300 ACTIVISION INC COMMON STOCK 004930202 50074 4400142 DEFINED 03 4400142 ACTUATE CORPORATION COMMON STOCK 00508B102 1592 394023 SOLE 394023 ACTUANT CORP-CL A COMMON STOCK 00508X203 45121 903317 DEFINED 03 903317 ACUITY BRANDS INC COMMON STOCK 00508Y102 23727 609778 DEFINED 02 03 609778 ACXIOM CORPORATION COMMON STOCK 005125109 4185 167400 SOLE 167400 ADAMS RESPIRATORY THERA COMMON STOCK 00635P107 14457 324010 SOLE 324010 ADMINISTAFF INC COMMON STOCK 007094105 15707 438633 SOLE 438633 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 438232 14434502 DEFINED 02 03 14434502 ADVANCE AMERICA CASH ADV COMMON STOCK 00739W107 531 30296 SOLE 30296 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 6 200 SOLE 200 ADVANCED DIGITAL INFO COMMON STOCK 007525108 4922 418190 SOLE 418190 ADVO INC. COMMON STOCK 007585102 3307 134354 DEFINED 02 03 134354 ADVISORY BOARD CO COMMON STOCK 00762W107 16843 350247 DEFINED 02 350247 AEROPOSTALE INC COMMON STOCK 007865108 41 1400 DEFINED 02 1400 ADVANCED MICRO DEVICES COMMON STOCK 007903107 894880 36645369 DEFINED 03 36645369 ADVANTA CORP-CL B COMMON STOCK 007942204 10587 294502 SOLE 294502 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 4989 376802 SOLE 376802 ADVENT SOFTWARE INC COMMON STOCK 007974108 11298 313219 SOLE 313219 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 8861 187500 SOLE 187500 AETNA INC-NEW COMMON STOCK 00817Y108 32450 812687 DEFINED 02 03 812687 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 201659 3907368 DEFINED 03 3907368 AFFILIATED MANAGERS GR COMMON STOCK 008252108 97175 1118369 DEFINED 03 1118369 AFFYMETRIX, INC. COMMON STOCK 00826T108 65703 2566542 SOLE 2566542 AFFIRMATIVE INSURANCE HLD COMMON STOCK 008272106 347 22204 SOLE 22204 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 5279 212424 SOLE 212424 AGERE SYSTEMS INC COMMON STOCK 00845V308 5969 406059 DEFINED 03 406059 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 2986 3005000 DEFINED 03 3005000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 98788 3130179 DEFINED 03 3130179 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 27526 832100 SOLE 832100 AGILYSYS INC COMMON STOCK 00847J105 2472 137348 DEFINED 02 03 137348 AGREE REALTY CORP COMMON STOCK 008492100 2451 72166 SOLE 72166 AGRIUM INC COMMON STOCK 008916108 2570 110700 SOLE 110700 AIR METHODS CORP COMMON STOCK 009128307 2461 93999 SOLE 93999 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 49620 776278 DEFINED 02 03 776278 AIRGAS INC COMMON STOCK 009363102 3898 104649 DEFINED 02 104649 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 7 500 SOLE 500 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 20795 574600 DEFINED 02 574600 ALABAMA NATL BANCORPORATI COMMON STOCK 010317105 600 8800 DEFINED 02 8800 ALASKA AIR GROUP INC COMMON STOCK 011659109 1009 25604 DEFINED 02 03 25604 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 3944 311815 DEFINED 02 03 311815 ALBANY INTL CORP CL A COMMON STOCK 012348108 19522 460542 SOLE 460542 ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 1980 185400 SOLE 185400 ALBERMARLE CORP. COMMON STOCK 012653101 5 100 SOLE 100 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 3097 63570 DEFINED 02 03 63570 ALCOA INC COMMON STOCK 013817101 19914 615379 DEFINED 02 03 615379 ALCATEL SA ADR AMER DEP RECEIPT 013904305 15133 1200040 DEFINED 03 1200040 ALDERWOODS GROUP INC COMMON STOCK 014383103 2639 135600 SOLE 135600 ALERIS INTERNATIONAL INC COMMON STOCK 014477103 11899 259524 DEFINED 02 03 259524 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 26865 606822 DEFINED 02 03 606822 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 12610 142200 DEFINED 02 142200 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 44 1230 DEFINED 02 03 1230 ALFA CORPORATION COMMON STOCK 015385107 487 29425 DEFINED 02 03 29425 ALKERMES INC COMMON STOCK 01642T108 5221 275957 DEFINED 03 275957 ALLEGHANY CORP COMMON STOCK 017175100 272 984 SOLE 984 ALLEGHENY ENERGY INC COMMON STOCK 017361106 35 929 DEFINED 02 03 929 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 2312 33389 DEFINED 03 33389 ALLETE INC COMMON STOCK 018522300 1779 37562 SOLE 37562 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 81262 1381541 DEFINED 02 03 1381541 ALLIANT ENERGY CORP COMMON STOCK 018802108 16071 468528 DEFINED 02 03 468528 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 16579 217143 DEFINED 02 217143 ALLIANT TECHSYS CV CONVERTIBLE BONDS 018804AH7 6463 6005000 DEFINED 03 6005000 Allianz AG ADR AMER DEP RECEIPT 018805101 1732 109611 DEFINED 02 03 109611 ALLIED CAP CORP NEW COMMON STOCK 01903Q108 8 265 DEFINED 03 265 ALLIED DEFENSE GROUP INC COMMON STOCK 019118108 128 5800 DEFINED 02 5800 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 10055 885152 DEFINED 02 03 885152 ALLSTATE CORPORATION COMMON STOCK 020002101 149352 2728894 DEFINED 02 03 2728894 ALLTEL CORP COMMON STOCK 020039103 10238 160395 DEFINED 02 03 160395 ALNYLAM PHARMACEUTICALS COMMON STOCK 02043Q107 939 62300 SOLE 62300 ALPHARMA INC COMMON STOCK 020813101 18243 758866 DEFINED 02 03 758866 ALTERA CORPORATION COMMON STOCK 021441100 142755 8134160 DEFINED 02 8134160 ALTIRIS INC COMMON STOCK 02148M100 2556 141687 SOLE 141687 ALTRIA GROUP INC COMMON STOCK 02209S103 887576 12087367 DEFINED 02 03 12087367 AMAZON.COM INC COMMON STOCK 023135106 32 845 DEFINED 03 845 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 208208 2567300 DEFINED 02 2567300 AMBASSADORS GROUP INC COMMON STOCK 023177108 11250 389534 DEFINED 02 389534 AMCOL INT'L CORP COMMON STOCK 02341W103 2972 112776 SOLE 112776 AMDOCS LIMITED CONVERTIBLE BONDS 02342TAD1 4070 4000000 SOLE 4000000 AMERCO COMMON STOCK 023586100 6836 67913 SOLE 67913 AMEREN CORP COMMON STOCK 023608102 2 46 DEFINED 03 46 AMERICA MOVIL-ADR SER L AMER DEP RECEIPT 02364W105 271511 8163280 DEFINED 03 8163280 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 16100 480907 DEFINED 02 03 480907 AMERICAN ECOLOGY COMMON STOCK 025533407 3476 131159 SOLE 131159 AMERICAN ELEC POWER COMMON STOCK 025537101 77653 2267267 DEFINED 02 03 2267267 AMERICAN EAGLE OUTFITTERS IN COMMON STOCK 02553E106 6068 178240 DEFINED 02 03 178240 AMERICAN EQUITY INVT LIFE COMMON STOCK 025676206 5816 545600 SOLE 545600 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 63516 1193459 DEFINED 02 03 1193459 AMERICAN EXPRESS CONVERTIBLE BONDS 025816AS8 5 5000 DEFINED 03 5000 AMERICAN FINL GROUP INC COMMON STOCK 025932104 4191 97700 DEFINED 02 97700 AMERICAN FIN REALTY TRST COMMON STOCK 02607P305 130 13500 DEFINED 02 13500 AMER GREETINGS CORP COMMON STOCK 026375105 17353 825926 DEFINED 02 03 825926 AMERICAN HOME MTG INVT CORP COMMON STOCK 02660R107 1011 27438 DEFINED 02 03 27438 AMERICAN INTERNTL GP COMMON STOCK 026874107 668875 11327262 DEFINED 02 03 11327262 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 24 1415 DEFINED 03 1415 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 5287 100533 DEFINED 02 100533 AMERICAN RAILCAR INDSTRY COMMON STOCK 02916P103 5721 172776 SOLE 172776 AMERICAN REPROGRAPHICS COMMON STOCK 029263100 13049 359960 SOLE 359960 AMERICAN SCIENCE & ENGN COMMON STOCK 029429107 979 16900 SOLE 16900 AMERICAN STANDARD COS INC COMMON STOCK 029712106 3204 74041 DEFINED 02 03 74041 AMERICAN TOWER CORP COMMON STOCK 029912201 136896 4398969 SOLE 4398969 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AR3 6552 4004000 DEFINED 03 4004000 AMERICAN SUPERCONDUCTOR COMMON STOCK 030111108 5351 606050 SOLE 606050 AMERICAN WOODMARK COMMON STOCK 030506109 2008 57315 SOLE 57315 AMERICREDIT CORP COMMON STOCK 03060R101 22041 789427 SOLE 789427 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 123 6300 SOLE 6300 AMERON INTL CORP COMMON STOCK 030710107 4294 64073 SOLE 64073 AMERUS GROUP CO COMMON STOCK 03072M108 22576 385595 DEFINED 02 385595 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 42416 1011835 DEFINED 02 03 1011835 AMERIGROUP CORP COMMON STOCK 03073T102 6099 196500 SOLE 196500 AMERIPRISE FINANCIAL W/I COMMON STOCK 03076C106 33321 745925 DEFINED 02 03 745925 AMETEK INC COMMON STOCK 031100100 42643 900030 DEFINED 03 900030 AMGEN INCORPORATED COMMON STOCK 031162100 473695 7261914 DEFINED 02 03 7261914 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 7243 765580 DEFINED 02 03 765580 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 1283 44794 SOLE 44794 AMPHENOL CORP. CL A COMMON STOCK 032095101 28294 505625 DEFINED 02 03 505625 AMSOUTH BANCORPORATION COMMON STOCK 032165102 12 463 DEFINED 03 463 ANADARKO PETROLEUM CRP COMMON STOCK 032511107 106838 2240256 DEFINED 02 03 2240256 ANADIGICS INC COMMON STOCK 032515108 1987 295746 SOLE 295746 ANADYS PHARMACEUTICALS COMMON STOCK 03252Q408 72 24500 SOLE 24500 ANALOG DEVICES INC. COMMON STOCK 032654105 23197 721754 DEFINED 02 03 721754 ANALOGIC CORP COMMON STOCK 032657207 1967 42200 SOLE 42200 ANAREN MICROWAVE INC COMMON STOCK 032744104 4013 195875 SOLE 195875 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 66 2200 SOLE 2200 ANDERSONS INC COMMON STOCK 034164103 5801 139422 SOLE 139422 ANDRX CORP COMMON STOCK 034553107 14447 623000 SOLE 623000 ANGIODYNAMICS INC COMMON STOCK 03475V101 2259 83510 SOLE 83510 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 195026 4052900 SOLE 4052900 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 2666 58480 DEFINED 02 03 58480 ANIXTER INTL INC COMMON STOCK 035290105 8664 182549 DEFINED 02 03 182549 ANNTAYLOR STORES CORP COMMON STOCK 036115103 13959 321793 SOLE 321793 ANSOFT CORP COMMON STOCK 036384105 5499 268518 SOLE 268518 ANSYS, INC. COMMON STOCK 03662Q105 2032 42498 DEFINED 02 42498 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 12160 1000000 SOLE 1000000 AON CORP COMMON STOCK 037389103 63226 1815800 DEFINED 02 1815800 APACHE CORPORATION COMMON STOCK 037411105 160946 2358187 DEFINED 02 03 2358187 APOLLO GROUP INC -CL A COMMON STOCK 037604105 265965 5147379 SOLE 5147379 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 16840 911270 DEFINED 03 911270 APPLE COMPUTER INC COMMON STOCK 037833100 278365 4873335 DEFINED 02 03 4873335 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 3998 208016 DEFINED 03 208016 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 24250 749624 SOLE 749624 APPLERA CORP COMMON STOCK 038020202 10 740 DEFINED 03 740 APPLIED FILM CORP COMMON STOCK 038197109 1315 46159 DEFINED 02 03 46159 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 16779 690196 DEFINED 02 03 690196 APPLIED MATERIALS INC. COMMON STOCK 038222105 68613 4214597 DEFINED 02 03 4214597 APPLIX INC COMMON STOCK 038316105 5783 783600 DEFINED 02 783600 APTARGROUP INC. COMMON STOCK 038336103 1754 35350 SOLE 35350 AQUANTIVE INC COMMON STOCK 03839G105 27107 1070170 SOLE 1070170 AQUILA INC COMMON STOCK 03840P102 704 167200 DEFINED 02 167200 ARACRUZ CELULOSE ADR AMER DEP RECEIPT 038496204 47540 906900 SOLE 906900 ARCH CHEMICALS INC COMMON STOCK 03937R102 4899 135908 DEFINED 02 03 135908 ARCH COAL INC COMMON STOCK 039380100 4 100 SOLE 100 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 6813 165059 DEFINED 02 03 165059 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 17960 353050 SOLE 353050 ARDEN GROUP INC COMMON STOCK 039762109 1609 14220 SOLE 14220 ARENA PHARMACEUTICALS COMMON STOCK 040047102 29372 2536428 DEFINED 02 03 2536428 ARGONAUT GROUP INC COMMON STOCK 040157109 12697 422678 DEFINED 02 03 422678 ARIBA INC COMMON STOCK 04033V203 528 64104 DEFINED 02 03 64104 ARKANSAS BEST CORP COMMON STOCK 040790107 26360 524998 DEFINED 02 03 524998 Arkema ADR AMER DEP RECEIPT 041232109 16 398 DEFINED 02 03 398 ARMOR HOLDINGS INC COMMON STOCK 042260109 15817 288470 DEFINED 02 288470 ARROW ELECTRONICS INC COMMON STOCK 042735100 20395 633395 DEFINED 02 633395 ARROW INTL INC COMMON STOCK 042764100 6 182 DEFINED 03 182 ART ADVNCD RSRCH PFD SR 2 CONV PREF STOCK 042881409 1039 2000000 SOLE 2000000 ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 1200 402849 SOLE 402849 ARTHROCARE CORP COMMON STOCK 043136100 10904 259560 SOLE 259560 ARVINMERITOR INC COMMON STOCK 043353101 15574 906009 SOLE 906009 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 2946 140699 DEFINED 02 140699 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 6751 534884 DEFINED 02 03 534884 ASHLAND INC COMMON STOCK 044209104 32646 489448 DEFINED 02 03 489448 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 42 2419 DEFINED 02 2419 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 14673 1118294 DEFINED 02 03 1118294 ASPREVA PHARMACEUTICALS COMMON STOCK 04538T109 1467 54040 SOLE 54040 ASSET ACCEPTANCE CAPITAL COMMON STOCK 04543P100 3083 155704 DEFINED 02 155704 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 388 31300 SOLE 31300 ASSURANT INC COMMON STOCK 04621X108 9593 198200 DEFINED 02 198200 ASTA FUNDING INC COMMON STOCK 046220109 10294 274856 DEFINED 02 03 274856 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 8375 245445 DEFINED 02 03 245445 ASTORIA FINL CORP COMMON STOCK 046265104 17122 562283 SOLE 562283 @ ROAD INC COMMON STOCK 04648K105 932 168869 SOLE 168869 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 3459 459316 SOLE 459316 ATHEROGENICS INC COMMON STOCK 047439104 55951 4287400 SOLE 4287400 ATLAS AMERICA INC COMMON STOCK 049167109 2099 46852 SOLE 46852 ATMEL CORP COMMON STOCK 049513104 7300 1315286 DEFINED 02 03 1315286 ATMOS ENERGY CORP COMMON STOCK 049560105 5908 211673 DEFINED 02 211673 ATWOOD OCEANICS INC COMMON STOCK 050095108 15 310 DEFINED 03 310 AUTODESK INC. COMMON STOCK 052769106 99658 2891999 DEFINED 03 2891999 AUTOLIV INC COMMON STOCK 052800109 42148 745070 DEFINED 02 745070 AUTOMATIC DATA PROC COMMON STOCK 053015103 518109 11424671 DEFINED 02 03 11424671 AUTONATION INC. COMMON STOCK 05329W102 22039 1027946 DEFINED 02 1027946 AUTOZONE INC COMMON STOCK 053332102 49 557 DEFINED 03 557 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 16114 145675 DEFINED 02 145675 AVATAR HOLDINGS INC COMMON STOCK 053494100 513 9000 SOLE 9000 AVAYA INC COMMON STOCK 053499109 2112 184998 DEFINED 03 184998 AVENTINE RENEWABLE ENERGY COMMON STOCK 05356X403 6808 175000 SOLE 175000 AVERY-DENNISON CORP COMMON STOCK 053611109 9825 169209 DEFINED 02 03 169209 AVIALL COMMON STOCK 05366B102 884 18600 SOLE 18600 AVISTA CORP COMMON STOCK 05379B107 13211 578650 SOLE 578650 AVNET INCORPORATED COMMON STOCK 053807103 4124 205977 SOLE 205977 AVOCENT CORP COMMON STOCK 053893103 3204 122046 DEFINED 02 122046 AVON PRODUCTS INC COMMON STOCK 054303102 123577 3986364 DEFINED 03 3986364 AXA Spon ADR AMER DEP RECEIPT 054536107 1713 52274 DEFINED 02 03 52274 AXSYS TECHNOLOGIES INC COMMON STOCK 054615109 6539 433900 DEFINED 02 433900 AZTAR CORP COMMON STOCK 054802103 11073 213100 SOLE 213100 BB&T CORPORATION COMMON STOCK 054937107 49527 1190846 DEFINED 03 1190846 B&G FOODS INC. COMMON STOCK 05508R205 14184 875000 SOLE 875000 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 150 2242 DEFINED 03 2242 THE BISYS GROUP INC COMMON STOCK 055472104 34384 2509805 DEFINED 03 2509805 BJ SERVICES CO COMMON STOCK 055482103 30220 811036 DEFINED 02 03 811036 BJS WHSL CLUB INC COMMON STOCK 05548J106 3243 114368 DEFINED 02 03 114368 BOC GROUP PLC AMER DEP RECEIPT 055617609 22 381 DEFINED 03 381 BOK FINANCIAL CORP COMMON STOCK 05561Q201 422 8500 DEFINED 02 8500 BP PLC - ADR AMER DEP RECEIPT 055622104 427505 6141430 DEFINED 02 03 6141430 BRE PROPERTIES -CL A COMMON STOCK 05564E106 8641 157100 SOLE 157100 BMC SOFTWARE INC. COMMON STOCK 055921100 20943 876260 DEFINED 02 03 876260 BADGER METER INC COMMON STOCK 056525108 758 28072 SOLE 28072 BAKER (MICHAEL) CORP COMMON STOCK 057149106 1295 59700 SOLE 59700 BAKER HUGHES INC COMMON STOCK 057224107 2105 25720 DEFINED 02 03 25720 BALDOR ELECTRIC COMMON STOCK 057741100 11784 376600 DEFINED 02 376600 BALL CORP COMMON STOCK 058498106 763 20585 DEFINED 02 03 20585 BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 294 43426 SOLE 43426 BALLY TECHNOLOGIES INC COMMON STOCK 05874B107 5 278 DEFINED 03 278 BANCFIRST CORP COMMON STOCK 05945F103 96 2128 DEFINED 02 03 2128 Banco Bilbao Vizcaya ADR AMER DEP RECEIPT 05946K101 1792 86970 DEFINED 02 03 86970 BANCO ITAU HLDG FINANCIERA S AMER DEP RECEIPT 059602201 45 1545 DEFINED 03 1545 BANCORPSOUTH INC COMMON STOCK 059692103 5756 211246 DEFINED 02 211246 THE BANCORP INC COMMON STOCK 05969A105 4364 174458 DEFINED 02 174458 BANK OF AMERICA CORP. COMMON STOCK 060505104 911600 18952179 DEFINED 02 03 18952179 BANK MUTUAL CORP COMMON STOCK 063750103 2948 241268 SOLE 241268 BANK OF THE OZARKS COMMON STOCK 063904106 60 1800 DEFINED 02 1800 BANK OF N Y CO COMMON STOCK 064057102 77145 2395810 DEFINED 02 03 2395810 BANKRATE INC COMMON STOCK 06646V108 8454 223900 SOLE 223900 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 14028 459616 DEFINED 02 03 459616 BANNER CORPORATION COMMON STOCK 06652V109 330 8555 DEFINED 02 03 8555 BANTA CORP COMMON STOCK 066821109 12310 265700 DEFINED 02 265700 C R BARD, INCORPORATED COMMON STOCK 067383109 105489 1439923 DEFINED 02 03 1439923 Barclays PLC Spon ADR AMER DEP RECEIPT 06738E204 1640 35832 DEFINED 02 03 35832 BARNES & NOBLE INC COMMON STOCK 067774109 22241 609332 DEFINED 02 03 609332 BARNES GROUP INC COMMON STOCK 067806109 9400 471200 SOLE 471200 BARRICK GOLD CORP COMMON STOCK 067901108 29210 986815 SOLE 986815 BARR PHARMACEUTICALS INC COMMON STOCK 068306109 315 6600 SOLE 6600 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 7032 230030 DEFINED 02 03 230030 BAUSCH & LOMB INC COMMON STOCK 071707103 2 48 DEFINED 03 48 BAXTER INTERNATIONAL COMMON STOCK 071813109 6643 180728 DEFINED 02 03 180728 BE AEROSPACE INC COMMON STOCK 073302101 18448 807000 SOLE 807000 BEA SYSTEMS INC COMMON STOCK 073325102 23837 1820963 DEFINED 03 1820963 BEAR STEARNS COMMON STOCK 073902108 224407 1601992 DEFINED 02 03 1601992 BEAZER HOMES USA INC COMMON STOCK 07556Q105 59 1300 DEFINED 02 1300 BECKMAN COULTER INC COMMON STOCK 075811109 20245 364440 DEFINED 02 03 364440 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 71482 1169346 DEFINED 03 1169346 BED BATH & BEYOND INC. COMMON STOCK 075896100 349 10525 DEFINED 02 03 10525 BEL FUSE INC-CL A COMMON STOCK 077347201 1358 50000 SOLE 50000 BEL FUSE INC COMMON STOCK 077347300 6181 188409 DEFINED 02 188409 BELDEN CDT INC COMMON STOCK 077454106 19321 584591 SOLE 584591 BELLSOUTH CORPORATION COMMON STOCK 079860102 92995 2568926 DEFINED 02 03 2568926 BELO CORP-CL A COMMON STOCK 080555105 156 10000 DEFINED 02 10000 BEMA GOLD CORP COMMON STOCK 08135F107 1255 250000 SOLE 250000 BEMIS COMPANY, INC. COMMON STOCK 081437105 2523 82432 DEFINED 02 03 82432 BENCHMARK ELECTRONICS COMMON STOCK 08160H101 6246 258957 DEFINED 02 03 258957 BENTLEY PHARMACEUTICALS COMMON STOCK 082657107 283 25745 DEFINED 02 03 25745 BERKLEY W R CORP COMMON STOCK 084423102 19893 582871 DEFINED 02 03 582871 BERKSHIRE HATH- B COMMON STOCK 084670207 147284 48401 DEFINED 03 48401 BERRY PETROLEUM - CL A COMMON STOCK 085789105 5404 163026 SOLE 163026 BEST BUY COMPANY INC. COMMON STOCK 086516101 166098 3028768 DEFINED 02 03 3028768 ***BEVERLY HILLS BANCORP COMMON STOCK 087866109 5448 566273 SOLE 566273 BHP Billiton Ltd ADR AMER DEP RECEIPT 088606108 2387 55425 DEFINED 02 03 55425 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 2509 128653 DEFINED 02 03 128653 BIG LOTS INC COMMON STOCK 089302103 19737 1155535 SOLE 1155535 BIO-IMAGING TECH INC COMMON STOCK 09056N103 892 216400 DEFINED 02 216400 BIO-RAD LABS -CL A COMMON STOCK 090572207 31164 479893 SOLE 479893 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 24545 1128004 DEFINED 02 1128004 BIOMET INC. COMMON STOCK 090613100 144019 4602730 SOLE 4602730 BIOGEN IDEC INC COMMON STOCK 09062X103 139032 3000899 DEFINED 03 3000899 BIOMED REALTY TRUST INC COMMON STOCK 09063H107 44963 1501790 DEFINED 03 1501790 BIOMIMETIC THERAPEUT COMMON STOCK 09064X101 1314 198200 SOLE 198200 BIOLASE TECHNOLOGY INC COMMON STOCK 090911108 690 82200 SOLE 82200 BLACK & DECKER CORPORATIO COMMON STOCK 091797100 9354 110745 DEFINED 02 03 110745 BJ'S RESTAURANTS INC COMMON STOCK 09180C106 5245 234760 SOLE 234760 BLACK BOX CORP COMMON STOCK 091826107 5268 137446 SOLE 137446 BLACKBOARD INC COMMON STOCK 091935502 8104 279833 DEFINED 02 279833 BLACKBAUD INC COMMON STOCK 09227Q100 16108 709613 SOLE 709613 BLACKROCK INC CONVERTIBLE BONDS 09247XAB7 4 3000 DEFINED 03 3000 BLAIR CORP COMMON STOCK 092828102 291 9774 SOLE 9774 BLOCKBUSTER INC COMMON STOCK 093679108 618 124100 DEFINED 02 124100 BLUE NILE INC COMMON STOCK 09578R103 736 22900 SOLE 22900 BLUEGREEN CORP COMMON STOCK 096231105 532 46434 DEFINED 02 03 46434 BLUELINX HOLDINGS INC COMMON STOCK 09624H109 1005 77100 SOLE 77100 BOB EVANS FARMS COMMON STOCK 096761101 13911 463537 DEFINED 02 463537 BOEING CO. COMMON STOCK 097023105 377868 4613213 DEFINED 02 03 4613213 BON-TON STORES INC COMMON STOCK 09776J101 2474 113074 SOLE 113074 BOMBAY CO INC COMMON STOCK 097924104 17 7114 DEFINED 03 7114 BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 3308 50808 DEFINED 02 50808 BORLAND SOFTWARE CORP COMMON STOCK 099849101 133 25121 DEFINED 02 25121 BOSTON BEER CO., INC COMMON STOCK 100557107 2375 81073 SOLE 81073 BOSTON PRIVATE FINL HLDGS IN COMMON STOCK 101119105 16821 602892 DEFINED 02 602892 BOSTON PROPERTIES COMMON STOCK 101121101 19800 219025 DEFINED 02 219025 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 221828 13172694 DEFINED 03 13172694 BOWNE & CO. COMMON STOCK 103043105 1133 79235 DEFINED 02 03 79235 BOYD GAMING CORP COMMON STOCK 103304101 39360 975233 DEFINED 03 975233 BRADLEY PHARMACEUTICALS COMMON STOCK 104576103 1078 105710 SOLE 105710 BRANDYWINE REALTY COMMON STOCK 105368203 4276 132928 DEFINED 02 132928 BRIGGS & STRATTON CORP COMMON STOCK 109043109 2619 84185 SOLE 84185 BRIGHT HORIZONS FAM SOL COMMON STOCK 109195107 124 3300 SOLE 3300 BRIGHTPOINT INC. COMMON STOCK 109473405 11182 826464 SOLE 826464 BRINKER INTL INC. COMMON STOCK 109641100 8905 245311 DEFINED 02 245311 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 82776 3200939 DEFINED 02 03 3200939 BRISTOL WEST HLD INC COMMON STOCK 11037M105 3563 222700 SOLE 222700 BROADCOM CORP COMMON STOCK 111320107 216256 7196537 DEFINED 02 03 7196537 BROCADE COMM SYSTEMS COMMON STOCK 111621108 22131 3604308 DEFINED 02 3604308 BROWN & BROWN INC COMMON STOCK 115236101 42484 1453940 DEFINED 03 1453940 BROWN-FORMAN CORP - CL B COMMON STOCK 115637209 37 523 DEFINED 03 523 BROWN SHOE COMPANY INC COMMON STOCK 115736100 15124 443777 DEFINED 03 443777 BRUKER BIOSCIENCES COMMON STOCK 116794108 8 1500 SOLE 1500 BRUNSWICK CORP COMMON STOCK 117043109 3558 107003 DEFINED 02 03 107003 BRUSH ENGINEERED MATERIAL COMMON STOCK 117421107 2946 141293 SOLE 141293 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 740 96800 SOLE 96800 BUCKLE INC COMMON STOCK 118440106 7128 170224 DEFINED 02 03 170224 BUCYRUS INTL INC COMMON STOCK 118759109 23017 455789 SOLE 455789 BUFFALO WILD WINGS INC COMMON STOCK 119848109 3460 90310 SOLE 90310 BUILD-A-BEAR WORKSHOP INC COMMON STOCK 120076104 910 42300 SOLE 42300 BUILDERS FIRSTSOURCE INC COMMON STOCK 12008R107 5623 276200 SOLE 276200 BUILDING MATLS HLDG CORP COMMON STOCK 120113105 1338 48021 DEFINED 02 03 48021 BURGER KING HLDGS COMMON STOCK 121208201 5276 335000 SOLE 335000 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 35390 446569 DEFINED 02 03 446569 C&D TECHNOLOGIES INC COMMON STOCK 124661109 4057 539493 DEFINED 02 03 539493 CBIZ INC COMMON STOCK 124805102 3320 448024 SOLE 448024 CBL & ASSOCIATES PPTYS IN COMMON STOCK 124830100 7032 180619 DEFINED 02 180619 CBS CORP- CL B COMMON STOCK 124857202 10233 378298 DEFINED 02 03 378298 CBRL GROUP INC. COMMON STOCK 12489V106 10501 309596 SOLE 309596 CB RICHARD ELLIS GROUP COMMON STOCK 12497T101 59619 2394322 DEFINED 03 2394322 CDI CORP COMMON STOCK 125071100 4391 151451 DEFINED 02 03 151451 CDW CORP COMMON STOCK 12512N105 10822 198020 SOLE 198020 CEC ENTERTAINMENT INC COMMON STOCK 125137109 42 1310 DEFINED 02 1310 CF INDUSTRIES HOLDINGS COMMON STOCK 125269100 81 5700 SOLE 5700 CH ENERGY GROUP INC COMMON STOCK 12541M102 5212 108584 SOLE 108584 C.H. ROBINSON WORLDWIDE COMMON STOCK 12541W209 60354 1132343 DEFINED 02 03 1132343 CIGNA CORP COMMON STOCK 125509109 27974 283969 DEFINED 02 03 283969 CIT GROUP INC COMMON STOCK 125581108 111137 2125385 DEFINED 02 03 2125385 CKE RESTAURANTS COMMON STOCK 12561E105 14606 879331 DEFINED 03 879331 CLECO CORP COMMON STOCK 12561W105 10062 432742 DEFINED 02 03 432742 CMS ENERGY CORP COMMON STOCK 125896100 125355 9687438 DEFINED 02 03 9687438 CMS ENERGY CV CONVERTIBLE BONDS 125896AW0 4826 4505000 DEFINED 03 4505000 CSS INDS INC COMMON STOCK 125906107 145 5042 SOLE 5042 CSK AUTO CORP COMMON STOCK 125965103 66152 5526477 SOLE 5526477 CNA SURETY CORP COMMON STOCK 12612L108 2387 138130 DEFINED 02 03 138130 CNOOC LTD AMER DEP RECEIPT 126132109 49 605 DEFINED 03 605 CNS INC COMMON STOCK 126136100 2798 114200 SOLE 114200 CPI INTERNATIONAL INC COMMON STOCK 12618M100 1196 82500 SOLE 82500 CRA INTERNATIONAL INC COMMON STOCK 12618T105 202 4460 DEFINED 02 03 4460 CRH PLC ADR AMER DEP RECEIPT 12626K203 136 4070 DEFINED 02 03 4070 CSG SYSTEMS INTL INC COMMON STOCK 126349109 17902 723615 SOLE 723615 CSX CORP COMMON STOCK 126408103 81281 1153908 DEFINED 02 03 1153908 CT COMMUNICATIONS INC COMMON STOCK 126426402 875 38240 DEFINED 03 38240 CTC MEDIA INC COMMON STOCK 12642X106 31987 1751759 SOLE 1751759 CTS CORP COMMON STOCK 126501105 1512 101543 DEFINED 02 03 101543 CVS CORP COMMON STOCK 126650100 134169 4370348 DEFINED 03 4370348 CV THERAPEUTICS INC COMMON STOCK 126667104 6 400 SOLE 400 CA INC COMMON STOCK 12673P105 1542 75071 DEFINED 02 03 75071 CABLEVISION NY GROUP COMMON STOCK 12686C109 32196 1500983 DEFINED 03 1500983 CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 49 995 DEFINED 02 03 995 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 6 208 DEFINED 03 208 CACHE INC COMMON STOCK 127150308 1452 83730 SOLE 83730 CACI INTERNATIONAL CL A COMMON STOCK 127190304 3937 67492 DEFINED 02 67492 Cadbury Schweppes PLC ADR AMER DEP RECEIPT 127209302 1554 40023 DEFINED 02 03 40023 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 113626 6625410 DEFINED 03 6625410 CAESARS ENTERTAINMENT CV CONVERTIBLE BONDS 127687AB7 4424 3504000 DEFINED 03 3504000 CALAMOS ASSET MGMT- A COMMON STOCK 12811R104 3716 128188 SOLE 128188 CALAMP CORP COMMON STOCK 128126109 1394 156798 SOLE 156798 CALIFORNIA PIZZA KITCHEN COMMON STOCK 13054D109 3 100 SOLE 100 CALLAWAY GOLF CO. 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COMMON STOCK 156708109 32036 533040 SOLE 533040 CEPHEID INC COMMON STOCK 15670R107 43078 4436470 SOLE 4436470 CENVEO INC COMMON STOCK 15670S105 6566 365800 SOLE 365800 CERADYNE INC COMMON STOCK 156710105 10967 221600 DEFINED 02 221600 CERIDIAN CORP COMMON STOCK 156779100 13364 546804 SOLE 546804 CERNER CORPORATION COMMON STOCK 156782104 29428 792984 DEFINED 03 792984 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 6737 610259 DEFINED 02 03 610259 CHAPARRAL STEEL CO COMMON STOCK 159423102 20975 291237 SOLE 291237 CHARLES RIVER LAB COMMON STOCK 159864107 3268 88800 DEFINED 02 88800 CHARTERMAC COMMON STOCK 160908109 4 194 DEFINED 03 194 CHARLOTTE RUSSE HOLDING COMMON STOCK 161048103 4836 202005 SOLE 202005 CHARMING SHOPPES COMMON STOCK 161133103 19308 1717793 SOLE 1717793 CHARTER COMMUNICATION CV CONVERTIBLE BONDS 16117MAE7 5597 7500000 SOLE 7500000 CHATTEM INC COMMON STOCK 162456107 2120 69800 DEFINED 02 69800 CHECKFREE CORP COMMON STOCK 162813109 6669 134571 SOLE 134571 CHECKPOINT SYS INC COMMON STOCK 162825103 5646 254190 DEFINED 02 03 254190 CHEMED CORP COMMON STOCK 16359R103 19361 355050 DEFINED 02 03 355050 CHEMTURA CORP COMMON STOCK 163893100 37380 4002125 DEFINED 03 4002125 CHEROKEE INC COMMON STOCK 16444H102 2918 70540 SOLE 70540 CHESAPEAKE ENERGYCORP COMMON STOCK 165167107 20735 685449 DEFINED 02 03 685449 CHEVRON CORP COMMON STOCK 166764100 556385 8965278 DEFINED 02 03 8965278 CHICAGO MERCATILE EXCHANG COMMON STOCK 167760107 304549 620073 DEFINED 02 03 620073 CHICO'S FAS INC. 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COMMON STOCK 172967101 1017048 21082921 DEFINED 02 03 21082921 CITI TRENDS INC COMMON STOCK 17306X102 14196 332542 DEFINED 02 332542 CITIZENS BANKING CORP MIC COMMON STOCK 174420109 349 14300 DEFINED 02 14300 CITIZENS COMMUNICATIONS COMMON STOCK 17453B101 37744 2892311 DEFINED 02 03 2892311 CITIZENS FIRST BANCORP COMMON STOCK 17461R106 812 30400 SOLE 30400 CITRIX SYSTEMS COMMON STOCK 177376100 11931 297227 DEFINED 02 03 297227 CITY HOLDING CO COMMON STOCK 177835105 3770 104323 SOLE 104323 CITY NATIONAL CORP COMMON STOCK 178566105 2396 36800 DEFINED 02 36800 CLAIRE'S STORES INC. COMMON STOCK 179584107 14449 566400 DEFINED 02 566400 CLARCOR INC COMMON STOCK 179895107 2157 72418 SOLE 72418 CLEAN HARBORS INC. COMMON STOCK 184496107 5422 134508 SOLE 134508 CLEAR CHANNEL COMM. COMMON STOCK 184502102 118597 3831900 SOLE 3831900 CLEAR CHANNEL OUTDOOR COMMON STOCK 18451C109 30917 1475050 DEFINED 03 1475050 CLEVELAND-CLIFFS INC COMMON STOCK 185896107 10596 133641 SOLE 133641 CLOROX CO. 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GRACE & CO. COMMON STOCK 38388F108 10168 869093 SOLE 869093 GRACO INC COMMON STOCK 384109104 2209 48043 SOLE 48043 W.W. GRAINGER INC. COMMON STOCK 384802104 405 5376 DEFINED 02 03 5376 GRAMERCY CAPITAL CORP COMMON STOCK 384871109 1101 42500 SOLE 42500 GRANITE CONSTR INC COMMON STOCK 387328107 20298 448375 DEFINED 02 448375 GRANT PRIDECO INC. COMMON STOCK 38821G101 241 5400 DEFINED 02 5400 GRAPHIC PACKAGING CORP COMMON STOCK 388688103 206 54296 SOLE 54296 GRAY TELEVISION INC COMMON STOCK 389375106 634 109600 DEFINED 02 109600 GREAT AMERN FINL RESOURCE COMMON STOCK 389915109 674 32200 SOLE 32200 GREAT ATLANTIC & PAC COMMON STOCK 390064103 286 12600 DEFINED 02 12600 GREATBATCH INC COMMON STOCK 39153L106 104 4400 DEFINED 02 4400 GREATER BAY BANCORP COMMON STOCK 391648102 10576 367863 SOLE 367863 GREEN MOUNTAIN PWR COMMON STOCK 393154109 31 900 SOLE 900 GREENBRIER COMPANIES INC. COMMON STOCK 393657101 688 21013 DEFINED 02 21013 GREENE CNTY BANCSHARES COMMON STOCK 394361208 780 25200 SOLE 25200 GREENHILL & CO INC COMMON STOCK 395259104 34080 560890 DEFINED 02 03 560890 GREIF, INC COMMON STOCK 397624107 7966 106266 DEFINED 02 106266 GREY WOLF INC COMMON STOCK 397888108 21232 2757455 DEFINED 02 03 2757455 GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 17961 318789 DEFINED 02 318789 GROUPE DANONE AMER DEP RECEIPT 399449107 14 532 DEFINED 03 532 GRUPO TELEVISA SA SPONS AMER DEP RECEIPT 40049J206 270516 14009100 DEFINED 02 03 14009100 GUESS? INC COMMON STOCK 401617105 17075 408983 DEFINED 02 03 408983 GULF ISLAND FABRICATION COMMON STOCK 402307102 84 4200 DEFINED 02 4200 GULFMARK OFFSHORE INC COMMON STOCK 402629109 1248 48300 SOLE 48300 GYMBOREE CORP COMMON STOCK 403777105 28567 821829 SOLE 821829 H & E EQUIPMENT SERVICES COMMON STOCK 404030108 2768 94000 DEFINED 02 94000 HCA INC COMMON STOCK 404119109 60864 1410527 DEFINED 03 1410527 HCC INSURANCE HLDS INC. COMMON STOCK 404132102 5139 174558 DEFINED 02 174558 HNI CORP COMMON STOCK 404251100 1637 36100 SOLE 36100 HMS HOLDINGS CORP COMMON STOCK 40425J101 6300 587650 DEFINED 02 587650 HRPT PROPERTIES TRUST COMMON STOCK 40426W101 772 66800 SOLE 66800 HSBC HOLDINGS PLC - ADR AMER DEP RECEIPT 404280406 2425 27442 DEFINED 02 03 27442 HAEMONETICS CORP COMMON STOCK 405024100 4488 96500 SOLE 96500 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 1669 64800 SOLE 64800 HALLIBURTON COMPANY COMMON STOCK 406216101 241489 3254143 DEFINED 02 03 3254143 HANCOCK FABRICS INC COMMON STOCK 409900107 1226 367063 DEFINED 02 03 367063 HANCOCK HLDG CO COMMON STOCK 410120109 4767 85131 SOLE 85131 HANMI FINANCIAL CORP COMMON STOCK 410495105 2407 123800 DEFINED 02 123800 HANOVER INSURANCE GROUP COMMON STOCK 410867105 17246 363400 DEFINED 02 363400 HANSEN NATURAL CORP COMMON STOCK 411310105 4664 24500 SOLE 24500 HARLAND (JOHN H.) CO COMMON STOCK 412693103 11654 267900 SOLE 267900 HARLEY DAVIDSON INC. COMMON STOCK 412822108 15 274 DEFINED 03 274 HARLEYSVILLE GROUP INC COMMON STOCK 412824104 7351 231769 DEFINED 02 03 231769 HARMAN INTERNATIONAL COMMON STOCK 413086109 145632 1705886 DEFINED 03 1705886 HARMONIC INC COMMON STOCK 413160102 147 32800 SOLE 32800 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 49810 3057730 SOLE 3057730 HARRINGTON W FIN GR COMMON STOCK 41383L104 604 37972 DEFINED 02 37972 HARRIS CORP. COMMON STOCK 413875105 390 9400 DEFINED 02 9400 HARRIS INTERACTIVE INC COMMON STOCK 414549105 71 12400 SOLE 12400 HARSCO CORPORATION COMMON STOCK 415864107 8790 112765 DEFINED 02 03 112765 HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 339213 4009610 DEFINED 03 4009610 HARTMARX CORP COMMON STOCK 417119104 2 400 SOLE 400 HARVEST NATURAL RESOURCES COMMON STOCK 41754V103 422 31200 SOLE 31200 HASBRO INCORPORATED COMMON STOCK 418056107 5141 283900 SOLE 283900 HAVERTY FURNITURE COS INC COMMON STOCK 419596101 1176 74935 SOLE 74935 HAWAIIAN ELEC INDUSTRIES COMMON STOCK 419870100 8 282 DEFINED 03 282 HEALTHCARE SERVICE GRP COMMON STOCK 421906108 12002 572925 DEFINED 02 03 572925 HEALTH CARE PPTYS INV INC COMMON STOCK 421915109 3609 134976 DEFINED 02 03 134976 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 1640 51500 SOLE 51500 HEADWATERS INC COMMON STOCK 42210P102 2657 103964 DEFINED 02 103964 HEALTH CARE REIT INC COMMON STOCK 42217K106 1811 51835 DEFINED 03 51835 HEALTHEXTRAS INC COMMON STOCK 422211102 205 6800 DEFINED 02 6800 HEALTH NET INC COMMON STOCK 42222G108 9276 205348 DEFINED 02 205348 HEALTHWAYS INC COMMON STOCK 422245100 30496 579326 DEFINED 02 03 579326 HEARTLAND EXPRESS INC COMMON STOCK 422347104 5712 319301 DEFINED 02 319301 HEARTLAND PAYMENT SYSTEMS COMMON STOCK 42235N108 7802 279850 SOLE 279850 HECLA MINING COMMON STOCK 422704106 15820 3013300 SOLE 3013300 HEICO CORP COMMON STOCK 422806109 3510 123800 DEFINED 02 123800 HEIDRICK & STRUGGLES COMMON STOCK 422819102 3554 105037 SOLE 105037 H.J. HEINZ COMPANY COMMON STOCK 423074103 14301 346952 DEFINED 02 03 346952 HELIX ENERGY COMMON STOCK 42330P107 6741 167020 DEFINED 02 167020 HELMERICH & PAYNE COMMON STOCK 423452101 2793 46335 DEFINED 03 46335 HERCULES, INC. COMMON STOCK 427056106 17043 1116824 DEFINED 02 03 1116824 HERCULES OFFSHORE INC COMMON STOCK 427093109 5678 162242 SOLE 162242 HERITAGE PROPERTY INVEST COMMON STOCK 42725M107 2046 58600 DEFINED 02 58600 HERLEY INDUSTRIES INC COMMON STOCK 427398102 24 2100 DEFINED 02 2100 HESS CORP COMMON STOCK 42809H107 124966 2364545 DEFINED 02 03 2364545 HESS 7% CV PREF CONV PREF STOCK 42809H206 12814 96560 DEFINED 03 96560 HEWLETT-PACKARD CO. COMMON STOCK 428236103 252822 7980495 DEFINED 02 03 7980495 HEXCEL CORP NEW COMMON STOCK 428291108 1 50 DEFINED 03 50 HI-TECH PHARMACAL CO INC COMMON STOCK 42840B101 1676 101165 SOLE 101165 HIBBETT SPORTING GOODS COMMON STOCK 428565105 7934 331971 DEFINED 02 331971 HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 2359 65200 SOLE 65200 HILLENBRAND INDS INC COMMON STOCK 431573104 1 27 DEFINED 03 27 HILTON HOTELS CORPORATION COMMON STOCK 432848109 34655 1225439 DEFINED 02 03 1225439 HILTON HOTELS CORP CV CONVERTIBLE BONDS 432848AZ2 6595 5005000 DEFINED 03 5005000 HITTITE MICROWAVE CORP COMMON STOCK 43365Y104 5748 158970 SOLE 158970 HOLLY CORP COMMON STOCK 435758305 13047 270688 DEFINED 03 270688 HOLOGIC INC COMMON STOCK 436440101 18284 370429 DEFINED 02 03 370429 HOME DEPOT INC COMMON STOCK 437076102 77761 2172718 DEFINED 02 03 2172718 HOME PROPERTIES NEW YORK COMMON STOCK 437306103 67 1200 DEFINED 02 1200 HONEYWELL INTL INC COMMON STOCK 438516106 42715 1059929 DEFINED 02 03 1059929 HOOKER FURNITURE CORP COMMON STOCK 439038100 496 29600 SOLE 29600 HORACE MANN EDUCATORS COMMON STOCK 440327104 8500 501464 DEFINED 02 03 501464 HORIZON FINANCIAL CORP COMMON STOCK 44041F105 291 10600 SOLE 10600 HORIZON LINES INC COMMON STOCK 44044K101 1230 76800 SOLE 76800 HORNBECK OFFSHORE SRVCES COMMON STOCK 440543106 6227 175300 SOLE 175300 HOSPIRA INC COMMON STOCK 441060100 1 12 DEFINED 03 12 HOSPITALITY PROPERTIES TR COMMON STOCK 44106M102 6382 145300 DEFINED 02 145300 HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 21749 994509 DEFINED 02 03 994509 HOT TOPIC, INC. 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SEMICONDUCTOR CORP. COMMON STOCK 637640103 32293 1353990 DEFINED 02 03 1353990 NATL WSTN LIFE INS CO A COMMON STOCK 638522102 1486 6200 SOLE 6200 NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 696 15800 SOLE 15800 NATIONWIDE HEALTH PPTYS I COMMON STOCK 638620104 2018 89664 SOLE 89664 NAVIGATORS GROUP INC COMMON STOCK 638904102 2095 47800 SOLE 47800 NATUS MEDICAL INC COMMON STOCK 639050103 755 76300 SOLE 76300 NAVISTAR INTL CP COMMON STOCK 63934E108 2007 81540 SOLE 81540 NAVIGANT CONSULTING, INC. 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CORP COMMON STOCK 831865209 17239 371834 DEFINED 02 03 371834 SMITH INTL, INC. 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COMMON STOCK 872540109 22377 978857 DEFINED 02 03 978857 TRW AUTOMOTIVE HOLD CORP COMMON STOCK 87264S106 1974 72343 SOLE 72343 TNS INC COMMON STOCK 872960109 983 47500 SOLE 47500 TTM TECHNOLOGIES COMMON STOCK 87305R109 4718 326039 SOLE 326039 TXU CORPORATION COMMON STOCK 873168108 5331 89160 DEFINED 02 03 89160 TAIWAN SEMICNDUCTR ADR AMER DEP RECEIPT 874039100 244953 26683380 SOLE 26683380 TAKE-TWO INTERACTIVE SFTW COMMON STOCK 874054109 183595 17214490 DEFINED 02 03 17214490 TALBOTS INC. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 2,337 Form 13F Information Table Value Total: $82,671,066 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 028-2568 Salomon Brothers Asset Management -----END PRIVACY-ENHANCED MESSAGE-----