-----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, CXKK+Tdax/DcMmL2ztZtlcBzXQTw4GKp1DLA7X9YU+NTJpzjmmN/HEQYmBdb/9px fbryvuMzEKQ7VCJxmFtiuQ== 0000728889-06-000020.txt : 20060117 0000728889-06-000020.hdr.sgml : 20060116 20060117123208 ACCESSION NUMBER: 0000728889-06-000020 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060117 DATE AS OF CHANGE: 20060117 EFFECTIVENESS DATE: 20060117 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: 06532169 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 form13f1205ofi.txt FORM 13F FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Dec 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 Jan 17, 2006 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None AAON INC COMMON STOCK 000360206 4 200 SOLE 200 AAR CORP COMMON STOCK 000361105 4644 193900 SOLE 193900 ABX AIR INC - W/I COMMON STOCK 00080S101 2113 269900 SOLE 269900 ACCO BRANDS CORP COMMON STOCK 00081T108 13 543 DEFINED 03 543 ADC TELECOMMUNICATIONS COMMON STOCK 000886309 4572 204654 DEFINED 03 204654 ADE CORP/MA COMMON STOCK 00089C107 4343 180500 SOLE 180500 ABM INDUSTRIES INC COMMON STOCK 000957100 6 300 SOLE 300 AFLAC INC COMMON STOCK 001055102 42922 924635 DEFINED 02 03 924635 AGCO CORP COMMON STOCK 001084102 7190 433900 SOLE 433900 AES CORPORATION COMMON STOCK 00130H105 255954 16168909 DEFINED 02 03 16168909 AK STEEL HLDG CORP COMMON STOCK 001547108 14843 1867000 DEFINED 02 1867000 AMICAS INC COMMON STOCK 001712108 908 183000 SOLE 183000 AMLI RESIDENTIAL PPTYS TR COMMON STOCK 001735109 381 10000 SOLE 10000 AMN HEALTHCARE SVCS COMMON STOCK 001744101 3885 196400 SOLE 196400 AMR CORPORATION - DEL COMMON STOCK 001765106 199744 8985320 SOLE 8985320 ATI TECHNOLOGIES INC COMMON STOCK 001941103 45716 2690746 DEFINED 03 2690746 AT&T INC COMMON STOCK 00206R102 155072 6332049 DEFINED 02 03 6332049 ATMI INC COMMON STOCK 00207R101 15969 570930 SOLE 570930 ATP OIL & GAS CORPORATION COMMON STOCK 00208J108 1021 27600 SOLE 27600 AVI BIOPHARMA INC COMMON STOCK 002346104 3478 1008200 SOLE 1008200 AARON RENTS INC COMMON STOCK 002535201 221 10505 DEFINED 02 03 10505 ABBOTT LABORATORIES COMMON STOCK 002824100 161894 4105866 DEFINED 02 03 4105866 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 1688 25900 SOLE 25900 ABGENIX INC COMMON STOCK 00339B107 15453 718400 SOLE 718400 ACADIA PHARMACEUTICALS COMMON STOCK 004225108 338 34290 SOLE 34290 ACADIA REALTY TRUST COMMON STOCK 004239109 305 15200 SOLE 15200 ACCREDITED HOME LENDERS COMMON STOCK 00437P107 10451 210800 SOLE 210800 ACCURIDE CORP COMMON STOCK 004398103 315 24400 SOLE 24400 ACE CASH EXPRESS INC. COMMON STOCK 004403101 297 12700 SOLE 12700 ACTIVISION INC COMMON STOCK 004930202 55148 4013640 DEFINED 03 4013640 ACTUANT CORP-CL A COMMON STOCK 00508X203 53178 953015 DEFINED 03 953015 ACUITY BRANDS INC COMMON STOCK 00508Y102 9619 302490 DEFINED 03 302490 ACXIOM CORPORATION COMMON STOCK 005125109 3770 163900 SOLE 163900 ADAMS RESPIRATORY THERA COMMON STOCK 00635P107 15289 376010 SOLE 376010 ADESA INC COMMON STOCK 00686U104 513 21000 SOLE 21000 ADMINISTAFF INC COMMON STOCK 007094105 11669 277500 SOLE 277500 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 407103 11014697 DEFINED 02 03 11014697 ADTRAN INC COMMON STOCK 00738A106 14055 472600 DEFINED 02 472600 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 3049 70150 SOLE 70150 ADVANCED DIGITAL INFO COMMON STOCK 007525108 2417 246900 SOLE 246900 ADVANCED ANALOGIC TECH COMMON STOCK 00752J108 2299 165970 SOLE 165970 ADVO INC. COMMON STOCK 007585102 397 14100 SOLE 14100 AEROFLEX INC COMMON STOCK 007768104 4775 444200 SOLE 444200 AEROPOSTALE INC COMMON STOCK 007865108 11509 437600 SOLE 437600 ADVANCED MICRO DEVICES COMMON STOCK 007903107 919706 30055746 DEFINED 03 30055746 ADVANTA CORP-CL B COMMON STOCK 007942204 6404 197400 SOLE 197400 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 3579 302500 SOLE 302500 ADVENT SOFTWARE INC COMMON STOCK 007974108 3779 130710 DEFINED 02 03 130710 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 7290 164200 SOLE 164200 AETNA INC-NEW COMMON STOCK 00817Y108 143464 1521199 DEFINED 02 03 1521199 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 17 282 DEFINED 03 282 AFFILIATED MANAGERS GR COMMON STOCK 008252108 34120 425170 DEFINED 03 425170 AFFYMETRIX, INC. COMMON STOCK 00826T108 141502 2963382 DEFINED 03 2963382 AFFIRMATIVE INSURANCE HLD COMMON STOCK 008272106 649 44504 SOLE 44504 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 2249 115700 SOLE 115700 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 22746 23005000 DEFINED 03 23005000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 60049 1803800 SOLE 1803800 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 19179 970600 SOLE 970600 AGILYSYS INC COMMON STOCK 00847J105 4135 226925 DEFINED 02 03 226925 AGREE REALTY CORP COMMON STOCK 008492100 1769 61200 SOLE 61200 AGRIUM INC COMMON STOCK 008916108 13636 620100 SOLE 620100 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 4437 74940 DEFINED 02 03 74940 AIRGAS INC COMMON STOCK 009363102 3 100 SOLE 100 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 8 500 SOLE 500 AIRSPAN NETWORKS INC COMMON STOCK 00950H102 718 126130 SOLE 126130 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 18345 920490 SOLE 920490 ALASKA AIRGROUP COMMON STOCK 011659109 16055 449470 DEFINED 02 03 449470 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 2684 264190 DEFINED 02 03 264190 ALBANY INTL CORP CL A COMMON STOCK 012348108 10848 300000 SOLE 300000 ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 2995 246500 SOLE 246500 ALBERMARLE CORP. COMMON STOCK 012653101 21097 550125 DEFINED 03 550125 ALBERTSON'S INC COMMON STOCK 013104104 12314 576750 DEFINED 02 576750 ALCAN INC COMMON STOCK 013716105 26 640 DEFINED 03 640 ALCOA INC COMMON STOCK 013817101 76784 2596668 DEFINED 02 03 2596668 ALDERWOODS GROUP INC COMMON STOCK 014383103 1438 90600 SOLE 90600 ALERIS INTERNATIONAL INC COMMON STOCK 014477103 4733 146800 SOLE 146800 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 23053 425020 DEFINED 03 425020 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 1135 14100 SOLE 14100 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 35 1730 DEFINED 02 03 1730 ALFA CORPORATION COMMON STOCK 015385107 731 45400 SOLE 45400 ALKERMES INC COMMON STOCK 01642T108 16879 882800 SOLE 882800 ALLEGHANY CORP COMMON STOCK 017175100 1789 6300 SOLE 6300 ALLEGHENY ENERGY INC COMMON STOCK 017361106 5 172 DEFINED 03 172 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 4317 119662 DEFINED 03 119662 ALLERGAN INCORPORATED COMMON STOCK 018490102 44458 411800 SOLE 411800 ALLERGAN INC CV CONVERTIBLE BONDS 018490AE2 6194 5005000 DEFINED 03 5005000 ALLETE INC COMMON STOCK 018522300 1008 22900 SOLE 22900 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 38555 1083010 DEFINED 03 1083010 ALLIANT ENERGY CORP COMMON STOCK 018802108 2527 90100 DEFINED 02 03 90100 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 13939 183000 SOLE 183000 ALLIANT TECHSYS CV CONVERTIBLE BONDS 018804AH7 6508 6005000 DEFINED 03 6005000 Allianz AG ADR AMER DEP RECEIPT 018805101 1738 114857 DEFINED 02 03 114857 ALLIED CAP CORP NEW COMMON STOCK 01903Q108 5 185 DEFINED 03 185 ALLIED WASTE CONVERTIBLE BONDS 019589AD2 12615 14500000 SOLE 14500000 ALLSCRIPTS HEALTHCARE COMMON STOCK 01988P108 2108 157300 SOLE 157300 ALLSTATE CORPORATION COMMON STOCK 020002101 89008 1646159 DEFINED 02 03 1646159 ALLTEL CORP COMMON STOCK 020039103 10357 164132 DEFINED 02 03 164132 ALON USA ENERGY COMMON STOCK 020520102 379 19300 SOLE 19300 ALPHA NATURAL RESOUR COMMON STOCK 02076X102 6053 315100 SOLE 315100 ALPHARMA INC COMMON STOCK 020813101 15565 545955 DEFINED 02 03 545955 ALTERA CORPORATION COMMON STOCK 021441100 104526 5640900 SOLE 5640900 ALTIRIS INC COMMON STOCK 02148M100 1895 112200 SOLE 112200 ALTRIA GROUP INC COMMON STOCK 02209S103 900900 12057008 DEFINED 02 03 12057008 AMAZON.COM INC COMMON STOCK 023135106 207656 4404157 DEFINED 03 4404157 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 196582 2551020 DEFINED 03 2551020 AMBASSADORS GROUP INC COMMON STOCK 023177108 2067 90300 SOLE 90300 AMDOCS LIMITED CONVERTIBLE BONDS 02342TAD1 3605 4000000 SOLE 4000000 AMEDISYS INC COMMON STOCK 023436108 5840 138250 SOLE 138250 AMERADA HESS CORP. COMMON STOCK 023551104 71874 566740 DEFINED 02 03 566740 AMERADA HESS 7.0% CV CONV PREF STOCK 023551401 9733 90060 DEFINED 03 90060 AMERCO COMMON STOCK 023586100 5101 70800 SOLE 70800 AMEREN CORP COMMON STOCK 023608102 4 75 DEFINED 03 75 AMERICA MOVIL-ADR SER L AMER DEP RECEIPT 02364W105 48965 1673450 DEFINED 03 1673450 AMCORE FINL INC COMMON STOCK 023912108 9 290 DEFINED 03 290 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 3543 193300 SOLE 193300 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 3471 95828 DEFINED 02 03 95828 AMERICAN COMMERCIAL LINES COMMON STOCK 025195207 1760 58100 SOLE 58100 AMERICAN EAGLE OUTFITTERS IN COMMON STOCK 02553E106 13123 571075 DEFINED 03 571075 AMERICAN EQUITY INVT LIFE COMMON STOCK 025676206 2960 226800 SOLE 226800 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 368736 7165498 DEFINED 02 03 7165498 AMERICAN EXPRESS CONVERTIBLE BONDS 025816AS8 5 5000 DEFINED 03 5000 AMERICAN FINL GROUP INC COMMON STOCK 025932104 3712 96900 DEFINED 02 96900 AMER GREETINGS CORP COMMON STOCK 026375105 14958 680826 DEFINED 02 03 680826 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 16342 361155 DEFINED 02 03 361155 AMERICAN HOME MTG INVT CORP COMMON STOCK 02660R107 314 9660 DEFINED 02 03 9660 AMERICAN INTERNTL GP COMMON STOCK 026874107 859730 12600464 DEFINED 02 03 12600464 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 3233 70600 SOLE 70600 AMERICAN RETIREMENT CORP COMMON STOCK 028913101 241 9600 SOLE 9600 AMERICAN POWER CONVERSION COMMON STOCK 029066107 1846 83900 SOLE 83900 AMERICAN REPROGRAPHICS COMMON STOCK 029263100 183 7200 SOLE 7200 AMERICAN STANDARD COS INC COMMON STOCK 029712106 15113 378308 DEFINED 02 03 378308 AMERICAN TOWER CORP COMMON STOCK 029912201 111253 4105278 SOLE 4105278 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AR3 7231 5004000 DEFINED 03 5004000 AMERICAN WOODMARK COMMON STOCK 030506109 37 1500 DEFINED 02 1500 AMERICREDIT CORP COMMON STOCK 03060R101 18208 710400 SOLE 710400 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 5185 228400 SOLE 228400 AMERUS GROUP CO COMMON STOCK 03072M108 19115 337300 DEFINED 02 337300 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 30788 743664 DEFINED 02 03 743664 AMERIGROUP CORP COMMON STOCK 03073T102 843 43300 SOLE 43300 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 19786 824433 DEFINED 03 824433 AMERIPRISE FINANCIAL W/I COMMON STOCK 03076C106 17083 416660 DEFINED 02 03 416660 AMETEK INC COMMON STOCK 031100100 30864 725530 DEFINED 03 725530 AMGEN INCORPORATED COMMON STOCK 031162100 715596 9074265 DEFINED 02 03 9074265 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 164 29400 DEFINED 02 03 29400 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 81 5600 SOLE 5600 AMPHENOL CORP. CL A COMMON STOCK 032095101 34873 787925 DEFINED 03 787925 AMYLIN PHARMACEUTICALS COMMON STOCK 032346108 80276 2010920 DEFINED 02 2010920 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 71479 754400 DEFINED 02 03 754400 ANADYS PHARMACEUTICALS COMMON STOCK 03252Q408 394 44800 SOLE 44800 ANALOG DEVICES INC. COMMON STOCK 032654105 65403 1823313 DEFINED 03 1823313 ANALOGIC CORP COMMON STOCK 032657207 28801 601910 SOLE 601910 ANAREN MICROWAVE INC COMMON STOCK 032744104 436 27900 SOLE 27900 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 928 30600 SOLE 30600 ANDERSONS INC COMMON STOCK 034164103 388 9000 SOLE 9000 ANDREW CORP COMMON STOCK 034425108 1697 158200 SOLE 158200 ANDREW CORP CV CONVERTIBLE BONDS 034425AB4 3023 3000000 SOLE 3000000 ANDRX GROUP COMMON STOCK 034553107 9390 570100 SOLE 570100 ANGIOTECH PHARMACEUTICALS COMMON STOCK 034918102 1808 137500 SOLE 137500 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 25222 511293 SOLE 511293 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 219 5095 DEFINED 03 5095 ANIKA THERAPEUTICS INC COMMON STOCK 035255108 734 62800 SOLE 62800 ANIXTER INTL INC COMMON STOCK 035290105 2519 64400 DEFINED 02 03 64400 ANNTAYLOR STORES CORP COMMON STOCK 036115103 4405 127600 SOLE 127600 ANSOFT CORP COMMON STOCK 036384105 3196 93873 SOLE 93873 ANSYS, INC. COMMON STOCK 03662Q105 6685 156600 SOLE 156600 ANTEON INTL CORP COMMON STOCK 03674E108 152 2800 SOLE 2800 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 10530 1000000 SOLE 1000000 AON CORP COMMON STOCK 037389103 46023 1280208 SOLE 1280208 APACHE CORPORATION COMMON STOCK 037411105 218377 3187051 DEFINED 02 03 3187051 APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 1916 50570 DEFINED 02 03 50570 APOGEE ENTERPRISES INC COMMON STOCK 037598109 1729 106600 SOLE 106600 APOLLO GROUP INC -CL A COMMON STOCK 037604105 357070 5905880 SOLE 5905880 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 11773 656600 SOLE 656600 APPLE COMPUTER INC COMMON STOCK 037833100 272501 3790520 DEFINED 02 03 3790520 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 4696 207900 SOLE 207900 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 18337 690400 SOLE 690400 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 9539 283165 DEFINED 02 03 283165 APPLIED MATERIALS INC. COMMON STOCK 038222105 118415 6600574 DEFINED 02 03 6600574 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 36 14125 DEFINED 02 03 14125 APTARGROUP INC. COMMON STOCK 038336103 710 13600 SOLE 13600 AQUANTIVE INC COMMON STOCK 03839G105 21310 844280 SOLE 844280 AQUILA INC COMMON STOCK 03840P102 697 193500 SOLE 193500 ARBITRON INC COMMON STOCK 03875Q108 3122 82200 SOLE 82200 ARCH CHEMICALS INC COMMON STOCK 03937R102 239 7990 DEFINED 02 03 7990 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 49152 1993203 DEFINED 02 03 1993203 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 10818 258250 SOLE 258250 ARCTIC CAT INC COMMON STOCK 039670104 90 4500 SOLE 4500 ARDEN GROUP INC COMMON STOCK 039762109 1010 11098 SOLE 11098 ARDEN REALITY INC COMMON STOCK 039793104 2524 56300 SOLE 56300 ARENA PHARMACEUTICALS COMMON STOCK 040047102 5171 363670 SOLE 363670 ARGONAUT GROUP INC COMMON STOCK 040157109 7377 225100 SOLE 225100 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 15 2500 DEFINED 02 2500 ARIBA INC COMMON STOCK 04033V203 166 22660 DEFINED 02 03 22660 ARKANSAS BEST CORP COMMON STOCK 040790107 11903 272515 DEFINED 02 03 272515 ARMOR HOLDINGS INC COMMON STOCK 042260109 3698 86700 SOLE 86700 ARQULE INC COMMON STOCK 04269E107 875 143000 SOLE 143000 ARRIS GROUP INC COMMON STOCK 04269Q100 4836 510680 SOLE 510680 ARRAY BIOPHARMA COMMON STOCK 04269X105 1020 145500 SOLE 145500 ARROW ELECTRONICS INC COMMON STOCK 042735100 15720 490800 SOLE 490800 ARROW INTL INC COMMON STOCK 042764100 3 100 DEFINED 03 100 ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 308 29900 SOLE 29900 ARTHROCARE CORP COMMON STOCK 043136100 9433 223840 SOLE 223840 ARVINMERITOR INC COMMON STOCK 043353101 7333 509600 SOLE 509600 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 991 60200 DEFINED 02 60200 ASHLAND INC COMMON STOCK 044209104 2149 37122 SOLE 37122 ASIAINFO HOLDINGS INC COMMON STOCK 04518A104 739 185600 SOLE 185600 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 14803 430940 DEFINED 02 430940 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 2229 283900 SOLE 283900 ASSET ACCEPTANCE CAPITAL COMMON STOCK 04543P100 4753 211600 SOLE 211600 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 232 25700 SOLE 25700 ASSURANT INC COMMON STOCK 04621X108 670 15400 SOLE 15400 ASTA FUNDING INC COMMON STOCK 046220109 3339 122130 DEFINED 02 03 122130 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 5243 160540 DEFINED 03 160540 ASTORIA FINL CORP COMMON STOCK 046265104 14212 483400 SOLE 483400 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 200 34895 DEFINED 03 34895 ATLAS AMERICA INC COMMON STOCK 049167109 3382 56168 SOLE 56168 ATMEL CORP COMMON STOCK 049513104 180 58355 DEFINED 02 03 58355 ATWOOD OCEANICS COMMON STOCK 050095108 1822 23355 DEFINED 03 23355 AUDIOVOX CORP -CL A COMMON STOCK 050757103 281 20300 SOLE 20300 AUTODESK INC. 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COMMON STOCK 053332102 1116 12165 DEFINED 03 12165 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 4755 53275 SOLE 53275 AVATAR HOLDINGS INC COMMON STOCK 053494100 154 2800 SOLE 2800 AVAYA INC COMMON STOCK 053499109 21834 2046363 DEFINED 03 2046363 AVIALL COMMON STOCK 05366B102 1132 39300 SOLE 39300 AVISTA CORP COMMON STOCK 05379B107 3510 198200 SOLE 198200 AVNET INCORPORATED COMMON STOCK 053807103 15575 650600 SOLE 650600 AVOCENT CORP COMMON STOCK 053893103 5074 186600 SOLE 186600 AVON PRODUCTS INC COMMON STOCK 054303102 101070 3540112 DEFINED 02 03 3540112 AXA Spon ADR AMER DEP RECEIPT 054536107 1934 59818 DEFINED 02 03 59818 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 2873 602400 SOLE 602400 AZTAR CORP COMMON STOCK 054802103 4261 140200 SOLE 140200 BB&T CORPORATION COMMON STOCK 054937107 16243 387574 DEFINED 03 387574 B&G FOODS INC. COMMON STOCK 05508R205 12705 875000 SOLE 875000 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 111 2242 DEFINED 03 2242 THE BISYS GROUP INC COMMON STOCK 055472104 34201 2441190 DEFINED 03 2441190 BJ SERVICES CO COMMON STOCK 055482103 33774 921026 DEFINED 03 921026 BJS WHSL CLUB INC COMMON STOCK 05548J106 2123 71840 DEFINED 03 71840 The BOC Group PLC AMER DEP RECEIPT 055617609 1202 29140 DEFINED 02 03 29140 BP PLC - ADR AMER DEP RECEIPT 055622104 527428 8212838 DEFINED 02 03 8212838 BRE PROPERTIES -CL A COMMON STOCK 05564E106 6676 146800 SOLE 146800 BMC SOFTWARE INC. COMMON STOCK 055921100 19393 946460 DEFINED 02 03 946460 BAKER (MICHAEL) CORP COMMON STOCK 057149106 1349 52800 SOLE 52800 BAKER HUGHES INC COMMON STOCK 057224107 26 435 DEFINED 02 435 BALDOR ELECTRIC COMMON STOCK 057741100 10 400 SOLE 400 BALDWIN & LYONS -CL B COMMON STOCK 057755209 51 2100 SOLE 2100 BALL CORP COMMON STOCK 058498106 923 23227 DEFINED 03 23227 BANCFIRST CORP COMMON STOCK 05945F103 82 1035 DEFINED 02 03 1035 Banco Bilbao Vizcaya ADR AMER DEP RECEIPT 05946K101 1794 100486 DEFINED 02 03 100486 BANCO ITAU HLDG FINANCIERA S AMER DEP RECEIPT 059602201 45 1885 DEFINED 03 1885 BANCORPSOUTH INC COMMON STOCK 059692103 291 13200 SOLE 13200 BANK OF AMERICA CORP. COMMON STOCK 060505104 555720 12041602 DEFINED 02 03 12041602 BANK OF HAWAII CORP COMMON STOCK 062540109 1562 30300 SOLE 30300 BANK MUTUAL CORP COMMON STOCK 063750103 1041 98230 SOLE 98230 BANK OF N Y CO COMMON STOCK 064057102 25622 804454 DEFINED 02 03 804454 BANKRATE INC COMMON STOCK 06646V108 1748 59200 SOLE 59200 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 694 26130 DEFINED 02 03 26130 BANNER CORPORATION COMMON STOCK 06652V109 2 66 SOLE 66 BANTA CORP COMMON STOCK 066821109 5712 114700 SOLE 114700 C R BARD, INCORPORATED COMMON STOCK 067383109 80944 1227900 DEFINED 03 1227900 Barclays PLC Spon ADR AMER DEP RECEIPT 06738E204 1665 39565 DEFINED 02 03 39565 BARNES & NOBLE INC. COMMON STOCK 067774109 18805 440700 DEFINED 02 440700 BARNES GROUP INC COMMON STOCK 067806109 3472 105200 SOLE 105200 BARRICK GOLD CORP COMMON STOCK 067901108 15103 541900 SOLE 541900 BARR PHARMACEUTICALS INC COMMON STOCK 068306109 21260 341300 SOLE 341300 BILL BARRETT CORP COMMON STOCK 06846N104 8471 219400 SOLE 219400 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 3747 187800 SOLE 187800 BAUSCH & LOMB INC COMMON STOCK 071707103 4211 62018 DEFINED 02 03 62018 BAXTER INTERNATIONAL COMMON STOCK 071813109 55990 1487121 DEFINED 02 03 1487121 BAXTER INTL 7% CV UNITS CONV PREF STOCK 071813406 6992 130075 DEFINED 03 130075 BE AEROSPACE INC COMMON STOCK 073302101 24807 1127600 SOLE 1127600 BEA SYSTEMS INC COMMON STOCK 073325102 15358 1633800 SOLE 1633800 BEAR STEARNS COMMON STOCK 073902108 28884 250010 DEFINED 03 250010 BEARINGPOINT INC COMMON STOCK 074002106 3956 503300 SOLE 503300 BEAZER HOMES USA INC COMMON STOCK 07556Q105 14867 204100 SOLE 204100 BEBE STORES INC COMMON STOCK 075571109 2824 201299 SOLE 201299 BECKMAN COULTER INC COMMON STOCK 075811109 25747 452500 SOLE 452500 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 43534 724600 SOLE 724600 BED BATH & BEYOND INC. 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GRACE & CO. COMMON STOCK 38388F108 1418 150800 SOLE 150800 GRACO INC COMMON STOCK 384109104 64 1747 DEFINED 03 1747 GRAFTECH INTL LTD COMMON STOCK 384313102 3629 583500 SOLE 583500 GRAINGER W W INC COMMON STOCK 384802104 13 178 DEFINED 03 178 GRAMERCY CAPITAL CORP COMMON STOCK 384871109 2898 127200 SOLE 127200 GRANITE CONSTRUCTION COMMON STOCK 387328107 5925 165000 SOLE 165000 GRANT PRIDECO INC. 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INC COMMON STOCK 401617105 10324 290000 SOLE 290000 GUIDANT CORP COMMON STOCK 401698105 25697 396867 DEFINED 03 396867 GULF ISLAND FABRICATION COMMON STOCK 402307102 229 9400 SOLE 9400 GULFMARK OFFSHORE INC COMMON STOCK 402629109 536 18100 SOLE 18100 GYMBOREE CORP COMMON STOCK 403777105 14183 606120 SOLE 606120 HCA INC COMMON STOCK 404119109 76300 1510900 SOLE 1510900 HCC INSURANCE HLDS INC. 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COMMON STOCK 412822108 46161 896489 DEFINED 03 896489 HARLEYSVILLE GROUP INC COMMON STOCK 412824104 260 9789 DEFINED 02 03 9789 HARMAN INTERNATIONAL COMMON STOCK 413086109 65034 664635 DEFINED 03 664635 HARMONIC INC COMMON STOCK 413160102 1455 300000 SOLE 300000 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 36959 2832110 SOLE 2832110 HARRIS & HARRIS GROUP INC COMMON STOCK 413833104 8581 617370 SOLE 617370 HARRIS CORP. 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HEINZ COMPANY COMMON STOCK 423074103 15967 473513 DEFINED 02 03 473513 HELMERICH & PAYNE COMMON STOCK 423452101 9986 161300 SOLE 161300 HERCULES OFFSHORE INC COMMON STOCK 427093109 6578 231540 SOLE 231540 HERITAGE PROPERTY INVEST COMMON STOCK 42725M107 925 27700 SOLE 27700 HERSHEY CO/THE COMMON STOCK 427866108 755 13665 DEFINED 02 03 13665 HEWLETT-PACKARD CO. 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SEMICONDUCTOR CORP. 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COMMON STOCK 690768403 11715 556800 SOLE 556800 OXFORD INDUSTRIES INC COMMON STOCK 691497309 213 3900 SOLE 3900 PC CONNECTION COMMON STOCK 69318J100 274 51000 SOLE 51000 PDF SOLUTIONS INC COMMON STOCK 693282105 2371 145900 SOLE 145900 PG & E CORPORATION COMMON STOCK 69331C108 75227 2026575 DEFINED 03 2026575 PFF BANCORP COMMON STOCK 69331W104 3593 117730 SOLE 117730 PHH CORPORATION COMMON STOCK 693320202 12537 447420 DEFINED 03 447420 PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 9928 200050 SOLE 200050 PICO HOLDINGS INC COMMON STOCK 693366205 5723 177400 SOLE 177400 PMC- SIERRA INC COMMON STOCK 69344F106 1795 232795 DEFINED 03 232795 THE PMI GROUP INC COMMON STOCK 69344M101 54447 1325730 DEFINED 03 1325730 PNC FINANCIAL SERVICES COMMON STOCK 693475105 21368 345600 DEFINED 02 345600 POSCO ADR SPONSORED AMER DEP RECEIPT 693483109 36 725 DEFINED 03 725 PPG INDUSTRIES, INC. 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COMMON STOCK 792860108 81559 1825815 DEFINED 02 03 1825815 SAKS INCORPORATED COMMON STOCK 79377W108 60453 3585600 SOLE 3585600 SALESFORCE.COM INC COMMON STOCK 79466L302 1086 33900 SOLE 33900 SALIX PHARMACEUTICALS INC COMMON STOCK 795435106 1382 78600 SOLE 78600 SANDERS MORRIS HARRIS GRP COMMON STOCK 80000Q104 588 35900 SOLE 35900 SANMINA-SCI CORPORATION COMMON STOCK 800907107 16670 3912989 DEFINED 02 03 3912989 SANOFI-AVENTIS ADR AMER DEP RECEIPT 80105N105 357295 8138820 DEFINED 02 03 8138820 SAP AG-SPONSORED ADR AMER DEP RECEIPT 803054204 221209 4908130 SOLE 4908130 SARA LEE CORPORATION COMMON STOCK 803111103 34492 1824947 DEFINED 02 03 1824947 SAUER-DANFOSS INC. COMMON STOCK 804137107 1740 92500 SOLE 92500 SCANA CORP COMMON STOCK 80589M102 6379 161990 DEFINED 02 161990 SCANSOURCE INC COMMON STOCK 806037107 248 4540 DEFINED 02 03 4540 HENRY SCHEIN INC. COMMON STOCK 806407102 13240 303400 SOLE 303400 SCHERING A G AMER DEP RECEIPT 806585204 62 920 DEFINED 03 920 SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 12833 615525 DEFINED 02 03 615525 SCHERING-PLOUGH 6% CV CONV PREF STOCK 806605606 5383 100070 DEFINED 03 100070 SCHLUMBERGER, LTD. COMMON STOCK 806857108 238597 2455957 DEFINED 02 03 2455957 SCHLUMBERGER LTD CV SER A CONVERTIBLE BONDS 806857AC2 6907 5005000 DEFINED 03 5005000 SCHOLASTIC CORP COMMON STOCK 807066105 3119 109400 SOLE 109400 SCHULMAN (A.) INC COMMON STOCK 808194104 168 7800 SOLE 7800 CHARLES SCHWAB CORP. COMMON STOCK 808513105 49541 3377026 DEFINED 03 3377026 SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 12779 296700 DEFINED 03 296700 SCIENTIFIC GAMES CORP - A COMMON STOCK 80874P109 46793 1715265 DEFINED 03 1715265 SCIENTIFIC GAMES CORP CV CONVERTIBLE BONDS 80874PAD1 6463 6005000 DEFINED 03 6005000 Scottish Power PLC ADR AMER DEP RECEIPT 81013T705 1341 35881 DEFINED 02 03 35881 SCOTTS MIRACLE-GRO/THE COMMON STOCK 810186106 9718 214800 SOLE 214800 SCS TRANSPORTATION INC COMMON STOCK 81111T102 733 34499 SOLE 34499 SEABOARD CORP COMMON STOCK 811543107 4986 3300 SOLE 3300 SEACOAST BANKING CORP FL COMMON STOCK 811707306 55 2400 SOLE 2400 SEALED AIR CORP- NEW COMMON STOCK 81211K100 13155 234200 SOLE 234200 SEARS HOLDING CORP COMMON STOCK 812350106 11761 101800 SOLE 101800 AMEX BASIC INDUSTRIES SPD MUTUAL FUNDS OPEN END 81369Y100 1060 35000 SOLE 35000 HEALTH CARE SELECT SECTOR MUTUAL FUNDS OPEN END 81369Y209 317 10000 SOLE 10000 AMEX ENERGY SELECT SPDR MUTUAL FUNDS OPEN END 81369Y506 8245 163880 SOLE 163880 FINANCIAL SELECT SECTOR MUTUAL FUNDS OPEN END 81369Y605 8262 260890 SOLE 260890 TECHNOLOGY SELECT SPDR MUTUAL FUNDS OPEN END 81369Y803 1045 50000 SOLE 50000 UTILITIES SELECT SPDR MUTUAL FUNDS OPEN END 81369Y886 8331 265410 SOLE 265410 SELECT COMFORT CORP COMMON STOCK 81616X103 6870 251200 SOLE 251200 SELECTICA INC COMMON STOCK 816288104 33 11500 SOLE 11500 SELECTIVE INS GROUP INC COMMON STOCK 816300107 12892 242790 DEFINED 02 03 242790 SEMPRA ENERGY COMMON STOCK 816851109 64303 1434062 DEFINED 03 1434062 SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 6427 380030 DEFINED 02 380030 SEPRACOR COMMON STOCK 817315104 2436 47200 SOLE 47200 SERACARE LIFE SCIENCES COMMON STOCK 81747Q100 938 103610 SOLE 103610 SERENA SOFTWARE INC COMMON STOCK 817492101 5672 242000 SOLE 242000 SERVICE CORP INT'L COMMON STOCK 817565104 5096 623000 SOLE 623000 SERVICEMASTER COMPANY COMMON STOCK 81760N109 3019 252600 DEFINED 02 252600 SHAW GROUP INC COMMON STOCK 820280105 6 215 DEFINED 03 215 SHENANDOAH TELECOM CO COMMON STOCK 82312B106 24 600 SOLE 600 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 1450 31925 DEFINED 03 31925 SHILOH INDUSTRIES INC COMMON STOCK 824543102 459 34600 SOLE 34600 SHOE CARNIVAL INC COMMON STOCK 824889109 734 33500 DEFINED 02 33500 SIEBEL SYS INC COMMON STOCK 826170102 158 14962 DEFINED 03 14962 Siemens AG Unsp ADR AMER DEP RECEIPT 826197501 1885 22027 DEFINED 02 03 22027 SIERRA HEALTH SERVICES COMMON STOCK 826322109 14158 177330 DEFINED 03 177330 SIERRA PACIFIC RESOURCES COMMON STOCK 826428104 10482 803800 SOLE 803800 SIGMATEL INC COMMON STOCK 82661W107 2461 187900 SOLE 187900 SIGNATURE BANK COMMON STOCK 82669G104 609 21700 SOLE 21700 SILICON LABORATORIES INC COMMON STOCK 826919102 44197 1205580 SOLE 1205580 SILGAN HLDGS INC COMMON STOCK 827048109 9922 274710 DEFINED 02 03 274710 SILICON IMAGE INC COMMON STOCK 82705T102 4751 525000 SOLE 525000 SIMON PROPERTY GROUP COMMON STOCK 828806109 22266 290558 DEFINED 03 290558 SIMON PROPERTY 6.0% CV CONV PREF STOCK 828806802 7837 121880 DEFINED 03 121880 SIMPLETECH INC COMMON STOCK 828823104 99 26300 SOLE 26300 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 5165 561415 DEFINED 02 03 561415 SIRNA THERAPEUTICS COMMON STOCK 829669100 35 11600 SOLE 11600 SIRIUS SATELLITE RADIO COMMON STOCK 82966U103 36262 5412263 DEFINED 03 5412263 SIRF TECHNOLOGY HLDNGS COMMON STOCK 82967H101 7604 255170 SOLE 255170 SIRVA INC COMMON STOCK 82967Y104 2485 310600 SOLE 310600 SITEL CORPORATION COMMON STOCK 82980K107 75 24000 SOLE 24000 SIX FLAGS INC COMMON STOCK 83001P109 3385 439000 SOLE 439000 SKECHERS USA INC -CL A COMMON STOCK 830566105 2194 143200 DEFINED 03 143200 SKYWEST INCORPORATED COMMON STOCK 830879102 18775 699000 SOLE 699000 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 3344 657000 SOLE 657000 SKYWORKS SOLUTIONS CV CONVERTIBLE BONDS 83088MAB8 3905 4000000 SOLE 4000000 Smith & Nephew PLC ADR AMER DEP RECEIPT 83175M205 858 18500 DEFINED 02 03 18500 SMITH (A.O.) CORP COMMON STOCK 831865209 2306 65700 SOLE 65700 SMITH INTL, INC. COMMON STOCK 832110100 193318 5209310 DEFINED 02 03 5209310 SMURFIT-STONE CONTAINER COMMON STOCK 832727101 7101 501100 SOLE 501100 SNAP-ON INC COMMON STOCK 833034101 3684 98084 DEFINED 03 98084 SOLECTRON CORPORATION COMMON STOCK 834182107 16626 4542654 DEFINED 02 03 4542654 SOLECTRON CONVERTIBLE BONDS 834182AT4 7849 10500000 SOLE 10500000 SOMANETICS CORP COMMON STOCK 834445405 803 25100 SOLE 25100 SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 4342 194900 SOLE 194900 SONICWALL INC COMMON STOCK 835470105 4702 593700 SOLE 593700 SONOCO PRODUCTS COMMON STOCK 835495102 27 895 DEFINED 02 03 895 Sony Corp Spon ADR AMER DEP RECEIPT 835699307 888 21753 DEFINED 02 03 21753 SOURCECORP COMMON STOCK 836167106 352 14700 DEFINED 02 14700 SOUTHERN CO COMMON STOCK 842587107 3658 105925 DEFINED 02 03 105925 SOUTHERN COPPER CORP COMMON STOCK 84265V105 7 100 SOLE 100 SOUTHERN UNION CO COMMON STOCK 844030106 23631 1000045 DEFINED 03 1000045 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 25627 1559734 DEFINED 02 03 1559734 SOUTHWEST BANCORP INC COMMON STOCK 844767103 124 6200 SOLE 6200 SOUTHWEST GAS CORP COMMON STOCK 844895102 1397 52900 SOLE 52900 SPARTAN MOTORS INC. COMMON STOCK 846819100 12 1200 SOLE 1200 SPARTAN STORES INC COMMON STOCK 846822104 607 58300 SOLE 58300 SPECTRALINK CORP COMMON STOCK 847580107 309 26000 SOLE 26000 SPECTRANETICS CORP COMMON STOCK 84760C107 1283 114000 SOLE 114000 SPECTRUM BRANDS INC COMMON STOCK 84762L105 1513 74500 SOLE 74500 SPHERION CORP COMMON STOCK 848420105 3227 322400 DEFINED 02 322400 SPIRIT FINANCE CORP COMMON STOCK 848568309 1889 166400 SOLE 166400 SPORTSMAN'S GUIDE INC COMMON STOCK 848907200 591 24800 SOLE 24800 THE SPORTS AUTHORITY INC COMMON STOCK 84917U109 12735 409100 SOLE 409100 SPRINT NEXTEL CORP COMMON STOCK 852061100 424994 18193261 DEFINED 02 03 18193261 STAGE STORES INC COMMON STOCK 85254C305 9638 323650 SOLE 323650 STAMPS.COM INC COMMON STOCK 852857200 1086 47315 DEFINED 02 03 47315 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 13212 264500 SOLE 264500 STANDARD MICROSYSTEMS COMMON STOCK 853626109 2842 99050 SOLE 99050 STANDARD PACIFIC CORP COMMON STOCK 85375C101 11 300 SOLE 300 STANDARD REGISTER CO COMMON STOCK 853887107 1127 71285 DEFINED 02 03 71285 STANLEY FURNITURE CO INC COMMON STOCK 854305208 2546 109800 DEFINED 02 109800 STANLEY WORKS COMMON STOCK 854616109 3364 70030 DEFINED 03 70030 STAPLES INC. COMMON STOCK 855030102 259709 11435860 DEFINED 02 03 11435860 STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 1 407 SOLE 407 STARBUCKS CORP COMMON STOCK 855244109 251911 8394238 DEFINED 03 8394238 STARTEK INC COMMON STOCK 85569C107 360 20000 SOLE 20000 STATE AUTO FINANCIAL CORP COMMON STOCK 855707105 5411 148400 DEFINED 02 148400 STATE BANCORP INC COMMON STOCK 855716106 201 11981 SOLE 11981 STATE STREET CORP COMMON STOCK 857477103 34688 625697 DEFINED 03 625697 STEEL DYNAMICS INC COMMON STOCK 858119100 18994 534900 SOLE 534900 STEEL TECHNOLOGIES INC COMMON STOCK 858147101 778 27800 SOLE 27800 STEELCASE INC COMMON STOCK 858155203 872 55100 SOLE 55100 STEIN MART INC COMMON STOCK 858375108 4697 258800 SOLE 258800 STEINWAY MUSICAL INST COMMON STOCK 858495104 1355 53100 SOLE 53100 STEPAN CO COMMON STOCK 858586100 484 18000 SOLE 18000 STERLING BANCSHARES INC COMMON STOCK 858907108 762 49329 DEFINED 02 49329 STERICYCLE INC COMMON STOCK 858912108 42091 714865 DEFINED 03 714865 STERIS CORP COMMON STOCK 859152100 15 605 DEFINED 03 605 STERLING FINL CORP COMMON STOCK 859319105 21345 854498 DEFINED 02 03 854498 STEWART & STEVENSON SERVI COMMON STOCK 860342104 4178 197740 DEFINED 02 03 197740 STEWART ENTERPRISES COMMON STOCK 860370105 1619 299200 SOLE 299200 STEWART INFO SVCS COMMON STOCK 860372101 6035 124000 SOLE 124000 STIFEL FINANCIAL CORP COMMON STOCK 860630102 647 17200 SOLE 17200 STILLWATER MINING COMPANY COMMON STOCK 86074Q102 7168 619600 DEFINED 02 619600 STONE ENERGY CORP. 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COMMON STOCK 867914103 23421 321900 DEFINED 02 321900 SUNTECH PWR HOLDINGS-ADR AMER DEP RECEIPT 86800C104 5706 209400 SOLE 209400 SUPERGEN INC COMMON STOCK 868059106 302 59855 DEFINED 02 03 59855 SUPERIOR ESSEX COMMON STOCK 86815V105 143 7100 SOLE 7100 SUPERIOR WELL SERVICES COMMON STOCK 86837X105 1576 66330 SOLE 66330 SUPERTEX INC COMMON STOCK 868532102 16549 373990 SOLE 373990 SUPERVALU INC. COMMON STOCK 868536103 13830 425800 SOLE 425800 SUSQUEHANNA BANCSHARES COMMON STOCK 869099101 1132 47800 SOLE 47800 SWIFT ENERGY CO COMMON STOCK 870738101 15675 347800 SOLE 347800 SWIFT TRANSPORTATION CO COMMON STOCK 870756103 4075 200720 DEFINED 03 200720 SYBASE INCORPORATED COMMON STOCK 871130100 7799 356800 DEFINED 02 356800 SYBRON DENTAL SPCLTIES COMMON STOCK 871142105 4 100 SOLE 100 SYCAMORE NETWORKS INC COMMON STOCK 871206108 930 215420 DEFINED 02 03 215420 SYKES ENTERPRISES INC COMMON STOCK 871237103 3417 255600 DEFINED 02 255600 SYMANTEC CORP. COMMON STOCK 871503108 85325 4875668 DEFINED 02 03 4875668 SYMBION INC COMMON STOCK 871507109 99 4300 SOLE 4300 SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 122 9509 DEFINED 02 9509 SYMMETRICOM INC COMMON STOCK 871543104 2798 330400 SOLE 330400 SYMS CORP COMMON STOCK 871551107 118 8200 SOLE 8200 SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 16431 602100 SOLE 602100 SYNAPTICS INC COMMON STOCK 87157D109 989 40000 SOLE 40000 SYNOPSYS INC COMMON STOCK 871607107 261677 13044737 DEFINED 02 03 13044737 SYNOVUS FIN CORP COMMON STOCK 87161C105 118 4400 DEFINED 02 4400 SYNTEL INC COMMON STOCK 87162H103 61 2960 DEFINED 03 2960 SYNNEX CORP COMMON STOCK 87162W100 95 6300 SOLE 6300 SYNIVERSE HLD INC COMMON STOCK 87163F106 562 26900 SOLE 26900 SYSCO CORP COMMON STOCK 871829107 92535 2980185 DEFINED 03 2980185 TCF FINANCIAL CORP COMMON STOCK 872275102 11233 413900 SOLE 413900 TECO ENERGY INC COMMON STOCK 872375100 3429 199615 DEFINED 02 03 199615 THQ INC COMMON STOCK 872443403 4177 175150 SOLE 175150 TJX COMPANIES, INC. COMMON STOCK 872540109 38163 1642835 DEFINED 03 1642835 TRW AUTOMOTIVE HOLD CORP COMMON STOCK 87264S106 6013 228200 SOLE 228200 TNS INC COMMON STOCK 872960109 623 32500 SOLE 32500 TTM TECHNOLOGIES COMMON STOCK 87305R109 46 4900 SOLE 4900 TXU CORPORATION COMMON STOCK 873168108 50344 1003085 DEFINED 02 03 1003085 TAIWAN SEMICNDUCTR ADR AMER DEP RECEIPT 874039100 233329 23544832 DEFINED 02 03 23544832 TAKE-TWO INTERACTIVE SFTW COMMON STOCK 874054109 312047 17629782 DEFINED 03 17629782 TALBOTS INC. COMMON STOCK 874161102 10564 379700 DEFINED 02 379700 TALK AMERICA HOLDINGS COMMON STOCK 87426R202 1774 205645 DEFINED 02 03 205645 TALX CORP COMMON STOCK 874918105 6911 151200 SOLE 151200 TANGER FACTORY OUTLET CTR COMMON STOCK 875465106 2087 72600 SOLE 72600 TARGET CORP COMMON STOCK 87612E106 197607 3594815 DEFINED 02 03 3594815 TAYLOR CAPITAL GROUP INC COMMON STOCK 876851106 868 21500 DEFINED 02 21500 TECH DATA CORPORATION COMMON STOCK 878237106 10305 259700 SOLE 259700 TECHNE CORP COMMON STOCK 878377100 10781 192000 SOLE 192000 TECHNIP S A AMER DEP RECEIPT 878546209 6 100 DEFINED 03 100 TECHNITROL INC COMMON STOCK 878555101 250 14600 SOLE 14600 TECUMSEH PRODS CO COMMON STOCK 878895200 41 1770 DEFINED 02 03 1770 TEKELEC COMMON STOCK 879101103 3075 221200 SOLE 221200 TELECOM CORP NEW ZEALAND LTD COMMON STOCK 879278208 5 160 DEFINED 03 160 Telecom Italia Spa-Spon ADR AMER DEP RECEIPT 87927Y102 639 21874 DEFINED 02 03 21874 TELEDYNE TECH INC COMMON STOCK 879360105 5302 182200 SOLE 182200 TELEFLEX INC COMMON STOCK 879369106 8149 125405 DEFINED 03 125405 Telefonica SA Spon ADR AMER DEP RECEIPT 879382208 1436 31906 DEFINED 02 03 31906 TELEFONOS DE MEXICO S A AMER DEP RECEIPT 879403780 47 1890 DEFINED 03 1890 TELEPHONE AND DATA SYSTMS COMMON STOCK 879433100 2728 75700 DEFINED 02 75700 TELEWEST GLOBAL INC COMMON STOCK 87956T107 31652 1328819 SOLE 1328819 TELIK INC COMMON STOCK 87959M109 85477 5031020 SOLE 5031020 TELLABS INC COMMON STOCK 879664100 5044 462749 DEFINED 03 462749 TELSTRA CORP-ADR AMER DEP RECEIPT 87969N204 712 49741 DEFINED 02 03 49741 TELUS CORP COMMON STOCK 87971M202 4130 102593 DEFINED 02 102593 TEMPLE INLAND INC COMMON STOCK 879868107 4747 105840 DEFINED 02 03 105840 TELETECH HOLDINGS INC COMMON STOCK 879939106 6208 515200 SOLE 515200 TENET HEALTHCARE COMMON STOCK 88033G100 5391 703800 SOLE 703800 TENNANT COMPANY COMMON STOCK 880345103 1347 25900 SOLE 25900 TENNECO INC COMMON STOCK 880349105 11821 602800 DEFINED 02 602800 TERADYNE INC COMMON STOCK 880770102 2 109 DEFINED 03 109 TERAYON COMMUNICATION SYS COMMON STOCK 880775101 950 411200 SOLE 411200 TEREX CORP COMMON STOCK 880779103 15818 266300 SOLE 266300 TESORO CORP. COMMON STOCK 881609101 20292 329685 DEFINED 02 03 329685 TEVA PHARM ADR AMER DEP RECEIPT 881624209 158789 3691915 DEFINED 03 3691915 TETRA TECHNOLOGIES INC. 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COMMON STOCK 902911106 3330 81569 DEFINED 02 03 81569 USA TRUCK INC COMMON STOCK 902925106 1203 41300 SOLE 41300 US BANCORP COMMON STOCK 902973304 246327 8241122 DEFINED 02 03 8241122 URS CORP COMMON STOCK 903236107 25530 678800 SOLE 678800 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 1872 48800 DEFINED 03 48800 USG CORP COMMON STOCK 903293405 20664 317900 SOLE 317900 USEC INC COMMON STOCK 90333E108 3898 326200 SOLE 326200 US CONCRETE INC COMMON STOCK 90333L102 161 17000 SOLE 17000 U.S. PHYSICAL THERAPY INC COMMON STOCK 90337L108 1212 65600 SOLE 65600 USA MOBILITY INC COMMON STOCK 90341G103 2530 91263 SOLE 91263 UAP HOLDING CORP COMMON STOCK 903441103 4217 206533 SOLE 206533 UBIQUITEL INC COMMON STOCK 903474302 7865 795290 DEFINED 02 03 795290 ULTIMATE SOFTWARE GROUP COMMON STOCK 90385D107 3747 196500 SOLE 196500 ULTRA CLEAN HOLDINGS COMMON STOCK 90385V107 103 14300 SOLE 14300 UNDER ARMOUR INC - CL A COMMON STOCK 904311107 4264 111300 SOLE 111300 UNIFIRST CORP COMMON STOCK 904708104 1023 32900 SOLE 32900 UNILEVER PLC AMER DEP RECEIPT 904767704 93 2325 DEFINED 03 2325 UNION BANKSHARES CORP COMMON STOCK 905399101 518 12000 DEFINED 02 12000 UNION PACIFIC COMMON STOCK 907818108 10337 128400 SOLE 128400 UNIONBANCAL CORP COMMON STOCK 908906100 20396 296800 SOLE 296800 UNIROYAL TECHNOLOGY CORP COMMON STOCK 909163107 0 3200 DEFINED 03 3200 UNISOURCE ENERGY CORP COMMON STOCK 909205106 151 4835 DEFINED 02 03 4835 UNISYS CORPORATION COMMON STOCK 909214108 1723 295600 SOLE 295600 UNIT CORP COMMON STOCK 909218109 6 100 SOLE 100 UNITED AMERICA INDEMNITY COMMON STOCK 90933T109 225 12263 SOLE 12263 UNITED AUTO GROUP INC COMMON STOCK 909440109 11823 309500 SOLE 309500 UNITED CAPITAL CORP COMMON STOCK 909912107 67 2700 SOLE 2700 UNITED DOMINION REALTY TR COMMON STOCK 910197102 719 30665 DEFINED 03 30665 UNITED FIRE & CAS CO COMMON STOCK 910331107 4463 110400 DEFINED 03 110400 UNITED NATURAL FOODS INC COMMON STOCK 911163103 338 12820 DEFINED 02 03 12820 UNITED ONLINE INC COMMON STOCK 911268100 16062 1129550 SOLE 1129550 UNITED PANAM FINANCIAL COMMON STOCK 911301109 6452 249400 DEFINED 02 249400 UNITED PARCEL SERVICE CLB COMMON STOCK 911312106 9189 122267 DEFINED 02 03 122267 UNITED RENTALS INC COMMON STOCK 911363109 14441 617400 SOLE 617400 U-STORE-IT TRUST REIT COMMON STOCK 91274F104 6627 314800 SOLE 314800 US STEEL CORP COMMON STOCK 912909108 14925 310476 DEFINED 02 310476 UNITED STATIONERS INC COMMON STOCK 913004107 8109 167200 SOLE 167200 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 4007 124650 SOLE 124650 UNITED TECH CORP. COMMON STOCK 913017109 489826 8760968 DEFINED 02 03 8760968 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 10782 155985 DEFINED 03 155985 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 298786 4808278 DEFINED 02 03 4808278 UNITRIN INC. COMMON STOCK 913275103 7073 157000 DEFINED 02 157000 UNIVERSAL AMER FINANCIAL COMMON STOCK 913377107 4402 291940 DEFINED 02 03 291940 UNIVERSAL COMPRESSION HLD COMMON STOCK 913431102 9918 241200 DEFINED 02 241200 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 6415 116100 SOLE 116100 UNIVERSAL TRUCKLOAD COMMON STOCK 91388P105 970 42154 SOLE 42154 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 2786 59600 SOLE 59600 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 13275 451700 SOLE 451700 UNOVA INC COMMON STOCK 91529B106 11644 344500 SOLE 344500 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 29213 1284106 DEFINED 02 03 1284106 URBAN OUTFITTERS INC COMMON STOCK 917047102 23705 936560 DEFINED 03 936560 UTSTARCOM INC CV CONVERTIBLE BONDS 918076AB6 1633 2000000 SOLE 2000000 VCA ANTECH INC COMMON STOCK 918194101 259 9200 SOLE 9200 VF CORPORATION COMMON STOCK 918204108 3221 58200 DEFINED 02 58200 VAIL RESORTS INC COMMON STOCK 91879Q109 5098 154320 DEFINED 02 03 154320 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 558 19200 DEFINED 02 19200 VALHI INC COMMON STOCK 918905100 85 4600 SOLE 4600 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 5 300 SOLE 300 VALERO ENERGY CORP COMMON STOCK 91913Y100 92389 1790477 DEFINED 02 03 1790477 VALMONT INDUSTRIES COMMON STOCK 920253101 213 6365 DEFINED 03 6365 VALOR COMMUNICATIONS COMMON STOCK 920255106 9 800 SOLE 800 VALUECLICK INC COMMON STOCK 92046N102 11574 639074 SOLE 639074 VALUEVISION MEDIA INC A COMMON STOCK 92047K107 25582 2030330 DEFINED 03 2030330 VARIAN INC. COMMON STOCK 922206107 6231 156600 SOLE 156600 VARIAN SEMICONDUCTORS COMMON STOCK 922207105 41145 936590 DEFINED 03 936590 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 217377 4318177 DEFINED 03 4318177 VECTOR GROUP LTD COMMON STOCK 92240M108 2973 163595 SOLE 163595 VEECO INSTRUMENTS INC COMMON STOCK 922417100 1460 84200 DEFINED 02 84200 VENTAS INC COMMON STOCK 92276F100 5376 167900 SOLE 167900 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 16448 388370 DEFINED 02 388370 VERIFONE HOLDINGS INC COMMON STOCK 92342Y109 1569 62000 SOLE 62000 VERISIGN INC COMMON STOCK 92343E102 94582 4314860 DEFINED 02 03 4314860 VERITAS DGC INC COMMON STOCK 92343P107 15378 433285 DEFINED 02 03 433285 ***VERIZON COMMUNICATION COMMON STOCK 92343V104 202685 6729261 DEFINED 02 03 6729261 VERINT SYSTEMS INC COMMON STOCK 92343X100 1479 42900 SOLE 42900 VERTRUE INC COMMON STOCK 92534N101 562 15900 SOLE 15900 VIACOM INC. CL B. COMMON STOCK 925524308 166074 5094269 DEFINED 02 03 5094269 VIAD CORP COMMON STOCK 92552R406 2112 72000 SOLE 72000 VIASAT INC COMMON STOCK 92552V100 668 25000 SOLE 25000 VIASYS HEALTHCARE INC COMMON STOCK 92553Q209 522 20300 SOLE 20300 VICOR CORP COMMON STOCK 925815102 1205 76200 SOLE 76200 VIGNETTE CORPORATION COMMON STOCK 926734401 3512 215300 SOLE 215300 VIMICRO INTERNATIONAL ADR AMER DEP RECEIPT 92718N109 7454 762170 SOLE 762170 VINEYARD NATL BANKCORP CO COMMON STOCK 927426106 62 2000 DEFINED 02 2000 VINTAGE PETROLEUM INC. COMMON STOCK 927460105 16818 315370 DEFINED 03 315370 VIROPHARMA INC COMMON STOCK 928241108 9379 505610 SOLE 505610 VISTEON CORP COMMON STOCK 92839U107 7572 1209555 DEFINED 03 1209555 VITAL SIGNS INC COMMON STOCK 928469105 626 14620 DEFINED 03 14620 VITAL IMAGES INC COMMON STOCK 92846N104 1684 64400 SOLE 64400 VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 8 4180 DEFINED 03 4180 Vivendi Universal ADR AMER DEP RECEIPT 92851S204 1514 48212 DEFINED 02 03 48212 VODAFONE GROUP PLC ADR AMER DEP RECEIPT 92857W100 9783 455639 DEFINED 02 03 455639 VOLCOM INC COMMON STOCK 92864N101 14782 434630 SOLE 434630 VOLT INFO SCIENCES INC COMMON STOCK 928703107 533 28000 SOLE 28000 VORNADO REALTY TRUST COMMON STOCK 929042109 11584 138772 DEFINED 02 138772 VULCAN MATLS CO COMMON STOCK 929160109 169 2501 DEFINED 03 2501 W&T OFFSHORE INC COMMON STOCK 92922P106 1449 49300 SOLE 49300 WFS FINANCIAL INC COMMON STOCK 92923B106 4409 57900 SOLE 57900 WCI COMMUNITIES INC COMMON STOCK 92923C104 16723 622830 DEFINED 02 03 622830 WGL HOLDINGS INC COMMON STOCK 92924F106 1963 65300 SOLE 65300 W HOLDING COMPANY INC COMMON STOCK 929251106 960 116700 DEFINED 02 116700 WPP GROUP PLC - ADR AMER DEP RECEIPT 929309409 10437 193263 DEFINED 02 03 193263 WSFS FINANCIAL CORP COMMON STOCK 929328102 3167 51700 SOLE 51700 WABASH NATIONAL CORP COMMON STOCK 929566107 10 500 SOLE 500 WABTEC COMMON STOCK 929740108 5022 186700 SOLE 186700 WACHOVIA CORP COMMON STOCK 929903102 339659 6425643 DEFINED 02 03 6425643 WAL-MART STORES INC. 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WRIGLEY JR. CO COMMON STOCK 982526105 835 12560 DEFINED 02 03 12560 WYETH COMMON STOCK 983024100 329337 7148620 DEFINED 02 03 7148620 XM SATELLITE RADIO COMMON STOCK 983759101 74862 2744220 SOLE 2744220 XTO ENERGY INC COMMON STOCK 98385X106 281842 6414250 DEFINED 03 6414250 XILINX INCORPORATED COMMON STOCK 983919101 0 15 DEFINED 03 15 XEROX CORP. COMMON STOCK 984121103 57076 3895938 DEFINED 03 3895938 XEROX CORP 6.25% CV CONV PREF STOCK 984121509 9486 77500 SOLE 77500 YAHOO! INC COMMON STOCK 984332106 304523 7772425 DEFINED 02 03 7772425 YAHOO! INC CV CONVERTIBLE BONDS 984332AB2 3849 2003000 DEFINED 03 2003000 YAMANA GOLD INC COMMON STOCK 98462Y100 1322 200000 SOLE 200000 YUM! 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,228 Form 13F Information Table Value Total: $76,236,430 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-----