-----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, JXiAJykAedH3iaxqLrQgf5v8Dt2q2JpM7Oqfc3iW0X5Olf7Bf7kAj7MTcPVse5c/ T8l2ZPND/vMztamcFjjuzA== 0000728889-05-000164.txt : 20050211 0000728889-05-000164.hdr.sgml : 20050211 20050211131734 ACCESSION NUMBER: 0000728889-05-000164 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050211 DATE AS OF CHANGE: 20050211 EFFECTIVENESS DATE: 20050211 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: 05596759 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 form13f1204ofi.txt FORM 13F-HR 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, 2004 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OppenheimerFunds, Inc. Address: 6803 S. Tucson Way Centennial, CO 80112-3924 Form 13F File Number: 28-203 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: 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 Feb 11, 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 226 16600 SOLE 16600 AC MOORE ARTS & CRAFTS COMMON STOCK 00086T103 9072 314900 SOLE 314900 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 4 1545 DEFINED 03 1545 ADE CORP/MA COMMON STOCK 00089C107 1458 77900 SOLE 77900 ABM INDUSTRIES INC COMMON STOCK 000957100 3979 201800 SOLE 201800 AFC ENTERPRISES INC COMMON STOCK 00104Q107 21109 890300 SOLE 890300 AFLAC INC COMMON STOCK 001055102 108545 2724535 DEFINED 02 03 2724535 AES CORPORATION COMMON STOCK 00130H105 150682 11022840 DEFINED 03 11022840 AK STEEL HLDG CORP COMMON STOCK 001547108 13839 956400 SOLE 956400 AMN HEALTHCARE SVCS COMMON STOCK 001744101 167 10500 SOLE 10500 AMR CORPORATION - DEL COMMON STOCK 001765106 13678 1249100 SOLE 1249100 AMX CORP COMMON STOCK 00180C105 1436 87200 SOLE 87200 ATI TECHNOLOGIES INC COMMON STOCK 001941103 13350 688500 SOLE 688500 AT&T CORP COMMON STOCK 001957505 38493 2019519 DEFINED 02 03 2019519 A.S.V. INC COMMON STOCK 001963107 3487 72800 SOLE 72800 ATMI INC COMMON STOCK 00207R101 5723 254000 SOLE 254000 ATP OIL & GAS CORPORATION COMMON STOCK 00208J108 2577 138700 SOLE 138700 AVX CORP COMMON STOCK 002444107 3299 261800 SOLE 261800 AARON RENTS INC COMMON STOCK 002535201 2795 111800 SOLE 111800 ABAXIS INC COMMON STOCK 002567105 17 1150 SOLE 1150 ABBOTT LABORATORIES COMMON STOCK 002824100 272087 5832518 DEFINED 02 03 5832518 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 21423 456300 SOLE 456300 ABGENIX INC COMMON STOCK 00339B107 1762 170400 SOLE 170400 ABIOMED INC COMMON STOCK 003654100 2508 162444 SOLE 162444 ABLE LABORATORIES INC COMMON STOCK 00371N407 10025 440660 SOLE 440660 ACADIA REALTY TRUST COMMON STOCK 004239109 1919 117700 SOLE 117700 ACCREDITED HOME LENDERS COMMON STOCK 00437P107 3766 75800 SOLE 75800 ACETO CORP COMMON STOCK 004446100 994 52200 SOLE 52200 ACTIVISION INC COMMON STOCK 004930202 9377 464650 SOLE 464650 ACTION PERFORMANCE COMMON STOCK 004933107 6807 619375 SOLE 619375 ACTEL CORPORATION COMMON STOCK 004934105 2747 156600 SOLE 156600 ACTIVE POWER INC COMMON STOCK 00504W100 207 45000 SOLE 45000 ACTIVCARD CORP COMMON STOCK 00506J107 586 65800 SOLE 65800 ACTUATE CORPORATION COMMON STOCK 00508B102 237 93000 SOLE 93000 ACTUANT CORP-CL A COMMON STOCK 00508X203 25274 484650 SOLE 484650 ACUITY BRANDS INC COMMON STOCK 00508Y102 3072 96600 SOLE 96600 ACXIOM CORPORATION COMMON STOCK 005125109 14528 552400 SOLE 552400 ADEZA BIOMEDICAL CORP COMMON STOCK 006864102 1069 60900 SOLE 60900 ADESA INC COMMON STOCK 00686U104 2964 139700 SOLE 139700 ADMINISTAFF INC COMMON STOCK 007094105 3681 291900 SOLE 291900 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 260728 4155701 DEFINED 02 03 4155701 ADTRAN INC COMMON STOCK 00738A106 7323 382600 SOLE 382600 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 4372 100100 SOLE 100100 ADVANCED DIGITAL INFO COMMON STOCK 007525108 601 60000 SOLE 60000 ADVO INC. COMMON STOCK 007585102 695 19500 SOLE 19500 ADVISORY BOARD CO COMMON STOCK 00762W107 1195 32400 SOLE 32400 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 14210 345400 SOLE 345400 AEROFLEX INC COMMON STOCK 007768104 17920 1478570 SOLE 1478570 AEROPOSTALE INC COMMON STOCK 007865108 12681 430900 SOLE 430900 ADVANCED MICRO DEVICES COMMON STOCK 007903107 529925 24065630 DEFINED 03 24065630 ADVANCED MICRO CV CONVERTIBLE BONDS 007903AE7 5775 5005000 DEFINED 03 5005000 ADVANTA CORP-CL B COMMON STOCK 007942204 1417 58400 SOLE 58400 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 2137 234100 SOLE 234100 ADVENT SOFTWARE INC COMMON STOCK 007974108 1290 63000 SOLE 63000 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 9623 195000 SOLE 195000 AETNA INC-NEW COMMON STOCK 00817Y108 41226 330471 DEFINED 03 330471 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 75997 1262613 DEFINED 03 1262613 AFFILIATED MANAGERS GR COMMON STOCK 008252108 33609 496150 SOLE 496150 AFFYMETRIX, INC. COMMON STOCK 00826T108 141871 3881550 SOLE 3881550 AFFIRMATIVE INSURANCE HLD COMMON STOCK 008272106 1704 101204 SOLE 101204 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 644 40027 SOLE 40027 AGERE SYSTEMS COMMON STOCK 00845V100 4978 3633800 SOLE 3633800 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 5318 5005000 DEFINED 03 5005000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 130100 5398350 DEFINED 03 5398350 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 6089 6006000 DEFINED 03 6006000 AGILE SOFTWARE CORP COMMON STOCK 00846X105 473 57900 SOLE 57900 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 4825 350900 SOLE 350900 AGILYSYS INC COMMON STOCK 00847J105 5344 311800 SOLE 311800 AGREE REALTY CORP COMMON STOCK 008492100 1939 61200 SOLE 61200 AGRIUM INC COMMON STOCK 008916108 1449 86000 SOLE 86000 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 101135 1744620 DEFINED 02 03 1744620 AIRGAS INC COMMON STOCK 009363102 10617 400500 SOLE 400500 AIRGATE PCS INC COMMON STOCK 009367301 990 27800 SOLE 27800 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 5 500 SOLE 500 AIRSPAN NETWORKS INC COMMON STOCK 00950H102 5708 1051240 SOLE 1051240 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 979 75100 SOLE 75100 AKZO NOBEL NV ADR AMER DEP RECEIPT 010199305 353 8323 DEFINED 02 03 8323 ALAMO GROUP INC COMMON STOCK 011311107 399 14700 SOLE 14700 ALAMOSA HOLDINGS INC COMMON STOCK 011589108 6252 501400 SOLE 501400 ALASKA AIRGROUP COMMON STOCK 011659109 9046 270100 SOLE 270100 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 702 81300 SOLE 81300 ALBANY INTL CORP CL A COMMON STOCK 012348108 2605 74100 SOLE 74100 ALBERMARLE CORP. COMMON STOCK 012653101 2013 52000 SOLE 52000 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 1291 26575 DEFINED 02 03 26575 ALBERTSON'S INC COMMON STOCK 013104104 5907 247350 DEFINED 02 247350 ALCAN INC COMMON STOCK 013716105 297548 6067453 DEFINED 03 6067453 ALCOA INC COMMON STOCK 013817101 143228 4558517 DEFINED 02 03 4558517 ALDERWOODS GROUP INC COMMON STOCK 014383103 421 37000 SOLE 37000 ALERIS INTERNATIONAL INC COMMON STOCK 014477103 5035 297600 SOLE 297600 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 3597 84800 SOLE 84800 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 528 7100 SOLE 7100 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 63464 2518400 SOLE 2518400 ALFA CORPORATION COMMON STOCK 015385107 943 62100 SOLE 62100 ALICO INC COMMON STOCK 016230104 146 2500 SOLE 2500 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 2232 207600 SOLE 207600 ALLEGHANY CORP COMMON STOCK 017175100 2824 9900 SOLE 9900 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 1 42 DEFINED 03 42 ALLERGAN INCORPORATED COMMON STOCK 018490102 18727 231000 SOLE 231000 ALLETE INC COMMON STOCK 018522300 2708 73700 SOLE 73700 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 40007 842600 SOLE 842600 ALLIANCE RESOURCE PARTN COMMON STOCK 01877R108 11519 155660 SOLE 155660 ALLIANT ENERGY CORP COMMON STOCK 018802108 93 3250 DEFINED 03 3250 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 16445 251526 SOLE 251526 ALLIANZ AG-ADR AMER DEP RECEIPT 018805101 1337 100627 DEFINED 02 03 100627 ALLIANCE FINANCIAL CORP COMMON STOCK 019205103 159 5200 SOLE 5200 ALLIED WASTE CONVERTIBLE BONDS 019589AD2 7809 8750000 SOLE 8750000 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 6402 195000 SOLE 195000 ALLSCRIPTS HEALTHCARE COMMON STOCK 01988P108 3303 309600 SOLE 309600 ALLSTATE CORPORATION COMMON STOCK 020002101 178942 3459826 DEFINED 02 03 3459826 ALLTEL CORP COMMON STOCK 020039103 12303 209380 DEFINED 02 03 209380 ALLTEL CORP CV NOVT UNITS CONV PREF STOCK 020039822 6352 120100 DEFINED 03 120100 ALPHARMA INC - CL A COMMON STOCK 020813101 1420 83800 SOLE 83800 ALTERA CORPORATION COMMON STOCK 021441100 77608 3749211 DEFINED 02 03 3749211 ALTRIA GROUP INC COMMON STOCK 02209S103 729807 11944464 DEFINED 02 03 11944464 AMAZON.COM INC COMMON STOCK 023135106 162444 3667740 SOLE 3667740 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 225272 2742865 DEFINED 03 2742865 AMBASSADORS GROUP INC COMMON STOCK 023177108 2208 62000 SOLE 62000 AMCOL INT'L CORP COMMON STOCK 02341W103 1457 72500 SOLE 72500 AMEDISYS INC COMMON STOCK 023436108 7566 233600 SOLE 233600 AMERADA HESS CORP. COMMON STOCK 023551104 99708 1210340 SOLE 1210340 AMERCO COMMON STOCK 023586100 202 4400 SOLE 4400 AMERICA SERVICE GROUP INC COMMON STOCK 02364L109 1479 55250 SOLE 55250 AMERICA MOVIL-ADR SER L AMER DEP RECEIPT 02364W105 9596 183300 SOLE 183300 AMERICA WEST COMMON STOCK 023657208 2522 383300 SOLE 383300 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 7401 221910 DEFINED 03 221910 AMERICAN ELEC POWER COMMON STOCK 025537101 24193 704500 SOLE 704500 AMERICAN EAGLE OUTFITTERS IN COMMON STOCK 02553E106 32413 688155 DEFINED 03 688155 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 779594 13829945 DEFINED 02 03 13829945 AMERICAN EXPRESS CV CONVERTIBLE BONDS 025816AS8 2188 2005000 DEFINED 03 2005000 AMERICAN FINL GROUP INC COMMON STOCK 025932104 7377 235600 SOLE 235600 AMER GREETINGS CORP COMMON STOCK 026375105 19139 755000 DEFINED 02 755000 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 354 10700 SOLE 10700 AMERICAN HOME MTG INV COMMON STOCK 02660R107 17 500 SOLE 500 AMERICAN INTERNTL GP COMMON STOCK 026874107 788893 12012994 DEFINED 02 03 12012994 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 4265 102000 SOLE 102000 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 1538 42700 SOLE 42700 AMERICAN POWER CONVERSION COMMON STOCK 029066107 8001 373900 SOLE 373900 AMER SOFTWARE, INC. COMMON STOCK 029683109 266 44100 SOLE 44100 AMERICAN STANDARD COS INC COMMON STOCK 029712106 7979 193100 SOLE 193100 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AR3 3401 3000000 SOLE 3000000 AMERICAN VANGUARD CORP COMMON STOCK 030371108 399 10850 SOLE 10850 AMERICAN WOODMARK COMMON STOCK 030506109 764 17500 SOLE 17500 AMERICANWEST BANCORP COMMON STOCK 03058P109 778 38420 SOLE 38420 AMERICREDIT CORP COMMON STOCK 03060R101 611 25000 SOLE 25000 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 4238 98300 SOLE 98300 AMERUS GROUP CO COMMON STOCK 03072M108 9853 217505 DEFINED 03 217505 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 22868 389725 DEFINED 02 03 389725 AMERIGROUP CORP COMMON STOCK 03073T102 1400 18500 SOLE 18500 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 5092 358100 SOLE 358100 AMETEK INC COMMON STOCK 031100100 22872 641200 SOLE 641200 AMGEN INCORPORATED COMMON STOCK 031162100 670540 10452685 DEFINED 02 03 10452685 AMIS HOLDINGS INC COMMON STOCK 031538101 7428 449650 SOLE 449650 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 368 25200 SOLE 25200 AMPHENOL CORP. CL A COMMON STOCK 032095101 28205 767700 SOLE 767700 AMSOUTH BANCORPORATION COMMON STOCK 032165102 70 2700 SOLE 2700 AMSURG CORP COMMON STOCK 03232P405 857 29000 SOLE 29000 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 2400 37031 DEFINED 03 37031 ANALOG DEVICES INC. COMMON STOCK 032654105 103654 2807541 DEFINED 03 2807541 ANALOGIC CORP COMMON STOCK 032657207 31456 702300 SOLE 702300 ANAREN MICROWAVE INC COMMON STOCK 032744104 1284 99100 SOLE 99100 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 1507 51700 SOLE 51700 ANDERSONS INC COMMON STOCK 034164103 145 5700 SOLE 5700 ANDREW CORP COMMON STOCK 034425108 12463 914412 DEFINED 03 914412 ANDREW CORP CV CONVERTIBLE BONDS 034425AB4 4546 3500000 SOLE 3500000 ANDRX GROUP COMMON STOCK 034553107 15840 725600 SOLE 725600 ANGELICA CORP COMMON STOCK 034663104 641 23700 SOLE 23700 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 18222 501293 SOLE 501293 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 163944 3231704 DEFINED 02 03 3231704 ANIKA THERAPEUTICS INC COMMON STOCK 035255108 645 70500 SOLE 70500 ANIMAS CORP COMMON STOCK 03525Y105 6401 409510 SOLE 409510 ANIXTER INTL INC COMMON STOCK 035290105 3731 103665 DEFINED 03 103665 ANNALY MTG MGMT INC COMMON STOCK 035710409 20 980 DEFINED 03 980 ANNTAYLOR STORES CORP COMMON STOCK 036115103 5809 269800 SOLE 269800 ANSOFT CORP COMMON STOCK 036384105 1446 71600 SOLE 71600 ANSYS, INC. COMMON STOCK 03662Q105 7906 246600 SOLE 246600 ANTEON INTL CORP COMMON STOCK 03674E108 825 19700 SOLE 19700 ANSWERTHINK INC. COMMON STOCK 036916104 1025 219900 SOLE 219900 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 12360 1000000 SOLE 1000000 ANWORTH MORTGAGE ASSET COMMON STOCK 037347101 3 300 SOLE 300 AON CORP COMMON STOCK 037389103 17907 750500 SOLE 750500 APACHE CORPORATION COMMON STOCK 037411105 98963 1956952 DEFINED 02 03 1956952 APARTMENT INVT & MGMT COMMON STOCK 03748R101 108 2800 SOLE 2800 APOGEE ENTERPRISES INC COMMON STOCK 037598109 2423 180700 SOLE 180700 APHTON CORP COMMON STOCK 03759P101 66 21200 SOLE 21200 APOLLO GROUP INC -CL A COMMON STOCK 037604105 31307 387900 SOLE 387900 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 12485 826800 SOLE 826800 APPLE COMPUTER INC COMMON STOCK 037833100 60807 944204 DEFINED 03 944204 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 3890 147074 SOLE 147074 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 101508 4854500 SOLE 4854500 APPLERA CORP-CELERA GEN COMMON STOCK 038020202 3 200 SOLE 200 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 5894 215100 SOLE 215100 APPLIED MATERIALS INC. COMMON STOCK 038222105 51481 3010592 DEFINED 02 03 3010592 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 8099 1923700 SOLE 1923700 APPLIED SIGNAL TECH COMMON STOCK 038237103 6355 180280 SOLE 180280 APTARGROUP INC. COMMON STOCK 038336103 2634 49900 SOLE 49900 AQUANTIVE INC COMMON STOCK 03839G105 719 80400 SOLE 80400 AQUILA INC COMMON STOCK 03840P102 1878 509000 SOLE 509000 ARAMARK CORP CL B COMMON STOCK 038521100 6914 260800 SOLE 260800 ARBITRON INC COMMON STOCK 03875Q108 43 1100 SOLE 1100 ARCH CHEMICALS INC COMMON STOCK 03937R102 3327 115600 SOLE 115600 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 11820 529805 DEFINED 03 529805 ARCHPELAGO HOLDINGS INC COMMON STOCK 03957A104 556 26500 SOLE 26500 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 4740 123750 SOLE 123750 ARCTIC CAT INC COMMON STOCK 039670104 1273 48000 SOLE 48000 ARDEN GROUP INC COMMON STOCK 039762109 1557 15496 SOLE 15496 ARDEN REALITY INC COMMON STOCK 039793104 3503 92875 SOLE 92875 ARGONAUT GROUP INC COMMON STOCK 040157109 245 11600 SOLE 11600 ARGOSY GAMING COMPANY COMMON STOCK 040228108 2900 62100 SOLE 62100 ARKANSAS BEST CORP COMMON STOCK 040790107 8206 182800 SOLE 182800 ARMOR HOLDINGS INC COMMON STOCK 042260109 9 200 SOLE 200 ARRAY BIOPHARMA COMMON STOCK 04269X105 3663 384800 SOLE 384800 ARROW ELECTRONICS INC COMMON STOCK 042735100 7100 292200 SOLE 292200 ARROW FINANCIAL CORP COMMON STOCK 042744102 25 812 SOLE 812 ARROW INTL INC COMMON STOCK 042764100 4242 136890 DEFINED 03 136890 ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 66 5800 SOLE 5800 ARTHROCARE CORP COMMON STOCK 043136100 3561 111080 SOLE 111080 ARVINMERITOR INC COMMON STOCK 043353101 5490 245415 DEFINED 03 245415 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P207 1819 111500 SOLE 111500 ASHLAND INC COMMON STOCK 044204105 10538 180500 SOLE 180500 ASIAINFO HOLDINGS INC COMMON STOCK 04518A104 1446 242700 SOLE 242700 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 2270 92800 SOLE 92800 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 3069 275514 SOLE 275514 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 816 131400 SOLE 131400 ASSOCIATED BANC-CORP COMMON STOCK 045487105 3913 117841 SOLE 117841 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 155 15200 SOLE 15200 ASTA FUNDING INC COMMON STOCK 046220109 2712 101059 SOLE 101059 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 2198 127700 SOLE 127700 ASTORIA FINL CORP COMMON STOCK 046265104 8873 222000 SOLE 222000 @ ROAD INC COMMON STOCK 04648K105 950 137500 SOLE 137500 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 4 800 SOLE 800 ATHEROGENICS INC COMMON STOCK 047439104 2415 102513 SOLE 102513 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 658 64219 SOLE 64219 ATMEL CORP COMMON STOCK 049513104 19312 4926600 SOLE 4926600 ATMOS ENERGY CORP COMMON STOCK 049560105 3556 130000 SOLE 130000 ATWOOD OCEANICS COMMON STOCK 050095108 6549 125700 SOLE 125700 AUDIBLE INC COMMON STOCK 05069A302 2803 107600 SOLE 107600 AUDIOVOX CORP -CL A COMMON STOCK 050757103 999 63300 SOLE 63300 AUTODESK INC. COMMON STOCK 052769106 68054 1793262 DEFINED 03 1793262 AUTOLIV INC COMMON STOCK 052800109 54168 1121500 SOLE 1121500 AUTOMATIC DATA PROC COMMON STOCK 053015103 45830 1033370 DEFINED 02 03 1033370 AUTONATION INC. COMMON STOCK 05329W102 4074 212100 SOLE 212100 AUTOZONE INC. COMMON STOCK 053332102 19 206 DEFINED 03 206 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 3108 41275 SOLE 41275 AVATAR HOLDINGS INC COMMON STOCK 053494100 135 2800 SOLE 2800 AVAYA INC COMMON STOCK 053499109 20426 1187518 DEFINED 03 1187518 AVERY-DENNISON CORP COMMON STOCK 053611109 4097 68320 DEFINED 02 03 68320 AVIALL INC NEW COMMON STOCK 05366B102 3472 151195 DEFINED 03 151195 AVID TECHNOLOGY INC COMMON STOCK 05367P100 24709 400140 SOLE 400140 AVNET INC COMMON STOCK 053807103 2 135 DEFINED 03 135 AVOCENT CORP COMMON STOCK 053893103 8846 218300 SOLE 218300 AVON PRODUCTS INC COMMON STOCK 054303102 89145 2303490 DEFINED 02 03 2303490 AXA - SPONS ADR AMER DEP RECEIPT 054536107 2270 91706 DEFINED 02 03 91706 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 4171 513000 SOLE 513000 AZTAR CORP COMMON STOCK 054802103 2196 62900 SOLE 62900 BB&T CORPORATION COMMON STOCK 054937107 17203 409100 SOLE 409100 B&G FOODS INC. COMMON STOCK 05508R205 11235 750000 SOLE 750000 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 3879 125600 SOLE 125600 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 73 2132 DEFINED 03 2132 THE BISYS GROUP INC COMMON STOCK 055472104 4210 255950 SOLE 255950 BJ SERVICES CO COMMON STOCK 055482103 31443 675620 DEFINED 03 675620 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 12326 423145 DEFINED 03 423145 BOC GROUP PLC ADR AMER DEP RECEIPT 055617609 1757 46000 DEFINED 02 03 46000 BP PLC - ADR AMER DEP RECEIPT 055622104 622597 10660915 DEFINED 02 03 10660915 BMC SOFTWARE INC. COMMON STOCK 055921100 14287 768119 DEFINED 03 768119 BAKER HUGHES INC COMMON STOCK 057224107 586 13760 DEFINED 02 03 13760 BALDOR ELECTRIC COMMON STOCK 057741100 2847 103400 SOLE 103400 BALDWIN & LYONS -CL B COMMON STOCK 057755209 151 5625 SOLE 5625 BALL CORP COMMON STOCK 058498106 7287 165685 DEFINED 02 03 165685 BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 193 45500 SOLE 45500 BANCO BRADESCO ADR AMER DEP RECEIPT 059460303 15089 602100 SOLE 602100 BANCO BILBAO VIZCAYA-SP AMER DEP RECEIPT 05946K101 3543 199724 DEFINED 02 03 199724 BANCORPSOUTH INC COMMON STOCK 059692103 314 12900 SOLE 12900 BANK OF AMERICA CORP. COMMON STOCK 060505104 774152 16474807 DEFINED 02 03 16474807 BANK OF HAWAII CORP COMMON STOCK 062540109 2496 49200 SOLE 49200 BANK MUTUAL CORP COMMON STOCK 063750103 9940 816730 SOLE 816730 BANK OF THE OZARKS COMMON STOCK 063904106 337 9900 SOLE 9900 BANK OF N Y CO COMMON STOCK 064057102 40024 1197590 DEFINED 03 1197590 BANKATLANTIC BANCORP INC COMMON STOCK 065908501 15021 754800 SOLE 754800 BANKNORTH GROUP INC COMMON STOCK 06646R107 13721 374900 SOLE 374900 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 16 500 SOLE 500 BANNER CORPORATION COMMON STOCK 06652V109 474 15200 SOLE 15200 BANTA CORP COMMON STOCK 066821109 4046 90400 SOLE 90400 C R BARD, INCORPORATED COMMON STOCK 067383109 39380 615500 SOLE 615500 BARCLAYS PLC ADR AMER DEP RECEIPT 06738E204 3603 78859 DEFINED 02 03 78859 BARNES & NOBLE INC COMMON STOCK 067774109 10290 318870 DEFINED 03 318870 BARRICK GOLD CORP COMMON STOCK 067901108 9492 391900 SOLE 391900 BARR PHARMACEUTICALS INC COMMON STOCK 068306109 15989 351100 SOLE 351100 BILL BARRETT CORP COMMON STOCK 06846N104 5086 159000 SOLE 159000 BASSETT FURNITURE INDS COMMON STOCK 070203104 247 12600 SOLE 12600 BAUSCH & LOMB INC COMMON STOCK 071707103 7420 115107 DEFINED 03 115107 BAXTER INTERNATIONAL COMMON STOCK 071813109 35043 1014538 DEFINED 02 03 1014538 BAXTER INTL 7% CV UNITS CONV PREF STOCK 071813406 6779 120075 DEFINED 03 120075 BE AEROSPACE INC COMMON STOCK 073302101 2113 181500 SOLE 181500 BEA SYSTEMS INC COMMON STOCK 073325102 101351 11439162 SOLE 11439162 BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 1043 52500 SOLE 52500 BEAR STEARNS COMMON STOCK 073902108 120472 1177522 DEFINED 03 1177522 BEASLEY BROADCAST GRP CLA COMMON STOCK 074014101 16 900 SOLE 900 BEAZER HOMES USA INC COMMON STOCK 07556Q105 6609 45200 SOLE 45200 BEBE STORES INC COMMON STOCK 075571109 3489 129300 SOLE 129300 BECKMAN COULTER INC COMMON STOCK 075811109 17840 266300 DEFINED 02 266300 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 30104 530000 SOLE 530000 BED BATH & BEYOND INC. COMMON STOCK 075896100 54914 1378700 SOLE 1378700 BEL FUSE INC COMMON STOCK 077347300 81 2400 SOLE 2400 BELDEN CDT INC COMMON STOCK 077454106 3543 152700 SOLE 152700 BELLSOUTH CORPORATION COMMON STOCK 079860102 104142 3747440 DEFINED 02 03 3747440 BEMA GOLD CORP COMMON STOCK 08135F107 6793 2220000 SOLE 2220000 BEMIS COMPANY, INC. COMMON STOCK 081437105 1062 36500 SOLE 36500 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 13 400 DEFINED 03 400 BERKLEY W R CORP COMMON STOCK 084423102 105 2220 DEFINED 03 2220 BERKSHIRE HATHAWAY INC DEL COMMON STOCK 084670108 88 1 DEFINED 03 1 BERKSHIRE HATH- B COMMON STOCK 084670207 129639 44155 SOLE 44155 BERKSHIRE HILLS BANCORP COMMON STOCK 084680107 1170 31500 SOLE 31500 BERRY PETROLEUM - CL A COMMON STOCK 085789105 2318 48600 SOLE 48600 BEST BUY COMPANY INC. COMMON STOCK 086516101 146826 2470980 DEFINED 02 03 2470980 BEVERLY ENTERPRISES COMMON STOCK 087851309 2139 233800 SOLE 233800 BEVERLY HILLS BANCORP INC COMMON STOCK 087866109 5719 566273 SOLE 566273 BHP BILLITON LTD ADR AMER DEP RECEIPT 088606108 2728 113571 DEFINED 02 03 113571 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 3800 130400 SOLE 130400 BIG LOTS INC COMMON STOCK 089302103 678 55900 SOLE 55900 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 2046 117574 SOLE 117574 BIOENVISION INC COMMON STOCK 09059N100 978 109100 SOLE 109100 BIOMET INC. COMMON STOCK 090613100 2358 54358 DEFINED 03 54358 BIOGEN IDEC INC COMMON STOCK 09062X103 7 100 SOLE 100 BIOMED REALTY TRUST INC COMMON STOCK 09063H107 9520 428650 SOLE 428650 BIOVERIS CORP COMMON STOCK 090676107 100 13700 SOLE 13700 BIOSITE INC COMMON STOCK 090945106 16083 261350 SOLE 261350 BLACK & DECKER CORPORATIO COMMON STOCK 091797100 20666 233965 DEFINED 03 233965 BJ'S RESTAURANTS INC COMMON STOCK 09180C106 405 28900 SOLE 28900 BLACK BOX CORP COMMON STOCK 091826107 5820 121200 SOLE 121200 BLACK HILLS CORP COMMON STOCK 092113109 9 300 SOLE 300 BLACKBAUD INC COMMON STOCK 09227Q100 198 13500 SOLE 13500 BLAIR CORP COMMON STOCK 092828102 1983 55600 SOLE 55600 H & R BLOCK INCORPORATED COMMON STOCK 093671105 158 3231 DEFINED 03 3231 BLOCKBUSTER INC- CL A COMMON STOCK 093679108 11925 1250000 SOLE 1250000 BLOCKBUSTER INC-CL B COMMON STOCK 093679207 5124 581599 SOLE 581599 BLOUNT INTL INC COMMON STOCK 095180105 3594 206300 SOLE 206300 BLUEGREEN CORP COMMON STOCK 096231105 5243 264400 SOLE 264400 BLUELINX HOLDINGS INC COMMON STOCK 09624H109 5065 350000 SOLE 350000 BOEING CO. COMMON STOCK 097023105 133506 2578833 DEFINED 03 2578833 BONE CARE INTERNATIONAL I COMMON STOCK 098072101 3765 135200 SOLE 135200 BORDERS GROUP COMMON STOCK 099709107 17983 708000 SOLE 708000 BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 910 16800 SOLE 16800 BORLAND SOFTWARE CORP COMMON STOCK 099849101 3983 341000 SOLE 341000 BOSTON BEER CO., INC COMMON STOCK 100557107 1846 86800 SOLE 86800 BOSTON COMM GROUP COMMON STOCK 100582105 331 35800 SOLE 35800 BOSTON PROPERTIES COMMON STOCK 101121101 3290 50875 SOLE 50875 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 16164 454690 DEFINED 02 03 454690 BOTTOMLINE TECHNOLOGIES COMMON STOCK 101388106 673 46440 SOLE 46440 BOWATER INC. COMMON STOCK 102183100 22913 521100 SOLE 521100 BOYD GAMING CORP COMMON STOCK 103304101 4 100 SOLE 100 BRADY CORP - CL A COMMON STOCK 104674106 3385 54100 SOLE 54100 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 896 30500 SOLE 30500 BRIGGS & STRATTON CORP COMMON STOCK 109043109 748 18000 SOLE 18000 BRIGHT HORIZONS FAM SOL COMMON STOCK 109195107 5281 81550 SOLE 81550 BRIGHTPOINT INC. COMMON STOCK 109473405 4994 255600 SOLE 255600 BRINKER INTL INC. COMMON STOCK 109641100 565 16100 SOLE 16100 THE BRINK'S COMPANY COMMON STOCK 109696104 7821 197900 SOLE 197900 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 112917 4407390 DEFINED 02 03 4407390 BROADCOM CORP COMMON STOCK 111320107 101840 3154900 SOLE 3154900 BROADWING CORP COMMON STOCK 11161E101 362 39738 SOLE 39738 BROCADE COMM SYSTEMS COMMON STOCK 111621108 21496 2813600 SOLE 2813600 BROOKFIELD HOMES CORP COMMON STOCK 112723101 949 28000 SOLE 28000 BROOKS AUTOMATION INC COMMON STOCK 114340102 8 450 SOLE 450 BROOKSTONE INC. COMMON STOCK 114537103 1999 102250 SOLE 102250 BROOKTROUT INC COMMON STOCK 114580103 924 76900 SOLE 76900 BROWN & BROWN INC COMMON STOCK 115236101 22990 527900 SOLE 527900 BROWN-FORMAN CORP - CL B COMMON STOCK 115637209 1173 24095 DEFINED 03 24095 BROWN SHOE COMPANY INC COMMON STOCK 115736100 87 2900 SOLE 2900 BRUNSWICK CORP COMMON STOCK 117043109 65454 1322301 DEFINED 02 03 1322301 BRUSH ENGINEERED MATERIAL COMMON STOCK 117421107 1844 99700 SOLE 99700 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 1518 116700 SOLE 116700 THE BUCKLE INC COMMON STOCK 118440106 1018 34500 SOLE 34500 BUCYRUS INTERNATIONAL INC COMMON STOCK 118759109 3755 92406 SOLE 92406 BUILD-A-BEAR WORKSHOP INC COMMON STOCK 120076104 1276 36300 SOLE 36300 BUILDING MATERIALS HLDING COMMON STOCK 120113105 5996 156594 SOLE 156594 BURLINGTON COAT FACTORY COMMON STOCK 121579106 1834 80800 SOLE 80800 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 5851 123680 DEFINED 03 123680 BURLINGTON RESOURCES INC. COMMON STOCK 122014103 141953 3263296 DEFINED 02 03 3263296 BUSINESS OBJECTS SA ADR AMER DEP RECEIPT 12328X107 191 7555 DEFINED 03 7555 CBL & ASSOCIATES PPTYS IN COMMON STOCK 124830100 779 10200 SOLE 10200 CCC INFORMATION SVCS GRP COMMON STOCK 12487Q109 107 4800 SOLE 4800 CBRL GROUP INC. COMMON STOCK 12489V106 12070 288400 SOLE 288400 CB RICHARD ELLIS GROUP COMMON STOCK 12497T101 1342 40000 SOLE 40000 C-COR.NET CORPORATION COMMON STOCK 125010108 646 69500 SOLE 69500 CDW CORP COMMON STOCK 12512N105 55230 832400 SOLE 832400 CEC ENTERTAINMENT INC COMMON STOCK 125137109 18456 461750 SOLE 461750 CFS BANCORP INC COMMON STOCK 12525D102 43 3000 SOLE 3000 CH ENERGY GROUP INC COMMON STOCK 12541M102 5329 110900 SOLE 110900 CH ROBINSON WORLDWIDE COMMON STOCK 12541W100 39036 703100 SOLE 703100 CIGNA CORP COMMON STOCK 125509109 30162 369765 DEFINED 03 369765 CIT GROUP INC COMMON STOCK 125581108 19309 421400 SOLE 421400 CKE RESTAURANTS COMMON STOCK 12561E105 32 2200 SOLE 2200 CLECO CORP COMMON STOCK 12561W105 14 700 SOLE 700 CMGI INC COMMON STOCK 125750109 2086 818200 SOLE 818200 CMS ENERGY CORP COMMON STOCK 125896100 21211 2029800 SOLE 2029800 CPI CORP COMMON STOCK 125902106 243 17900 SOLE 17900 CSS INDS INC COMMON STOCK 125906107 2638 83050 SOLE 83050 CSK AUTO CORP COMMON STOCK 125965103 109956 6568450 SOLE 6568450 CNA FINANCIAL CORP COMMON STOCK 126117100 921 34500 SOLE 34500 CNF TRANSPORTATION INC COMMON STOCK 12612W104 15015 299700 SOLE 299700 CNS INC COMMON STOCK 126136100 584 46500 SOLE 46500 CNET NETWORKS INC COMMON STOCK 12613R104 7 600 SOLE 600 CRH PLC -SPONSORED ADR AMER DEP RECEIPT 12626K203 955 35645 DEFINED 02 03 35645 CSG SYSTEMS INTL INC COMMON STOCK 126349109 38862 2078220 DEFINED 03 2078220 CSX CORP COMMON STOCK 126408103 3852 96100 DEFINED 03 96100 CT COMMUNICATIONS INC COMMON STOCK 126426402 571 46400 SOLE 46400 CTS CORP COMMON STOCK 126501105 320 24100 SOLE 24100 CUNO INC. COMMON STOCK 126583103 17 278 DEFINED 03 278 CVB FINANCIAL CORP COMMON STOCK 126600105 176 6641 SOLE 6641 CVS CORP COMMON STOCK 126650100 8271 183525 DEFINED 03 183525 CABLEVISION NY GROUP COMMON STOCK 12686C109 32253 1295300 SOLE 1295300 CABOT CORP COMMON STOCK 127055101 9647 249400 SOLE 249400 CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 4540 102600 SOLE 102600 CABOT MICROELECTRONICS COMMON STOCK 12709P103 9564 238800 SOLE 238800 CACHE INC COMMON STOCK 127150308 13 700 SOLE 700 CACI INTERNATIONAL CL A COMMON STOCK 127190304 48 700 SOLE 700 CADBURY SCHWEPPES ADR AMER DEP RECEIPT 127209302 2411 63950 DEFINED 02 03 63950 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 199857 14471905 SOLE 14471905 CAESARS ENTERTAINMENT INC COMMON STOCK 127687101 14028 696500 SOLE 696500 CAL DIVE INTL INC COMMON STOCK 127914109 15638 383750 SOLE 383750 CAL-MAINE FOODS INC COMMON STOCK 128030202 3371 278800 SOLE 278800 CALIFORNIA PIZZA KITCHEN COMMON STOCK 13054D109 3440 149564 SOLE 149564 CALIPER LIFE SCIENCES INC COMMON STOCK 130872104 414 55000 SOLE 55000 CALLAWAY GOLF CO. COMMON STOCK 131193104 1940 143700 SOLE 143700 CALLON PETROLUEM CO. COMMON STOCK 13123X102 1917 132600 SOLE 132600 CALPINE CORP COMMON STOCK 131347106 4298 1090833 SOLE 1090833 CALPINE CORP CV CONVERTIBLE BONDS 131347BJ4 2193 2506000 DEFINED 03 2506000 CAMBREX CORP COMMON STOCK 132011107 959 35400 SOLE 35400 CAMCO FINANCIAL CORP COMMON STOCK 132618109 85 5500 SOLE 5500 CAMDEN NATIONAL CORP COMMON STOCK 133034108 118 3000 SOLE 3000 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3418 67025 SOLE 67025 CAMPBELL SOUP CO COMMON STOCK 134429109 4 150 DEFINED 03 150 CANADIAN NATL RAILWAY COMMON STOCK 136375102 14504 236800 SOLE 236800 CANADIAN NATURAL RESOURCE COMMON STOCK 136385101 3122 73000 SOLE 73000 CANDELA CORP COMMON STOCK 136907102 11 1000 SOLE 1000 CANON INC-SP ADR AMER DEP RECEIPT 138006309 3353 61795 DEFINED 02 03 61795 CANTEL MEDICAL CORP COMMON STOCK 138098108 341 9100 SOLE 9100 CAPITAL CITY BK GROUP INC COMMON STOCK 139674105 165 3950 SOLE 3950 CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 1510 42500 SOLE 42500 CAPITAL CORP OF THE WEST COMMON STOCK 140065103 240 5100 SOLE 5100 CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 26765 317835 DEFINED 03 317835 CAPITAL ONE CV UNITS CONV PREF STOCK 14040H204 4233 75000 SOLE 75000 CAPITAL SENIOR LIVING COR COMMON STOCK 140475104 4528 800000 SOLE 800000 CAPITAL TRUST-CL A COMMON STOCK 14052H506 3 100 SOLE 100 CAPITALSOURCE INC COMMON STOCK 14055X102 5533 215550 SOLE 215550 CAPITOL BANCORP LTD COMMON STOCK 14056D105 440 12500 SOLE 12500 CAPSTEAD MORTGAGE CORP COMMON STOCK 14067E506 160 15200 SOLE 15200 CARACO PHARM LABS INC COMMON STOCK 14075T107 466 48800 SOLE 48800 CARBO CERAMICS INC COMMON STOCK 140781105 2691 39000 SOLE 39000 CARAUSTAR INDUSTIRIES INC COMMON STOCK 140909102 1499 89100 SOLE 89100 CARDINAL HEALTH INC COMMON STOCK 14149Y108 612 10531 DEFINED 03 10531 CAREMARK RX INC COMMON STOCK 141705103 27858 706510 DEFINED 02 03 706510 CARLISLE COS INC COMMON STOCK 142339100 1070 16470 DEFINED 03 16470 CARMIKE CINEMAS INC COMMON STOCK 143436400 715 19600 SOLE 19600 CARNIVAL CORP COMMON STOCK 143658300 199066 3454207 DEFINED 03 3454207 CARNIVAL CORP CV CONVERTIBLE BONDS 143658AN2 7577 5005000 DEFINED 03 5005000 CARPENTER TECHNOLOGY CORP COMMON STOCK 144285103 7483 128000 SOLE 128000 CARRAMERICA REALTY CORP COMMON STOCK 144418100 531 16100 SOLE 16100 CARRIER ACCESS CORP COMMON STOCK 144460102 13162 1232400 SOLE 1232400 CASCADE CORP COMMON STOCK 147195101 2876 72000 SOLE 72000 CASCADE MICROTECH INC COMMON STOCK 147322101 1678 125000 SOLE 125000 CASEY'S GNRL STORES COMMON STOCK 147528103 911 50200 SOLE 50200 CASH AMERINTL INC COMMON STOCK 14754D100 2281 76711 DEFINED 03 76711 CASTLE (AM) & CO COMMON STOCK 148411101 836 70000 SOLE 70000 CASUAL MALE RETAIL GROUP COMMON STOCK 148711104 249 45600 SOLE 45600 CATALINA MARKETING CORP COMMON STOCK 148867104 5997 202400 SOLE 202400 CATAPULT COMMUNICATIONS COMMON STOCK 149016107 2276 94200 SOLE 94200 CATELLUS DEVELOPMENT C COMMON STOCK 149113102 1724 56352 SOLE 56352 CATERPILLAR INC COMMON STOCK 149123101 122325 1254479 DEFINED 02 03 1254479 CATO CORPORATION CL A COMMON STOCK 149205106 4386 152200 SOLE 152200 CAVCO INDUSTRIES COMMON STOCK 149568107 816 18152 DEFINED 03 18152 CELGENE CORPORATION COMMON STOCK 151020104 23269 877100 SOLE 877100 CEMEX SA-ADR AMER DEP RECEIPT 151290889 49090 1347878 DEFINED 02 03 1347878 CENDANT CORPORATION COMMON STOCK 151313103 272948 11674445 DEFINED 03 11674445 CENTENE CORP COMMON STOCK 15135B101 238 8400 SOLE 8400 CENTER FINANCIAL CORP COMMON STOCK 15146E102 462 23100 SOLE 23100 CENTERPOINT PROPERTIES TR COMMON STOCK 151895109 662 13825 SOLE 13825 CENTERPOINT ENERGY COMMON STOCK 15189T107 9 800 SOLE 800 CENTEX CORP COMMON STOCK 152312104 5791 97199 DEFINED 03 97199 CENTRAL EURO DIST. CP COMMON STOCK 153435102 18 600 SOLE 600 CENTRAL PARKING CORP COMMON STOCK 154785109 377 24900 SOLE 24900 CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 15756 600000 SOLE 600000 CENTURY BUSINESS SVCS INC COMMON STOCK 156490104 101 23200 SOLE 23200 CENTURYTEL INC. COMMON STOCK 156700106 15464 435984 DEFINED 03 435984 CEPHALON INC. COMMON STOCK 156708109 10 200 SOLE 200 CERADYNE INC COMMON STOCK 156710105 14876 260030 SOLE 260030 CERIDIAN CORP COMMON STOCK 156779100 10968 600000 SOLE 600000 CERNER CORPORATION COMMON STOCK 156782104 4759 89500 SOLE 89500 CERTEGY INC COMMON STOCK 156880106 4 100 SOLE 100 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 501 42400 SOLE 42400 CHARLES RIVER LAB COMMON STOCK 159864107 20100 436864 SOLE 436864 CHARTERMAC COMMON STOCK 160908109 609 24900 SOLE 24900 CHARLOTTE RUSSE HOLDING COMMON STOCK 161048103 1278 126500 SOLE 126500 CHARMING SHOPPES COMMON STOCK 161133103 8245 879900 SOLE 879900 CHARTER COMMUN INC -A COMMON STOCK 16117M107 6548 2923000 SOLE 2923000 CHATTEM INC COMMON STOCK 162456107 2317 70000 SOLE 70000 CHECKERS DRIVE-IN RSTRANT COMMON STOCK 162809305 437 32600 SOLE 32600 CHECKFREE CORP COMMON STOCK 162813109 18922 496900 SOLE 496900 CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 11 600 SOLE 600 CHEESECAKE FACTORY (THE) COMMON STOCK 163072101 23322 718250 SOLE 718250 CHEMED CORP COMMON STOCK 16359R103 8 125 SOLE 125 **CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 1215 28300 SOLE 28300 CHEROKEE INC COMMON STOCK 16444H102 603 17100 SOLE 17100 CHESAPEAKE CORP COMMON STOCK 165159104 4 130 DEFINED 03 130 CHESAPEAKE ENERGYCORP COMMON STOCK 165167107 35690 2163004 SOLE 2163004 CHESAPEAKE UTLITIES CORP COMMON STOCK 165303108 678 25400 SOLE 25400 CHEVRONTEXACO CORP COMMON STOCK 166764100 567698 10811251 DEFINED 02 03 10811251 CHICAGO BRIDGE & IRON CO COMMON STOCK 167250109 11000 275000 SOLE 275000 CHICO'S FAS INC. COMMON STOCK 168615102 71555 1571600 SOLE 1571600 CHILDREN'S PLACE COMMON STOCK 168905107 19567 528420 SOLE 528420 CHOICE HOTELS INTL INC COMMON STOCK 169905106 5185 89400 SOLE 89400 CHIQUITA BRANDS INTL COMMON STOCK 170032809 4346 196993 SOLE 196993 CHIRON CORP COMMON STOCK 170040109 33438 1003242 DEFINED 03 1003242 CHOICEPOINT INC COMMON STOCK 170388102 126670 2754300 SOLE 2754300 CHORDIANT SOFTWARE INC COMMON STOCK 170404107 659 289100 SOLE 289100 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 1708 92600 SOLE 92600 CHROMCRAFT REVINGTON INC. COMMON STOCK 171117104 79 6400 SOLE 6400 CHUBB CORPORATION COMMON STOCK 171232101 119100 1548759 DEFINED 02 03 1548759 CHUBB CORP SERA CONV PREF STOCK 171232309 5030 170000 SOLE 170000 CIBER INC. COMMON STOCK 17163B102 67 6900 SOLE 6900 CIENA CORP COMMON STOCK 171779101 8289 2481600 SOLE 2481600 CIMAREX ENERGY CO COMMON STOCK 171798101 12472 329076 SOLE 329076 CINCINNATI BELL INC COMMON STOCK 171871106 23 5500 SOLE 5500 CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 9364 211550 DEFINED 03 211550 CINERGY CORP COMMON STOCK 172474108 8493 203999 DEFINED 03 203999 CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 141243 9030876 SOLE 9030876 CIRRUS LOGIC INC COMMON STOCK 172755100 2689 488100 SOLE 488100 CISCO COMMON STOCK 17275R102 1074183 55657140 DEFINED 02 03 55657140 CITADEL BROADCASTING CONVERTIBLE BONDS 17285TAB2 909 1000000 SOLE 1000000 CINTAS CORP COMMON STOCK 172908105 7412 169000 SOLE 169000 CITIGROUP INC. COMMON STOCK 172967101 1311817 27227424 DEFINED 02 03 27227424 CITIGROUP INC WTS 12/50 WARRANTS UNIT 172967127 329 231985 SOLE 231985 CITIZENS BANKING CORP MIC COMMON STOCK 174420109 3 100 SOLE 100 CITIZENS COMMUNICATIONS COMMON STOCK 17453B101 23705 1719000 SOLE 1719000 CITIZENS FIRST BANCORP COMMON STOCK 17461R106 1253 51800 SOLE 51800 CITRIX SYSTEMS COMMON STOCK 177376100 64853 2643820 SOLE 2643820 CITY HOLDING CO COMMON STOCK 177835105 4418 121900 SOLE 121900 CITY NATIONAL CORP COMMON STOCK 178566105 21 300 SOLE 300 CLAIRE'S STORES INC. COMMON STOCK 179584107 14159 666300 SOLE 666300 CLARCOR INC COMMON STOCK 179895107 2163 39500 SOLE 39500 CLEAN HARBORS INC. COMMON STOCK 184496107 449 29800 SOLE 29800 CLEAR CHANNEL COMM. COMMON STOCK 184502102 150567 4495860 DEFINED 03 4495860 CLEVELAND-CLIFFS INC COMMON STOCK 185896107 10220 98400 SOLE 98400 CLIFTON SAVINGS BNC INC COMMON STOCK 18712Q103 357 29400 SOLE 29400 CLOROX CO. COMMON STOCK 189054109 7714 130892 DEFINED 02 03 130892 COACH INC COMMON STOCK 189754104 136315 2416943 DEFINED 03 2416943 COCA-COLA COMPANY COMMON STOCK 191216100 245332 5893149 DEFINED 02 03 5893149 COCA-COLA FEMSA S.A. ADR AMER DEP RECEIPT 191241108 39318 1654800 SOLE 1654800 COEUR D'ALENE MINES CORP COMMON STOCK 192108108 4305 1095500 SOLE 1095500 COGNEX CORPORATION COMMON STOCK 192422103 6207 222467 SOLE 222467 COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 11543 272700 SOLE 272700 COGNOS INC COMMON STOCK 19244C109 4956 112480 SOLE 112480 COHERENT INC. COMMON STOCK 192479103 2152 70700 SOLE 70700 COHU INC COMMON STOCK 192576106 1680 90500 SOLE 90500 COINSTAR INC COMMON STOCK 19259P300 11877 442680 SOLE 442680 COLDWATER CREEK INC COMMON STOCK 193068103 8937 289500 SOLE 289500 KENNETH COLE PROD-A COMMON STOCK 193294105 685 22200 SOLE 22200 COLGATE-PALMOLIVE COMPANY COMMON STOCK 194162103 53 1045 DEFINED 02 03 1045 COLLINS & AIKMAN CORP COMMON STOCK 194830204 518 118800 SOLE 118800 COLONIAL BANCGROUP COMMON STOCK 195493309 2446 115200 SOLE 115200 COLONIAL PROPERTIES TRUST COMMON STOCK 195872106 412 10500 SOLE 10500 COLT TELECOM GROUP ADR AMER DEP RECEIPT 196877104 26 7020 SOLE 7020 COLUMBIA BANKING SYSTEM COMMON STOCK 197236102 1319 52796 SOLE 52796 COMFORT SYSTEMS COMMON STOCK 199908104 1635 212900 SOLE 212900 COMCAST CORP CL A COMMON STOCK 20030N101 271932 8171018 DEFINED 02 03 8171018 COMCAST CORP CL A SPCL COMMON STOCK 20030N200 436914 13304319 DEFINED 03 13304319 COMERICA INC. COMMON STOCK 200340107 32057 525340 DEFINED 03 525340 COMMERCE BANCORP INC COMMON STOCK 200519106 160748 2496090 SOLE 2496090 COMMERCE BANCSHARES IN COMMON STOCK 200525103 5 105 SOLE 105 COMMERCE GROUP INC COMMON STOCK 200641108 4151 68000 SOLE 68000 COMMERCIAL CAPITAL BANC COMMON STOCK 20162L105 16612 716663 SOLE 716663 COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 668 22500 SOLE 22500 COMMERCIAL METALS CO COMMON STOCK 201723103 2326 46000 SOLE 46000 COMMONWEALTH TELEPHONE COMMON STOCK 203349105 50 1000 SOLE 1000 COMMSCOPE INC COMMON STOCK 203372107 2912 154100 SOLE 154100 COMMUNITY BANKCORP COMMON STOCK 20343T100 459 15000 SOLE 15000 COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 5548 196400 SOLE 196400 COMMUNITY BANKS INC COMMON STOCK 203628102 39 1400 SOLE 1400 COMMUNITY HEALTH SYSTEMS COMMON STOCK 203668108 8824 316500 SOLE 316500 COMMUNITY TRUST BANCORP COMMON STOCK 204149108 333 10285 SOLE 10285 BRASIL DIS PAO ACU - ADR AMER DEP RECEIPT 20440T201 52928 2067500 SOLE 2067500 CIA SIDERURGICA NACL ADR AMER DEP RECEIPT 20440W105 38739 2026100 SOLE 2026100 CIA VALE DO RIO DOCE -ADR AMER DEP RECEIPT 204412100 157957 6478950 SOLE 6478950 CIA VALE DO RIO DOCE ADR AMER DEP RECEIPT 204412209 893 30791 DEFINED 03 30791 CIA SANEAMENTO BASICO DE AMER DEP RECEIPT 20441A102 15245 1018400 SOLE 1018400 COMPANHIA BEBIDAS-PR ADR AMER DEP RECEIPT 20441W203 140786 4969486 SOLE 4969486 COMP MINAS BUENAVENTURA AMER DEP RECEIPT 204448104 36971 1614450 SOLE 1614450 COMPASS BANCSHARES INC COMMON STOCK 20449H109 5972 122700 SOLE 122700 COMPASS MINERALS INTERNAT COMMON STOCK 20451N101 4953 204400 SOLE 204400 COMPUCREDIT CORP COMMON STOCK 20478N100 4935 180500 SOLE 180500 COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 58147 1872081 DEFINED 03 1872081 COMPUTER ASSOCIATES CV CONVERTIBLE BONDS 204912AR0 8431 6504000 DEFINED 03 6504000 COMPUTER PROG & SYS COMMON STOCK 205306103 104 4500 SOLE 4500 COMPUTER SCIENCES CORP COMMON STOCK 205363104 26472 469615 DEFINED 03 469615 COMPUWARE CORP COMMON STOCK 205638109 46367 7166445 DEFINED 03 7166445 COMPX INTERNATIONAL INC COMMON STOCK 20563P101 188 11400 SOLE 11400 COMSTOCK HOMEBUILDING A COMMON STOCK 205684103 3266 150000 SOLE 150000 COMSTOCK RESOURCES INC COMMON STOCK 205768203 3199 145100 SOLE 145100 COMTECH TELECOMMUN COMMON STOCK 205826209 1128 30000 SOLE 30000 COMVERSE TECHNOLOGY INC. COMMON STOCK 205862402 80757 3302964 SOLE 3302964 ***COMVERSE TECH INC CV CONVERTIBLE BONDS 205862AL9 5163 3500000 SOLE 3500000 CONAGRA FOODS INC. COMMON STOCK 205887102 70375 2389647 DEFINED 02 03 2389647 CONCEPTUS INC COMMON STOCK 206016107 166 20500 SOLE 20500 CONCUR TECHNOLOGIES INC COMMON STOCK 206708109 105 11800 SOLE 11800 CONMED CORP. COMMON STOCK 207410101 2703 95100 SOLE 95100 CONNETICS CORP COMMON STOCK 208192104 993 40900 SOLE 40900 CONOCOPHILLIPS COMMON STOCK 20825C104 548423 6316058 DEFINED 02 03 6316058 CONOR MEDSYSTEMS INC COMMON STOCK 208264101 1731 125000 SOLE 125000 CONSECO INC WTS 9/10/08 WARRANTS UNIT 208464123 265 88500 SOLE 88500 CONSECO INC COMMON STOCK 208464883 5116 256422 SOLE 256422 CONSOLIDATED EDISON INC COMMON STOCK 209115104 1136 25960 DEFINED 02 03 25960 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 5949 129600 SOLE 129600 CONS TOMOKA LAND CO-FL COMMON STOCK 210226106 310 7200 SOLE 7200 CONSTELLATION BRANDS INC COMMON STOCK 21036P108 21934 471600 SOLE 471600 CONSTELLATION ENERGY GRP COMMON STOCK 210371100 2117 48431 DEFINED 03 48431 CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 39343 2905700 SOLE 2905700 CONTINENTAL AIRLINES CV CONVERTIBLE BONDS 210795PD6 9057 10750000 SOLE 10750000 CONVERGYS CORP COMMON STOCK 212485106 6264 417900 SOLE 417900 COOPER COMPANIES INC COMMON STOCK 216648402 33968 481200 SOLE 481200 COOPER TIRE & RUBBER COMMON STOCK 216831107 1461 67770 DEFINED 03 67770 COORS ADOLPH CO COMMON STOCK 217016104 133 1750 DEFINED 03 1750 COPART INC. COMMON STOCK 217204106 8930 339300 SOLE 339300 CORILLIAN CORP COMMON STOCK 218725109 2061 418980 SOLE 418980 CORGENTECH INC COMMON STOCK 21872P105 184 22200 SOLE 22200 CORN PRODUCTS INTL INC COMMON STOCK 219023108 10782 201300 SOLE 201300 CORNERSTONE RLTY INCOME T COMMON STOCK 21922V102 100 10000 SOLE 10000 CORNING INC. COMMON STOCK 219350105 132965 11296940 DEFINED 03 11296940 CORNING INC CONVERTIBLE BONDS 219350AK1 2438 2000000 SOLE 2000000 CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 66572 994500 SOLE 994500 CORPORATE OFFICE PROPERTY COMMON STOCK 22002T108 446 15200 SOLE 15200 CORRECTIONAL PROPERTIES COMMON STOCK 22025E104 641 22200 SOLE 22200 CORRECTIONS CORP OF AMER COMMON STOCK 22025Y407 4 100 SOLE 100 CORUS BANKSHARES INC COMMON STOCK 220873103 562 11700 SOLE 11700 CORVEL CORP COMMON STOCK 221006109 738 27550 SOLE 27550 COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 100296 2071788 DEFINED 03 2071788 COSTAR GROUP INC COMMON STOCK 22160N109 979 21200 SOLE 21200 COSTCO COMPANIES INC CONV CONVERTIBLE BONDS 22160QAC6 3308 3000000 SOLE 3000000 COUNTRYWIDE FINANCIAL COMMON STOCK 222372104 87462 2363198 DEFINED 02 03 2363198 COVANCE INC COMMON STOCK 222816100 18352 473600 SOLE 473600 COVANSYS CORP COMMON STOCK 22281W103 1746 114100 SOLE 114100 COVENTRY HEALTH CARE INC COMMON STOCK 222862104 51281 966100 SOLE 966100 CRANE CO COMMON STOCK 224399105 2503 86805 DEFINED 03 86805 CRAY INC COMMON STOCK 225223106 8 1700 SOLE 1700 CREDENCE SYSTEMS CORP COMMON STOCK 225302108 1 100 SOLE 100 CREE INC COMMON STOCK 225447101 57222 1427695 SOLE 1427695 CRIIMI MAE INC COMMON STOCK 226603504 8102 503239 SOLE 503239 CROMPTON CORPORATION COMMON STOCK 227116100 3474 294400 SOLE 294400 CROSS CNTRY HLTHCARE INC COMMON STOCK 227483104 3209 177500 SOLE 177500 CROWN CASTLE INTL CORP COMMON STOCK 228227104 1919 115300 SOLE 115300 CROWN HOLDINGS INC COMMON STOCK 228368106 11103 808100 SOLE 808100 CRT PROPERTIES INC COMMON STOCK 22876P109 488 20480 DEFINED 03 20480 CTRIP.COM ADR AMER DEP RECEIPT 22943F100 5366 116600 SOLE 116600 CULLEN/FROST BANKERS INC COMMON STOCK 229899109 8748 180000 SOLE 180000 CUMMINS INC COMMON STOCK 231021106 17424 207950 SOLE 207950 CUMULUS MEDIA INC - CL A COMMON STOCK 231082108 18 1200 SOLE 1200 CURAGEN CORP CV CONVERTIBLE BONDS 23126RAC5 15000 15000000 SOLE 15000000 CYBEROPTICS CORP COMMON STOCK 232517102 570 38300 SOLE 38300 CYBERSOURCE CORP COMMON STOCK 23251J106 2299 321491 SOLE 321491 CYBERONICS COMMON STOCK 23251P102 2 100 SOLE 100 CYMER INC COMMON STOCK 232572107 2972 100600 SOLE 100600 CYPRESS SEMICONDUCTOR CRP COMMON STOCK 232806109 2544 216900 SOLE 216900 CYPRESS SEMICON CV CONVERTIBLE BONDS 232806AH2 5306 5000000 SOLE 5000000 CYTEC INDUSTRIES INC COMMON STOCK 232820100 1743 33900 SOLE 33900 D&E COMMUNICATIONS INC COMMON STOCK 232860106 63 5200 SOLE 5200 CYTYC CORPORATION COMMON STOCK 232946103 9909 359400 SOLE 359400 DJ ORTHOPEDICS INC COMMON STOCK 23325G104 368 17200 SOLE 17200 D.R. HORTON INC COMMON STOCK 23331A109 9394 233020 DEFINED 02 03 233020 DST SYSTEMS INC. COMMON STOCK 233326107 5 100 SOLE 100 DST SYSTEMS CV - B CONVERTIBLE BONDS 233326AD9 7514 6005000 DEFINED 03 6005000 DSP GROUP COMMON STOCK 23332B106 3972 177891 SOLE 177891 DTE ENERGY CO COMMON STOCK 233331107 15 345 DEFINED 03 345 DADE BEHRING HOLDINGS INC COMMON STOCK 23342J206 5494 98100 SOLE 98100 DAKTRONICS INC COMMON STOCK 234264109 762 30600 SOLE 30600 DANA CORP COMMON STOCK 235811106 13732 792395 DEFINED 03 792395 DANAHER CORP COMMON STOCK 235851102 33384 581500 DEFINED 02 03 581500 DANIELSON HOLDING CORP COMMON STOCK 236274106 1002 118600 SOLE 118600 DARDEN RESTAURANTS INC COMMON STOCK 237194105 2477 89312 DEFINED 03 89312 DARLING INTERNATIONAL INC COMMON STOCK 237266101 2718 623500 SOLE 623500 DATASCOPE CORP COMMON STOCK 238113104 179 4500 SOLE 4500 DAVE & BUSTER'S INC COMMON STOCK 23833N104 12124 600212 SOLE 600212 DAVITA INC COMMON STOCK 23918K108 12126 306750 SOLE 306750 DEAN FOODS CO COMMON STOCK 242370104 39184 1189201 DEFINED 03 1189201 DEB SHOPS INC COMMON STOCK 242728103 108 4300 SOLE 4300 DECKERS OUTDOOR CORP COMMON STOCK 243537107 15384 327380 SOLE 327380 DECODE GENETICS INC COMMON STOCK 243586104 431 55139 SOLE 55139 DEERE & COMPANY COMMON STOCK 244199105 31266 420245 DEFINED 03 420245 ***DEL LABORATORIES INC COMMON STOCK 245091103 1466 42189 SOLE 42189 DEL MONTE FOODS CO COMMON STOCK 24522P103 1048 95100 SOLE 95100 DELL INC COMMON STOCK 24702R101 456495 10832825 DEFINED 02 03 10832825 DELPHI CORP COMMON STOCK 247126105 54740 6068637 DEFINED 02 03 6068637 DELPHI FINANCIAL GROUP A COMMON STOCK 247131105 5757 124751 DEFINED 03 124751 DELTA AIR LINES INC COMMON STOCK 247361108 10177 1360600 SOLE 1360600 DELTA AIR LINES CV CONVERTIBLE BONDS 247361YP7 3319 5000000 SOLE 5000000 DELTIC TIMBER CORP COMMON STOCK 247850100 200 4700 SOLE 4700 DELTA PETROLEUM CORP COMMON STOCK 247907207 887 56600 SOLE 56600 DENBURY RESOURCES INC COMMON STOCK 247916208 5004 182300 SOLE 182300 DENDRITE INT'L INC COMMON STOCK 248239105 1273 65600 SOLE 65600 DESIGN WITHIN REACH INC COMMON STOCK 250557105 1620 111340 SOLE 111340 DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 3030 68300 SOLE 68300 DEVON ENERGY CORP COMMON STOCK 25179M103 51315 1318472 DEFINED 03 1318472 DIAGEO PLC- ADR AMER DEP RECEIPT 25243Q205 3579 61852 DEFINED 02 03 61852 DIAGNOSTIC PRODUCTS CORP COMMON STOCK 252450101 77 1400 SOLE 1400 DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 20293 506700 SOLE 506700 DIAMONDCLUSTER INTL INC COMMON STOCK 25278P106 3253 227000 SOLE 227000 DIEBOLD INC COMMON STOCK 253651103 555 9970 DEFINED 03 9970 DIGENE CORP COMMON STOCK 253752109 16198 619441 SOLE 619441 DIGI INTERNATIONAL INC COMMON STOCK 253798102 7864 457499 SOLE 457499 DIGITAL RIVER INC COMMON STOCK 25388B104 1198 28800 SOLE 28800 DIGITAS INC COMMON STOCK 25388K104 4905 513600 SOLE 513600 DIME COMMUNITY BANCSHARES COMMON STOCK 253922108 902 50337 SOLE 50337 DILLARDS INC- CL A COMMON STOCK 254067101 13256 493339 DEFINED 03 493339 DIME BANCORP WTS 1/02/10 WARRANTS UNIT 25429Q110 101 533900 SOLE 533900 DIODES INC COMMON STOCK 254543101 3317 146554 SOLE 146554 DIONEX CORP. COMMON STOCK 254546104 5678 100200 SOLE 100200 DIRECT GENERAL CORP COMMON STOCK 25456W204 1319 41100 SOLE 41100 DIRECTV GROUP INC COMMON STOCK 25459L106 225691 13482168 SOLE 13482168 WALT DISNEY COMPANY COMMON STOCK 254687106 260035 9353780 DEFINED 03 9353780 WALT DISNEY COMPANY CV CONVERTIBLE BONDS 254687AU0 8387 7505000 DEFINED 03 7505000 DITECH COMMUNICATIONS COMMON STOCK 25500M103 4585 306700 SOLE 306700 DIVERSA CORP COMMON STOCK 255064107 5 600 SOLE 600 DOBSON COMMUNIC CORP A COMMON STOCK 256069105 6 3200 SOLE 3200 DR. REDDY'S LAB ADR AMER DEP RECEIPT 256135203 6576 331600 SOLE 331600 DOLLAR GENERAL CORP. COMMON STOCK 256669102 17563 845600 SOLE 845600 DOLLAR TREE STORES COMMON STOCK 256747106 4302 150000 SOLE 150000 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 62 905 DEFINED 03 905 DOMINO'S PIZZA INC COMMON STOCK 25754A201 1392 78200 SOLE 78200 DONALDSON CO INC COMMON STOCK 257651109 37545 1152400 SOLE 1152400 DONEGAL GROUP INC COMMON STOCK 257701201 1901 82900 SOLE 82900 DONNELLEY R R & SONS CO COMMON STOCK 257867101 34 974 DEFINED 03 974 DORAL FINANCIAL CORP COMMON STOCK 25811P100 15 300 SOLE 300 DOUBLECLICK INC COMMON STOCK 258609304 5812 747100 SOLE 747100 DOV PHARMACEUTICAL INC COMMON STOCK 259858108 12329 683060 SOLE 683060 DOVER CORP COMMON STOCK 260003108 7272 173404 DEFINED 03 173404 DOVER DOWNS GAMING COMMON STOCK 260095104 903 68900 SOLE 68900 DOW CHEMICAL CO COMMON STOCK 260543103 51701 1044246 DEFINED 03 1044246 DOW JONES & CO INC COMMON STOCK 260561105 58065 1348456 DEFINED 02 03 1348456 DOWNEY FINANCIAL CORP COMMON STOCK 261018105 1756 30800 SOLE 30800 DREAMWORKS COMMON STOCK 26153C103 7082 188800 SOLE 188800 DRESS BARN INC COMMON STOCK 261570105 3376 191800 SOLE 191800 DREW INDUSTRIES INC COMMON STOCK 26168L205 1302 36000 SOLE 36000 DRIL-QUIP COMMON STOCK 262037104 301 12400 SOLE 12400 DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 159614 3254097 DEFINED 02 03 3254097 DUKE ENERGY CORP COMMON STOCK 264399106 4369 172483 DEFINED 02 172483 DUKE ENERGY CORP CV CONVERTIBLE BONDS 264399EJ1 5645 5006000 DEFINED 03 5006000 DUKE REALTY INVESTMENTS COMMON STOCK 264411505 27 800 SOLE 800 DUN & BRADSTREET CORP COMMON STOCK 26483E100 9258 155200 SOLE 155200 DURA AUTOMOTIVE SYSTEMS COMMON STOCK 265903104 66 6100 SOLE 6100 DUQUESNE LIGHT HLD INC COMMON STOCK 266233105 23 1200 SOLE 1200 DURATEK INC COMMON STOCK 26658Q102 2660 106800 SOLE 106800 DURECT CORPORATION COMMON STOCK 266605104 181 55200 SOLE 55200 DUSA PHARMACEUTICALS INC COMMON STOCK 266898105 176 12300 SOLE 12300 DYCOM INDUSTRIES COMMON STOCK 267475101 7348 240750 SOLE 240750 DYNAMEX, INC. COMMON STOCK 26784F103 1584 85500 SOLE 85500 DYNEGY INC COMMON STOCK 26816Q101 524 113400 SOLE 113400 EGL INC COMMON STOCK 268484102 11059 370000 SOLE 370000 EMC CORPORATION MASS COMMON STOCK 268648102 138719 9328805 DEFINED 03 9328805 EMC INS GROUP INC COMMON STOCK 268664109 50 2300 SOLE 2300 EMS TECH COMMON STOCK 26873N108 7 450 SOLE 450 SAUDO INTL INC COMMON STOCK 26874Q100 10 300 SOLE 300 ENI SPA ADR AMER DEP RECEIPT 26874R108 4594 36508 DEFINED 02 03 36508 EOG RESOURCES INC COMMON STOCK 26875P101 18391 257720 SOLE 257720 E.ON AG ADR AMER DEP RECEIPT 268780103 3064 33678 DEFINED 02 03 33678 EPIX PHARMACEUTICALS, INC COMMON STOCK 26881Q101 2427 135500 SOLE 135500 E.PIPHANY INC COMMON STOCK 26881V100 639 132200 SOLE 132200 E*TRADE FINANCIAL CORP COMMON STOCK 269246104 16598 1110222 DEFINED 03 1110222 EAGLE BROADBAND INC COMMON STOCK 269437109 296 448400 SOLE 448400 EAGLE MATERIALS INC COMMON STOCK 26969P108 7501 86868 DEFINED 03 86868 EAGLE MATERIALS INC COMMON STOCK 26969P207 7165 84989 DEFINED 03 84989 EARTHLINK INC COMMON STOCK 270321102 37997 3298375 DEFINED 03 3298375 EAST WEST BANCORP INC. COMMON STOCK 27579R104 7679 183000 SOLE 183000 EASTGROUP PROPERTIES COMMON STOCK 277276101 4 100 SOLE 100 EASTMAN CHEMICAL CO COMMON STOCK 277432100 47760 827300 SOLE 827300 EASTMAN KODAK CO. COMMON STOCK 277461109 18453 572200 SOLE 572200 EATON CORP COMMON STOCK 278058102 24081 332800 DEFINED 03 332800 EBAY INC COMMON STOCK 278642103 97789 840972 DEFINED 03 840972 ECHOSTAR COMM - A COMMON STOCK 278762109 19981 601100 SOLE 601100 ECLIPSYS CORP COMMON STOCK 278856109 3144 153900 SOLE 153900 ECOLAB INCORPORATED COMMON STOCK 278865100 268 7622 DEFINED 03 7622 EDGE PETROLEUM CORP COMMON STOCK 279862106 207 14200 SOLE 14200 EDISON INTERNATIONAL COMMON STOCK 281020107 14787 461665 DEFINED 02 03 461665 EDO CORP COMMON STOCK 281347104 3823 120400 SOLE 120400 EDWARDS LIFESCIENCE COMMON STOCK 28176E108 17 400 DEFINED 02 400 EFUNDS CORP COMMON STOCK 28224R101 5491 228700 SOLE 228700 EL PASO CORPORATION COMMON STOCK 28336L109 4070 391300 SOLE 391300 EL PASO CORP CV CONVERTIBLE BONDS 28336LAC3 67739 127509000 DEFINED 03 127509000 EL PASO ELEC.-NEW WI COMMON STOCK 283677854 1307 69000 SOLE 69000 ELAN CORP PLC ADR AMER DEP RECEIPT 284131208 34281 1258000 SOLE 1258000 ELECTRO RENT CORP COMMON STOCK 285218103 178 12500 SOLE 12500 ELECTRO SCIENTIFIC COMMON STOCK 285229100 3697 187100 SOLE 187100 ELECTRONIC ARTS INC. COMMON STOCK 285512109 89925 1457926 SOLE 1457926 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 22701 982717 DEFINED 02 03 982717 ELECTRONIC DATA SYST CV CONVERTIBLE BONDS 285661AF1 531 500000 SOLE 500000 ELECTRONICS BOUTIQUE HLDG COMMON STOCK 286045109 8695 202500 SOLE 202500 ELECTRONICS FOR IMAGING COMMON STOCK 286082102 4236 243300 SOLE 243300 ELIZABETH ARDEN INC COMMON STOCK 28660G106 4076 171707 SOLE 171707 ELONG INC-SPONSORED ADR COMMON STOCK 290138205 2841 152350 SOLE 152350 EMBARCADERO TECHNOLOGIES COMMON STOCK 290787100 782 83119 SOLE 83119 EMBRAER AIRCRAFT CORP-ADR AMER DEP RECEIPT 29081M102 338560 10124397 DEFINED 03 10124397 EMCOR GROUP INC COMMON STOCK 29084Q100 694 15350 SOLE 15350 EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 36425 519620 DEFINED 03 519620 EMMIS COMM A 6.25 CV NVT CONV PREF STOCK 291525202 18420 400000 SOLE 400000 ***ENBRIDGE ENERGY MGMT COMMON STOCK 29250X103 32692 663670 SOLE 663670 ENCORE ACQUISITION CO COMMON STOCK 29255W100 527 15100 SOLE 15100 ENCORE WIRE CORP COMMON STOCK 292562105 7 500 SOLE 500 ENCYSIVE PHARMA INC COMMON STOCK 29256X107 248 25000 SOLE 25000 ENDO PHARMACEUTICALS HLDG COMMON STOCK 29264F205 10600 504300 SOLE 504300 ENERGY CONVERSION DEV COMMON STOCK 292659109 9441 488660 SOLE 488660 ENERGEN CORP COMMON STOCK 29265N108 1760 29852 DEFINED 03 29852 ENEL SOCIETA PER AZIONI AMER DEP RECEIPT 29265W108 713 14425 DEFINED 03 14425 ENERGY EAST CORP COMMON STOCK 29266M109 2277 85330 DEFINED 02 03 85330 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 9292 187000 SOLE 187000 ENDOLOGIX INC COMMON STOCK 29266S106 410 60000 SOLE 60000 ENERGY PARTNERS LTD COMMON STOCK 29270U105 22461 1108104 DEFINED 03 1108104 ENGELHARD CORP. COMMON STOCK 292845104 5818 189700 SOLE 189700 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 441 7450 SOLE 7450 ENDOCARDIAL SOLUTIONS INC COMMON STOCK 292962107 2 200 SOLE 200 ENESCO GROUP INC COMMON STOCK 292973104 26 3200 SOLE 3200 ENNIS INC COMMON STOCK 293389102 1935 100500 SOLE 100500 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 2945 99600 SOLE 99600 ENTEGRIS INC COMMON STOCK 29362U104 1317 132400 SOLE 132400 ENTERASYS NETWORKS INC COMMON STOCK 293637104 6 3100 SOLE 3100 ENTERGY CORP NEW COMMON STOCK 29364G103 583 8619 DEFINED 03 8619 ENTRAVISION COMMUNICATION COMMON STOCK 29382R107 736 88100 SOLE 88100 ENTRUST TECHNOLOGIES COMMON STOCK 293848107 1078 284400 SOLE 284400 ENZON PHARMACEUTICALS INC COMMON STOCK 293904108 9 650 SOLE 650 ENZON PHARMACEUTICALS CV CONVERTIBLE BONDS 293904AB4 19609 20750000 SOLE 20750000 ENZO BIOCHEM INC COMMON STOCK 294100102 1118 57400 SOLE 57400 EON LABS INC COMMON STOCK 29412E100 8304 307570 SOLE 307570 EPLUS INC COMMON STOCK 294268107 555 47000 SOLE 47000 EQUIFAX INC. COMMON STOCK 294429105 8025 285600 SOLE 285600 EQUINIX INC COMMON STOCK 29444U502 3622 84746 SOLE 84746 EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 9706 160000 SOLE 160000 EQUITY INNS COMMON STOCK 294703103 1440 122700 SOLE 122700 EQUITY LIFESTYLE PROP COMMON STOCK 29472R108 37 1022 SOLE 1022 EQUITY OFFICE PROP. COMMON STOCK 294741103 655 22500 SOLE 22500 EQUITY RESIDENTIAL COMMON STOCK 29476L107 2193 60625 SOLE 60625 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 843 53200 SOLE 53200 ERICSSON (LM) TEL-SP ADR AMER DEP RECEIPT 294821608 102275 3247860 DEFINED 02 3247860 ERIE INDEMNITY CO-CL A COMMON STOCK 29530P102 5 100 SOLE 100 ESCO TECH INC COMMON STOCK 296315104 2460 32100 SOLE 32100 ESSEX CORP COMMON STOCK 296744105 7354 363170 SOLE 363170 ESSEX PROPERTY TRUST COMMON STOCK 297178105 2026 24175 SOLE 24175 ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 17967 550300 SOLE 550300 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 8748 218600 SOLE 218600 EURONET WORLDWIDE INC COMMON STOCK 298736109 8332 320200 SOLE 320200 EVERGREEN SOLAR INC COMMON STOCK 30033R108 328 75000 SOLE 75000 EXAR CORP COMMON STOCK 300645108 7260 511600 SOLE 511600 EXACTECH INC COMMON STOCK 30064E109 327 17900 SOLE 17900 EXCEL TECHNOLOGY INC COMMON STOCK 30067T103 455 17500 SOLE 17500 EXELON CORPORATION COMMON STOCK 30161N101 118342 2685312 DEFINED 02 03 2685312 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 145097 2596590 SOLE 2596590 EXPONENT INC COMMON STOCK 30214U102 2680 97500 SOLE 97500 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 92602 1211425 DEFINED 02 03 1211425 EXPRESSJET HOLDINGS INC COMMON STOCK 30218U108 4946 384000 SOLE 384000 EXTRA SPACE STORAGE INC COMMON STOCK 30225T102 316 23700 SOLE 23700 EXTREME NETWORKS INC COMMON STOCK 30226D106 4080 622900 SOLE 622900 EXXON MOBIL CORP COMMON STOCK 30231G102 945838 18451768 DEFINED 02 03 18451768 FBL FINL GROUP INC -CL A COMMON STOCK 30239F106 3 100 SOLE 100 FLIR SYSTEMS INC COMMON STOCK 302445101 23029 361020 SOLE 361020 FMC CORPORATION COMMON STOCK 302491303 15615 323300 SOLE 323300 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 7947 246800 SOLE 246800 F.N.B. CORP COMMON STOCK 302520101 59 2900 SOLE 2900 FPIC INSURANCE GROUP COMMON STOCK 302563101 2873 81200 SOLE 81200 FPL GROUP INC. COMMON STOCK 302571104 10881 145560 DEFINED 02 03 145560 *FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 7153 122400 SOLE 122400 FAIR ISAAC CORP COMMON STOCK 303250104 8469 230900 SOLE 230900 FAIRCHILD SEMICO INTL CLA COMMON STOCK 303726103 2360 145150 SOLE 145150 FARMER BROS CO COMMON STOCK 307675108 27 1100 SOLE 1100 FARMERS CAPITAL BK CORP COMMON STOCK 309562106 12 300 SOLE 300 FARO TECHNOLOGIES INC COMMON STOCK 311642102 1593 51080 SOLE 51080 FASTENAL CO. COMMON STOCK 311900104 54973 893000 SOLE 893000 FREDDIE MAC COMMON STOCK 313400301 240862 3268140 DEFINED 03 3268140 FANNIE MAE COMMON STOCK 313586109 172045 2416015 DEFINED 02 03 2416015 FEDERAL SIGNAL CORP COMMON STOCK 313855108 1593 90200 SOLE 90200 FEDERATED DEPT STORES COMMON STOCK 31410H101 110963 1920110 SOLE 1920110 FED INVESTORS - CL B COMMON STOCK 314211103 1745 57400 SOLE 57400 FEDEX CORPORATION COMMON STOCK 31428X106 107629 1092790 DEFINED 02 03 1092790 FELCOR LODGING TR INC COMMON STOCK 31430F101 3 200 SOLE 200 FERRO CORP COMMON STOCK 315405100 2 100 SOLE 100 F5 NETWORKS INC COMMON STOCK 315616102 23259 477400 SOLE 477400 FIDELITY BANKSHARES INC COMMON STOCK 31604Q107 1885 44081 SOLE 44081 FIDELITY NATIONAL FINL COMMON STOCK 316326107 21623 473464 SOLE 473464 FIFTH THIRD BANCORP COMMON STOCK 316773100 20349 430396 SOLE 430396 FILENET CORPORATION COMMON STOCK 316869106 4856 188500 SOLE 188500 FINISAR CORPORATION COMMON STOCK 31787A101 2102 921830 SOLE 921830 FINLAY ENTER. INC. COMMON STOCK 317884203 342 17300 SOLE 17300 THE FINISH LINE- CL A COMMON STOCK 317923100 5303 289800 SOLE 289800 FIRST ALBANY COMPANIES COMMON STOCK 318465101 163 16800 SOLE 16800 FIRST AMERICAN CORP/CA COMMON STOCK 318522307 6276 178600 SOLE 178600 FIRST BANCORP P R COMMON STOCK 318672102 695 10950 SOLE 10950 FIRST CASH FINANCIAL SVCS COMMON STOCK 31942D107 1832 68600 SOLE 68600 FIRST CITIZENS BANCSH -A COMMON STOCK 31946M103 1749 11800 SOLE 11800 FIRST COMMO FINL CORP COMMON STOCK 319829107 3207 208400 SOLE 208400 FIRST DATA CORP COMMON STOCK 319963104 24443 574570 DEFINED 02 03 574570 FIRST DEFIANCE FINL CORP COMMON STOCK 32006W106 549 19300 SOLE 19300 FIRST FINL BANCORP INC/OH COMMON STOCK 320209109 51 2900 SOLE 2900 FST FINL CORP IND COMMON STOCK 320218100 224 6400 SOLE 6400 FIRST FINANCIAL HOLDINGS COMMON STOCK 320239106 1663 50800 SOLE 50800 FIRST HORIZON NATIONAL COMMON STOCK 320517105 2212 51300 SOLE 51300 FIRST HORIZON PHARM COMMON STOCK 32051K106 15609 681910 SOLE 681910 FIRST INDL REALTY TRUST I COMMON STOCK 32054K103 1087 26700 SOLE 26700 FIRST MARBLEHEAD CORP COMMON STOCK 320771108 11635 206850 SOLE 206850 FIRST MERCHANTS CORP COMMON STOCK 320817109 227 8025 SOLE 8025 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 432 11900 SOLE 11900 FIRST NATIONAL BANKSHARES COMMON STOCK 321100109 723 30242 SOLE 30242 FIRST NIAGARA FINANCIAL COMMON STOCK 33582V108 4718 338200 SOLE 338200 FIRST PLACE FINANCIAL COMMON STOCK 33610T109 1761 78663 SOLE 78663 FIRST REPUBLIC BANK COMMON STOCK 336158100 3026 57100 SOLE 57100 FIRST STATE BANCORP COMMON STOCK 336453105 11 300 SOLE 300 FIRST SOURCE CORP COMMON STOCK 336901103 3 125 DEFINED 03 125 FISERV INC COMMON STOCK 337738108 59377 1477400 SOLE 1477400 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 1722 33200 SOLE 33200 FLAGSTAR BANCORP INC COMMON STOCK 337930101 938 41500 SOLE 41500 FIRSTENERGY CORP COMMON STOCK 337932107 976 24695 DEFINED 02 03 24695 FISHER SCIENTIFC 3 1/4 CV CONVERTIBLE BONDS 338032AX3 7327 6505000 DEFINED 03 6505000 FLANDERS CORP COMMON STOCK 338494107 788 82100 SOLE 82100 FLEXTRONICS INTL CV CONVERTIBLE BONDS 33938EAL1 4610 4000000 SOLE 4000000 FLORIDA EAST COAST INDS COMMON STOCK 340632108 1484 32900 SOLE 32900 FLORIDA ROCK INDUSTRIES COMMON STOCK 341140101 2280 38300 SOLE 38300 FLOWERS FOODS INC COMMON STOCK 343498101 3993 126450 SOLE 126450 FLOWSERVE CORP COMMON STOCK 34354P105 2520 91500 SOLE 91500 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 807 40215 SOLE 40215 FLYI INC COMMON STOCK 34407T104 418 236400 SOLE 236400 FOMENTO ECONOMICO MEX ADR AMER DEP RECEIPT 344419106 3546 67400 SOLE 67400 FOOTHILL INDEPENDENT BANC COMMON STOCK 344905104 25 1049 SOLE 1049 FORD MOTOR COMPANY COMMON STOCK 345370860 52295 3572100 DEFINED 02 03 3572100 FORD MOTOR CAP TRST CV CONV PREF STOCK 345395206 9243 175100 DEFINED 03 175100 FOREST LABS, INC COMMON STOCK 345838106 36076 804210 DEFINED 03 804210 FOREST OIL CORP COMMON STOCK 346091705 6046 190591 DEFINED 03 190591 FORMFACTOR INC COMMON STOCK 346375108 1905 70200 SOLE 70200 FORTUNE BRANDS INC COMMON STOCK 349631101 5609 72680 DEFINED 02 03 72680 FORWARD AIR CORPORATION COMMON STOCK 349853101 7505 167900 SOLE 167900 FOUNDATION COAL HOLDINGS COMMON STOCK 35039W100 5880 255000 SOLE 255000 FOUNDRY NETWORKS INC COMMON STOCK 35063R100 445 33800 SOLE 33800 FOUNTAIN PWR BOAT INDS INC COMMON STOCK 350755302 8 1387 DEFINED 03 1387 4 KIDS ENTERTAINMENT INC COMMON STOCK 350865101 1894 90100 SOLE 90100 FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 913 29200 SOLE 29200 FOXHOLLOW TECHNOLOGIES COMMON STOCK 35166A103 246 10000 SOLE 10000 FRANCE TELECOM ADR AMER DEP RECEIPT 35177Q105 1279 38691 DEFINED 02 03 38691 FRANKLIN BNK CORP/HOUSTON COMMON STOCK 352451108 10950 600000 SOLE 600000 FRANKLIN ELECTRIC CO COMMON STOCK 353514102 680 16100 SOLE 16100 FRANKLIN RESOURCES COMMON STOCK 354613101 86953 1248430 SOLE 1248430 FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 16057 420000 SOLE 420000 FREESCALE SEMICONDUCTOR COMMON STOCK 35687M107 47925 2689400 SOLE 2689400 FREESCALE SEMI-COND B COMMON STOCK 35687M206 6097 332077 DEFINED 03 332077 FREMONT GENERAL CORP COMMON STOCK 357288109 11658 463000 SOLE 463000 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 1359 70100 SOLE 70100 FRISCH'S RESTAURANTS INC COMMON STOCK 358748101 21 900 SOLE 900 FRONTIER AIRLINES INC COMMON STOCK 359065109 3258 285500 SOLE 285500 FRONTIER FINANCIAL CORP COMMON STOCK 35907K105 100 2600 SOLE 2600 FRONTIER OIL CORP COMMON STOCK 35914P105 56835 2131850 DEFINED 03 2131850 H.B. FULLER CO COMMON STOCK 359694106 1192 41800 SOLE 41800 FULTON FINANCIAL CORP COMMON STOCK 360271100 54 2310 SOLE 2310 FURNITURE BRANDS INTL COMMON STOCK 360921100 7786 310800 SOLE 310800 G & K SERVICES INC -CL A COMMON STOCK 361268105 3786 87200 SOLE 87200 GB&T BANCSHARES INC COMMON STOCK 361462104 856 35500 SOLE 35500 THE GEO GROUP INC COMMON STOCK 36159R103 1616 60800 SOLE 60800 GSI COMMERCE INC COMMON STOCK 36238G102 1179 66300 SOLE 66300 GTSI CORP COMMON STOCK 36238K103 59 5600 SOLE 5600 GABELLI ASSET MGMT INC COMMON STOCK 36239Y102 9340 192500 SOLE 192500 GABLES RESIDENTIAL TRUST COMMON STOCK 362418105 4 100 SOLE 100 GAMESTOP CORP COMMON STOCK 36466R101 5340 238800 SOLE 238800 GAMESTOP CORP COMMON STOCK 36466R200 182 8114 DEFINED 03 8114 GANNETT CO COMMON STOCK 364730101 12739 155925 DEFINED 02 03 155925 GAP INC COMMON STOCK 364760108 229786 10880040 DEFINED 03 10880040 GAP INC CV CONVERTIBLE BONDS 364760AJ7 6327 4753000 DEFINED 03 4753000 GARDNER DENVER INC COMMON STOCK 365558105 1597 44000 SOLE 44000 GARTNER INC CL-A COMMON STOCK 366651107 19 1550 SOLE 1550 GATEWAY INC. COMMON STOCK 367626108 32 5300 SOLE 5300 GAYLORD ENT -CL A COMMON STOCK 367905106 4020 96800 SOLE 96800 GEN-PROBE INC COMMON STOCK 36866T103 42916 949260 SOLE 949260 GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W106 834 140800 SOLE 140800 GENCORP INC COMMON STOCK 368682100 33 1800 SOLE 1800 GENENCOR INTL INC COMMON STOCK 368709101 15 900 SOLE 900 GENENTECH INC COMMON STOCK 368710406 210637 3869150 DEFINED 02 3869150 GENERAL BINDING CORP COMMON STOCK 369154109 268 20400 SOLE 20400 GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 20454 195545 DEFINED 03 195545 GENERAL ELECTRIC CO. COMMON STOCK 369604103 1788745 49006729 DEFINED 02 03 49006729 GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 4097 113300 DEFINED 02 113300 GENERAL MILLS INCORPORATE COMMON STOCK 370334104 2108 42400 DEFINED 02 42400 GENERAL MOTORS COMMON STOCK 370442105 23690 591377 DEFINED 02 03 591377 GENERAL MOTORS 5.25% CV CONV PREF STOCK 370442733 9234 400250 DEFINED 03 400250 GENESCO INC COMMON STOCK 371532102 1302 41800 SOLE 41800 GENESEE & WYOMING INC - A COMMON STOCK 371559105 6092 216550 SOLE 216550 GENESIS MICROCHIP INC COMMON STOCK 37184C103 349 21500 SOLE 21500 GENESIS HEALTHCARE CORP COMMON STOCK 37184D101 6047 172628 SOLE 172628 GENTEX CORPORATION COMMON STOCK 371901109 32585 880200 SOLE 880200 GENLYTE GROUP INC COMMON STOCK 372302109 7891 92100 SOLE 92100 GENUINE PARTS COMMON STOCK 372460105 4733 107413 DEFINED 03 107413 GENTIVA HEALTH SERV COMMON STOCK 37247A102 3934 235300 SOLE 235300 GENWORTH FINANCIAL INC COMMON STOCK 37247D106 108387 4014352 DEFINED 02 03 4014352 GENZYME CORP COMMON STOCK 372917104 122373 2107327 DEFINED 03 2107327 GEORGIA GULF CORP. COMMON STOCK 373200203 17047 342303 DEFINED 03 342303 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 34452 919200 DEFINED 02 919200 GETTY IMAGES INC COMMON STOCK 374276103 60416 877500 SOLE 877500 GEVITY HR INC COMMON STOCK 374393106 2432 118300 SOLE 118300 GIANT INDUSTRIES INC COMMON STOCK 374508109 1312 49500 SOLE 49500 GILEAD SCIENCES INC COMMON STOCK 375558103 380445 10872960 DEFINED 02 03 10872960 GILLETTE COMPANY COMMON STOCK 375766102 193048 4311031 DEFINED 02 03 4311031 GLACIER BANCORP INC COMMON STOCK 37637Q105 1572 46175 SOLE 46175 GLADSTONE CAP CORP COMMON STOCK 376535100 19 800 SOLE 800 GLAMIS GOLD LTD COMMON STOCK 376775102 16391 955200 SOLE 955200 GLATFELTER COMMON STOCK 377316104 3631 237600 SOLE 237600 GLAXOSMITHKLINE PLC ADR AMER DEP RECEIPT 37733W105 13085 276101 DEFINED 02 03 276101 GLENBOROUGH REALTY TRST COMMON STOCK 37803P105 264 12400 SOLE 12400 GLIMCHER REALTY TRUST COMMON STOCK 379302102 17 600 SOLE 600 GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 1409 170000 SOLE 170000 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 27134 463520 SOLE 463520 GOLD FIELDS LTD ADR AMER DEP RECEIPT 38059T106 6739 540000 SOLE 540000 GOLD KIST HOLDINGS INC COMMON STOCK 380614107 4086 300000 SOLE 300000 GOLDCORP INC COMMON STOCK 380956409 4662 310000 SOLE 310000 GOLDEN STAR RESOURCES LTD COMMON STOCK 38119T104 5826 1452800 SOLE 1452800 GOLDEN TELECOM INC COMMON STOCK 38122G107 42 1600 SOLE 1600 GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 11527 187678 DEFINED 03 187678 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 105061 1009810 DEFINED 02 03 1009810 GOODRICH CORP COMMON STOCK 382388106 4197 128574 DEFINED 03 128574 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 13682 933300 SOLE 933300 GOODY'S FAMILY CLOTHING COMMON STOCK 382588101 2278 249200 SOLE 249200 W.R. GRACE & CO. COMMON STOCK 38388F108 7270 534200 SOLE 534200 GRACO INC COMMON STOCK 384109104 2157 57750 SOLE 57750 GRAFTECH INTL LTD COMMON STOCK 384313102 5713 603900 SOLE 603900 W.W. GRAINGER INC. COMMON STOCK 384802104 11844 177775 DEFINED 03 177775 GRAMERCY CAPITAL CORP COMMON STOCK 384871109 3340 162150 SOLE 162150 GRANITE CONSTRUCTION COMMON STOCK 387328107 2023 76050 SOLE 76050 GRANT PRIDECO INC. COMMON STOCK 38821G101 9640 480800 SOLE 480800 GRAPHIC PACKAGING CORP COMMON STOCK 388688103 1187 164800 SOLE 164800 GRAY TELEVISION INC COMMON STOCK 389375106 434 28000 SOLE 28000 GREAT AMERN FINL RESOURCE COMMON STOCK 389915109 288 16600 SOLE 16600 GREAT ATLANTIC & PAC COMMON STOCK 390064103 961 93800 SOLE 93800 GREAT LAKES CHEMCIAL CORP COMMON STOCK 390568103 3353 117700 SOLE 117700 GREAT WOLF RESORT INC COMMON STOCK 391523107 6814 305000 SOLE 305000 GREATER BAY BANCORP COMMON STOCK 391648102 3663 131400 SOLE 131400 GREEN MOUNTAIN PWR COMMON STOCK 393154109 605 21000 SOLE 21000 GREENBRIER COMPANIES INC. COMMON STOCK 393657101 2776 82000 SOLE 82000 GREENFIELD ONLINE COMMON STOCK 395150105 6564 298480 SOLE 298480 GREIF, INC COMMON STOCK 397624107 7095 126700 SOLE 126700 GROUPE DANONE AMER DEP RECEIPT 399449107 72 3880 DEFINED 03 3880 GRUPO TELEVISA SA SPONS AMER DEP RECEIPT 40049J206 245615 4059760 SOLE 4059760 GUESS? INC COMMON STOCK 401617105 3421 272600 SOLE 272600 GUIDANT CORP COMMON STOCK 401698105 438 6082 DEFINED 03 6082 GUITAR CENTER INC COMMON STOCK 402040109 8199 155610 SOLE 155610 GULF ISLAND FABRICATION COMMON STOCK 402307102 2037 93300 SOLE 93300 GYMBOREE CORP COMMON STOCK 403777105 3205 250000 SOLE 250000 HCA INC COMMON STOCK 404119109 5415 135500 SOLE 135500 HCC INSURANCE HLDS INC. COMMON STOCK 404132102 994 30000 SOLE 30000 HNI CORP COMMON STOCK 404251100 2648 61500 SOLE 61500 HRPT PPTYS TR COMMON STOCK 40426W101 4 330 DEFINED 03 330 HSBC HOLDINGS PLC - ADR AMER DEP RECEIPT 404280406 18608 218554 DEFINED 02 03 218554 HAEMONETICS CORP COMMON STOCK 405024100 4686 129400 SOLE 129400 HALLIBURTON COMPANY COMMON STOCK 406216101 90798 2313911 DEFINED 02 03 2313911 HALLIBURTON CO CONVERTIBLE BONDS 406216AM3 1235 1000000 SOLE 1000000 HAMPSHIRE GROUP LTD COMMON STOCK 408859106 343 10900 SOLE 10900 HANCOCK HLDG CO COMMON STOCK 410120109 323 9650 SOLE 9650 HANDLEMAN CO COMMON STOCK 410252100 3993 185900 SOLE 185900 HANSEN NATURAL CORP COMMON STOCK 411310105 2702 74200 SOLE 74200 HARBOR FLORIDA BANCSHARES COMMON STOCK 411901101 1796 51900 SOLE 51900 HARLAND (JOHN H.) CO COMMON STOCK 412693103 3621 100300 SOLE 100300 HARLEY DAVIDSON INC. COMMON STOCK 412822108 66739 1098582 DEFINED 03 1098582 HARLEYSVILLE GROUP INC COMMON STOCK 412824104 7 300 SOLE 300 HARMAN INTERNATIONAL COMMON STOCK 413086109 27524 216723 DEFINED 03 216723 HARMONIC INC COMMON STOCK 413160102 1740 208600 SOLE 208600 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 6702 723000 SOLE 723000 HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 20 300 SOLE 300 HARRIS & HARRIS GROUP INC COMMON STOCK 413833104 2976 181700 SOLE 181700 HARRIS CORP. COMMON STOCK 413875105 6772 109600 SOLE 109600 HARSCO CORPORATION COMMON STOCK 415864107 7904 141800 SOLE 141800 HARTE-HANKS INC COMMON STOCK 416196103 392 15100 SOLE 15100 HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 353672 5102760 DEFINED 03 5102760 HARTMARX CORP COMMON STOCK 417119104 1838 236600 SOLE 236600 HARVEST NATURAL RESOURCES COMMON STOCK 41754V103 3772 218400 SOLE 218400 HASBRO INCORPORATED COMMON STOCK 418056107 10374 535300 SOLE 535300 HASBRO, INC CV CONVERTIBLE BONDS 418056AN7 3248 3000000 SOLE 3000000 HAVERTY FURNITURE COMMON STOCK 419596101 1580 85400 SOLE 85400 HAWAIIAN HOLDINGS INC COMMON STOCK 419879101 792 115900 SOLE 115900 HEALTHCARE SERVICE GRP COMMON STOCK 421906108 2537 121750 SOLE 121750 HEALTH MGMT ASSOC INC A COMMON STOCK 421933102 51184 2252800 SOLE 2252800 HEALTH MANAGEMENT CV CONVERTIBLE BONDS 421933AF9 5789 5500000 SOLE 5500000 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 830 20400 SOLE 20400 HEALTH CARE REIT INC COMMON STOCK 42217K106 1549 40600 SOLE 40600 HEALTHEXTRAS INC COMMON STOCK 422211102 2965 181900 SOLE 181900 HEALTHTRONICS INC COMMON STOCK 42222L107 607 57100 SOLE 57100 HEARST-ARGYLE TELEVISION COMMON STOCK 422317107 448 17000 SOLE 17000 HEARTLAND EXPRESS INC COMMON STOCK 422347104 4720 210050 SOLE 210050 HEICO CORP COMMON STOCK 422806109 11 500 SOLE 500 HEICO CORP-CL A COMMON STOCK 422806208 13 780 SOLE 780 HEIDRICK & STRUGGLES COMMON STOCK 422819102 8340 243358 SOLE 243358 H.J. HEINZ COMPANY COMMON STOCK 423074103 38700 992535 DEFINED 02 03 992535 HELIX TECH CORP. COMMON STOCK 423319102 3203 184200 SOLE 184200 HERCULES, INC. COMMON STOCK 427056106 308 20750 SOLE 20750 HERITAGE PROPERTY INVEST COMMON STOCK 42725M107 228 7100 SOLE 7100 HERLEY INDUSTRIES INC COMMON STOCK 427398102 171 8400 SOLE 8400 HERSHEY FOODS CORP COMMON STOCK 427866108 1677 30180 DEFINED 02 03 30180 HEWLETT-PACKARD CO. COMMON STOCK 428236103 194632 9281444 DEFINED 03 9281444 HEXCEL CORP COMMON STOCK 428291108 5656 390100 SOLE 390100 HIBBETT SPORTING GOODS COMMON STOCK 428565105 4085 153512 SOLE 153512 HIBERNIA CORP - CL A COMMON STOCK 428656102 11571 392100 SOLE 392100 HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 870 31400 SOLE 31400 HILTON HOTELS CORPORATION COMMON STOCK 432848109 875 38500 SOLE 38500 HILTON HOTELS CONVERTIBLE BONDS 432848AZ2 6 5000 DEFINED 03 5000 HOLLINGER INTL INC COMMON STOCK 435569108 343 21900 SOLE 21900 HOLLY CORP COMMON STOCK 435758305 1441 51700 SOLE 51700 HOLLIS-EDEN PHARM COMMON STOCK 435902101 6 600 SOLE 600 HOLLYWOOD ENTERTAINMENT COMMON STOCK 436141105 2355 179900 SOLE 179900 HOLOGIC INC COMMON STOCK 436440101 3552 129288 SOLE 129288 HOME FEDERAL BANCORP - IN COMMON STOCK 436926109 340 13500 SOLE 13500 HOME DEPOT INC COMMON STOCK 437076102 408428 9556100 DEFINED 02 03 9556100 HONDA MTR LTD AMER DEP RECEIPT 438128308 0 1 DEFINED 03 1 HONEYWELL INTL INC COMMON STOCK 438516106 280720 7927683 DEFINED 02 03 7927683 HOOKER FURNITURE CORP COMMON STOCK 439038100 7 300 SOLE 300 HORACE MANN EDUCATORS COMMON STOCK 440327104 2742 143700 SOLE 143700 HORIZON FINANCIAL CORP COMMON STOCK 44041F105 64 3100 SOLE 3100 HORMEL FOODS CORP COMMON STOCK 440452100 3 100 SOLE 100 HOSPIRA INC COMMON STOCK 441060100 17141 511669 DEFINED 03 511669 HOST MARRIOTT CORP. COMMON STOCK 44107P104 12571 726625 SOLE 726625 HOT TOPIC, INC. COMMON STOCK 441339108 2852 165900 SOLE 165900 HOUSEVALUES INC COMMON STOCK 44183Y102 733 48800 SOLE 48800 HOUSTON EXPLORATION CO COMMON STOCK 442120101 11375 202000 SOLE 202000 HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 886 17900 SOLE 17900 HUB GROUP INC -CL A COMMON STOCK 443320106 3551 68000 SOLE 68000 HUBBELL, INC. COMMON STOCK 443510201 3849 73600 SOLE 73600 HUDSON HIGHLAND GRP INC COMMON STOCK 443792106 3390 117700 SOLE 117700 HUDSON RIVER BANCORP INC COMMON STOCK 444128102 910 46000 SOLE 46000 HUDSON UNITED BANCORP COMMON STOCK 444165104 705 17900 SOLE 17900 HUGHES SUPPLY INC COMMON STOCK 444482103 19884 614654 DEFINED 03 614654 HUMANA INC COMMON STOCK 444859102 17547 590995 DEFINED 03 590995 HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 22429 1865990 SOLE 1865990 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 11800 263100 SOLE 263100 HUNTINGTON BANCSHARES COMMON STOCK 446150104 5142 207500 SOLE 207500 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 2434 70400 SOLE 70400 HYDRIL CO COMMON STOCK 448774109 3686 81000 SOLE 81000 IDT CORP -B COMMON STOCK 448947309 140410 9070442 DEFINED 03 9070442 HYPERCOM CORP COMMON STOCK 44913M105 1787 301900 SOLE 301900 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 13072 280400 SOLE 280400 IAC/INTERACTIVE CORP COMMON STOCK 44919P102 41361 1497500 SOLE 1497500 ID BIOMEDICAL CORP COMMON STOCK 44936D108 1117 75000 SOLE 75000 IDX SYSTEMS CORP COMMON STOCK 449491109 2491 72300 SOLE 72300 IMS HEALTH INC COMMON STOCK 449934108 78114 3365516 SOLE 3365516 IRSA GDR GLOBAL DEP RECEIPT 450047204 223 19800 SOLE 19800 ISTAR FINANCIAL INC COMMON STOCK 45031U101 9 200 SOLE 200 ISTA PHARMACEUTICALS INC COMMON STOCK 45031X204 2 200 SOLE 200 ITLA CAPITAL CORPORATION COMMON STOCK 450565106 288 4900 SOLE 4900 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 5093 107100 SOLE 107100 IXIA COMMON STOCK 45071R109 4721 280830 SOLE 280830 IAMGOLD CORP COMMON STOCK 450913108 13028 1971000 SOLE 1971000 ICICI BANK SPON ADR AMER DEP RECEIPT 45104G104 224856 11159125 SOLE 11159125 IDACORP INC COMMON STOCK 451107106 5924 193800 SOLE 193800 IDEX CORP COMMON STOCK 45167R104 9983 246500 SOLE 246500 IDEXX LABORATORIES INC. COMMON STOCK 45168D104 1327 24300 SOLE 24300 IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 3560 308000 SOLE 308000 IDENTIX INC COMMON STOCK 451906101 10918 1479400 SOLE 1479400 ILLINOIS TOOL WORKS COMMON STOCK 452308109 46477 501480 DEFINED 02 03 501480 ILLUMINA INC COMMON STOCK 452327109 14 1500 SOLE 1500 IMAX CORP USD COMMON STOCK 45245E109 6717 814310 SOLE 814310 IMAGISTICS INTL INC COMMON STOCK 45247T104 2386 70900 SOLE 70900 IMMUCOR INC COMMON STOCK 452526106 5459 232195 SOLE 232195 IMMUNOGEN, INCORPORATED COMMON STOCK 45253H101 630 71300 SOLE 71300 IMPAC MORTGAGE HOLDINGS COMMON STOCK 45254P102 508 22400 SOLE 22400 INAMED CORP COMMON STOCK 453235103 16461 260250 SOLE 260250 INCO LTD. COMMON STOCK 453258402 264698 7196795 DEFINED 03 7196795 INCO LTD CV CONVERTIBLE BONDS 453258AT2 3945 3005000 DEFINED 03 3005000 INCYTE CORP COMMON STOCK 45337C102 650 65100 SOLE 65100 INDEPENDENCE CMNTY BK COR COMMON STOCK 453414104 12940 303900 SOLE 303900 INDEPENDENCE HOLDING CO COMMON STOCK 453440307 182 9840 SOLE 9840 INDEPENDENT BANK CORP COMMON STOCK 453836108 24 700 SOLE 700 INDEPENDENT BANK CORP COMMON STOCK 453838104 1821 61061 SOLE 61061 INDEVUS PHARMACEUTICALS COMMON STOCK 454072109 663 111200 SOLE 111200 INDYMAC BANCORP INC COMMON STOCK 456607100 4881 141695 DEFINED 03 141695 INFOCUS CORPORATION COMMON STOCK 45665B106 2841 310100 SOLE 310100 INFINITY PROP & CASUALTY COMMON STOCK 45665Q103 2897 82300 SOLE 82300 INFORMATICA CORP COMMON STOCK 45666Q102 2496 307400 SOLE 307400 INFOSYS TECHNOLOGIES ADR AMER DEP RECEIPT 456788108 3216 46400 SOLE 46400 INFOSPACE INC COMMON STOCK 45678T201 31705 666770 SOLE 666770 INFOUSA INC COMMON STOCK 456818301 3274 292568 SOLE 292568 ING GROEP N.V - ADR AMER DEP RECEIPT 456837103 3049 100767 DEFINED 02 03 100767 INGLES MARKETS INC -CL A COMMON STOCK 457030104 185 14968 SOLE 14968 INGRAM MICRO INC CL A COMMON STOCK 457153104 64582 3104890 SOLE 3104890 INKINE PHARMACEUTICAL CO COMMON STOCK 457214104 109 20000 SOLE 20000 INPUT/OUTPUT INC. COMMON STOCK 457652105 2 200 SOLE 200 INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 4036 196700 SOLE 196700 INSITUFORM TECHNOLOGIES I COMMON STOCK 457667103 4325 190800 SOLE 190800 INSIGHT COMMUNICATIONS COMMON STOCK 45768V108 806 86900 SOLE 86900 INNOVATIVE SOLUTIONS SUPP COMMON STOCK 45769N105 4459 133649 SOLE 133649 INNKEEPERS USA TRUST COMMON STOCK 4576J0104 1065 75000 SOLE 75000 INPHONIC INC COMMON STOCK 45772G105 3096 112680 SOLE 112680 INSPIRE PHARMACEUTICALS COMMON STOCK 457733103 924 55100 SOLE 55100 INSTINET GROUP INC COMMON STOCK 457750107 12101 2006800 SOLE 2006800 INTEGRAL SYSTEMS INC/MD COMMON STOCK 45810H107 27 1400 SOLE 1400 INTEGRATED DEVICE TECH COMMON STOCK 458118106 15317 1324980 SOLE 1324980 INTEGRATED ELECTRICAL SVC COMMON STOCK 45811E103 427 88200 SOLE 88200 INTEGRATED CIRCUIT SYSTEM COMMON STOCK 45811K208 2406 115000 SOLE 115000 INTEL CORPORATION COMMON STOCK 458140100 914416 39094329 DEFINED 02 03 39094329 INTEGRA BANK CORP COMMON STOCK 45814P105 14 600 SOLE 600 INTER PARFUMS INC COMMON STOCK 458334109 251 15800 SOLE 15800 INTER-TEL INC COMMON STOCK 458372109 1506 55000 SOLE 55000 INTERFACE INC-CL A COMMON STOCK 458665106 565 56727 DEFINED 03 56727 INTERDIGITAL COMM CORP COMMON STOCK 45866A105 250 11300 SOLE 11300 INTERGRAPH CORP COMMON STOCK 458683109 8 300 SOLE 300 INTERMAGNETICS GENERAL CO COMMON STOCK 458771102 10666 419740 SOLE 419740 INTL BUSINESS MAC CORP COMMON STOCK 459200101 1116362 11324427 DEFINED 02 03 11324427 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 73 1700 SOLE 1700 INTL GAME TECHNOLOGY COMMON STOCK 459902102 148638 4323375 DEFINED 03 4323375 INTL GAME TECH CV CONVERTIBLE BONDS 459902AL6 4613 6000000 SOLE 6000000 INTL PAPER CO COMMON STOCK 460146103 213672 5087435 DEFINED 02 03 5087435 INTL RECTIFIER CORP. COMMON STOCK 460254105 34011 763100 SOLE 763100 INTERNET CAPITAL GROUP COMMON STOCK 46059C205 1080 120000 SOLE 120000 INTERNET SECURITY SYSTEMS COMMON STOCK 46060X107 11227 482900 SOLE 482900 INTERPUBLIC GROUP CV CONVERTIBLE BONDS 460690AT7 1973 1500000 SOLE 1500000 INTERSIL CORP COMMON STOCK 46069S109 15101 902100 SOLE 902100 INTRAWEST CORP COMMON STOCK 460915200 10346 450000 SOLE 450000 INTERTAPE POLYMER GROUP INC COMMON STOCK 460919103 13 1441 DEFINED 03 1441 INTERSECTIONS INC COMMON STOCK 460981301 366 21200 SOLE 21200 INTERVOICE-BRITE INC COMMON STOCK 461142101 2930 219500 SOLE 219500 INTERWOVEN INC COMMON STOCK 46114T508 2952 271300 SOLE 271300 INTRALASE CORP COMMON STOCK 461169104 3151 134180 SOLE 134180 INTUIT INC COMMON STOCK 461202103 264 6000 SOLE 6000 INVACARE CORP COMMON STOCK 461203101 9 200 SOLE 200 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 20 500 SOLE 500 INVESTMENT TECH GROUP COMMON STOCK 46145F105 1362 68100 SOLE 68100 INVESTORS REIT COMMON STOCK 461730103 17 1600 SOLE 1600 INVITROGEN CORP COMMON STOCK 46185R100 564 8400 SOLE 8400 INVITROGEN CORP CV CONVERTIBLE BONDS 46185RAK6 5655 6000000 SOLE 6000000 INVESTORS FIN. SVCS COMMON STOCK 461915100 51205 1024500 SOLE 1024500 IOMEGA CORP COMMON STOCK 462030305 83 15105 DEFINED 03 15105 IOWA TELECOMM SERV COMMON STOCK 462594201 13887 643800 SOLE 643800 IPAYMENT INC COMMON STOCK 46262E105 2263 45700 SOLE 45700 ISHARES TR MUTUAL FUNDS OPEN END 464287200 140 1161 DEFINED 03 1161 ISHARES TR COMMON STOCK 464287465 18 111 DEFINED 03 111 ISLE OF CAPRI CASINOS COMMON STOCK 464592104 7033 274200 SOLE 274200 IVANHOE MINES COMMON STOCK 46579N103 7931 1100000 SOLE 1100000 IVILLAGE INC COMMON STOCK 46588H105 2346 379600 SOLE 379600 IXYS CORPORATION COMMON STOCK 46600W106 5 500 SOLE 500 J&J SNACK FOODS CORP COMMON STOCK 466032109 1874 38223 SOLE 38223 JDS UNIPHASE CORP COMMON STOCK 46612J101 189270 59706563 DEFINED 03 59706563 JDS UNIPHASE CV CONVERTIBLE BONDS 46612JAB7 3408 3500000 SOLE 3500000 JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 271 19900 SOLE 19900 J. JILL GROUP INC COMMON STOCK 466189107 957 64300 SOLE 64300 JLG INDUSTRIES INC. COMMON STOCK 466210101 2984 152000 SOLE 152000 JPMORGAN CHASE & CO COMMON STOCK 46625H100 930655 23856841 DEFINED 02 03 23856841 J2 GLOBAL COMMUNICATIONS COMMON STOCK 46626E205 5092 147590 SOLE 147590 JABIL CIRCUIT INC COMMON STOCK 466313103 15990 625100 SOLE 625100 JACK IN THE BOX, INC. COMMON STOCK 466367109 9608 260600 SOLE 260600 JACKSON HEWITT TAX SERV COMMON STOCK 468202106 2010 79600 SOLE 79600 JACUZZI BRANDS INC COMMON STOCK 469865109 11675 1342000 SOLE 1342000 JAKKS PACIFIC INC COMMON STOCK 47012E106 1959 88600 SOLE 88600 JAMDAT MOBILE INC COMMON STOCK 47023T100 2139 103600 SOLE 103600 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 1888 112320 SOLE 112320 JARDEN CORP COMMON STOCK 471109108 4 100 SOLE 100 JEFFERSON-PILOT COMMON STOCK 475070108 4614 88800 DEFINED 02 88800 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 34944 1504900 SOLE 1504900 JO-ANN STORES INC COMMON STOCK 47758P307 713 25900 SOLE 25900 JOHNSON & JOHNSON COMMON STOCK 478160104 754115 11890806 DEFINED 02 03 11890806 JOHNSON CONTROLS COMMON STOCK 478366107 437 6880 DEFINED 02 03 6880 JONES APPAREL GROUP COMMON STOCK 480074103 16874 461425 DEFINED 02 03 461425 JONES LANG LASALLE INC COMMON STOCK 48020Q107 4018 107400 SOLE 107400 JOS A BANK CLOTHIERS INC COMMON STOCK 480838101 1215 42950 SOLE 42950 JOY GLOBAL INC COMMON STOCK 481165108 8544 196732 SOLE 196732 JUNIPER NETWORKS INC COMMON STOCK 48203R104 119059 4378770 SOLE 4378770 JUPITERMEDIA CORP COMMON STOCK 48207D101 5951 250260 SOLE 250260 KCS ENERGY INC COMMON STOCK 482434206 8058 545200 SOLE 545200 KLA-TENCOR CORPORATION COMMON STOCK 482480100 10594 227450 DEFINED 03 227450 K-SWISS INC - CL A COMMON STOCK 482686102 4878 167500 SOLE 167500 KADANT INC COMMON STOCK 48282T104 877 42800 SOLE 42800 KBNT BANCORP INC COMMON STOCK 482921103 588 34800 SOLE 34800 KANSAS CITY SOUTHERN COMMON STOCK 485170302 1154 65100 SOLE 65100 KEANE INC COMMON STOCK 486665102 372 25335 DEFINED 03 25335 KB HOME COMMON STOCK 48666K109 18159 173939 DEFINED 03 173939 KEITHLEY INSTRUMENTS INC COMMON STOCK 487584104 2571 130500 SOLE 130500 KELLOGG COMPANY COMMON STOCK 487836108 1861 41662 DEFINED 02 03 41662 KELLWOOD COMPANY COMMON STOCK 488044108 3319 96200 SOLE 96200 KELLY SERVICES CL A COMMON STOCK 488152208 365 12100 SOLE 12100 KEMET CORP COMMON STOCK 488360108 2139 239000 SOLE 239000 KENNAMETAL INC COMMON STOCK 489170100 15772 316900 SOLE 316900 KENSEY NASH CORP COMMON STOCK 490057106 4347 125886 SOLE 125886 KERR-MCGEE CORP COMMON STOCK 492386107 7634 132100 SOLE 132100 KERR-MCGEE CORP CONVERTIBLE BONDS 492386AP2 4255 4000000 SOLE 4000000 KERYX BIOPHARMACEUTICALS COMMON STOCK 492515101 5 400 SOLE 400 KEY ENERGY SERVICES COMMON STOCK 492914106 742 62900 SOLE 62900 KEYCORP COMMON STOCK 493267108 27144 800700 SOLE 800700 KEYNOTE SYSTEMS INC COMMON STOCK 493308100 555 39900 SOLE 39900 KEYSTONE AUTOMOTIVE INDS COMMON STOCK 49338N109 343 14750 SOLE 14750 KFORCE INC COMMON STOCK 493732101 668 60200 SOLE 60200 KIMBALL INTERNATIONAL -B COMMON STOCK 494274103 893 60300 SOLE 60300 KILROY REALTY CORP COMMON STOCK 49427F108 3169 74125 SOLE 74125 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 148570 2257547 DEFINED 02 03 2257547 KIMCO REALTY CORP COMMON STOCK 49446R109 3400 58625 SOLE 58625 KINDER MORGAN, INC. COMMON STOCK 49455P101 166307 2274130 DEFINED 03 2274130 ***KINDER MORGAN MGMT LLC COMMON STOCK 49455U100 199838 4910017 SOLE 4910017 KINDRED HEALTHCARE INC COMMON STOCK 494580103 2207 73700 SOLE 73700 KINETIC CONCEPTS INC COMMON STOCK 49460W208 10728 140600 SOLE 140600 KINROSS GOLD CORP COMMON STOCK 496902404 10386 1475290 SOLE 1475290 KIRBY CORP. COMMON STOCK 497266106 2405 54200 SOLE 54200 KMART HOLDING CORP COMMON STOCK 498780105 12735 128700 SOLE 128700 KNOLL INC COMMON STOCK 498904200 8750 500000 SOLE 500000 KNIGHT-RIDDER INC COMMON STOCK 499040103 7631 114000 SOLE 114000 KNIGHT TRADING GROUP INC. COMMON STOCK 499063105 11315 1033300 SOLE 1033300 KNIGHT TRANSPORTATION INC COMMON STOCK 499064103 913 36800 SOLE 36800 KOHLS CORPORATION COMMON STOCK 500255104 160869 3271700 SOLE 3271700 KOMAG INC COMMON STOCK 500453204 4034 214800 SOLE 214800 PHILIPS ELECTRONICS ADR AMER DEP RECEIPT 500472303 1475 55643 DEFINED 02 03 55643 KOPIN CORP COMMON STOCK 500600101 752 194400 SOLE 194400 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 6163 297000 SOLE 297000 KOS PHARMACEUTICALS INC COMMON STOCK 500648100 19 500 SOLE 500 KRAFT FOODS INC-A COMMON STOCK 50075N104 15412 432800 SOLE 432800 KRISPY KREME DOUGHNUTS IN COMMON STOCK 501014104 63208 5016500 SOLE 5016500 KROGER COMPANY COMMON STOCK 501044101 14560 830100 SOLE 830100 KRONOS INC COMMON STOCK 501052104 14508 283750 SOLE 283750 KULICKE & SOFFA IND. COMMON STOCK 501242101 1688 195800 SOLE 195800 KYOCERA CORP ADR AMER DEP RECEIPT 501556203 919 11940 DEFINED 02 03 11940 KYPHON INC COMMON STOCK 501577100 2079 80720 SOLE 80720 LCA-VISION INC COMMON STOCK 501803308 8325 355936 SOLE 355936 LKQ CORP COMMON STOCK 501889208 12 600 SOLE 600 LSI LOGIC CORPORATION COMMON STOCK 502161102 8388 1530608 DEFINED 03 1530608 LSI LOGIC CV CONVERTIBLE BONDS 502161AJ1 15808 16750000 SOLE 16750000 LSI INDUSTRIES INC COMMON STOCK 50216C108 80 7000 SOLE 7000 LTC PROPERTIES INC COMMON STOCK 502175102 279 14000 SOLE 14000 L-3 COMMUNICATIONS HLDING COMMON STOCK 502424104 111094 1516850 SOLE 1516850 LA QUINTA CORP-PAIRED COMMON STOCK 50419U202 5059 556500 SOLE 556500 LA-Z-BOY INC COMMON STOCK 505336107 716 46600 SOLE 46600 LABOR READY INC COMMON STOCK 505401208 7394 437000 SOLE 437000 LABONE INC COMMON STOCK 50540L105 3 100 SOLE 100 LAB CORP. OF AMERICA COMMON STOCK 50540R409 48795 979420 SOLE 979420 LACLEDE GROUP INC COMMON STOCK 505597104 268 8600 SOLE 8600 LADISH COMPANY INC COMMON STOCK 505754200 345 30000 SOLE 30000 LAIDLAW INTERNATIONAL COMMON STOCK 50730R102 5992 280000 SOLE 280000 LAKES GAMING INC COMMON STOCK 51206P109 707 43400 SOLE 43400 LAM RESEARCH CORPORATION COMMON STOCK 512807108 13857 479300 SOLE 479300 LAMAR ADVERTISING CO COMMON STOCK 512815101 15315 358000 SOLE 358000 LANCASTER COLONY CORP COMMON STOCK 513847103 3207 74800 SOLE 74800 LANCE, INC. COMMON STOCK 514606102 2716 142700 SOLE 142700 LANDAUER INC COMMON STOCK 51476K103 178 3900 SOLE 3900 LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 11703 217000 SOLE 217000 LANDRY'S RESTAURANTS INC COMMON STOCK 51508L103 840 28900 SOLE 28900 LANDSTAR SYSTEM INC COMMON STOCK 515098101 8636 117270 SOLE 117270 LAS VEGAS SANDS CORP COMMON STOCK 517834107 1896 39500 SOLE 39500 LASERSCOPE COMMON STOCK 518081104 18 500 SOLE 500 LATTICE SEMICONDUCTOR COMMON STOCK 518415104 2948 517200 SOLE 517200 ESTEE LAUDER CL A COMMON STOCK 518439104 143691 3139427 DEFINED 03 3139427 LAUREATE EDUCATION INC COMMON STOCK 518613104 9042 205080 SOLE 205080 LAWSON PRODUCTS COMMON STOCK 520776105 444 8800 SOLE 8800 LAWSON SOFTWARE COMMON STOCK 520780107 2674 389171 SOLE 389171 LEAR CORP. COMMON STOCK 521865105 2148 35200 SOLE 35200 LEAPFROG ENTERPRISES INC COMMON STOCK 52186N106 2791 205200 SOLE 205200 LECG CORP COMMON STOCK 523234102 8393 450000 SOLE 450000 LECROY CORP COMMON STOCK 52324W109 456 19520 SOLE 19520 LEGGETT & PLATT INC COMMON STOCK 524660107 16399 576825 DEFINED 02 03 576825 LEGG MASON INC COMMON STOCK 524901105 71535 976450 SOLE 976450 LEHMAN BROTHERS HLDNGS IN COMMON STOCK 524908100 206432 2359766 DEFINED 02 03 2359766 LENNAR CORP (CLASS A) COMMON STOCK 526057104 3060 54000 DEFINED 02 54000 LENNAR CORP - B SHARES COMMON STOCK 526057302 6284 120360 SOLE 120360 LENNOX INTERNATIONAL INC COMMON STOCK 526107107 1693 83200 SOLE 83200 LEVEL 3 COMM INC CONVERTIBLE BONDS 52729NAG5 3131 5000000 SOLE 5000000 LEVEL 3 COMMUNICATIONS CONVERTIBLE BONDS 52729NAS9 8425 14250000 SOLE 14250000 LEVITT CORP-CL A COMMON STOCK 52742P108 712 23300 SOLE 23300 LEXINGTON CORP PROP TR COMMON STOCK 529043101 834 36950 SOLE 36950 LEXMARK INTERNATIONAL INC COMMON STOCK 529771107 32637 383963 DEFINED 03 383963 LIBERTY MEDIA GROUP PCS CONVERTIBLE BONDS 530715AG6 33131 45000000 SOLE 45000000 LIBERTY MEDIA CONVERTIBLE BONDS 530715AL5 3381 5000000 SOLE 5000000 LIBERTY MEDIA (VIA/B) CONVERTIBLE BONDS 530715AR2 122794 124506000 DEFINED 03 124506000 LIBERTY MEDIA CORP COMMON STOCK 530718105 199374 18157935 DEFINED 02 03 18157935 LIBERTY MEDIA CV (TWX) CONVERTIBLE BONDS 530718AF2 17232 14256000 DEFINED 03 14256000 LIBERTY MEDIA INTL INC A COMMON STOCK 530719103 8432 182398 SOLE 182398 LIBERTY PROPERTY TRUST COMMON STOCK 531172104 9 200 SOLE 200 LIFECELL CORPORATION COMMON STOCK 531927101 5399 528230 SOLE 528230 LIFELINE SYSTEMS INC COMMON STOCK 532192101 1038 40300 SOLE 40300 LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 623 17900 SOLE 17900 LILLY (ELI) & CO COMMON STOCK 532457108 281455 4959565 DEFINED 02 03 4959565 LIMITED BRANDS INC COMMON STOCK 532716107 29845 1296479 DEFINED 02 03 1296479 LIN TV CORP COMMON STOCK 532774106 833 43600 SOLE 43600 LINCARE HOLDINGS INC. COMMON STOCK 532791100 30985 726500 SOLE 726500 LINCARE HOLDINGS CV CONVERTIBLE BONDS 532791AB6 4295 4000000 SOLE 4000000 LINCOLN ELECTRIC HLDGS IN COMMON STOCK 533900106 7019 203200 SOLE 203200 LINCOLN NATIONAL CORP. COMMON STOCK 534187109 19119 409570 DEFINED 03 409570 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 80884 2086800 SOLE 2086800 LIONBRIDGE TECHNOLOGIES COMMON STOCK 536252109 196 29200 SOLE 29200 LITTLELFUSE INC COMMON STOCK 537008104 4881 142900 SOLE 142900 LIZ CLAIBORNE COMMON STOCK 539320101 2678 63452 DEFINED 02 03 63452 LOJACK CORPORATION COMMON STOCK 539451104 1033 85200 SOLE 85200 LOCKHEED MARTIN CORP COMMON STOCK 539830109 219373 3949100 DEFINED 03 3949100 LODGIAN INC COMMON STOCK 54021P403 9022 733500 SOLE 733500 LOEWS CORPORATION COMMON STOCK 540424108 22414 318840 SOLE 318840 LOEWS CORP - CAROLINA GRP COMMON STOCK 540424207 28950 1000000 SOLE 1000000 LONE STAR STEAKHOUSE COMMON STOCK 542307103 890 31800 SOLE 31800 LONE STAR TECHNOLOGIES COMMON STOCK 542312103 5518 164900 SOLE 164900 LONGS DRUG STORES INC COMMON STOCK 543162101 4839 175500 SOLE 175500 LONGVIEW FIBRE CO COMMON STOCK 543213102 1705 94000 SOLE 94000 LOOKSMART LTD COMMON STOCK 543442107 1530 698500 SOLE 698500 LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 21430 801410 SOLE 801410 LOWE'S COS., INC COMMON STOCK 548661107 112188 1948045 DEFINED 03 1948045 LOWES COMPANIES CV CONVERTIBLE BONDS 548661CG0 5821 5505000 DEFINED 03 5505000 LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 76466 20336680 DEFINED 03 20336680 WILLIAM LYON HOMES INC COMMON STOCK 552074106 14 200 SOLE 200 LYONDELL CHEMICAL CO COMMON STOCK 552078107 15835 547561 DEFINED 03 547561 M&F WORLDWIDE CORP COMMON STOCK 552541104 706 51800 SOLE 51800 M & T BANK CORP COMMON STOCK 55261F104 23216 215285 DEFINED 03 215285 MBIA INC COMMON STOCK 55262C100 14208 224520 DEFINED 03 224520 MBNA CORPORATION COMMON STOCK 55262L100 295430 10479935 DEFINED 03 10479935 MB FINANCIAL INC COMMON STOCK 55264U108 30 700 SOLE 700 M D C HLDGS INC COMMON STOCK 552676108 12770 147736 DEFINED 03 147736 MDU RESOURCES GROUP INC COMMON STOCK 552690109 76 2850 SOLE 2850 MCI INC COMMON STOCK 552691107 6464 320659 SOLE 320659 MEMC ELECTRONIC MATERIAL COMMON STOCK 552715104 3171 239300 SOLE 239300 MFA MORTGAGE INVESTMENTS COMMON STOCK 55272X102 10 1100 SOLE 1100 MGIC INVESTMENT CORP COMMON STOCK 552848103 33000 478881 DEFINED 03 478881 MGI PHARMA INC COMMON STOCK 552880106 11601 414180 SOLE 414180 MGM MIRAGE COMMON STOCK 552953101 7485 102900 SOLE 102900 MPS GROUP INC COMMON STOCK 553409103 2342 191000 SOLE 191000 MRV COMMUNICATIONS INC COMMON STOCK 553477100 643 175300 SOLE 175300 MRO SOFTWARE INC COMMON STOCK 55347W105 1141 87600 SOLE 87600 MSC INDUST DIRECT COMMON STOCK 553530106 1346 37400 SOLE 37400 MSC.SOFTWARE CORP COMMON STOCK 553531104 107 10200 SOLE 10200 MTS SYSTEMS CORP COMMON STOCK 553777103 3942 116600 SOLE 116600 MACATAWA BANK CORP COMMON STOCK 554225102 196 6076 SOLE 6076 MACDERMID INC COMMON STOCK 554273102 6050 167600 SOLE 167600 MACERICH CO COMMON STOCK 554382101 2080 33125 SOLE 33125 MACK CALI REALTY CORP COMMON STOCK 554489104 2440 53000 SOLE 53000 MACROVISION CORP COMMON STOCK 555904101 12194 474100 SOLE 474100 MACROMEDIA INC. COMMON STOCK 556100105 29833 958650 SOLE 958650 MAGELLAN HEALTH SER INC COMMON STOCK 559079207 8328 243802 SOLE 243802 MAGMA DESIGN AUTOMATION COMMON STOCK 559181102 6862 546300 SOLE 546300 MAGNUM HUNTER COMMON STOCK 55972F203 6290 487600 SOLE 487600 MAGUIRE PROPERTIES INC COMMON STOCK 559775101 503 18300 SOLE 18300 MAINSOURCE FINANCIAL GRP COMMON STOCK 56062Y102 116 4863 SOLE 4863 MANDALAY RESORT GROUP COMMON STOCK 562567107 17284 245400 SOLE 245400 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 84 3500 SOLE 3500 MANITOWOC COMPANY COMMON STOCK 563571108 4448 118128 SOLE 118128 MANNATECH INC COMMON STOCK 563771104 5226 274500 SOLE 274500 MANOR CARE INC. COMMON STOCK 564055101 19693 555840 DEFINED 03 555840 MANPOWER INC. COMMON STOCK 56418H100 30780 637260 SOLE 637260 MANTECH INTERNATIONAL COMMON STOCK 564563104 1116 47000 SOLE 47000 MANUGISTICS GROUP INC COMMON STOCK 565011103 705 245700 SOLE 245700 MANULIFE FIN CORP COMMON STOCK 56501R106 1117 24201 DEFINED 02 03 24201 MARATHON OIL CORP COMMON STOCK 565849106 4464 118711 DEFINED 02 03 118711 MARINEMAX INC COMMON STOCK 567908108 720 24200 SOLE 24200 MARINE PRODUCTS CORP COMMON STOCK 568427108 418 16000 SOLE 16000 MARITRANS INC COMMON STOCK 570363101 1379 75900 SOLE 75900 MARKEL CORP COMMON STOCK 570535104 728 2000 SOLE 2000 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 3678 216250 SOLE 216250 MARKETWATCH INC COMMON STOCK 570619106 311 17300 SOLE 17300 MARSH & MCLENNAN COMMON STOCK 571748102 13055 396800 SOLE 396800 MARSHALL & ILSLEY CORP COMMON STOCK 571834100 9 200 SOLE 200 MARRIOTT INTL -A COMMON STOCK 571903202 59521 945078 DEFINED 03 945078 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 23216 453440 SOLE 453440 MARTEN TRANSPORT LTD COMMON STOCK 573075108 465 20450 SOLE 20450 MARTHA STEWART LIVING CLA COMMON STOCK 573083102 8430 290500 SOLE 290500 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 4196 78200 SOLE 78200 MARVEL ENTERPRISES INC COMMON STOCK 57383M108 13980 682600 SOLE 682600 MASCO CORP COMMON STOCK 574599106 12405 339589 DEFINED 03 339589 MASSEY ENERGY COMPANY COMMON STOCK 576206106 19174 548600 SOLE 548600 MASTEC INC COMMON STOCK 576323109 343 33900 SOLE 33900 MATERIAL SCIENCES COMMON STOCK 576674105 157 8700 SOLE 8700 MATRIA HEALTHCARE INC COMMON STOCK 576817209 2778 71100 SOLE 71100 MATRIXONE INC COMMON STOCK 57685P304 1160 177100 SOLE 177100 MATSUSHITA ELEC INDL LTD AMER DEP RECEIPT 576879209 18 1150 DEFINED 03 1150 MATTEL INC COMMON STOCK 577081102 4 200 SOLE 200 MATTHEWS INTL CP CL A COMMON STOCK 577128101 4832 131300 SOLE 131300 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 12 1100 SOLE 1100 MAXTOR CORP COMMON STOCK 577729205 12196 2301100 SOLE 2301100 MAXIM INTERGATED PRODUCTS COMMON STOCK 57772K101 18401 434100 SOLE 434100 MAXWELL TECHNOLOGIES INC COMMON STOCK 577767106 245 24200 SOLE 24200 MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 468 15900 DEFINED 02 15900 MAVERICK TUBE CORP COMMON STOCK 577914104 3754 123900 SOLE 123900 MAYTAG CORPORATION COMMON STOCK 578592107 667 31600 SOLE 31600 MCAFEE INC COMMON STOCK 579064106 26844 927900 SOLE 927900 MCCORMICK & CO. COMMON STOCK 579780206 8 200 SOLE 200 MCDATA CORPORATION - A COMMON STOCK 580031201 864 145000 SOLE 145000 MC DERMOTT INTERNATIONAL COMMON STOCK 580037109 1395 76000 SOLE 76000 MCDONALD'S CORPORATION COMMON STOCK 580135101 111020 3462895 DEFINED 02 03 3462895 MCGRATH RENT CORP COMMON STOCK 580589109 1516 34774 SOLE 34774 MCGRAW-HILL COMPANIES COMMON STOCK 580645109 44787 489260 DEFINED 02 03 489260 MCKESSON CORPORATION COMMON STOCK 58155Q103 13123 417120 DEFINED 02 03 417120 MEADOWBROOK INSURANCE COMMON STOCK 58319P108 125 25000 SOLE 25000 MEADWESTVACO CORP COMMON STOCK 583334107 26289 775713 DEFINED 02 03 775713 MEASUREMENT SPECIALTIES COMMON STOCK 583421102 1747 68600 SOLE 68600 MEDAREX INC COMMON STOCK 583916101 1456 135100 SOLE 135100 MEDALLION FINANCIAL CORP COMMON STOCK 583928106 290 29900 SOLE 29900 MEDCATH CORP COMMON STOCK 58404W109 1064 43200 SOLE 43200 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 24853 597435 DEFINED 03 597435 MEDIA GENERAL -CL A COMMON STOCK 584404107 369 5700 SOLE 5700 MEDIACOM COMMUNICTNS CORP COMMON STOCK 58446K105 3466 554600 SOLE 554600 MEDICAL ACTION INDUSTRIES COMMON STOCK 58449L100 548 27800 SOLE 27800 MEDICINES CO COMMON STOCK 584688105 3162 109800 SOLE 109800 MEDIMMUNE INC. COMMON STOCK 584699102 41848 1543635 DEFINED 03 1543635 MEDTRONIC, INCORPORATED COMMON STOCK 585055106 403813 8129900 DEFINED 02 03 8129900 MELLON FINANCIAL CORP COMMON STOCK 58551A108 9638 309800 SOLE 309800 THE MEN'S WEARHOUSE COMMON STOCK 587118100 6664 208500 SOLE 208500 MENTOR CORPORATION COMMON STOCK 587188103 13 400 SOLE 400 MENTOR GRAPHICS CV CONVERTIBLE BONDS 587200AB2 3697 3500000 SOLE 3500000 MERCANTILE BANK CORP COMMON STOCK 587376104 18 460 SOLE 460 MERCK & COMPANY COMMON STOCK 589331107 342305 10650447 DEFINED 03 10650447 MERCURY COMPUTER SYS INC COMMON STOCK 589378108 10 323 DEFINED 03 323 MERCURY GENERAL CORP COMMON STOCK 589400100 1840 30700 SOLE 30700 MERCURY INTERACTIVE COMMON STOCK 589405109 120890 2654005 DEFINED 03 2654005 MEREDITH CORPORATION COMMON STOCK 589433101 3138 57900 SOLE 57900 MERIDIAN BIOSCIENCE INC COMMON STOCK 589584101 1929 110900 SOLE 110900 MERIDIAN RESOURCE CORP COMMON STOCK 58977Q109 1479 244500 SOLE 244500 MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 27 3200 SOLE 3200 MERIDIAN GOLD INC COMMON STOCK 589975101 9106 480000 SOLE 480000 MERGE TECHNOLOGIES INC COMMON STOCK 589981109 1046 47000 SOLE 47000 MERITAGE HOMES CORP. COMMON STOCK 59001A102 16105 142900 SOLE 142900 MERRILL LYNCH COMMON STOCK 590188108 136211 2278919 DEFINED 03 2278919 MESA AIR GROUP INC COMMON STOCK 590479101 1386 174600 SOLE 174600 MESTEK INC COMMON STOCK 590829107 188 10400 SOLE 10400 METAL MANAGEMENT INC COMMON STOCK 591097209 4184 155700 SOLE 155700 METLIFE INC COMMON STOCK 59156R108 18382 453767 DEFINED 03 453767 METRIS COMPANIES INC COMMON STOCK 591598107 2947 231100 SOLE 231100 METROLOGIC INSTRUMENTS COMMON STOCK 591676101 1501 70630 SOLE 70630 METTLER TOLEDO COMMON STOCK 592688105 3268 63700 SOLE 63700 MICHAELS STORES INC. COMMON STOCK 594087108 15776 526400 SOLE 526400 MICREL INC. COMMON STOCK 594793101 8467 768300 SOLE 768300 MICROS SYSTEMS COMMON STOCK 594901100 2654 34000 SOLE 34000 MICROSOFT CORPORATION COMMON STOCK 594918104 1322452 49511462 DEFINED 02 03 49511462 MICROSTRATEGY WTS 6/07 WARRANTS UNIT 594972119 2 17632 SOLE 17632 MICROSTRATEGY INC CL A COMMON STOCK 594972408 4416 73300 SOLE 73300 MICROCHIP TECHNOLOGY COMMON STOCK 595017104 12751 478300 SOLE 478300 MICROMUSE INC COMMON STOCK 595094103 1728 311400 SOLE 311400 MICRON TECHNOLOGY INC. COMMON STOCK 595112103 22024 1783300 SOLE 1783300 MICROSEMI CORP COMMON STOCK 595137100 19546 1125920 SOLE 1125920 MICROTUNE INC. COMMON STOCK 59514P109 2445 400200 SOLE 400200 MID-AMERICA APT CMNTYS IN COMMON STOCK 59522J103 841 20400 SOLE 20400 MIDAS INC COMMON STOCK 595626102 4400 220000 SOLE 220000 MIDDLEBY CORP COMMON STOCK 596278101 1897 37400 SOLE 37400 MIDLAND CO COMMON STOCK 597486109 63 2000 SOLE 2000 MIDWAY GAMES INC COMMON STOCK 598148104 1179 112300 SOLE 112300 MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 41072 3388750 DEFINED 02 3388750 HERMAN MILLER INC COMMON STOCK 600544100 2465 89200 SOLE 89200 MILLIPORE CORP COMMON STOCK 601073109 129001 2589862 SOLE 2589862 MILLS CORP COMMON STOCK 601148109 5601 87850 SOLE 87850 MINDSPEED TECH - W/I COMMON STOCK 602682106 336 121000 SOLE 121000 MINE SAFETY APPLIANCES COMMON STOCK 602720104 3448 68000 SOLE 68000 MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 1414 21200 SOLE 21200 MIPS TECHNOLOGIES INC A COMMON STOCK 604567107 2004 203500 SOLE 203500 MISSION RESOURCES CORP COMMON STOCK 605109107 783 134000 SOLE 134000 MITSUBISHI TOKYO FIN ADR AMER DEP RECEIPT 606816106 2552 249784 DEFINED 02 03 249784 MITSUI & CO ADR AMER DEP RECEIPT 606827202 1352 7489 DEFINED 02 03 7489 MOBIUS MGMT SYSTEMS COMMON STOCK 606925105 387 53400 SOLE 53400 MOBILE MINI INC COMMON STOCK 60740F105 264 8000 SOLE 8000 MOBILITY ELECTRONICS COMMON STOCK 60741U101 6944 809300 SOLE 809300 MODINE MFG CO COMMON STOCK 607828100 64 1900 SOLE 1900 MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 36 397 DEFINED 03 397 MOLECULAR DEVICES CORP COMMON STOCK 60851C107 2356 117200 SOLE 117200 MOLEX INC COMMON STOCK 608554101 6753 225100 SOLE 225100 MOLEX INC. CL A COMMON STOCK 608554200 9022 338525 SOLE 338525 MONACO COACH CORP COMMON STOCK 60886R103 2507 121900 SOLE 121900 MONARCH CASINO&RESORT INC COMMON STOCK 609027107 2528 62350 SOLE 62350 MONEYGRAM INT INC COMMON STOCK 60935Y109 7879 372700 SOLE 372700 MONOLITHIC SYSTEM TECH COMMON STOCK 609842109 156 25000 SOLE 25000 MONSANTO CO COMMON STOCK 61166W101 49555 892083 DEFINED 03 892083 MONSTER WORLDWIDE INC COMMON STOCK 611742107 15291 454565 DEFINED 03 454565 MOODY'S CORPORATION COMMON STOCK 615369105 6041 69559 DEFINED 03 69559 MOOG INC -CL A COMMON STOCK 615394202 1492 32900 SOLE 32900 MORGAN STANLEY COMMON STOCK 617446448 464286 8362510 DEFINED 02 03 8362510 MOSAIC CO/THE COMMON STOCK 61945A107 1407 86200 SOLE 86200 MOTOROLA INC. COMMON STOCK 620076109 162912 9471655 DEFINED 02 03 9471655 MOVADO GROUP INC COMMON STOCK 624580106 176 9432 DEFINED 03 9432 MOVIE GALLERY INC. COMMON STOCK 624581104 2008 105300 SOLE 105300 MUELLER INDUSTRIES COMMON STOCK 624756102 8568 266100 SOLE 266100 MURPHY OIL CORP COMMON STOCK 626717102 43079 535470 SOLE 535470 MYKROLIS CORP COMMON STOCK 62852P103 4523 319200 SOLE 319200 MYRIAD GENETICS INC COMMON STOCK 62855J104 31289 1390000 SOLE 1390000 NBT BANCORP INC COMMON STOCK 628778102 862 33500 SOLE 33500 NBTY INC COMMON STOCK 628782104 3169 132000 SOLE 132000 NCI BLDG SYS INC COMMON STOCK 628852105 5133 136875 DEFINED 03 136875 NCO GROUP INC COMMON STOCK 628858102 202 7800 SOLE 7800 NCR CORPORATION COMMON STOCK 62886E108 19226 277710 DEFINED 03 277710 NS GROUP INCORPORATED COMMON STOCK 628916108 5666 203800 SOLE 203800 NASB FINANCIAL INC COMMON STOCK 628968109 511 12800 SOLE 12800 NATIONAL INFO CONSORTIUM COMMON STOCK 62914B100 3732 734600 SOLE 734600 NMS COMMUNICATIONS CORP COMMON STOCK 629248105 2552 404500 SOLE 404500 NPS PHARMACEUTICALS INC. COMMON STOCK 62936P103 9 500 SOLE 500 NRG ENERGY INC COMMON STOCK 629377508 19922 552640 DEFINED 03 552640 NTL INC COMMON STOCK 62940M104 35998 493390 SOLE 493390 NVR INC COMMON STOCK 62944T105 8463 11000 SOLE 11000 NABI BIOPHARMACEUTICALS COMMON STOCK 629519109 3268 223100 SOLE 223100 NACCO INDUSTRIES CL A COMMON STOCK 629579103 3415 32400 SOLE 32400 NANOMETRICS INC COMMON STOCK 630077105 808 50100 SOLE 50100 NASH FINCH CO COMMON STOCK 631158102 4354 115300 SOLE 115300 NASTECH PHARMACEUTICAL COMMON STOCK 631728409 8 650 SOLE 650 NATIONAL BANKSHARES INC COMMON STOCK 634865109 359 6700 SOLE 6700 NATIONAL BEVERAGE CORP COMMON STOCK 635017106 217 26100 SOLE 26100 NATIONAL CITY CORP COMMON STOCK 635405103 28063 747355 DEFINED 02 03 747355 NATIONAL HEALTHCARE CORP COMMON STOCK 635906100 759 21500 SOLE 21500 NATIONAL FIN PARTNERS COMMON STOCK 63607P208 14449 372400 SOLE 372400 NATIONAL FUEL GAS CO COMMON STOCK 636180101 31 1100 SOLE 1100 NATIONAL GRID GROUP PLC AMER DEP RECEIPT 636274102 13 261 DEFINED 03 261 NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 14031 514900 SOLE 514900 NATIONAL MED HLTH CARD COMMON STOCK 636918302 963 41700 SOLE 41700 NATIONAL-OILWELL INC COMMON STOCK 637071101 9257 262325 SOLE 262325 NATIONAL PRESTO INDS INC COMMON STOCK 637215104 182 4000 SOLE 4000 NATL. SEMICONDUCTOR CORP. COMMON STOCK 637640103 152323 8485940 DEFINED 03 8485940 NATL WSTN LIFE INS CO A COMMON STOCK 638522102 1083 6500 SOLE 6500 NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 5780 151200 SOLE 151200 NATIONWIDE HEALTH PPTYS I COMMON STOCK 638620104 1217 51250 SOLE 51250 NAVISTAR FIN CORP CV CONVERTIBLE BONDS 638902AM8 4175 4000000 SOLE 4000000 NAVIGATORS GROUP INC COMMON STOCK 638904102 9 300 DEFINED 03 300 NATURES SUNSHINE PRODS IN COMMON STOCK 639027101 2376 116700 SOLE 116700 NAUTILUS GROUP INC COMMON STOCK 63910B102 10238 423600 SOLE 423600 NAVARRE CORP COMMON STOCK 639208107 10239 581770 SOLE 581770 NAVISTAR INTL CP COMMON STOCK 63934E108 12741 289700 SOLE 289700 NAVIGANT CONSULTING, INC. COMMON STOCK 63935N107 3 100 SOLE 100 NAVIGANT INTERNATIONAL COMMON STOCK 63935R108 919 75500 SOLE 75500 NAVTEQ CORP COMMON STOCK 63936L100 24339 525000 SOLE 525000 NEENAH PAPER INC WI COMMON STOCK 640079109 4703 144258 DEFINED 03 144258 NEIMAN MARCUS GROUP CL A COMMON STOCK 640204202 1159 16200 SOLE 16200 NEKTAR THERAPEUTICS COMMON STOCK 640268108 245946 12151490 SOLE 12151490 THOMAS NELSON INC COMMON STOCK 640376109 2280 100900 SOLE 100900 NEOPHARM INC COMMON STOCK 640919106 271 21650 SOLE 21650 NET.B@NK INC COMMON STOCK 640933107 1649 158400 SOLE 158400 NET2PHONE INC COMMON STOCK 64108N106 6159 1811600 SOLE 1811600 NETFLIX.COM INC COMMON STOCK 64110L106 179 14500 SOLE 14500 NETEASE.COM INC AMER DEP RECEIPT 64110W102 8646 163650 SOLE 163650 NETGEAR INC COMMON STOCK 64111Q104 3256 179000 SOLE 179000 NETIQ CORP COMMON STOCK 64115P102 2435 199400 SOLE 199400 NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 35 5000 SOLE 5000 NETRATINGS INC COMMON STOCK 64116M108 767 40000 SOLE 40000 NETWORK APPLIANCE INC COMMON STOCK 64120L104 22204 668400 SOLE 668400 NETWORK ENGINES INC COMMON STOCK 64121A107 1104 395700 SOLE 395700 NEUROGEN CORPORATION COMMON STOCK 64124E106 18787 2007200 SOLE 2007200 NEW CENTURY REIT COMMON STOCK 6435EV108 10596 165800 SOLE 165800 NEW FRONTIER MEDIA INC COMMON STOCK 644398109 194 24500 SOLE 24500 NEW JERSEY RESOURCES COMMON STOCK 646025106 585 13500 SOLE 13500 NEW PLAN EXCEL REALTY TR COMMON STOCK 648053106 14 500 SOLE 500 NY COMMUNITY BANCORP INC COMMON STOCK 649445103 27 1300 SOLE 1300 NEWALLIANCE BANCSHARES COMMON STOCK 650203102 16114 1053200 SOLE 1053200 NEWCASTLE INVEST CORP COMMON STOCK 65105M108 23497 739375 SOLE 739375 NEWELL RUBBERMAID INC COMMON STOCK 651229106 20428 844500 SOLE 844500 NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 10440 176800 SOLE 176800 NEWMONT MINING CORP COMMON STOCK 651639106 13501 304005 SOLE 304005 NEWS CORP CL A COMMON STOCK 65248E104 6 300 SOLE 300 NEWS CORP INC-CL B COMMON STOCK 65248E203 168284 8764790 SOLE 8764790 NEXTEL COMM INC CL A COMMON STOCK 65332V103 65885 2196165 DEFINED 03 2196165 NEXTEL COMMUN CONVERTIBLE BONDS 65332VAY9 15431 15000000 SOLE 15000000 NEXTEL PARTNERS INC CL A COMMON STOCK 65333F107 1669 85400 SOLE 85400 NICOR INC COMMON STOCK 654086107 735 19900 SOLE 19900 NIKE INCORPORATED CL. B COMMON STOCK 654106103 22186 244640 DEFINED 02 03 244640 NIKU CORP COMMON STOCK 654113703 1613 80000 SOLE 80000 NIPPON TELEGRAPH & TELE AMER DEP RECEIPT 654624105 1104 48946 DEFINED 02 03 48946 NISOURCE INC COMMON STOCK 65473P105 6817 299275 DEFINED 02 03 299275 NITROMED INC COMMON STOCK 654798503 10296 386340 SOLE 386340 NOKIA CORP-SPON ADR AMER DEP RECEIPT 654902204 206993 13209527 DEFINED 03 13209527 NOBLE ENERGY INC COMMON STOCK 655044105 56043 908900 SOLE 908900 NOMURA HOLDINGS INC ADR AMER DEP RECEIPT 65535H208 1066 73200 DEFINED 02 03 73200 NORDSON CORP COMMON STOCK 655663102 10194 254400 SOLE 254400 NORDSTROM INC. COMMON STOCK 655664100 42744 914712 DEFINED 02 03 914712 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 5246 144950 SOLE 144950 NORTEL NTWORKS CV CONVERTIBLE BONDS 656568AB8 21999 22505000 DEFINED 03 22505000 NORTH FORK BANCORPORATION COMMON STOCK 659424105 11373 394213 DEFINED 02 03 394213 NORTH PITTSBURGH SYSTEMS COMMON STOCK 661562108 2656 107400 SOLE 107400 NORTHEAST UTILS COMMON STOCK 664397106 1386 73505 DEFINED 03 73505 NORTHERN TRUST CORP COMMON STOCK 665859104 90921 1871580 SOLE 1871580 NORTHFIELD LABS COMMON STOCK 666135108 1058 46900 SOLE 46900 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 161468 2970340 SOLE 2970340 NORTHSTAR REALTY FINANCE COMMON STOCK 66704R100 25734 2247500 SOLE 2247500 NORTHWEST AIRLINES CORP A COMMON STOCK 667280101 5814 531900 SOLE 531900 NORTHWEST AIRLINES CV CONVERTIBLE BONDS 667280AE1 3215 4000000 SOLE 4000000 NOVAGOLD RESOURCES INC COMMON STOCK 66987E206 5348 690000 SOLE 690000 NOVATEL WIRELESS INC COMMON STOCK 66987M604 2919 150600 SOLE 150600 NOVARTIS AG ADR AMER DEP RECEIPT 66987V109 3224 63796 DEFINED 02 03 63796 NOVASTAR FINANCIAL INC COMMON STOCK 669947400 1044 21100 SOLE 21100 NOVELL INCORPORATED COMMON STOCK 670006105 199984 29627249 DEFINED 03 29627249 NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 37 1353 DEFINED 03 1353 NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 278 16300 SOLE 16300 NU SKIN ASIA PACIFIC INC COMMON STOCK 67018T105 10614 418200 SOLE 418200 NSTAR COMMON STOCK 67019E107 22 400 SOLE 400 NUCOR CORP COMMON STOCK 670346105 13269 253510 DEFINED 03 253510 NVIDIA CORP COMMON STOCK 67066G104 181 7684 DEFINED 03 7684 O CHARLEYS INC COMMON STOCK 670823103 213 10900 SOLE 10900 OM GROUP INC COMMON STOCK 670872100 7580 233800 SOLE 233800 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 3159 42200 SOLE 42200 OAK HILL FINANCIAL INC COMMON STOCK 671337103 303 7800 SOLE 7800 OAKLEY INC COMMON STOCK 673662102 94 7400 SOLE 7400 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 23253 398437 DEFINED 03 398437 OCCULOGIX INC - WHEN ISS COMMON STOCK 67461T107 208 20200 SOLE 20200 OCEANEERING INTL INC. COMMON STOCK 675232102 899 24100 SOLE 24100 OCULAR SCIENCES INC COMMON STOCK 675744106 6190 126300 SOLE 126300 ODYSSEY RE HOLDINGS CORP COMMON STOCK 67612W108 3691 146400 SOLE 146400 OFFICE DEPOT INC COMMON STOCK 676220106 194810 11221800 SOLE 11221800 OFFSHORE LOGISTICS COMMON STOCK 676255102 1708 52600 SOLE 52600 OHIO CASUALTY CORP COMMON STOCK 677240103 6234 268600 SOLE 268600 OIL STATES INTL INC COMMON STOCK 678026105 9985 517600 SOLE 517600 OLD DOMINION FREIGHT LINE COMMON STOCK 679580100 10837 311400 SOLE 311400 OLD REPUBLIC INTL COMMON STOCK 680223104 5933 234500 SOLE 234500 OLD SECOND BANCORP INC COMMON STOCK 680277100 128 4016 SOLE 4016 OLIN CORP. COMMON STOCK 680665205 18 800 SOLE 800 OLYMPIC STL INC COMMON STOCK 68162K106 4220 159200 SOLE 159200 OMNICOM GROUP COMMON STOCK 681919106 95717 1135173 DEFINED 02 03 1135173 OMEGA HEALTHCARE INVESTOR COMMON STOCK 681936100 196 16600 SOLE 16600 OMEGA PROTEIN CORP COMMON STOCK 68210P107 548 63700 SOLE 63700 OMNIVISION TECHNOLOGIES COMMON STOCK 682128103 367 20000 SOLE 20000 OMNOVA SOLUTIONS INC COMMON STOCK 682129101 244 43400 SOLE 43400 OMNICELL INC COMMON STOCK 68213N109 249 22600 SOLE 22600 OMNICARE INC 4% CV CONV PREF STOCK 68214L201 4413 80000 SOLE 80000 ON SEMICONDUCTOR CORP COMMON STOCK 682189105 5871 1293240 SOLE 1293240 1-800-FLOWERS.COM INC COMMON STOCK 68243Q106 7456 886600 SOLE 886600 ONEOK INC NEW COMMON STOCK 682680103 3402 119690 DEFINED 03 119690 ONYX PHARMACEUTICALS INC COMMON STOCK 683399109 1986 61300 SOLE 61300 OPENWAVE SYSTEMS INC COMMON STOCK 683718308 5648 365330 SOLE 365330 OPEN SOLUTIONS INC COMMON STOCK 68371P102 192 7400 SOLE 7400 OPNET TECHNOLOGIES COMMON STOCK 683757108 170 20200 SOLE 20200 OPTICAL COMMUNICATION PRD COMMON STOCK 68382T101 25 10000 SOLE 10000 OPSWARE INC COMMON STOCK 68383A101 23165 3156000 SOLE 3156000 ORACLE CORPORATION COMMON STOCK 68389X105 135800 9897970 DEFINED 03 9897970 OPTION CARE INC. COMMON STOCK 683948103 4511 262400 SOLE 262400 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 3 400 SOLE 400 ORBITAL SCIENCES CORP COMMON STOCK 685564106 65508 5537431 DEFINED 03 5537431 ORCHID BIOSCIENCES INC COMMON STOCK 68571P506 653 56800 SOLE 56800 OREGON STEEL MILLS INC. COMMON STOCK 686079104 16333 805000 SOLE 805000 O'REILLY AUTOMOTIVE INC. COMMON STOCK 686091109 49023 1088197 SOLE 1088197 ORIENTAL FINANCIAL GROUP COMMON STOCK 68618W100 1093 38610 SOLE 38610 ORIGEN FINANCIAL INC COMMON STOCK 68619E208 1683 225000 SOLE 225000 ORLEANS HOMEBUILDERS INC COMMON STOCK 686588104 14 700 SOLE 700 ORMAT TECHNOLOGIES INC COMMON STOCK 686688102 7407 455000 SOLE 455000 ORTHOLOGIC CORPORATION COMMON STOCK 68750J107 586 93800 SOLE 93800 OSHKOSH TRUCK CORP COMMON STOCK 688239201 45261 661900 SOLE 661900 OUTBACK STEAKHOUSE INC. COMMON STOCK 689899102 1607 35100 SOLE 35100 OVERLAND STORAGE INC COMMON STOCK 690310107 454 27200 SOLE 27200 OVERNITE CORP COMMON STOCK 690322102 8972 240920 SOLE 240920 OVERSEAS SHIPHOLDING GRP COMMON STOCK 690368105 867 15700 SOLE 15700 OVERSTOCK.COM INC COMMON STOCK 690370101 11330 164210 SOLE 164210 OWENS & MINOR INC COMMON STOCK 690732102 7654 271700 SOLE 271700 OWENS-ILLINOIS INC. COMMON STOCK 690768403 14929 659100 SOLE 659100 OXFORD INDUSTRIES INC COMMON STOCK 691497309 6195 150000 SOLE 150000 PC CONNECTION COMMON STOCK 69318J100 896 94100 SOLE 94100 PDF SOLUTIONS INC COMMON STOCK 693282105 1104 68500 SOLE 68500 PDI INC COMMON STOCK 69329V100 2825 126800 SOLE 126800 PG & E CORPORATION COMMON STOCK 69331C108 41202 1238055 DEFINED 03 1238055 PFF BANCORP COMMON STOCK 69331W104 4273 92220 SOLE 92220 PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 38899 690309 SOLE 690309 PLX TECHNOLOGY INC COMMON STOCK 693417107 777 74700 SOLE 74700 PMA CAPITAL CORP COMMON STOCK 693419202 777 75100 SOLE 75100 PMC- SIERRA INC COMMON STOCK 69344F106 3771 335138 DEFINED 03 335138 THE PMI GROUP INC COMMON STOCK 69344M101 17531 419900 SOLE 419900 PNC FINANCIAL SERVICES COMMON STOCK 693475105 42260 735710 DEFINED 03 735710 POSCO ADR AMER DEP RECEIPT 693483109 617 13855 DEFINED 02 03 13855 PNM RESOURCES INC COMMON STOCK 69349H107 3444 136200 SOLE 136200 PPG INDUSTRIES, INC. COMMON STOCK 693506107 9965 146206 DEFINED 03 146206 PPL CORP COMMON STOCK 69351T106 481 9020 DEFINED 02 03 9020 PRA INTERNATIONAL COMMON STOCK 69353C101 2986 120490 SOLE 120490 PRG-SCHULTZ INTERNATIONAL COMMON STOCK 69357C107 254 50400 SOLE 50400 PS BUSINESS PARKS COMMON STOCK 69360J107 325 7200 SOLE 7200 PSS WORLD MEDICAL INC COMMON STOCK 69366A100 1417 113200 SOLE 113200 PTEK HOLDINGS INC COMMON STOCK 69366M104 9135 852900 SOLE 852900 PACCAR INC COMMON STOCK 693718108 22414 278500 SOLE 278500 PACER INTERNATIONAL INC COMMON STOCK 69373H106 27047 1272200 SOLE 1272200 PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 9969 293278 SOLE 293278 PACIFIC SUNWEAR OF CALIF COMMON STOCK 694873100 32402 1455625 SOLE 1455625 PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 40220 711600 SOLE 711600 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 513 21800 SOLE 21800 PACKAGING DYNAMICS CORP COMMON STOCK 695160101 144 10000 SOLE 10000 PACKETEER INC COMMON STOCK 695210104 4504 311700 SOLE 311700 PACTIV CORP COMMON STOCK 695257105 2451 96930 DEFINED 03 96930 PALL CORPORATION COMMON STOCK 696429307 7284 251600 SOLE 251600 PALMONE COMMON STOCK 69713P107 1079 34200 SOLE 34200 PALMSOURCE INC COMMON STOCK 697154102 758 59496 SOLE 59496 PALOMAR MEDICAL TECH COMMON STOCK 697529303 2919 111968 SOLE 111968 PAN PAC RETAIL PPTYS INC COMMON STOCK 69806L104 1085 17300 SOLE 17300 PANTRY INC COMMON STOCK 698657103 20536 682500 SOLE 682500 PAPA JOHN'S INTL INC. COMMON STOCK 698813102 2366 68700 SOLE 68700 PAR PHARMACEUTICAL COS COMMON STOCK 69888P106 3211 77600 SOLE 77600 PARADYNE NETWORKS INC COMMON STOCK 69911G107 1012 281901 SOLE 281901 PARAMETRIC TECHNOLOGY CP COMMON STOCK 699173100 8732 1482500 SOLE 1482500 PAREXEL INTERNATIONAL COMMON STOCK 699462107 3167 156000 SOLE 156000 PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 1760 81200 SOLE 81200 PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 513 19800 SOLE 19800 PARKER HANNIFIN CORPORATI COMMON STOCK 701094104 10490 138500 SOLE 138500 PARKVALE FINANCIAL CORP COMMON STOCK 701492100 199 6900 SOLE 6900 PARKWAY PROPERTIES INC COMMON STOCK 70159Q104 25 500 SOLE 500 PARLUX FRAGRANCES INC COMMON STOCK 701645103 1290 57400 SOLE 57400 PARTY CITY CORP COMMON STOCK 702145103 169 13100 SOLE 13100 PATINA OIL & GAS CORP COMMON STOCK 703224105 6229 166100 SOLE 166100 PATHMARK STORES INC NEW COMMON STOCK 70322A101 1 145 DEFINED 03 145 PATHMARK STORES WTS 9/10 WARRANTS UNIT 70322A119 48 240854 SOLE 240854 PATTERSON COMPANIES INC COMMON STOCK 703395103 55244 1273200 SOLE 1273200 PATTERSON-UTI ENERGY COMMON STOCK 703481101 10 500 SOLE 500 PAXAR CORP COMMON STOCK 704227107 7557 340897 DEFINED 03 340897 PAYCHEX INC COMMON STOCK 704326107 4 120 DEFINED 03 120 PAYLESS SHOESOURCE INC COMMON STOCK 704379106 3493 284000 SOLE 284000 PEABODY ENERGY CORP COMMON STOCK 704549104 53 650 DEFINED 03 650 PEC SOLUTIONS INC COMMON STOCK 705107100 529 37300 SOLE 37300 PEDIATRIX MED GROUP INC COMMON STOCK 705324101 12387 193400 SOLE 193400 PEGASUS SOLUTIONS INC. COMMON STOCK 705906105 680 54000 SOLE 54000 PENN-AMERICA GROUP INC COMMON STOCK 707247102 515 34100 SOLE 34100 PENN ENGR & MFG CORP COMMON STOCK 707389300 706 39025 DEFINED 03 39025 PENN NATIONAL GAMING INC COMMON STOCK 707569109 9632 159080 SOLE 159080 PENN VIRGINIA CORP COMMON STOCK 707882106 3688 90900 SOLE 90900 PENN VIRGINIA RESOURCE COMMON STOCK 707884102 1595 30610 SOLE 30610 J C PENNY CO (HOLDING CO) COMMON STOCK 708160106 145076 3504260 DEFINED 02 03 3504260 PENNROCK FINANCIAL SVC COMMON STOCK 708352109 834 21430 SOLE 21430 PENN REAL ESTATE INV TST COMMON STOCK 709102107 1091 25500 SOLE 25500 PEOPLES ENERGY CORP COMMON STOCK 711030106 31 700 SOLE 700 PEPCO HOLDINGS INC COMMON STOCK 713291102 32 1500 SOLE 1500 PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 15707 580880 DEFINED 03 580880 PEPSIAMERICAS INC COMMON STOCK 71343P200 3753 176700 SOLE 176700 PEPSI-COLA INCORPORATED COMMON STOCK 713448108 489869 9384464 DEFINED 02 03 9384464 PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 1092 69000 SOLE 69000 PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 7484 278100 SOLE 278100 PERFORMANCE TECH INC COMMON STOCK 71376K102 1653 177700 SOLE 177700 PERINI CORP COMMON STOCK 713839108 7711 462000 SOLE 462000 PERKINELMER INC COMMON STOCK 714046109 74247 3301330 DEFINED 03 3301330 PEROT SYSTEMS CORP - CL A COMMON STOCK 714265105 668 41700 SOLE 41700 PERRIGO CO COMMON STOCK 714290103 3900 225830 DEFINED 03 225830 PERVASIVE SOFTWARE INC COMMON STOCK 715710109 14 2900 SOLE 2900 PETCO ANIMAL SUPPLIES COMMON STOCK 716016209 2819 71400 SOLE 71400 PETROLEO BRASILEIRO SA AMER DEP RECEIPT 71654V408 33005 829700 SOLE 829700 PETROLEUM DEVELOPMENT COMMON STOCK 716578109 6714 174080 SOLE 174080 PETSMART INC COMMON STOCK 716768106 55292 1556200 SOLE 1556200 PHARMACYCLICS INC COMMON STOCK 716933106 8408 803050 SOLE 803050 PFIZER, INC. COMMON STOCK 717081103 1097122 40800379 DEFINED 02 03 40800379 PHARMACEUT PRODUCT DEVEL COMMON STOCK 717124101 20592 498710 SOLE 498710 PHELPS DODGE CORP. COMMON STOCK 717265102 49326 498650 SOLE 498650 PHILADELPHIA CONS HLDG CO COMMON STOCK 717528103 4121 62300 SOLE 62300 PHILLIPS-VAN HEUSEN COMMON STOCK 718592108 2068 76600 SOLE 76600 PHOENIX COMPANIES INC COMMON STOCK 71902E109 838 67000 SOLE 67000 PHOTON DYNAMICS INC COMMON STOCK 719364101 2613 107600 SOLE 107600 PHOTRONICS INC COMMON STOCK 719405102 3731 226130 DEFINED 03 226130 PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 1588 80600 SOLE 80600 PILGRIMS PRIDE CORP CL B COMMON STOCK 721467108 3820 124500 SOLE 124500 PINNACLE AIRLINES CORP COMMON STOCK 723443107 870 62400 SOLE 62400 PINNACLE ENTERTAINMENT IN COMMON STOCK 723456109 2261 114300 SOLE 114300 PINNACLE SYSTEMS INC COMMON STOCK 723481107 2371 388700 SOLE 388700 PINNACLE WEST CAPITAL COMMON STOCK 723484101 59 1325 DEFINED 03 1325 PIONEER DRILLING COMPANY COMMON STOCK 723655106 1030 102100 SOLE 102100 PIONEER NATURAL RESOURCES COMMON STOCK 723787107 1064 30300 SOLE 30300 PIPER JAFFRAY COS-W/I COMMON STOCK 724078100 3431 71550 SOLE 71550 PITNEY BOWES COMMON STOCK 724479100 4158 89850 DEFINED 03 89850 PIXAR INC COMMON STOCK 725811103 18945 221300 SOLE 221300 PIXELWORKS INC COMMON STOCK 72581M107 1022 90100 SOLE 90100 PLACER DOME INC. COMMON STOCK 725906101 12208 647300 SOLE 647300 PLAINS EXPLORATION & PR COMMON STOCK 726505100 9873 379743 SOLE 379743 PLANAR SYSTEMS INC. COMMON STOCK 726900103 1419 126400 SOLE 126400 PLANTRONICS INC COMMON STOCK 727493108 17023 410500 SOLE 410500 PLAYBOY ENTERPRISES -CL COMMON STOCK 728117300 417 33900 SOLE 33900 PLEXUS CORP COMMON STOCK 729132100 35 2700 SOLE 2700 PLUG POWER INC COMMON STOCK 72919P103 248 40600 SOLE 40600 POGO PRODUCING COMMON STOCK 730448107 393 8100 SOLE 8100 POLARIS INDUSTRIES INC COMMON STOCK 731068102 5897 86700 SOLE 86700 POLO RALPH LAUREN CORP COMMON STOCK 731572103 51269 1203500 SOLE 1203500 POLYCOM INC COMMON STOCK 73172K104 15060 645800 SOLE 645800 POLYMEDICA CORP COMMON STOCK 731738100 4637 124342 DEFINED 03 124342 POLYONE CORP COMMON STOCK 73179P106 2438 269100 SOLE 269100 POPE & TALBOT INC COMMON STOCK 732827100 3869 226100 SOLE 226100 POPULAR INC COMMON STOCK 733174106 265 9200 SOLE 9200 PORTALPLAYER INC COMMON STOCK 736187204 106 4290 SOLE 4290 PORTFOLIO RECOVERY ASSOC COMMON STOCK 73640Q105 5404 131100 SOLE 131100 PORTUGAL TELECOM SA ADR AMER DEP RECEIPT 737273102 1658 134685 DEFINED 03 134685 POSSIS MEDICAL INC COMMON STOCK 737407106 1465 108700 SOLE 108700 POST PPTYS INC COMMON STOCK 737464107 953 27300 SOLE 27300 POTLATCH CORP COMMON STOCK 737628107 13399 264900 SOLE 264900 POWER-ONE INC COMMON STOCK 739308104 4 436 DEFINED 03 436 POWERWAVE TECHNOLOGIES COMMON STOCK 739363109 2234 263400 SOLE 263400 PRAXAIR INC. COMMON STOCK 74005P104 215152 4873220 DEFINED 02 03 4873220 PREPAID LEGAL COMMON STOCK 740065107 939 25000 SOLE 25000 PRECISION CASTPARTS CORP COMMON STOCK 740189105 762 11600 SOLE 11600 PREFORMED LINE PRODUCTS COMMON STOCK 740444104 236 8136 SOLE 8136 PREMCOR INC COMMON STOCK 74045Q104 2383 56500 SOLE 56500 PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 283 7400 SOLE 7400 PRESSTEK INC COMMON STOCK 741113104 1075 111100 SOLE 111100 PRICE COMMUNICATIONS COMMON STOCK 741437305 1041 56000 SOLE 56000 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 9040 145340 DEFINED 03 145340 PRICELINE.COM INC COMMON STOCK 741503403 40 1700 SOLE 1700 PRIDE INTERNATIONAL COMMON STOCK 74153Q102 21143 1029365 DEFINED 03 1029365 PRIDE INTL INC CV CONVERTIBLE BONDS 74153QAB8 14308 11255000 DEFINED 03 11255000 PRIMEDIA INC COMMON STOCK 74157K101 257 67500 SOLE 67500 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 32674 798100 SOLE 798100 PROCENTURY CORP COMMON STOCK 74268T108 1895 152800 SOLE 152800 PROCTER AND GAMBLE CO COMMON STOCK 742718109 464101 8425956 DEFINED 02 03 8425956 PROGRESS ENERGY INC COMMON STOCK 743263105 121 2660 DEFINED 03 2660 PROGRESS SOFTWARE CORP COMMON STOCK 743312100 567 24300 SOLE 24300 PROGRESSIVE CORP COMMON STOCK 743315103 6270 73900 SOLE 73900 PROLOGIS COMMON STOCK 743410102 5455 125900 SOLE 125900 PROQUEST COMPANY COMMON STOCK 74346P102 321 10800 SOLE 10800 PROSPERITY BANCSHARES COMMON STOCK 743606105 9 300 SOLE 300 PROTECTIVE LIFE CORP COMMON STOCK 743674103 15962 373900 SOLE 373900 PROVIDE COMMERCE INC COMMON STOCK 74373W103 3550 95560 SOLE 95560 PROVIDENT BANKSHRS CORP COMMON STOCK 743859100 1663 45735 SOLE 45735 PROVIDENT FIN HLDGS COMMON STOCK 743868101 436 15100 SOLE 15100 PROVINCE HEALTHCARE COMMON STOCK 743977100 3028 135500 SOLE 135500 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 1859 112900 DEFINED 03 112900 PROVIDIAN FIN PVN3 1/4 08 CONVERTIBLE BONDS 74406AAA0 5 5000 DEFINED 03 5000 PROVIDIAN FIN CV CONVERTIBLE BONDS 74406AAB8 30188 57500000 SOLE 57500000 PRUDENTIAL FINANCIAL COMMON STOCK 744320102 258036 4694985 DEFINED 03 4694985 PSYCHIATRIC SOLUTIONS INC COMMON STOCK 74439H108 12619 345150 SOLE 345150 PUBLIC SERVICE ENTER COMMON STOCK 744573106 10 200 SOLE 200 PUBLIC STORAGE INC COMMON STOCK 74460D109 3554 63750 SOLE 63750 PULITZER INC. COMMON STOCK 745769109 117 1800 SOLE 1800 PULTE HOMES INC COMMON STOCK 745867101 1749 27413 DEFINED 03 27413 QLOGIC CORP COMMON STOCK 747277101 1051 28619 DEFINED 03 28619 QUALCOMM INC. COMMON STOCK 747525103 338752 7989435 DEFINED 02 03 7989435 QUALITY SYSTEMS, INC COMMON STOCK 747582104 3953 66100 SOLE 66100 QUANEX CORP COMMON STOCK 747620102 274 4000 SOLE 4000 QUANTA SERVICES INC COMMON STOCK 74762E102 8800 1100000 SOLE 1100000 QUANTUM COR-DLT & STOR COMMON STOCK 747906204 708 270300 SOLE 270300 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 195648 2047600 SOLE 2047600 QUEST DIAGNOSTIC CV CONVERTIBLE BONDS 74834LAF7 2193 2000000 SOLE 2000000 QUEST SOFTWARE INC COMMON STOCK 74834T103 893 56000 SOLE 56000 QUESTAR CORP COMMON STOCK 748356102 8933 175300 SOLE 175300 QUICKSILVER INC COMMON STOCK 74838C106 15955 535580 SOLE 535580 QWEST COMMUNICATIONS COMMON STOCK 749121109 2350 529300 SOLE 529300 R&G FINL CORP COMMON STOCK 749136107 7688 197730 DEFINED 03 197730 RAIT INVESTMENT TRUST COMMON STOCK 749227104 6 200 SOLE 200 RC2 CORP COMMON STOCK 749388104 4349 133400 SOLE 133400 RH DONNELLEY CORP COMMON STOCK 74955W307 2970 50300 SOLE 50300 RLI CORP COMMON STOCK 749607107 1363 32800 SOLE 32800 RPC INC COMMON STOCK 749660106 970 38600 SOLE 38600 RPM INTERNATIONAL INC COMMON STOCK 749685103 4 200 SOLE 200 RSA SECURITY INC. COMMON STOCK 749719100 11679 582200 SOLE 582200 RTI INTERNATIONAL METALS COMMON STOCK 74973W107 1337 65100 SOLE 65100 RF MICRO DEVICES INC COMMON STOCK 749941100 537 78500 SOLE 78500 RADIAN GROUP INC COMMON STOCK 750236101 17539 329436 DEFINED 03 329436 RADIO ONE INC COMMON STOCK 75040P405 753 46700 SOLE 46700 RADIOSHACK CORP COMMON STOCK 750438103 64635 1965790 SOLE 1965790 RADISYS CORP COMMON STOCK 750459109 5879 300700 SOLE 300700 RAILAMERICA INC COMMON STOCK 750753105 238 18200 SOLE 18200 RAMBUS INC COMMON STOCK 750917106 7438 323400 SOLE 323400 RAMCO-GERSHENSON PROPERTY COMMON STOCK 751452202 922 28600 SOLE 28600 RANDGOLD RSRCS LTD ADR AMER DEP RECEIPT 752344309 7590 665800 SOLE 665800 RANGE RESOURCES CORP COMMON STOCK 75281A109 1695 82850 SOLE 82850 RARE HOSPITALITY INTL COMMON STOCK 753820109 3364 105600 SOLE 105600 RAVEN INDUSTRIES INC COMMON STOCK 754212108 2344 110000 SOLE 110000 RAYMOND JAMES FINANCIAL COMMON STOCK 754730109 991 32000 SOLE 32000 RAYOVAC CORP COMMON STOCK 755081106 9798 320600 SOLE 320600 RAYTHEON COMPANY COMMON STOCK 755111507 331790 8544670 DEFINED 03 8544670 READERS DIGEST ASSOC CL A COMMON STOCK 755267101 2839 204100 SOLE 204100 REALNETWORKS INC COMMON STOCK 75605L104 8 1200 SOLE 1200 RED HAT INC COMMON STOCK 756577102 48658 3644770 SOLE 3644770 RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 676 12650 DEFINED 03 12650 REDWOOD TR INC COMMON STOCK 758075402 14657 236070 DEFINED 03 236070 REEBOK INTL LTD SER B CV CONVERTIBLE BONDS 758110AH3 5463 5000000 SOLE 5000000 REED ELSEVIER NV ADR AMER DEP RECEIPT 758204101 1495 54437 DEFINED 02 03 54437 REGENCY CENTERS CORP COMMON STOCK 758849103 3119 56300 SOLE 56300 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 872 94700 SOLE 94700 REGIS CORPORATION COMMON STOCK 758932107 1583 34300 SOLE 34300 REHABCARE GROUP INC COMMON STOCK 759148109 3535 126300 SOLE 126300 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 34671 974174 DEFINED 02 03 974174 REINSURANCE GROUP AMER IN COMMON STOCK 759351109 12771 263600 SOLE 263600 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 5762 147900 SOLE 147900 RELIANT ENERGY INC. COMMON STOCK 75952B105 30513 2235400 SOLE 2235400 REMEC INC COMMON STOCK 759543101 1651 229000 SOLE 229000 REMINGTON OIL&GAS CP COMMON STOCK 759594302 4145 152100 SOLE 152100 RENAISSANCE LEARNING INC COMMON STOCK 75968L105 16 850 SOLE 850 RENT-A-CENTER INC. COMMON STOCK 76009N100 2067 78000 DEFINED 03 78000 RENT-WAY INC COMMON STOCK 76009U104 167 20800 SOLE 20800 REPUBLIC AIRWAYS HLD INC COMMON STOCK 760276105 265 20000 SOLE 20000 REPUBLIC BANCORP INC CL A COMMON STOCK 760281204 1725 67105 SOLE 67105 REPUBLIC BANCORP INC COMMON STOCK 760282103 2220 145259 SOLE 145259 REPUBLIC SERVICES INC COMMON STOCK 760759100 5588 166600 SOLE 166600 RES-CARE INC COMMON STOCK 760943100 1869 122800 SOLE 122800 RESTORATION HARDWARE INC COMMON STOCK 760981100 1764 307300 SOLE 307300 RESOURCE AMERICA INC-A COMMON STOCK 761195205 1524 46900 SOLE 46900 RESOURCES CONNECTION INC COMMON STOCK 76122Q105 13293 244760 SOLE 244760 RESPIRONICS INC COMMON STOCK 761230101 2312 42520 DEFINED 03 42520 RETEK INC COMMON STOCK 76128Q109 1861 302600 SOLE 302600 REYNOLDS AMERICAN INC COMMON STOCK 761713106 6964 88600 SOLE 88600 RIGEL PHARMACEUTICALS COMMON STOCK 766559603 1468 60100 SOLE 60100 RIGHTNOW TECHNOLOGIES INC COMMON STOCK 76657R106 1206 74700 SOLE 74700 RIMAGE CORP COMMON STOCK 766721104 114 7100 SOLE 7100 RIO TINTO PLC AMER DEP RECEIPT 767204100 13 109 DEFINED 03 109 RITE AID CORP COMMON STOCK 767754104 6324 1728000 SOLE 1728000 ROANOKE ELECTRIC STEEL CO COMMON STOCK 769841107 225 10900 SOLE 10900 ROBBINS & MYERS INC COMMON STOCK 770196103 515 21600 SOLE 21600 ROBERT HALF INTL INC COMMON STOCK 770323103 14112 479500 SOLE 479500 ROCK TENN COMPANY - A COMMON STOCK 772739207 1195 78800 SOLE 78800 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 28150 568119 DEFINED 03 568119 ROCKWELL COLLINS COMMON STOCK 774341101 50559 1281910 SOLE 1281910 ROFIN-SINAR TECHNOLOGIES COMMON STOCK 775043102 1019 24000 SOLE 24000 ROHM & HAAS CO COMMON STOCK 775371107 11885 268694 DEFINED 03 268694 ROLLINS INC COMMON STOCK 775711104 2927 111200 SOLE 111200 ROPER INDUSTRIES INC COMMON STOCK 776696106 4018 66125 SOLE 66125 ROSS STORES, INC. COMMON STOCK 778296103 8609 298200 SOLE 298200 ROWAN COMPANIES INC. COMMON STOCK 779382100 3 119 DEFINED 03 119 ROYAL CARIBBEAN CRUISES CONVERTIBLE BONDS 780153AK8 3219 5000000 SOLE 5000000 ROYAL GOLD INC COMMON STOCK 780287108 10032 550000 SOLE 550000 RUBY TUESDAY INC COMMON STOCK 781182100 24390 935200 SOLE 935200 RUDDICK CORP COMMON STOCK 781258108 3883 179000 SOLE 179000 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 2265 131900 SOLE 131900 RUSH ENTERPRISES INC-CL A COMMON STOCK 781846209 812 50000 SOLE 50000 RUSS BERRIE & CO INC COMMON STOCK 782233100 2 100 SOLE 100 RUSSELL CORP COMMON STOCK 782352108 586 30100 SOLE 30100 RYAN'S RESTAURANT GRPINC COMMON STOCK 783520109 641 41550 SOLE 41550 RYDER SYSTEMS INC COMMON STOCK 783549108 12526 262206 DEFINED 03 262206 RYERSON TULL INC COMMON STOCK 78375P107 3032 192500 SOLE 192500 RYLAND GROUP INC COMMON STOCK 783764103 12221 212380 DEFINED 03 212380 S & T BANCORP INC COMMON STOCK 783859101 241 6400 SOLE 6400 SBC COMMUNICATIONS INC COMMON STOCK 78387G103 240961 9350428 DEFINED 02 03 9350428 SBS TECHNOLOGIES INC COMMON STOCK 78387P103 1335 95601 SOLE 95601 SBA COMMUNICATIONS CORP COMMON STOCK 78388J106 2235 240800 SOLE 240800 SCP POOL CORP COMMON STOCK 784028102 7077 221854 DEFINED 03 221854 SEI INVESTMENTS COMPANY COMMON STOCK 784117103 5891 140500 SOLE 140500 SFBC INTERNATIONAL INC COMMON STOCK 784121105 462 11700 SOLE 11700 SI INTERNATIONAL INC COMMON STOCK 78427V102 2608 84800 SOLE 84800 SK TELECOM CO LTD ADR AMER DEP RECEIPT 78440P108 188294 8462636 SOLE 8462636 SL GREEN REALTY CORP COMMON STOCK 78440X101 3509 57950 SOLE 57950 SLM CORP COMMON STOCK 78442P106 9382 175730 DEFINED 03 175730 SPX CORPORATION COMMON STOCK 784635104 74367 1856400 SOLE 1856400 S1 CORPORATION COMMON STOCK 78463B101 3078 339700 SOLE 339700 SRA INTERNATL INC CL A COMMON STOCK 78464R105 10434 162520 SOLE 162520 SWS GROUP INC COMMON STOCK 78503N107 3639 166000 SOLE 166000 SY BANCORP INC COMMON STOCK 785060104 2 100 SOLE 100 SABRE HOLDINGS INC COMMON STOCK 785905100 13061 589400 SOLE 589400 SAFECO CORPORATION COMMON STOCK 786429100 19330 370030 DEFINED 02 03 370030 SAFETY INS GROUP INC COMMON STOCK 78648T100 888 28500 SOLE 28500 SAFEWAY INC. COMMON STOCK 786514208 9584 485490 DEFINED 03 485490 THE ST JOE COMPANY COMMON STOCK 790148100 2420 37700 SOLE 37700 ST JUDE MEDICAL INC. COMMON STOCK 790849103 70 1666 DEFINED 03 1666 ST MARY LAND & EXPLOR COMMON STOCK 792228108 3990 95600 SOLE 95600 ST. PAUL TRAVELERS COS. COMMON STOCK 792860108 51326 1384564 DEFINED 03 1384564 SALEM COMMUNICATIONS-CL A COMMON STOCK 794093104 2747 110100 SOLE 110100 SALIX PHARMACEUTICALS INC COMMON STOCK 795435106 9716 552370 SOLE 552370 SANDERS MORRIS HARRIS GRP COMMON STOCK 80000Q104 1104 62000 SOLE 62000 SANDERSON FARMS INC COMMON STOCK 800013104 4330 100050 SOLE 100050 SANMINA-SCI CORPORATION COMMON STOCK 800907107 18602 2196261 DEFINED 02 03 2196261 SANOFI-AVENTIS ADR AMER DEP RECEIPT 80105N105 374025 9338950 DEFINED 02 03 9338950 SANTANDER BANCORP COMMON STOCK 802809103 260 8610 SOLE 8610 SAP AG-SPONSORED ADR AMER DEP RECEIPT 803054204 196437 4443260 SOLE 4443260 SAPIENT CORP COMMON STOCK 803062108 4916 621439 SOLE 621439 SARA LEE CORPORATION COMMON STOCK 803111103 32734 1355990 DEFINED 02 03 1355990 SAVIENT PHARMACEUTICALS COMMON STOCK 80517Q100 136 50100 SOLE 50100 SCANSOURCE INC COMMON STOCK 806037107 2698 43400 SOLE 43400 SCHAWK INC COMMON STOCK 806373106 275 15100 SOLE 15100 Schering AG ADR AMER DEP RECEIPT 806585204 645 8685 DEFINED 02 03 8685 SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 125121 5992360 DEFINED 03 5992360 SCHERING-PLOUGH 6% CV CONV PREF STOCK 806605606 7860 140100 DEFINED 03 140100 SCHLUMBERGER, LTD. COMMON STOCK 806857108 241432 3606162 DEFINED 02 03 3606162 SCHLUMBERGER LTD CV SER A CONVERTIBLE BONDS 806857AC2 6605 6005000 DEFINED 03 6005000 SCHNITZER STEEL INDS COMMON STOCK 806882106 1656 48800 SOLE 48800 SCHOOL SPECIALTY INC COMMON STOCK 807863105 1955 50700 SOLE 50700 SCHULMAN (A.) INC COMMON STOCK 808194104 1229 57400 SOLE 57400 CHARLES SCHWAB CORP. COMMON STOCK 808513105 101776 8509702 DEFINED 03 8509702 SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 80062 2425390 SOLE 2425390 SCIENTIFIC GAMES CORP - A COMMON STOCK 80874P109 37498 1572900 SOLE 1572900 SCOTTISH POWER PLC ADR AMER DEP RECEIPT 81013T705 1975 63366 DEFINED 02 03 63366 SCOTTS COMPANY (THE)CL A COMMON STOCK 810186106 6852 93200 SOLE 93200 SCS TRANSPORTATION INC COMMON STOCK 81111T102 3031 129699 SOLE 129699 SEACHANGE INTL INC COMMON STOCK 811699107 3821 219100 SOLE 219100 SEACOAST BANKING CORP FL COMMON STOCK 811707306 1079 48500 SOLE 48500 SEARS ROEBUCK COMMON STOCK 812387108 34385 673828 DEFINED 03 673828 SEATTLE GENETICS INC COMMON STOCK 812578102 384 58800 SOLE 58800 AMEX BASIC INDUSTRIES SPD MUTUAL FUNDS OPEN END 81369Y100 1042 35000 SOLE 35000 HEALTH CARE SELECT SECTOR MUTUAL FUNDS OPEN END 81369Y209 302 10000 SOLE 10000 AMEX ENERGY SELECT SPDR MUTUAL FUNDS OPEN END 81369Y506 6755 186600 SOLE 186600 FINANCIAL SELECT SECTOR MUTUAL FUNDS OPEN END 81369Y605 7981 261400 SOLE 261400 TECHNOLOGY SELECT SPDR MUTUAL FUNDS OPEN END 81369Y803 1056 50000 SOLE 50000 AMEX UTILITIES SELECT SPD MUTUAL FUNDS OPEN END 81369Y886 6893 247500 SOLE 247500 SELECT MEDICAL CORP COMMON STOCK 816196109 6139 348800 SOLE 348800 SELECTICA INC COMMON STOCK 816288104 205 57200 SOLE 57200 SELECTIVE INS GROUP INC COMMON STOCK 816300107 5375 121500 SOLE 121500 SEMTECH COMMON STOCK 816850101 5426 248100 SOLE 248100 SEMPRA ENERGY COMMON STOCK 816851109 34486 940201 DEFINED 03 940201 SEMPRA ENERGY CV UNITS CONV PREF STOCK 816851208 21011 675150 DEFINED 03 675150 SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 822 43400 SOLE 43400 SEPRACOR COMMON STOCK 817315104 11065 186370 SOLE 186370 SERVICE CORP INT'L COMMON STOCK 817565104 3583 481000 SOLE 481000 SERVICEMASTER CO COMMON STOCK 81760N109 85 6182 DEFINED 03 6182 7-ELEVEN INC COMMON STOCK 817826209 5501 229700 SOLE 229700 SHANDA INTERACTIVE ADR AMER DEP RECEIPT 81941Q203 3751 88250 SOLE 88250 SHAW GROUP INC COMMON STOCK 820280105 4498 252000 SOLE 252000 SHELL TRANS & TRADING LTD COMMON STOCK 822703609 17 335 DEFINED 03 335 SHENANDOAH TELECOM CO COMMON STOCK 82312B106 249 8300 SOLE 8300 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 13900 311450 DEFINED 03 311450 SHILOH INDUSTRIES INC COMMON STOCK 824543102 538 38400 SOLE 38400 SHIRE PHARMACEUTICALS ADR AMER DEP RECEIPT 82481R106 652 20400 SOLE 20400 SHOPKO STORES, INC. COMMON STOCK 824911101 3420 183100 SOLE 183100 SHUFFLE MASTER INC COMMON STOCK 825549108 37692 800260 SOLE 800260 SHUFFLE MASTER CV CONVERTIBLE BONDS 825549AB4 626 500000 SOLE 500000 SIEBEL SYSTEMS INC COMMON STOCK 826170102 24368 2320753 DEFINED 03 2320753 SIEMENS AG ADR AMER DEP RECEIPT 826197501 3826 45191 DEFINED 02 03 45191 SIERRA HEALTH SERVICES COMMON STOCK 826322109 12670 229900 SOLE 229900 SIERRA PACIFIC RESOURCES COMMON STOCK 826428104 2935 279500 SOLE 279500 SIGMATEL INC COMMON STOCK 82661W107 10027 282200 SOLE 282200 SILICON LABORATORIES INC COMMON STOCK 826919102 34159 967400 SOLE 967400 SILGAN HOLDINGS INC COMMON STOCK 827048109 9394 154100 SOLE 154100 SILICON GRAPHICS INC COMMON STOCK 827056102 2045 1181900 SOLE 1181900 SILICON STORAGE TECH COMMON STOCK 827057100 4035 678100 SOLE 678100 SILICON IMAGE INC COMMON STOCK 82705T102 11627 706401 SOLE 706401 SILICON VALLEY BANCSHARES COMMON STOCK 827064106 9040 201700 SOLE 201700 SILICONIX INC COMMON STOCK 827079203 68 1862 SOLE 1862 SIMON PROPERTY GROUP COMMON STOCK 828806109 5827 90094 DEFINED 03 90094 SIMON PROPERTY 6.0% PREFERRED STOCK 828806802 7219 121900 DEFINED 03 121900 SIMPLETECH INC COMMON STOCK 828823104 879 191000 SOLE 191000 SIMPSON MANU CO INC COMMON STOCK 829073105 4359 124900 SOLE 124900 SIRENZA MICRODEVICES INC COMMON STOCK 82966T106 1066 162430 SOLE 162430 SIRIUS SATELLITE RADIO COMMON STOCK 82966U103 198925 26003300 SOLE 26003300 SITEL CORPORATION COMMON STOCK 82980K107 446 181100 SOLE 181100 SIX FLAGS INC COMMON STOCK 83001P109 15236 2837300 SOLE 2837300 SKECHERS USA INC -CL A COMMON STOCK 830566105 3271 252400 SOLE 252400 SKY FINANCIAL GROUP INC COMMON STOCK 83080P103 249 8700 SOLE 8700 SKYWEST INCORPORATED COMMON STOCK 830879102 1765 88000 SOLE 88000 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 19583 2076660 SOLE 2076660 SKYWORKS SOLUTIONS CV CONVERTIBLE BONDS 83088MAB8 2455 2000000 SOLE 2000000 SMART & FINAL COMMON STOCK 831683107 826 57400 SOLE 57400 SMITH & NEPHEW PLC ADR AMER DEP RECEIPT 83175M205 1052 20316 DEFINED 02 03 20316 SMITH INTL, INC. COMMON STOCK 832110100 38022 698800 SOLE 698800 SMITH MICRO SOFTWARE INC COMMON STOCK 832154108 1591 177780 SOLE 177780 SMITHFIELD FOODS INC. COMMON STOCK 832248108 965 32600 SOLE 32600 JM SMUCKER CO COMMON STOCK 832696405 5884 125000 SOLE 125000 SMURFIT-STONE CONTAINER COMMON STOCK 832727101 19676 1053300 SOLE 1053300 SNAP-ON INC COMMON STOCK 833034101 2079 60500 SOLE 60500 SOLECTRON CORPORATION COMMON STOCK 834182107 1009 189260 DEFINED 03 189260 SONIC CORPORATION COMMON STOCK 835451105 4246 139200 SOLE 139200 SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 670 27000 SOLE 27000 SONIC SOLUTIONS INC. COMMON STOCK 835460106 13183 587470 SOLE 587470 SONICWALL INC COMMON STOCK 835470105 3755 594200 SOLE 594200 SONOCO PRODUCTS COMMON STOCK 835495102 31 1020 DEFINED 03 1020 SONOSITE INC COMMON STOCK 83568G104 2275 67000 SOLE 67000 SONY CORP-SPONS ADR AMER DEP RECEIPT 835699307 957 24576 DEFINED 02 03 24576 SOTHEBYS HOLDINGS INC. COMMON STOCK 835898107 6100 335900 SOLE 335900 SONUS NETWORKS INC COMMON STOCK 835916107 3613 630600 SOLE 630600 SOUND FEDERAL BANCORP INC COMMON STOCK 83607V104 63 3900 SOLE 3900 SOURCE INFORMATION MGMT COMMON STOCK 836151209 9296 700000 SOLE 700000 SOURCECORP COMMON STOCK 836167106 12 650 SOLE 650 SOUTHERN CO COMMON STOCK 842587107 2487 74200 DEFINED 02 03 74200 SOUTHERN PERU COPPER CORP COMMON STOCK 843611104 6458 136800 SOLE 136800 SOUTHERN UNION CO COMMON STOCK 844030106 14388 600000 SOLE 600000 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 73 3200 SOLE 3200 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 102760 6312065 DEFINED 02 03 6312065 SOUTHWEST BANCORP INC COMMON STOCK 844767103 1616 66000 SOLE 66000 SOUTHWEST GAS CORP COMMON STOCK 844895102 815 32100 SOLE 32100 SOUTHWEST WATER CO COMMON STOCK 845331107 5 367 SOLE 367 SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 2996 59100 SOLE 59100 SOVEREIGN BANCORP INC COMMON STOCK 845905108 2402 106500 SOLE 106500 SPARTAN MOTORS INC. COMMON STOCK 846819100 472 39600 SOLE 39600 SPATIALIGHT INC COMMON STOCK 847248101 806 90000 SOLE 90000 SPECTRALINK CORP COMMON STOCK 847580107 1466 103400 SOLE 103400 SPECTRASITE INC COMMON STOCK 84761M104 3671 63400 SOLE 63400 SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 627 16000 SOLE 16000 SPHERION CORP COMMON STOCK 848420105 1851 220300 SOLE 220300 SPINNAKER EXPLORATION CO COMMON STOCK 84855W109 4 100 SOLE 100 SPRINT CORPORATION COMMON STOCK 852061100 130069 5234155 DEFINED 03 5234155 SS&C TECHNOLOGIES INC COMMON STOCK 85227Q100 3268 158250 SOLE 158250 STAGE STORES INC COMMON STOCK 85254C305 4526 109000 SOLE 109000 STAMPS.COM INC COMMON STOCK 852857200 22 1400 SOLE 1400 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 11138 135000 SOLE 135000 STANDARD MICROSYSTEMS COMMON STOCK 853626109 758 42500 SOLE 42500 STANDARD MOTOR PRODS COMMON STOCK 853666105 1650 104400 SOLE 104400 STANDARD PACIFIC CORP COMMON STOCK 85375C101 1571 24500 SOLE 24500 STANDARD REGISTER CO COMMON STOCK 853887107 366 25900 SOLE 25900 STANDEX INTERNATIONAL COR COMMON STOCK 854231107 48 1700 SOLE 1700 STANLEY FURNITURE CO INC COMMON STOCK 854305208 2589 57600 SOLE 57600 STANLEY WORKS COMMON STOCK 854616109 16373 334211 DEFINED 02 03 334211 STAPLES INC. COMMON STOCK 855030102 116382 3452431 DEFINED 03 3452431 STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 3 407 SOLE 407 STAR SCIENTIFIC INC COMMON STOCK 85517P101 1708 335800 SOLE 335800 STARBUCKS CORP COMMON STOCK 855244109 191165 3065504 SOLE 3065504 STARTEK INC COMMON STOCK 85569C107 2028 71300 SOLE 71300 STATE AUTO FINANCIAL CORP COMMON STOCK 855707105 3203 123900 SOLE 123900 STATE BANCORP INC COMMON STOCK 855716106 430 15635 SOLE 15635 STATE FINL SERVICES COMMON STOCK 856855101 3031 100700 SOLE 100700 STATE STREET CORP COMMON STOCK 857477103 10743 218700 SOLE 218700 STEAK N SHAKE CO COMMON STOCK 857873103 1831 91185 DEFINED 03 91185 STEEL DYNAMICS INC COMMON STOCK 858119100 3856 101800 SOLE 101800 STEEL TECHNOLOGIES INC COMMON STOCK 858147101 1681 61119 SOLE 61119 STEELCASE INC COMMON STOCK 858155203 2935 212100 SOLE 212100 STEIN MART INC COMMON STOCK 858375108 5729 335800 SOLE 335800 STEINWAY MUSICAL INST COMMON STOCK 858495104 1930 66700 SOLE 66700 STELLENT INC COMMON STOCK 85856W105 3031 343700 SOLE 343700 STEPAN CO COMMON STOCK 858586100 597 24500 SOLE 24500 STERICYCLE INC COMMON STOCK 858912108 38800 844400 SOLE 844400 STERLING BANCORP-NY COMMON STOCK 859158107 1626 57550 SOLE 57550 STERLING FINL CORP COMMON STOCK 859319105 18057 459940 SOLE 459940 STEWART & STEVENSON SERVI COMMON STOCK 860342104 1847 91300 SOLE 91300 STEWART ENTERPRISES COMMON STOCK 860370105 5427 776400 SOLE 776400 STEWART INFO SVCS COMMON STOCK 860372101 2141 51400 SOLE 51400 STILLWATER MINING COMPANY COMMON STOCK 86074Q102 1960 174100 SOLE 174100 STONE ENERGY CORP. COMMON STOCK 861642106 676 15000 SOLE 15000 STONERIDGE INC COMMON STOCK 86183P102 399 26400 SOLE 26400 STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 14556 460500 SOLE 460500 STRATASYS INC COMMON STOCK 862685104 11599 345620 SOLE 345620 STRATEGIC HOTEL CAPITAL COMMON STOCK 86272T106 1369 82975 SOLE 82975 STRATUS PROPERTIES INC COMMON STOCK 863167201 428 27166 SOLE 27166 STRAYER EDUCATION INC COMMON STOCK 863236105 18115 165000 SOLE 165000 STRYKER CORPORATION COMMON STOCK 863667101 170196 3527372 DEFINED 02 03 3527372 SUN BANCORP INC NJ COMMON STOCK 86663B102 411 16472 SOLE 16472 SUN COMMUNITIES INC COMMON STOCK 866674104 4 100 SOLE 100 SUN MICROSYSTEMS INC. COMMON STOCK 866810104 257434 47850110 DEFINED 03 47850110 SUNGARD DATA SYS INC COMMON STOCK 867363103 67 2374 DEFINED 03 2374 SUNOCO INC COMMON STOCK 86764P109 24977 305680 DEFINED 03 305680 SUNRISE SENIOR LIVING COMMON STOCK 86768K106 7469 161100 SOLE 161100 SUNSTONE INVESTORS INC COMMON STOCK 867892101 727 35000 SOLE 35000 SUNTRUST BANKS,INC. COMMON STOCK 867914103 36667 496300 SOLE 496300 SUPERIOR ENERGY SERV COMMON STOCK 868157108 31 2000 SOLE 2000 SUPERIOR ESSEX COMMON STOCK 86815V105 940 50000 SOLE 50000 SUPERTEX INC COMMON STOCK 868532102 132 6100 SOLE 6100 SUPERVALU INC. COMMON STOCK 868536103 15096 437300 SOLE 437300 SUPPORTSOFT INC COMMON STOCK 868587106 5626 844800 SOLE 844800 SURMODICS INC COMMON STOCK 868873100 2601 80000 SOLE 80000 SUSQUEHANNA BANCSHARES COMMON STOCK 869099101 15 600 SOLE 600 SWIFT ENERGY CO COMMON STOCK 870738101 3285 113500 SOLE 113500 SWIFT TRANSPORTATION CO COMMON STOCK 870756103 12686 590600 SOLE 590600 SYBASE INCORPORATED COMMON STOCK 871130100 21398 1072600 SOLE 1072600 SYBRON DENTAL SPCLTIES COMMON STOCK 871142105 6305 178200 SOLE 178200 SYCAMORE NETWORKS INC COMMON STOCK 871206108 2559 630200 SOLE 630200 SYMANTEC CORP. COMMON STOCK 871503108 126366 4905516 DEFINED 03 4905516 SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 1538 88900 SOLE 88900 SYMMETRICOM INC COMMON STOCK 871543104 5073 522400 SOLE 522400 SYMMETRY MEDICAL INC COMMON STOCK 871546206 2631 125000 SOLE 125000 SYMS CORP COMMON STOCK 871551107 156 12800 SOLE 12800 SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 15088 501600 SOLE 501600 SYNAPTICS INC COMMON STOCK 87157D109 30317 991390 SOLE 991390 SYNOPSYS INC COMMON STOCK 871607107 47834 2438000 SOLE 2438000 SYNPLICITY INC COMMON STOCK 87160Y108 97 16400 SOLE 16400 SYNOVUS FIN CORP COMMON STOCK 87161C105 9 300 SOLE 300 SYSCO CORP COMMON STOCK 871829107 45281 1186290 DEFINED 03 1186290 TCF FINANCIAL CORP COMMON STOCK 872275102 736 22900 SOLE 22900 THQ INC COMMON STOCK 872443403 11452 499200 SOLE 499200 TJX COMPANIES, INC. COMMON STOCK 872540109 38943 1549654 DEFINED 03 1549654 TJX COS INC CV CONVERTIBLE BONDS 872540AL3 1771 2007000 DEFINED 03 2007000 TNS INC COMMON STOCK 872960109 275 12600 SOLE 12600 TTM TECHNOLOGIES COMMON STOCK 87305R109 1833 155350 SOLE 155350 TXU CORPORATION COMMON STOCK 873168108 10560 163563 DEFINED 02 03 163563 TAIWAN SEMICNDUCTR ADR AMER DEP RECEIPT 874039100 15772 1857737 SOLE 1857737 TAKE-TWO INTERACTIVE SFTW COMMON STOCK 874054109 232918 6694970 DEFINED 03 6694970 TALBOTS INC. COMMON STOCK 874161102 7363 270400 SOLE 270400 TANGER FACTORY OUTLET CTR COMMON STOCK 875465106 3265 123400 SOLE 123400 TANOX INC COMMON STOCK 87588Q109 6 400 SOLE 400 TARGET CORP COMMON STOCK 87612E106 286745 5521770 DEFINED 02 03 5521770 TASER INT INC COMMON STOCK 87651B104 3677 116400 SOLE 116400 TECH DATA CORPORATION COMMON STOCK 878237106 15313 337300 SOLE 337300 TECHNE CORP COMMON STOCK 878377100 860 22100 SOLE 22100 TECHNICAL OLYMPIC USA INC COMMON STOCK 878483106 2690 106000 SOLE 106000 TECHNIP S A AMER DEP RECEIPT 878546209 77 1646 DEFINED 03 1646 TECHNITROL INC COMMON STOCK 878555101 18 1000 SOLE 1000 TECUMSEH PRODS CO COMMON STOCK 878895200 209 4370 DEFINED 03 4370 TEKELEC COMMON STOCK 879101103 7722 377800 SOLE 377800 TEKELEC INC CV CONVERTIBLE BONDS 879101AE3 2565 2000000 SOLE 2000000 TEKTRONIX INC COMMON STOCK 879131100 71622 2370820 SOLE 2370820 TELECOM ITALIA SPA-SPON AMER DEP RECEIPT 87927Y102 344 8440 DEFINED 02 03 8440 TELEDYNE TECH INC COMMON STOCK 879360105 671 22800 SOLE 22800 TELEFONICA DE ESPANA ADS COMMON STOCK 879382208 3962 70116 DEFINED 02 03 70116 TELEFONOS DE MEXICO AMER DEP RECEIPT 879403780 74844 1953130 SOLE 1953130 TELEPHONE AND DATA SYSTMS COMMON STOCK 879433100 5687 73900 SOLE 73900 TELEWEST GLOBAL INC COMMON STOCK 87956T107 75886 4316637 SOLE 4316637 TELIK INC COMMON STOCK 87959M109 10251 535600 SOLE 535600 TELLABS INC COMMON STOCK 879664100 5209 606365 DEFINED 03 606365 TELUS CORP COMMON STOCK 87971M202 4728 163593 DEFINED 02 163593 TEMPLE-INLAND INC COMMON STOCK 879868107 2598 37970 DEFINED 02 03 37970 TELETECH HOLDINGS INC COMMON STOCK 879939106 2784 287300 SOLE 287300 TENET HEALTHCARE COMMON STOCK 88033G100 14485 1319200 SOLE 1319200 TENNECO AUTO COMMON STOCK 880349105 4291 248900 SOLE 248900 TERADYNE INCORPORATED COMMON STOCK 880770102 4586 268653 DEFINED 03 268653 TEREX CORP COMMON STOCK 880779103 5251 110200 SOLE 110200 TERRA INDUSTRIES COMMON STOCK 880915103 5354 602900 SOLE 602900 TESORO PETE CORP COMMON STOCK 881609101 18471 579745 DEFINED 03 579745 TEVA PHARM ADR AMER DEP RECEIPT 881624209 211232 7074090 SOLE 7074090 TETRA TECHNOLOGIES INC. COMMON STOCK 88162F105 362 12800 SOLE 12800 TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 4432 119100 SOLE 119100 TEVA PHARM FIN CV SER A CONVERTIBLE BONDS 88164RAA5 6148 6005000 DEFINED 03 6005000 TEXAS CAPITAL BANCSHARES COMMON STOCK 88224Q107 233 10800 SOLE 10800 TEXAS INDUSTRIES COMMON STOCK 882491103 5521 88500 SOLE 88500 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 430139 17471120 DEFINED 02 03 17471120 TEXAS REGIONAL BANCSHRS A COMMON STOCK 882673106 43 1314 SOLE 1314 TEXAS ROADHOUSE INC CL A COMMON STOCK 882681109 2173 73540 SOLE 73540 TEXTRON INC COMMON STOCK 883203101 9284 125800 SOLE 125800 THE9 LTD-ADR AMER DEP RECEIPT 88337K104 2405 101800 SOLE 101800 THERMO ELECTRON COMMON STOCK 883556102 57415 1901800 SOLE 1901800 THIRD WAVE TECHNOLOGIES COMMON STOCK 88428W108 2838 330000 SOLE 330000 THOMAS & BETTS CORP COMMON STOCK 884315102 4114 133800 SOLE 133800 THOMAS INDUSTRIES COMMON STOCK 884425109 894 22400 SOLE 22400 THOR INDUSTRIES INC COMMON STOCK 885160101 2757 74400 SOLE 74400 THORNBURG MTG INC COMMON STOCK 885218107 36 1230 DEFINED 03 1230 3COM CORPORATION COMMON STOCK 885535104 833 199800 SOLE 199800 3M COMPANY COMMON STOCK 88579Y101 182487 2223553 DEFINED 02 03 2223553 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 19998 1499100 SOLE 1499100 TIDEWATER INCORPORATED COMMON STOCK 886423102 5997 168400 DEFINED 02 168400 TIER TECHNOLOGIES INC COMMON STOCK 88650Q100 10 1100 SOLE 1100 TIERONE CORP COMMON STOCK 88650R108 1441 58000 SOLE 58000 TIFFANY & CO COMMON STOCK 886547108 108602 3397000 SOLE 3397000 TIM HELLAS TELECOMM AMER DEP RECEIPT 88706Q104 4215 224800 SOLE 224800 TIMBERLAND COMPANY CL A COMMON STOCK 887100105 17911 285800 SOLE 285800 TIME WARNER INC COMMON STOCK 887317105 478638 24621285 DEFINED 03 24621285 TIME WARNER TELECOM -CL A COMMON STOCK 887319101 180 41300 SOLE 41300 TIMKEN COMPANY COMMON STOCK 887389104 1871 71900 SOLE 71900 TITAN CORP COMMON STOCK 888266103 9741 601300 SOLE 601300 TITAN INTERNATIONAL INC COMMON STOCK 88830M102 1759 116500 SOLE 116500 TITANIUM METALS CORP COMMON STOCK 888339207 1055 43700 SOLE 43700 TIVO INC COMMON STOCK 888706108 1243 211800 SOLE 211800 TODCO-CL A COMMON STOCK 88889T107 565 30700 SOLE 30700 TOO INC COMMON STOCK 890333107 7145 292100 SOLE 292100 TORCHMARK CORPORATION COMMON STOCK 891027104 8659 151530 DEFINED 03 151530 TORO CO COMMON STOCK 891092108 14684 180500 SOLE 180500 TOTAL FINA ELF SA ADR AMER DEP RECEIPT 89151E109 14939 136012 DEFINED 02 03 136012 TOWER GROUP INC COMMON STOCK 891777104 8 650 SOLE 650 TOWN & COUNTRY TRUST COMMON STOCK 892081100 337 12200 SOLE 12200 TOYOTA MOTOR CORP ADR AMER DEP RECEIPT 892331307 3672 44840 DEFINED 02 03 44840 TOYS 'R' US INC. COMMON STOCK 892335100 21414 1046110 SOLE 1046110 TPG NV ADR AMER DEP RECEIPT 892339102 1589 58320 DEFINED 02 03 58320 TRADESTATION GROUP INC COMMON STOCK 89267P105 189 26900 SOLE 26900 TRAMMELL CROW COMPANY COMMON STOCK 89288R106 822 45400 SOLE 45400 TRANSACT TECHNOLOGIES COMMON STOCK 892918103 1247 58400 SOLE 58400 TRANS WORLD ENTERTAINMENT COMMON STOCK 89336Q100 2932 235100 SOLE 235100 TRANSACTION SYST ARCH COMMON STOCK 893416107 2170 109331 SOLE 109331 TRANSMETA CORP COMMON STOCK 89376R109 27803 17056900 SOLE 17056900 TRANSWITCH CORP COMMON STOCK 894065101 394 256100 SOLE 256100 TREX COMP COMMON STOCK 89531P105 2292 43700 SOLE 43700 TRIAD HOSPITALS INC COMMON STOCK 89579K109 8387 225400 SOLE 225400 TRIAD GUARANTY INC COMMON STOCK 895925105 417 6900 SOLE 6900 TRICO BANCSHARES COMMON STOCK 896095106 5 200 SOLE 200 TRIMBLE NAVIGATION COMMON STOCK 896239100 17093 517330 SOLE 517330 TRIMERIS INC COMMON STOCK 896263100 874 61700 SOLE 61700 TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 22340 5020200 SOLE 5020200 TRIZEC PROPERTIES INC COMMON STOCK 89687P107 1526 80650 SOLE 80650 TRIZETTO GROUP INC COMMON STOCK 896882107 14 1500 SOLE 1500 TRIPATH IMAGING INC COMMON STOCK 896942109 617 68800 SOLE 68800 TRUSTMARK CORP COMMON STOCK 898402102 3722 119800 SOLE 119800 TUESDAY MORNING CORP COMMON STOCK 899035505 686 22400 SOLE 22400 TUPPERWARE CORP COMMON STOCK 899896104 3972 191700 SOLE 191700 TURKCELL ILETISIM HIZMET AMER DEP RECEIPT 900111204 35024 1935000 SOLE 1935000 TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 472 68900 SOLE 68900 II-VI INC COMMON STOCK 902104108 4199 98813 SOLE 98813 TYCO INTL GROUP CV CONVERTIBLE BONDS 902118BF4 77523 48756000 DEFINED 03 48756000 TYCO INTL LTD COMMON STOCK 902124106 290154 8118460 DEFINED 03 8118460 TYSON FOODS CL: A COMMON STOCK 902494103 27195 1478000 SOLE 1478000 UCBH HLDGS INC COMMON STOCK 90262T308 13 292 DEFINED 03 292 UICI COMMON STOCK 902737105 2485 73300 SOLE 73300 UST, INC. COMMON STOCK 902911106 7077 147085 DEFINED 03 147085 US BANCORP COMMON STOCK 902973304 291268 9299775 DEFINED 02 03 9299775 URS CORP COMMON STOCK 903236107 11822 368300 SOLE 368300 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 7 200 SOLE 200 USG CORP COMMON STOCK 903293405 10273 255100 SOLE 255100 USEC INC COMMON STOCK 90333E108 8 800 SOLE 800 US XPRESS ENTERPRISES COMMON STOCK 90338N103 6517 222420 SOLE 222420 USA MOBILITY INC COMMON STOCK 90341G103 6061 171664 SOLE 171664 UAP HOLDING CORP COMMON STOCK 903441103 12953 750000 SOLE 750000 UBIQUITEL INC COMMON STOCK 903474302 6431 903200 SOLE 903200 ULTICOM INC COMMON STOCK 903844108 2812 175449 SOLE 175449 ULTRA CLEAN HOLDINGS COMMON STOCK 90385V107 290 47800 SOLE 47800 ULTRATECH INC. COMMON STOCK 904034105 1693 89800 SOLE 89800 UNIBANCO GDR GLOBAL DEP RECEIPT 90458E107 53436 1684600 SOLE 1684600 UNILEVER PLC AMER DEP RECEIPT 904767704 2 45 DEFINED 03 45 UNION BANKSHARES CORP COMMON STOCK 905399101 434 11300 SOLE 11300 UNION PAC CORP COMMON STOCK 907818108 7 105 DEFINED 03 105 UNIONBANCAL CORP COMMON STOCK 908906100 30499 473000 SOLE 473000 UNISOURCE ENERGY CORP COMMON STOCK 909205106 4 170 DEFINED 03 170 UNISYS CORPORATION COMMON STOCK 909214108 3031 297700 SOLE 297700 UNIT CORP COMMON STOCK 909218109 1528 40000 SOLE 40000 UNITED AUTO GROUP INC COMMON STOCK 909440109 1980 66900 SOLE 66900 UNITED COMMUNITY FINL COR COMMON STOCK 909839102 212 18900 SOLE 18900 UNITED BANKSHARES INC/WV COMMON STOCK 909907107 1038 27200 SOLE 27200 UNITED CAPITAL CORP COMMON STOCK 909912107 109 4800 SOLE 4800 UNITED DEFENSE INDS INC COMMON STOCK 91018B104 7957 168400 SOLE 168400 UNITED DOMINION REALTY TR COMMON STOCK 910197102 2088 84200 SOLE 84200 UNITED FIRE & CASUALTY CO COMMON STOCK 910331107 2077 61600 SOLE 61600 UNITED INDUSTRIAL CORP COMMON STOCK 910671106 6690 172700 SOLE 172700 UNITED NATURAL FOODS INC COMMON STOCK 911163103 53 1700 SOLE 1700 UNITED ONLINE INC COMMON STOCK 911268100 10913 946450 SOLE 946450 UNITED PANAM FINANCIAL COMMON STOCK 911301109 175 9200 SOLE 9200 UNITED PARCEL SERVICE CLB COMMON STOCK 911312106 203822 2385000 DEFINED 02 03 2385000 US CELLULAR CORP COMMON STOCK 911684108 1244 27800 SOLE 27800 U-STORE-IT TRUST REIT COMMON STOCK 91274F104 5639 325000 SOLE 325000 US STEEL CORP COMMON STOCK 912909108 23781 464022 DEFINED 03 464022 UNITED STATIONERS INC COMMON STOCK 913004107 4846 104900 SOLE 104900 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 13540 324700 SOLE 324700 UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 267140 2584805 DEFINED 02 03 2584805 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 7292 161500 SOLE 161500 UNITEDGLOBALCOM, INC. COMMON STOCK 913247508 303951 31464862 DEFINED 03 31464862 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 124920 1419068 DEFINED 02 03 1419068 UNITRIN INC. COMMON STOCK 913275103 232 5100 SOLE 5100 UNIVERSAL AMER FINANCIAL COMMON STOCK 913377107 7548 487900 SOLE 487900 UNIVERSAL COMPRESSION HLD COMMON STOCK 913431102 9064 259650 SOLE 259650 UNIVERSAL ELECTRONICS INC COMMON STOCK 913483103 1399 79500 SOLE 79500 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 5247 120900 SOLE 120900 UNIVERSAL TECHNICAL INST COMMON STOCK 913915104 1006 26400 SOLE 26400 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 88725 3031251 SOLE 3031251 UNIVEST CORP OF PA COMMON STOCK 915271100 129 2800 SOLE 2800 UNOCAL CORP. COMMON STOCK 915289102 24963 577320 DEFINED 02 03 577320 UNOVA INC COMMON STOCK 91529B106 3255 128700 SOLE 128700 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 155289 8656031 DEFINED 03 8656031 URBAN OUTFITTERS INC COMMON STOCK 917047102 31972 720100 SOLE 720100 UROLOGIX INC COMMON STOCK 917273104 410 63300 SOLE 63300 USF CORP COMMON STOCK 91729Q101 3123 82300 SOLE 82300 VCA ANTECH INC COMMON STOCK 918194101 5747 293200 SOLE 293200 VF CORPORATION COMMON STOCK 918204108 11070 199900 SOLE 199900 VAALCO ENERGY INC COMMON STOCK 91851C201 380 98000 SOLE 98000 VAIL RESORTS INC COMMON STOCK 91879Q109 1179 52600 SOLE 52600 VALERO ENERGY CORP COMMON STOCK 91913Y100 15881 349800 SOLE 349800 VALSPAR CORP COMMON STOCK 920355104 430 8600 SOLE 8600 VALUECLICK INC COMMON STOCK 92046N102 7498 562500 SOLE 562500 VALUEVISION MEDIA INC A COMMON STOCK 92047K107 16974 1220300 SOLE 1220300 VARCO INTERNATIONAL INC COMMON STOCK 922122106 892 30600 SOLE 30600 VARIAN INC. COMMON STOCK 922206107 6122 149275 SOLE 149275 VARIAN SEMICONDUCTORS COMMON STOCK 922207105 999 27100 SOLE 27100 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 145949 3375332 SOLE 3375332 VECTOR GROUP LTD COMMON STOCK 92240M108 780 46900 SOLE 46900 VEECO INSTRUMENTS INC COMMON STOCK 922417100 729 34600 SOLE 34600 VENTAS INC COMMON STOCK 92276F100 2552 93100 SOLE 93100 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 5676 88700 SOLE 88700 VENTIV HEALTH INC WI COMMON STOCK 922793104 10616 522460 SOLE 522460 VERITAS SOFTWARE COMMON STOCK 923436109 68454 2397678 DEFINED 03 2397678 VERITY INC COMMON STOCK 92343C106 2318 176700 SOLE 176700 VERISIGN INC COMMON STOCK 92343E102 74008 2207890 SOLE 2207890 VERITAS DGC INC COMMON STOCK 92343P107 1024 45690 DEFINED 03 45690 VERIZON COMMUNICATION COMMON STOCK 92343V104 382108 9432461 DEFINED 02 03 9432461 VERINT SYSTEMS INC COMMON STOCK 92343X100 13737 378130 SOLE 378130 VERTEX PHARMACEUTICALS COMMON STOCK 92532F100 2291 216700 SOLE 216700 VESTA INSURANCE GROUP INC COMMON STOCK 925391104 641 174200 SOLE 174200 VIACOM INC. CL B. COMMON STOCK 925524308 460759 12661708 DEFINED 02 03 12661708 VIAD CORP COMMON STOCK 92552R406 2960 103900 SOLE 103900 VIASAT INC COMMON STOCK 92552V100 204 8400 SOLE 8400 VIASYS HEALTHCARE INC COMMON STOCK 92553Q209 633 33300 SOLE 33300 VICOR CORP COMMON STOCK 925815102 859 65500 SOLE 65500 VICURON PHARMACEUTICALS COMMON STOCK 926471103 19225 1104270 SOLE 1104270 VIISAGE TECHNOLOGY INC COMMON STOCK 92675K106 2635 292500 SOLE 292500 VINEYARD NATL BANKCORP CO COMMON STOCK 927426106 430 13100 SOLE 13100 VINTAGE PETROLEUM INC. COMMON STOCK 927460105 8354 368200 SOLE 368200 VIRAGE LOGIC CORP COMMON STOCK 92763R104 2221 119600 SOLE 119600 VISTEON CORP COMMON STOCK 92839U107 6557 671100 DEFINED 03 671100 VISTACARE INC - CL A COMMON STOCK 92839Y109 402 24200 SOLE 24200 VISX INC COMMON STOCK 92844S105 10992 424900 SOLE 424900 VITAL IMAGES INC COMMON STOCK 92846N104 1253 74820 SOLE 74820 VIVENDI UNIVERSAL-SP ADR AMER DEP RECEIPT 92851S204 314 9790 DEFINED 02 9790 VODAFONE GROUP PLC ADR AMER DEP RECEIPT 92857W100 20025 731340 DEFINED 02 03 731340 VOLT INFO SCIENCES INC COMMON STOCK 928703107 885 30100 SOLE 30100 VORNADO REALTY TRUST COMMON STOCK 929042109 5009 65800 SOLE 65800 VULCAN MATERIALS CO COMMON STOCK 929160109 7395 135407 DEFINED 03 135407 WFS FINANCIAL INC COMMON STOCK 92923B106 2879 56700 SOLE 56700 WCI COMMUNITIES INC COMMON STOCK 92923C104 7406 251900 SOLE 251900 WGL HOLDINGS INC COMMON STOCK 92924F106 93 3000 SOLE 3000 W HOLDING COMPANY INC COMMON STOCK 929251106 18 773 DEFINED 03 773 WJ COMMUNICATIONS INC COMMON STOCK 929284107 2285 664120 SOLE 664120 WPP GROUP PLC SPONS ADR AMER DEP RECEIPT 929309300 9110 166700 SOLE 166700 WSFS FINANCIAL CORP COMMON STOCK 929328102 4669 77400 SOLE 77400 WABASH NATIONAL CORP COMMON STOCK 929566107 11052 410400 SOLE 410400 WABTEC COMMON STOCK 929740108 2409 113004 DEFINED 03 113004 WACHOVIA CORP COMMON STOCK 929903102 361939 6880973 DEFINED 02 03 6880973 WAL-MART STORES INC. COMMON STOCK 931142103 881874 16695844 DEFINED 02 03 16695844 WALGREEN COMPANY COMMON STOCK 931422109 80646 2101790 DEFINED 03 2101790 WALTER INDUSTRIES INC COMMON STOCK 93317Q105 2024 60000 SOLE 60000 WARNACO GROUP INC COMMON STOCK 934390402 10282 476000 SOLE 476000 WASHINGTON MUTUAL INC COMMON STOCK 939322103 67930 1606660 DEFINED 02 03 1606660 WASTE CONECTIONS INC COMMON STOCK 941053100 3764 109900 SOLE 109900 WASTE INDUSTRIES USA COMMON STOCK 941057101 26 2100 SOLE 2100 WASTE MANAGEMENT INC COMMON STOCK 94106L109 110315 3684540 DEFINED 03 3684540 WATER PIK TECHNOLOGIES COMMON STOCK 94113U100 5 300 SOLE 300 WATERS CORP COMMON STOCK 941848103 25983 555310 SOLE 555310 WATSCO INC COMMON STOCK 942622200 1557 44200 SOLE 44200 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 30613 933045 DEFINED 03 933045 WATSON PHARM INC CV CONVERTIBLE BONDS 942683AC7 1557 1504000 DEFINED 03 1504000 WATSON WYATT & CO HOLD COMMON STOCK 942712100 3331 123600 SOLE 123600 WAUSAU-MOSINEE PAPER CORP COMMON STOCK 943315101 2129 119200 SOLE 119200 ***WAYPOINT FIN CORP COMMON STOCK 946756103 1057 37295 SOLE 37295 WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 1025 43100 SOLE 43100 WEBSENSE INC COMMON STOCK 947684106 10413 205300 SOLE 205300 WEBMETHODS INC COMMON STOCK 94768C108 474 65800 SOLE 65800 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 5816 114844 SOLE 114844 WEINGARTEN RLTY INVS COMMON STOCK 948741103 171 4275 DEFINED 02 4275 WEIS MARKETS INC COMMON STOCK 948849104 1655 42900 SOLE 42900 WELLCHOICE INC COMMON STOCK 949475107 9617 180100 SOLE 180100 WELLMAN INC. COMMON STOCK 949702104 4 400 SOLE 400 WELLPOINT INC COMMON STOCK 94973V107 108732 945493 DEFINED 03 945493 WELLS FARGO & COMPANY COMMON STOCK 949746101 462488 7441490 DEFINED 02 03 7441490 WENDY'S INTERNATIONAL COMMON STOCK 950590109 16 415 DEFINED 03 415 WERNER ENTERPRISES INC COMMON STOCK 950755108 5515 243600 SOLE 243600 WESBANCO INC COMMON STOCK 950810101 719 22500 SOLE 22500 WESCO INTL INC COMMON STOCK 95082P105 4256 143600 SOLE 143600 WEST CORPORATION COMMON STOCK 952355105 2142 64700 SOLE 64700 WEST MARINE INC COMMON STOCK 954235107 251 10150 SOLE 10150 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 1452 58000 SOLE 58000 WESTELL TECHNOLOGIES INC COMMON STOCK 957541105 5 800 SOLE 800 WESTCORP COMMON STOCK 957907108 9659 210300 SOLE 210300 WESTERN DIGITAL CORP. COMMON STOCK 958102105 7575 698800 SOLE 698800 WESTERN WIRELESS CLASS A COMMON STOCK 95988E204 5406 184500 SOLE 184500 WESTLAKE CHEMICAL CORP COMMON STOCK 960413102 4015 120200 SOLE 120200 WESTPAC BANKING ADR COMMON STOCK 961214301 2628 34591 DEFINED 02 03 34591 WESTWOOD ONE INC COMMON STOCK 961815107 6611 245500 SOLE 245500 WEYERHAEUSER CO COMMON STOCK 962166104 84579 1258244 DEFINED 02 03 1258244 WHEELING-PITT CORP COMMON STOCK 963142302 1395 36200 SOLE 36200 WHIRLPOOL CORP COMMON STOCK 963320106 8624 124610 DEFINED 03 124610 WHITING PETROLEUM CORP COMMON STOCK 966387102 7078 233970 SOLE 233970 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 55293 579900 SOLE 579900 WILEY (JOHN) & SONS -CL A COMMON STOCK 968223206 15904 456500 SOLE 456500 WILLIAMS COMPANIES INC COMMON STOCK 969457100 8691 533538 DEFINED 03 533538 WILLIAMS-SONOMA INC COMMON STOCK 969904101 42078 1200876 DEFINED 03 1200876 WILMINGTON TR CORP COMMON STOCK 971807102 17 480 DEFINED 03 480 WIND RIVER SYSTEMS COMMON STOCK 973149107 13851 1022200 SOLE 1022200 WINDROSE MEDICAL PROP COMMON STOCK 973491103 336 23300 SOLE 23300 WINN-DIXIE STORES INC COMMON STOCK 974280109 3812 837700 SOLE 837700 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 8484 217200 SOLE 217200 WIRELESS FACILITIES INC COMMON STOCK 97653A103 3 300 SOLE 300 WISCONSIN ENERGY CORP COMMON STOCK 976657106 410 12135 DEFINED 03 12135 WITNESS SYSTEMS INC COMMON STOCK 977424100 7352 421050 SOLE 421050 WOLVERIN WORLD WIDE INC COMMON STOCK 978097103 8314 264600 SOLE 264600 WOODWARD GOVERNOR CO COMMON STOCK 980745103 1618 22600 SOLE 22600 WORLD ACCEPTANCE CORP COMMON STOCK 981419104 1596 58000 SOLE 58000 WORLD FUEL SERVICES CORP COMMON STOCK 981475106 2017 40500 SOLE 40500 WORLD WRESTLING FED ENT COMMON STOCK 98156Q108 2234 184200 SOLE 184200 WORTHINGTON INDUSTRIES COMMON STOCK 981811102 7873 402115 DEFINED 03 402115 WPT ENTERPRISES INC COMMON STOCK 98211W108 519 30500 SOLE 30500 WRIGHT MEDICAL GR INC COMMON STOCK 98235T107 4269 149800 SOLE 149800 WM. WRIGLEY JR. CO COMMON STOCK 982526105 3785 54700 SOLE 54700 WYETH COMMON STOCK 983024100 250747 5887470 DEFINED 03 5887470 XM SATELLITE RADIO COMMON STOCK 983759101 485 12900 SOLE 12900 XTO ENERGY INC COMMON STOCK 98385X106 21755 614901 DEFINED 03 614901 XCEL ENERGY INC COMMON STOCK 98389B100 473 26000 SOLE 26000 XILINX INCORPORATED COMMON STOCK 983919101 4756 160407 DEFINED 03 160407 XEROX CORP. COMMON STOCK 984121103 6 338 DEFINED 03 338 XEROX CORP 6.25% CV CONV PREF STOCK 984121509 8135 55035 DEFINED 03 55035 XYBERNAUT CORP COMMON STOCK 984149104 349 283400 SOLE 283400 YAHOO! INC COMMON STOCK 984332106 271929 7216803 DEFINED 03 7216803 YANKEE CANDLE INC COMMON STOCK 984757104 2754 83000 SOLE 83000 YARDVILLE NATL BANCORP COMMON STOCK 985021104 17 475 DEFINED 03 475 YELLOW ROADWAY CORP COMMON STOCK 985577105 16769 301000 SOLE 301000 YORK INTERNATIONAL CORP COMMON STOCK 986670107 10 300 SOLE 300 YOUNG INNOVATIONS INC COMMON STOCK 987520103 265 7850 SOLE 7850 YUM! BRANDS INC COMMON STOCK 988498101 25397 538286 DEFINED 03 538286 ZALE CORP COMMON STOCK 988858106 16390 548700 SOLE 548700 ZEBRA TECH CORP CL A COMMON STOCK 989207105 29668 527150 SOLE 527150 ZENITH NATIONAL INSURANCE COMMON STOCK 989390109 3628 72800 SOLE 72800 ZHONE TECHNOLOGIES INC COMMON STOCK 98950P108 20 7600 SOLE 7600 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 15 185 DEFINED 03 185 ZIONS BANCORPORATION COMMON STOCK 989701107 15749 231500 SOLE 231500 ZYGO CORP COMMON STOCK 989855101 659 55900 SOLE 55900 DEUTSCHE BANK AG COMMON STOCK D18190898 2263 25420 DEFINED 02 03 25420 ACE LTD COMMON STOCK G0070K103 220249 5152000 DEFINED 02 03 5152000 AMDOCS LTD COMMON STOCK G02602103 74290 2830100 SOLE 2830100 ARCH CAPITAL GROUP LTD COMMON STOCK G0450A105 1451 37500 SOLE 37500 ARLINGTON TANKERS LTD COMMON STOCK G04899103 6785 295630 SOLE 295630 ASPEN INS HLDING LTD COMMON STOCK G05384105 1498 61100 SOLE 61100 ASSURED GUARANTY LTD COMMON STOCK G0585R106 37320 1897300 SOLE 1897300 ACCENTURE LTD- CL A COMMON STOCK G1150G111 70809 2622542 DEFINED 03 2622542 CENTRAL EURO MEDIA ENT-A COMMON STOCK G20045202 3497 89710 SOLE 89710 COOPER INDUSTRIES LTD - A COMMON STOCK G24182100 7613 112131 DEFINED 03 112131 EVEREST RE GROUP LTD COMMON STOCK G3223R108 158868 1773871 DEFINED 03 1773871 GLOBAL SANTA FE CORP COMMON STOCK G3930E101 189852 5733970 SOLE 5733970 INGERSOLL RAND CO-CL A COMMON STOCK G4776G101 123915 1543151 DEFINED 03 1543151 IPC HOLDINGS LTD COMMON STOCK G4933P101 1801 41400 SOLE 41400 MARVELL TECHNOLOGY COMMON STOCK G5876H105 44772 1262250 SOLE 1262250 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 33795 658900 SOLE 658900 NORDIC AMER TANKER COMMON STOCK G65773106 3905 100000 SOLE 100000 OPENTV CORPORATION COMMON STOCK G67543101 607 158100 SOLE 158100 PLATINUM UNDERWRITES HLDG COMMON STOCK G7127P100 38122 1225795 DEFINED 03 1225795 PXRE GROUP LTD COMMON STOCK G73018106 502 19900 SOLE 19900 RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 3531 67800 SOLE 67800 SEAGATE TECHNOLOGY COMMON STOCK G7945J104 1938 112200 SOLE 112200 SHIP FINANCE INTL LTD COMMON STOCK G81075106 709 34555 SOLE 34555 SINA CORP COMMON STOCK G81477104 9458 295020 SOLE 295020 UTI WORLDWIDE COMMON STOCK G87210103 16430 241550 SOLE 241550 TOMMY HILFIGER CORP COMMON STOCK G8915Z102 1452 128700 SOLE 128700 TRANSOCEAN INC COMMON STOCK G90078109 236198 5572009 DEFINED 03 5572009 TSAKOS ENERGY NAVIGATION COMMON STOCK G9108L108 8081 225794 SOLE 225794 XL CAPITAL LIMITED COMMON STOCK G98255105 89372 1150960 DEFINED 03 1150960 UBS AG-REG COMMON STOCK H8920M855 4184 49906 DEFINED 02 03 49906 ALADDIN KNOWLEDGE SYS COMMON STOCK M0392N101 12619 509870 SOLE 509870 AUDIOCODES LTD COMMON STOCK M15342104 4263 256650 SOLE 256650 LIPMAN ELECTRONIC ENG LTD COMMON STOCK M6772H101 6278 225000 SOLE 225000 ASM INTL N.V. COMMON STOCK N07045102 16866 1027800 SOLE 1027800 BANCO LATINOAMERICANO COMMON STOCK P16994132 10589 531050 SOLE 531050 STEINER LEISURE LTD COMMON STOCK P8744Y102 1109 37100 SOLE 37100 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 395540 7265610 SOLE 7265610 STELMAR SHIPPING LTD COMMON STOCK V8726M103 2972 62300 SOLE 62300 FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 188624 13648600 SOLE 13648600 GENERAL MARITIME CORP COMMON STOCK Y2692M103 8226 205900 SOLE 205900 OMI CORP COMMON STOCK Y6476W104 12610 748360 SOLE 748360 TEEKAY SHIPPING CORP COMMON STOCK Y8564W103 7053 167500 SOLE 167500
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,551 Form 13F Information Table Value Total: $69,712,586 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-----