-----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, WGHkIwtupO5VQN0jBhGGnpMUKejvpv+wbr27Huw34J5Oa1hjALxmyHzTRzhRu1uF +AwS6Ti0db5Uzi/DIq9bhA== 0000728889-04-000958.txt : 20041112 0000728889-04-000958.hdr.sgml : 20041111 20041112133302 ACCESSION NUMBER: 0000728889-04-000958 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041112 DATE AS OF CHANGE: 20041112 EFFECTIVENESS DATE: 20041112 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: 041137826 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 form13f0904ofi.txt FORM 13F FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Sep 30, 2004 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OppenheimerFunds, Inc. Address: 6803 S. Tucson Way Centennial, CO 80112-3924 Form 13F File Number: 28-203 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Craig Gallo Title: Compliance Manager Phone: (303) 768-2969 (For questions related to current holdings or cusips included) (For all other inquiries call (212) 323-0200) Signature, Place, and Date of Signing: Craig Gallo Centennial, CO Nov 11, 2004 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None ADE CORP/MA COMMON STOCK 00089C107 1319 77400 SOLE 77400 ABM INDUSTRIES INC COMMON STOCK 000957100 2519 125000 SOLE 125000 AFC ENTERPRISES INC COMMON STOCK 00104Q107 19272 876000 SOLE 876000 AFLAC INC COMMON STOCK 001055102 143412 3657535 DEFINED 02 03 3657535 AES CORPORATION COMMON STOCK 00130H105 77284 7736220 DEFINED 03 7736220 AK STEEL HLDG CORP COMMON STOCK 001547108 5900 723100 SOLE 723100 AMC ENTERTAINMENT INC COMMON STOCK 001669100 4450 232485 DEFINED 03 232485 ATI TECHNOLOGIES INC COMMON STOCK 001941103 8309 542000 SOLE 542000 A.S.V. INC COMMON STOCK 001963107 2242 59900 SOLE 59900 ATMI INC COMMON STOCK 00207R101 13980 682635 SOLE 682635 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 132000 8930991 DEFINED 02 03 8930991 AU OPTRONICS AMER DEP RECEIPT 002255107 21121 1687005 SOLE 1687005 AVX CORP COMMON STOCK 002444107 2717 229300 SOLE 229300 AARON RENTS INC COMMON STOCK 002535201 2778 127650 SOLE 127650 ABAXIS INC COMMON STOCK 002567105 455 34979 SOLE 34979 ABBOTT LABORATORIES COMMON STOCK 002824100 209654 4949361 DEFINED 02 03 4949361 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 70743 2245800 SOLE 2245800 ABGENIX INC COMMON STOCK 00339B107 1844 187000 SOLE 187000 ABLE LABORATORIES INC COMMON STOCK 00371N407 4560 238000 SOLE 238000 ACADIA REALTY TRUST COMMON STOCK 004239109 221 15000 SOLE 15000 ACETO CORP COMMON STOCK 004446100 766 53200 SOLE 53200 ACTIVISION INC COMMON STOCK 004930202 33707 2430200 SOLE 2430200 ACTION PERFORMANCE COMMON STOCK 004933107 4753 469175 SOLE 469175 ACTEL CORPORATION COMMON STOCK 004934105 1572 103400 SOLE 103400 ACTUATE CORPORATION COMMON STOCK 00508B102 324 91800 SOLE 91800 ACTUANT CORP-CL A COMMON STOCK 00508X203 14145 343250 SOLE 343250 ACUITY BRANDS INC COMMON STOCK 00508Y102 2139 90000 SOLE 90000 ACXIOM CORPORATION COMMON STOCK 005125109 8846 372600 SOLE 372600 ADAPTEC INC. COMMON STOCK 00651F108 974 128100 SOLE 128100 ADESA INC COMMON STOCK 00686U104 744 45300 SOLE 45300 ADMINISTAFF INC COMMON STOCK 007094105 1334 114000 SOLE 114000 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 239198 4835211 DEFINED 02 03 4835211 ADTRAN INC COMMON STOCK 00738A106 18112 798600 SOLE 798600 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 5356 155700 SOLE 155700 ADVANCED DIGITAL INFO COMMON STOCK 007525108 4394 505000 SOLE 505000 ADVO INC. COMMON STOCK 007585102 690 22300 SOLE 22300 ADVISORY BOARD CO COMMON STOCK 00762W107 1643 48900 SOLE 48900 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 8223 207800 SOLE 207800 AEROFLEX INC COMMON STOCK 007768104 15076 1426300 SOLE 1426300 AEROPOSTALE INC COMMON STOCK 007865108 9196 351000 SOLE 351000 ADVANCED MICRO DEVICES COMMON STOCK 007903107 368420 28340030 DEFINED 03 28340030 ADVANCED MICRO CV CONVERTIBLE BONDS 007903AE7 4856 5000000 SOLE 5000000 ADVANTA CORP-CL B COMMON STOCK 007942204 443 18300 SOLE 18300 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 7956 180000 SOLE 180000 AETNA INC-NEW COMMON STOCK 00817Y108 41454 414831 DEFINED 03 414831 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 46321 832065 DEFINED 03 832065 AFFILIATED MANAGERS GR COMMON STOCK 008252108 17714 330850 SOLE 330850 AFFYMETRIX, INC. COMMON STOCK 00826T108 121180 3945950 SOLE 3945950 AFFIRMATIVE INSURANCE HLD COMMON STOCK 008272106 2702 171233 SOLE 171233 AFFORDABLE RESIDENTIAL CO COMMON STOCK 008273104 730 50000 SOLE 50000 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 654 52027 SOLE 52027 AGERE SYSTEMS COMMON STOCK 00845V100 1529 1455900 SOLE 1455900 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 3527 3505000 DEFINED 03 3505000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 115365 5348393 DEFINED 03 5348393 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 3029 3006000 DEFINED 03 3006000 AGILE SOFTWARE CORP COMMON STOCK 00846X105 226 28500 SOLE 28500 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 5154 360900 SOLE 360900 AGILYSYS INC COMMON STOCK 00847J105 2932 169600 SOLE 169600 AGREE REALTY CORP COMMON STOCK 008492100 1704 60000 SOLE 60000 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 74129 1363180 DEFINED 02 03 1363180 AIRGAS INC COMMON STOCK 009363102 10095 419400 SOLE 419400 AIRGATE PCS INC COMMON STOCK 009367301 294 15000 SOLE 15000 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 5 500 SOLE 500 AIRSPAN NETWORKS INC COMMON STOCK 00950H102 5690 1047800 SOLE 1047800 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 1491 106100 SOLE 106100 AKZO NOBEL NV ADR AMER DEP RECEIPT 010199305 272 7673 DEFINED 02 03 7673 ALAMO GROUP INC COMMON STOCK 011311107 322 17200 SOLE 17200 ALAMOSA HOLDINGS INC COMMON STOCK 011589108 1342 175700 SOLE 175700 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 21 3700 SOLE 3700 ALBANY INTL CORP CL A COMMON STOCK 012348108 8198 275000 SOLE 275000 ALBERMARLE CORP. COMMON STOCK 012653101 2211 63000 SOLE 63000 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 209 4800 DEFINED 02 4800 ALBERTSON'S INC COMMON STOCK 013104104 11210 468450 DEFINED 02 468450 ALCAN INC COMMON STOCK 013716105 311361 6513823 DEFINED 03 6513823 ALCOA INC COMMON STOCK 013817101 187376 5578316 DEFINED 02 03 5578316 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 580 17100 SOLE 17100 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 460 7000 SOLE 7000 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 50569 2809400 SOLE 2809400 ALFA CORPORATION COMMON STOCK 015385107 799 57200 SOLE 57200 ALICO INC COMMON STOCK 016230104 107 2500 SOLE 2500 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 1702 111400 SOLE 111400 ALLEGHANY CORP COMMON STOCK 017175100 1255 4600 SOLE 4600 ALLEGHENY ENERGY INC COMMON STOCK 017361106 629 39400 SOLE 39400 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 3194 175000 SOLE 175000 ALLERGAN INCORPORATED COMMON STOCK 018490102 13335 183800 SOLE 183800 ALLETE INC COMMON STOCK 018522300 959 29500 SOLE 29500 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 24340 600100 SOLE 600100 ALLIANT ENERGY CORP COMMON STOCK 018802108 4 150 DEFINED 03 150 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 13517 223426 SOLE 223426 ALLIANZ AG-ADR AMER DEP RECEIPT 018805101 477 47449 DEFINED 02 03 47449 ALLIANCE FINANCIAL CORP COMMON STOCK 019205103 233 8000 SOLE 8000 ALLIED WASTE IND 6.25% CV CONV PREF STOCK 019589605 3825 75000 SOLE 75000 ALLIED WASTE CONVERTIBLE BONDS 019589AD2 5508 6250000 SOLE 6250000 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 9061 337100 SOLE 337100 ALLSCRIPTS HEALTHCARE COMMON STOCK 01988P108 188 20900 SOLE 20900 ALLSTATE CORPORATION COMMON STOCK 020002101 186233 3880665 DEFINED 02 03 3880665 ALLTEL CORP COMMON STOCK 020039103 26076 474900 DEFINED 02 474900 ALLTEL CORP CV NOVT UNITS CONV PREF STOCK 020039822 6216 120100 DEFINED 03 120100 ALPHARMA INC - CL A COMMON STOCK 020813101 86 4700 SOLE 4700 ALTERA CORPORATION COMMON STOCK 021441100 29675 1516365 DEFINED 03 1516365 ALTIRIS INC COMMON STOCK 02148M100 6428 203100 SOLE 203100 ALTRIA GROUP INC COMMON STOCK 02209S103 504247 10719539 DEFINED 02 03 10719539 AMAZON.COM INC COMMON STOCK 023135106 132069 3232240 SOLE 3232240 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 188903 2362765 DEFINED 03 2362765 AMBASSADORS GROUP INC COMMON STOCK 023177108 1658 61400 SOLE 61400 AMEDISYS INC COMMON STOCK 023436108 8898 297100 SOLE 297100 AMERADA HESS CORP. COMMON STOCK 023551104 91779 1031220 SOLE 1031220 AMERICA SERVICE GROUP INC COMMON STOCK 02364L109 431 10500 SOLE 10500 AMERICA WEST COMMON STOCK 023657208 300 55500 SOLE 55500 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 559 19100 SOLE 19100 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 3222 102810 DEFINED 03 102810 AMERICAN ECOLOGY COMMON STOCK 025533407 24 2500 SOLE 2500 AMERICAN ELEC POWER COMMON STOCK 025537101 4784 149700 SOLE 149700 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 25666 696500 SOLE 696500 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 784163 15238296 DEFINED 02 03 15238296 AMERICAN FIN REALTY TRST COMMON STOCK 02607P305 6 400 SOLE 400 AMER GREETINGS CORP COMMON STOCK 026375105 11015 438500 DEFINED 02 438500 AMERICAN HOME MTG INV COMMON STOCK 02660R107 14 500 SOLE 500 AMERICAN INTERNTL GP COMMON STOCK 026874107 596996 8780630 DEFINED 02 03 8780630 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 5966 164500 SOLE 164500 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 2657 83050 SOLE 83050 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 144 4700 SOLE 4700 AMERICAN POWER CONVERSION COMMON STOCK 029066107 2663 153150 DEFINED 03 153150 AMER SOFTWARE, INC. COMMON STOCK 029683109 263 43700 SOLE 43700 AMERICAN STANDARD COS INC COMMON STOCK 029712106 4607 118400 SOLE 118400 AMERICAN VANGUARD CORP COMMON STOCK 030371108 391 10950 SOLE 10950 AMERICANWEST BANCORP COMMON STOCK 03058P109 772 40920 SOLE 40920 AMERICREDIT CORP COMMON STOCK 03060R101 349 16700 SOLE 16700 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 3512 116100 SOLE 116100 AMERON INTL CORP COMMON STOCK 030710107 474 14400 SOLE 14400 AMERUS GROUP CO COMMON STOCK 03072M108 8253 201305 DEFINED 03 201305 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 8761 163120 DEFINED 03 163120 AMERIGROUP CORP COMMON STOCK 03073T102 5333 94800 SOLE 94800 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 4302 358200 SOLE 358200 AMETEK INC COMMON STOCK 031100100 17731 584800 SOLE 584800 AMGEN INCORPORATED COMMON STOCK 031162100 673434 11881325 DEFINED 02 03 11881325 AMIS HOLDINGS INC COMMON STOCK 031538101 6111 452000 SOLE 452000 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 366 27600 SOLE 27600 AMPHENOL CORP. CL A COMMON STOCK 032095101 17887 522100 SOLE 522100 AMSURG CORP COMMON STOCK 03232P405 390 18400 SOLE 18400 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 12344 186021 DEFINED 03 186021 ANALOG DEVICES INC. COMMON STOCK 032654105 111699 2880312 DEFINED 03 2880312 ANALOGIC CORP COMMON STOCK 032657207 29279 702300 SOLE 702300 ANAREN MICROWAVE INC COMMON STOCK 032744104 1409 104640 DEFINED 03 104640 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 1580 61000 SOLE 61000 ANDERSONS INC COMMON STOCK 034164103 152 7300 SOLE 7300 ANDREW CORP COMMON STOCK 034425108 13731 1121800 DEFINED 03 1121800 ANDREW CORP CV CONVERTIBLE BONDS 034425AB4 3754 3000000 SOLE 3000000 ANDRX GROUP COMMON STOCK 034553107 12092 540800 SOLE 540800 ANGELICA CORP COMMON STOCK 034663104 819 32900 SOLE 32900 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 17555 451293 SOLE 451293 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 222888 4462234 DEFINED 02 03 4462234 ANIKA THERAPEUTICS INC COMMON STOCK 035255108 828 60000 SOLE 60000 ANIMAS CORP COMMON STOCK 03525Y105 5881 365300 SOLE 365300 ANIXTER INTL INC COMMON STOCK 035290105 7911 225465 DEFINED 03 225465 ANNALY MTG MGMT INC COMMON STOCK 035710409 3 180 DEFINED 03 180 ANNTAYLOR STORES CORP COMMON STOCK 036115103 7235 309190 DEFINED 03 309190 ANSOFT CORP COMMON STOCK 036384105 1040 65400 SOLE 65400 ANSYS, INC. COMMON STOCK 03662Q105 7718 155200 SOLE 155200 ANTHEM INC COMMON STOCK 03674B104 24621 282181 DEFINED 03 282181 ANTEON INTL CORP COMMON STOCK 03674E108 2195 59900 SOLE 59900 ANSWERTHINK INC. COMMON STOCK 036916104 1165 217800 SOLE 217800 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 11120 1000000 SOLE 1000000 AON CORP COMMON STOCK 037389103 16415 571180 DEFINED 03 571180 APACHE CORPORATION COMMON STOCK 037411105 117295 2340752 DEFINED 02 03 2340752 APOGEE ENTERPRISES INC COMMON STOCK 037598109 1765 136500 SOLE 136500 APHTON CORP COMMON STOCK 03759P101 161 44600 SOLE 44600 APOLLO GROUP INC -CL A COMMON STOCK 037604105 52124 710430 SOLE 710430 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 9905 700000 SOLE 700000 APPLE COMPUTER INC COMMON STOCK 037833100 34635 893800 SOLE 893800 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 7686 304024 SOLE 304024 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 85551 4533700 SOLE 4533700 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 6322 176900 SOLE 176900 APPLIED MATERIALS INC. COMMON STOCK 038222105 53491 3243790 DEFINED 02 03 3243790 APPLIED SIGNAL TECH COMMON STOCK 038237103 5189 162200 SOLE 162200 APTARGROUP INC. COMMON STOCK 038336103 4542 103300 SOLE 103300 AQUANTIVE INC COMMON STOCK 03839G105 6363 659400 SOLE 659400 ARAMARK CORP CL B COMMON STOCK 038521100 9446 391300 SOLE 391300 ARBITRON INC COMMON STOCK 03875Q108 417 11400 SOLE 11400 ARCH COAL INC COMMON STOCK 039380100 149 4200 SOLE 4200 ARCH WIRELESS INC - CL A COMMON STOCK 039392709 3190 111020 SOLE 111020 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 5415 318910 DEFINED 03 318910 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 2017 63750 SOLE 63750 ARCTIC CAT INC COMMON STOCK 039670104 605 23300 SOLE 23300 ARDEN GROUP INC COMMON STOCK 039762109 1309 15396 SOLE 15396 ARDEN REALITY INC COMMON STOCK 039793104 2886 88575 SOLE 88575 ARGONAUT GROUP COMMON STOCK 040157109 351 18820 DEFINED 03 18820 ARGOSY GAMING COMPANY COMMON STOCK 040228108 1278 32600 SOLE 32600 ARKANSAS BEST CORP COMMON STOCK 040790107 5929 161900 SOLE 161900 ARMOR HOLDINGS INC COMMON STOCK 042260109 2160 51900 SOLE 51900 ARRIS GROUP INC COMMON STOCK 04269Q100 1742 333800 SOLE 333800 ARRAY BIOPHARMA COMMON STOCK 04269X105 879 125800 SOLE 125800 ARROW ELECTRONICS INC COMMON STOCK 042735100 13015 576400 SOLE 576400 ARROW FINANCIAL CORP COMMON STOCK 042744102 102 3411 SOLE 3411 ARROW INTL INC COMMON STOCK 042764100 3648 121990 DEFINED 03 121990 ARTHROCARE CORP COMMON STOCK 043136100 5296 180800 SOLE 180800 ARVINMERITOR INC COMMON STOCK 043353101 7048 375915 DEFINED 03 375915 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P207 1238 91900 SOLE 91900 ASHLAND INC COMMON STOCK 044204105 5445 97100 SOLE 97100 ASK JEEVES, INC. COMMON STOCK 045174109 12829 392200 SOLE 392200 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 1022 56500 SOLE 56500 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 875 88114 SOLE 88114 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 421 60300 SOLE 60300 ASSOCIATED BANC-CORP COMMON STOCK 045487105 3712 115750 SOLE 115750 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 150 15000 SOLE 15000 ASTA FUNDING INC COMMON STOCK 046220109 1000 61759 SOLE 61759 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 987 51600 SOLE 51600 ASTORIA FINL CORP COMMON STOCK 046265104 3996 112600 SOLE 112600 @ ROAD INC COMMON STOCK 04648K105 350 82900 SOLE 82900 ATHEROGENICS INC COMMON STOCK 047439104 3243 98413 SOLE 98413 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 1721 168719 SOLE 168719 ATMEL CORP COMMON STOCK 049513104 9389 2593700 SOLE 2593700 ATRIX LABS INC COMMON STOCK 04962L101 2245 73162 SOLE 73162 AUTODESK INC. COMMON STOCK 052769106 48120 989515 DEFINED 03 989515 AUTOLIV INC COMMON STOCK 052800109 34611 856700 SOLE 856700 AUTOMATIC DATA PROC COMMON STOCK 053015103 46761 1131690 DEFINED 02 03 1131690 AUTONATION INC. COMMON STOCK 05329W102 6796 397900 SOLE 397900 AUTOZONE INC. COMMON STOCK 053332102 15 193 DEFINED 03 193 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 1661 27575 SOLE 27575 AVATAR HOLDINGS INC COMMON STOCK 053494100 119 2800 SOLE 2800 AVAYA INC COMMON STOCK 053499109 6897 494750 DEFINED 03 494750 AVENTIS ADR SPONSORED AMER DEP RECEIPT 053561106 31 373 DEFINED 03 373 AVERY-DENNISON CORP COMMON STOCK 053611109 1458 22170 DEFINED 02 03 22170 AVIALL INC NEW COMMON STOCK 05366B102 1085 53195 DEFINED 03 53195 AVID TECHNOLOGY INC COMMON STOCK 05367P100 15955 340400 SOLE 340400 AVISTA CORP COMMON STOCK 05379B107 1229 67900 SOLE 67900 AVNET INC COMMON STOCK 053807103 1360 79435 DEFINED 03 79435 AVOCENT CORP COMMON STOCK 053893103 4555 175000 SOLE 175000 AVON PRODUCTS INC COMMON STOCK 054303102 49675 1137250 DEFINED 02 03 1137250 AXA - SPONS ADR AMER DEP RECEIPT 054536107 1770 87305 DEFINED 02 03 87305 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 1185 143100 SOLE 143100 AZTAR CORP COMMON STOCK 054802103 2237 84400 SOLE 84400 BB&T CORPORATION COMMON STOCK 054937107 18131 456820 SOLE 456820 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 3170 115700 SOLE 115700 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 74 2172 DEFINED 03 2172 THE BISYS GROUP INC COMMON STOCK 055472104 2977 203750 SOLE 203750 BJ SERVICES CO COMMON STOCK 055482103 150428 2870225 DEFINED 03 2870225 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 2015 73700 SOLE 73700 BOC GROUP PLC ADR AMER DEP RECEIPT 055617609 1430 43924 DEFINED 02 03 43924 BP PLC - ADR AMER DEP RECEIPT 055622104 583096 10135515 DEFINED 02 03 10135515 BMC SOFTWARE INC. COMMON STOCK 055921100 12995 822009 DEFINED 03 822009 BAKER HUGHES INC COMMON STOCK 057224107 2183 49930 DEFINED 03 49930 BALDWIN & LYONS -CL B COMMON STOCK 057755209 187 7425 SOLE 7425 BALL CORP COMMON STOCK 058498106 6885 183949 DEFINED 03 183949 BANCO BRADESCO ADR AMER DEP RECEIPT 059460303 10577 200700 SOLE 200700 BANCO BILBAO VIZCAYA-SP AMER DEP RECEIPT 05946K101 2644 191602 DEFINED 02 03 191602 BANDAG INC COMMON STOCK 059815100 368 8400 SOLE 8400 BANK OF AMERICA CORP. COMMON STOCK 060505104 711652 16423987 DEFINED 02 03 16423987 BANK OF HAWAII CORP COMMON STOCK 062540109 1545 32700 SOLE 32700 BANK MUTUAL CORP COMMON STOCK 063750103 10209 850730 SOLE 850730 BANK OF N Y CO COMMON STOCK 064057102 33860 1160790 DEFINED 03 1160790 BANKATLANTIC BANCORP INC COMMON STOCK 065908501 13934 760600 SOLE 760600 BANKNORTH GROUP INC COMMON STOCK 06646R107 12590 359700 SOLE 359700 BANNER CORPORATION COMMON STOCK 06652V109 417 14200 SOLE 14200 BANTA CORP COMMON STOCK 066821109 1781 44800 SOLE 44800 C R BARD, INCORPORATED COMMON STOCK 067383109 25110 443400 SOLE 443400 BARCLAYS PLC ADR AMER DEP RECEIPT 06738E204 2957 76429 DEFINED 02 03 76429 BARNES & NOBLE INC COMMON STOCK 067774109 3318 89670 DEFINED 03 89670 BARRICK GOLD CORP COMMON STOCK 067901108 16241 771900 SOLE 771900 BASSETT FURNITURE INDS COMMON STOCK 070203104 236 12500 SOLE 12500 BAUSCH & LOMB INC COMMON STOCK 071707103 14560 219107 DEFINED 03 219107 BAXTER INTERNATIONAL COMMON STOCK 071813109 28835 896584 DEFINED 02 03 896584 BAXTER INTL 7% CV UNITS CONV PREF STOCK 071813406 5917 110075 DEFINED 03 110075 BE AEROSPACE INC COMMON STOCK 073302101 5 500 SOLE 500 BEA SYSTEMS INC COMMON STOCK 073325102 66587 9636262 SOLE 9636262 BEAR STEARNS COMMON STOCK 073902108 93929 976694 DEFINED 03 976694 BEASLEY BROADCAST GRP CLA COMMON STOCK 074014101 14 900 SOLE 900 BEBE STORES INC COMMON STOCK 075571109 4999 236700 SOLE 236700 BECKMAN COULTER INC COMMON STOCK 075811109 14569 259600 DEFINED 02 259600 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 25793 498900 SOLE 498900 BED BATH & BEYOND INC. COMMON STOCK 075896100 32779 883290 DEFINED 03 883290 BELDEN CDT INC COMMON STOCK 077454106 525 24100 SOLE 24100 BELLSOUTH CORPORATION COMMON STOCK 079860102 118446 4367480 DEFINED 02 03 4367480 BEMA GOLD CORP COMMON STOCK 08135F107 4562 1430000 SOLE 1430000 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 2816 94500 SOLE 94500 BERKLEY W R CORP COMMON STOCK 084423102 5 120 DEFINED 03 120 BERKSHIRE HATH- B COMMON STOCK 084670207 121687 42385 SOLE 42385 BERKSHIRE HILLS BANCORP COMMON STOCK 084680107 1219 33000 SOLE 33000 BERRY PETROLEUM - CL A COMMON STOCK 085789105 2696 73400 SOLE 73400 BEST BUY COMPANY INC. COMMON STOCK 086516101 59978 1105790 DEFINED 03 1105790 BEVERLY ENTERPRISES COMMON STOCK 087851309 4706 621700 SOLE 621700 BEVERLY HILLS BANKCORP COMMON STOCK 087866109 5918 566273 SOLE 566273 BHP BILLITON LTD ADR AMER DEP RECEIPT 088606108 2295 110611 DEFINED 02 03 110611 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 2282 100100 SOLE 100100 BIO-RAD LABS -CL A COMMON STOCK 090572207 6990 136800 SOLE 136800 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 1809 129774 SOLE 129774 BIOMET INC. 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COMMON STOCK 26784F103 850 49300 SOLE 49300 DYNEGY INC COMMON STOCK 26816Q101 1754 351600 SOLE 351600 EGL INC COMMON STOCK 268484102 22256 735500 SOLE 735500 EMC CORPORATION MASS COMMON STOCK 268648102 118674 10283697 DEFINED 03 10283697 EMC INS GROUP INC COMMON STOCK 268664109 120 5700 SOLE 5700 EMS TECH COMMON STOCK 26873N108 9 500 SOLE 500 ENI SPA ADR AMER DEP RECEIPT 26874R108 4037 35949 DEFINED 02 03 35949 EOG RESOURCES INC COMMON STOCK 26875P101 10161 154300 SOLE 154300 E.ON AG ADR AMER DEP RECEIPT 268780103 2402 32591 DEFINED 02 03 32591 EPIX PHARMACEUTICALS, INC COMMON STOCK 26881Q101 3650 189000 SOLE 189000 E.PIPHANY INC COMMON STOCK 26881V100 7 1800 SOLE 1800 E*TRADE FINANCIAL CORP COMMON STOCK 269246104 10077 882435 DEFINED 03 882435 EAGLE MATERIALS INC COMMON STOCK 26969P108 6522 91468 DEFINED 03 91468 EAGLE MATERIALS INC COMMON STOCK 26969P207 5527 80098 DEFINED 03 80098 EARTHLINK INC COMMON STOCK 270321102 29852 2898275 DEFINED 03 2898275 EAST WEST BANCORP INC. 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COMMON STOCK 285512109 57774 1256226 SOLE 1256226 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 4076 210200 DEFINED 02 03 210200 ELECTRONICS BOUTIQUE HLDG COMMON STOCK 286045109 4109 120500 SOLE 120500 ELECTRONICS FOR IMAGING COMMON STOCK 286082102 2002 123300 SOLE 123300 ELKCORP COMMON STOCK 287456107 255 9200 SOLE 9200 EMBARCADERO TECHNOLOGIES COMMON STOCK 290787100 636 75119 SOLE 75119 EMBRAER AIRCRAFT CORP-ADR AMER DEP RECEIPT 29081M102 212907 8064657 DEFINED 03 8064657 EMCOR GROUP INC COMMON STOCK 29084Q100 9 250 SOLE 250 EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 37712 609325 DEFINED 03 609325 EMMIS COMM A 6.25 CV NVT CONV PREF STOCK 291525202 16760 400000 SOLE 400000 ***ENBRIDGE ENERGY MGMT COMMON STOCK 29250X103 29023 650000 SOLE 650000 ENCORE ACQUISITION CO COMMON STOCK 29255W100 3367 97600 SOLE 97600 ENDO PHARMACEUTICALS HLDG COMMON STOCK 29264F205 13425 731200 SOLE 731200 ENERGEN CORP COMMON STOCK 29265N108 1340 26000 SOLE 26000 ENEL SOCIETA PER AZIONI AMER DEP RECEIPT 29265W108 560 13819 DEFINED 03 13819 ENERGY EAST CORP COMMON STOCK 29266M109 4 160 DEFINED 03 160 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 4453 96600 SOLE 96600 ENERGY PARTNERS LTD COMMON STOCK 29270U105 17177 1055130 DEFINED 03 1055130 ENERSYS INC COMMON STOCK 29275Y102 3855 300000 SOLE 300000 ENGELHARD CORP COMMON STOCK 292845104 6333 223380 DEFINED 03 223380 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 3576 78350 SOLE 78350 ENERGYSOUTH INC COMMON STOCK 292970100 25 900 SOLE 900 ENESCO GROUP INC COMMON STOCK 292973104 142 20800 SOLE 20800 ENNIS INC COMMON STOCK 293389102 2506 117000 SOLE 117000 ENTEGRIS INC COMMON STOCK 29362U104 1784 213900 SOLE 213900 ENTERGY CORP COMMON STOCK 29364G103 238 3930 DEFINED 03 3930 ENTRAVISION COMMUNICATION COMMON STOCK 29382R107 184 24200 SOLE 24200 ENTRUST TECHNOLOGIES COMMON STOCK 293848107 739 292100 SOLE 292100 ENZON PHARMACEUTICALS CV CONVERTIBLE BONDS 293904AB4 19479 20750000 SOLE 20750000 EON LABS INC COMMON STOCK 29412E100 12870 593100 SOLE 593100 EPLUS INC COMMON STOCK 294268107 531 50800 SOLE 50800 EPICOR SOFTWARE CORP COMMON STOCK 29426L108 522 43400 SOLE 43400 EQUIFAX INC. COMMON STOCK 294429105 2280 86500 SOLE 86500 EQUINIX INC COMMON STOCK 29444U502 7466 242649 SOLE 242649 EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 13442 247500 SOLE 247500 EQUITY INNS COMMON STOCK 294703103 1186 120000 SOLE 120000 EQUITY OFFICE PROP. 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COMMON STOCK 302182100 70981 1086325 DEFINED 03 1086325 EXPRESSJET HOLDINGS INC COMMON STOCK 30218U108 1071 107000 SOLE 107000 EXTREME NETWORKS INC COMMON STOCK 30226D106 341 76600 SOLE 76600 EXXON MOBIL CORP COMMON STOCK 30231G102 987796 20438568 DEFINED 02 03 20438568 FBL FINL GROUP INC -CL A COMMON STOCK 30239F106 403 15400 SOLE 15400 FLIR SYSTEMS INC COMMON STOCK 302445101 21370 365300 SOLE 365300 FMC CORPORATION COMMON STOCK 302491303 19899 409700 SOLE 409700 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 6239 186800 SOLE 186800 FPIC INSURANCE GROUP COMMON STOCK 302563101 1267 49000 SOLE 49000 FPL GROUP INC. COMMON STOCK 302571104 1516 22200 DEFINED 02 03 22200 FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 5630 116800 SOLE 116800 FAIRCHILD SEMICO INTL CLA COMMON STOCK 303726103 1836 129550 SOLE 129550 FARMER BROS CO COMMON STOCK 307675108 27 1000 SOLE 1000 FASTENAL CO. 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COMMON STOCK 317884203 393 20200 SOLE 20200 THE FINISH LINE- CL A COMMON STOCK 317923100 1339 43300 SOLE 43300 FIRST ALBANY COMPANIES COMMON STOCK 318465101 181 19800 SOLE 19800 FIRST AMERICAN CORP/CA COMMON STOCK 318522307 5411 175500 SOLE 175500 FIRST BANCORP P R COMMON STOCK 318672102 2654 54950 SOLE 54950 FIRST CITIZENS BANCSH -A COMMON STOCK 31946M103 1522 12900 SOLE 12900 FIRST COMMO FINL CORP COMMON STOCK 319829107 1617 118800 SOLE 118800 ***FIRST FED CAP CORP COMMON STOCK 319960100 1482 49000 SOLE 49000 FIRST DATA CORP COMMON STOCK 319963104 29 670 DEFINED 02 03 670 FIRST DEFIANCE FINL CORP COMMON STOCK 32006W106 497 19100 SOLE 19100 FST FINL CORP IND COMMON STOCK 320218100 233 7400 SOLE 7400 FIRST FINANCIAL HOLDINGS COMMON STOCK 320239106 1591 50900 SOLE 50900 FIRST HORIZON NATIONAL COMMON STOCK 320517105 1067 24600 SOLE 24600 FIRST HORIZON PHARM COMMON STOCK 32051K106 8734 436500 SOLE 436500 FIRST INDL REALTY TRUST I COMMON STOCK 32054K103 923 25000 SOLE 25000 FIRST M & F CORP COMMON STOCK 320744105 70 2100 SOLE 2100 FIRST MARBLEHEAD CORP COMMON STOCK 320771108 13154 283500 SOLE 283500 FIRST MERCHANTS CORP COMMON STOCK 320817109 324 13125 SOLE 13125 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 397 11500 SOLE 11500 FIRST NATIONAL BANKSHARES COMMON STOCK 321100109 742 30242 SOLE 30242 FIRST NIAGARA FINANCIAL COMMON STOCK 33582V108 4525 338200 SOLE 338200 FIRST OAKBROOK BANCSHARES COMMON STOCK 335847208 23 750 SOLE 750 FIRST PLACE FINANCIAL COMMON STOCK 33610T109 1551 77563 SOLE 77563 FIRST REPUBLIC BANK COMMON STOCK 336158100 5837 126900 SOLE 126900 FIRST STATE BANCORP COMMON STOCK 336453105 9 300 SOLE 300 FIRST SOURCE CORP COMMON STOCK 336901103 36 1425 DEFINED 03 1425 FISERV INC COMMON STOCK 337738108 42414 1216700 SOLE 1216700 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 591 12100 SOLE 12100 FLAGSTAR BANCORP INC COMMON STOCK 337930101 715 33600 SOLE 33600 FISHER SCIENTIFC 3 1/4 CV CONVERTIBLE BONDS 338032AX3 7017 6505000 DEFINED 03 6505000 FLANDERS CORP COMMON STOCK 338494107 592 68900 SOLE 68900 FLORIDA EAST COAST INDS COMMON STOCK 340632108 1183 31500 SOLE 31500 FLOWERS FOODS INC COMMON STOCK 343498101 6262 242250 SOLE 242250 FLOWSERVE CORP COMMON STOCK 34354P105 1451 60000 SOLE 60000 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 896 47115 SOLE 47115 FOOT LOCKER INC COMMON STOCK 344849104 4835 204000 SOLE 204000 FOOTHILL INDEPENDENT BANC COMMON STOCK 344905104 56 2549 SOLE 2549 FORD MOTOR COMPANY COMMON STOCK 345370860 40857 2908001 DEFINED 03 2908001 FORD MOTOR CAP TRST CV CONV PREF STOCK 345395206 9154 175100 DEFINED 03 175100 FOREST CITY ENTRPRS -CL COMMON STOCK 345550107 55 1000 SOLE 1000 FOREST LABS, INC COMMON STOCK 345838106 7523 167260 DEFINED 03 167260 FOREST OIL CORP COMMON STOCK 346091705 3729 123800 SOLE 123800 FORTUNE BRANDS INC COMMON STOCK 349631101 3467 46800 DEFINED 02 03 46800 FORWARD AIR CORPORATION COMMON STOCK 349853101 6447 161100 SOLE 161100 FOUNTAIN PWR BOAT INDS INC COMMON STOCK 350755302 5 1387 DEFINED 03 1387 FRANCE TELECOM ADR AMER DEP RECEIPT 35177Q105 569 22751 DEFINED 02 03 22751 FRANKLIN BNK CORP/HOUSTON COMMON STOCK 352451108 9378 550000 SOLE 550000 FRANKLIN ELECTRIC CO COMMON STOCK 353514102 1228 31000 SOLE 31000 FRANKLIN RESOURCES COMMON STOCK 354613101 72511 1300410 SOLE 1300410 FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 17010 420000 SOLE 420000 FREESCALE SEMICONDUCTOR COMMON STOCK 35687M107 98145 6863300 SOLE 6863300 FREMONT GENERAL CORP COMMON STOCK 357288109 15923 687800 SOLE 687800 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 1242 65000 SOLE 65000 FRISCH'S RESTAURANTS INC COMMON STOCK 358748101 85 3400 SOLE 3400 FRONTIER FINANCIAL CORP COMMON STOCK 35907K105 187 5300 SOLE 5300 FRONTIER OIL CORP COMMON STOCK 35914P105 58893 2494420 DEFINED 03 2494420 FULTON FINANCIAL CORP COMMON STOCK 360271100 49 2310 SOLE 2310 FURNITURE BRANDS INTL COMMON STOCK 360921100 2902 115700 SOLE 115700 G & K SERVICES INC -CL A COMMON STOCK 361268105 1001 25200 SOLE 25200 THE GEO GROUP INC COMMON STOCK 36159R103 1235 60400 SOLE 60400 GTSI CORP COMMON STOCK 36238K103 48 5500 SOLE 5500 GABELLI ASSET MGMT INC COMMON STOCK 36239Y102 10648 248500 SOLE 248500 GAMESTOP CORP COMMON STOCK 36466R101 1224 66100 SOLE 66100 GANNETT CO COMMON STOCK 364730101 4647 55480 DEFINED 02 03 55480 GAP INC COMMON STOCK 364760108 237703 12711365 DEFINED 03 12711365 GAP INC CV CONVERTIBLE BONDS 364760AJ7 4904 4003000 DEFINED 03 4003000 GARDNER DENVER INC COMMON STOCK 365558105 2173 78800 SOLE 78800 GARTNER INC CL-A COMMON STOCK 366651107 11 950 SOLE 950 GEN-PROBE INC COMMON STOCK 36866T103 39770 997500 SOLE 997500 GENENTECH INC COMMON STOCK 368710406 169904 3241210 SOLE 3241210 GENERAL BINDING CORP COMMON STOCK 369154109 291 20700 SOLE 20700 GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 17314 169575 DEFINED 03 169575 GENERAL ELECTRIC CO. 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COMMON STOCK 373298108 19992 556100 DEFINED 02 556100 GETTY IMAGES INC COMMON STOCK 374276103 33285 601900 SOLE 601900 GEVITY HR INC COMMON STOCK 374393106 2950 191800 SOLE 191800 GIANT INDUSTRIES INC COMMON STOCK 374508109 498 20500 SOLE 20500 GILEAD SCIENCES INC COMMON STOCK 375558103 395471 10579760 DEFINED 02 03 10579760 GILEAD SCIENCES INC CV CONVERTIBLE BONDS 375558AD5 3243 2000000 SOLE 2000000 GILLETTE COMPANY COMMON STOCK 375766102 217430 5209151 DEFINED 03 5209151 GLACIER BANCORP INC COMMON STOCK 37637Q105 1043 35775 SOLE 35775 GLAMIS GOLD LTD COMMON STOCK 376775102 19932 1064200 SOLE 1064200 GLATFELTER COMMON STOCK 377316104 1044 84300 SOLE 84300 GLAXOSMITHKLINE PLC ADR AMER DEP RECEIPT 37733W105 12120 277151 DEFINED 02 03 277151 GLENBOROUGH REALTY TRST COMMON STOCK 37803P105 208 10000 SOLE 10000 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 8407 157000 SOLE 157000 GOLD FIELDS LTD ADR AMER DEP RECEIPT 38059T106 9828 720000 SOLE 720000 GOLDEN STAR RESOURCES LTD COMMON STOCK 38119T104 9764 1852800 SOLE 1852800 GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 2083 18770 DEFINED 03 18770 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 3515 37700 DEFINED 02 03 37700 GOODRICH CORP COMMON STOCK 382388106 9 274 DEFINED 03 274 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 322 30000 SOLE 30000 GOODY'S FAMILY CLOTHING COMMON STOCK 382588101 2081 247200 SOLE 247200 GORMAN-RUPP CO COMMON STOCK 383082104 13 650 SOLE 650 GRACO INC COMMON STOCK 384109104 1995 59550 SOLE 59550 GRAFTECH INTL LTD COMMON STOCK 384313102 25552 1831700 SOLE 1831700 W.W. 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CO COMMON STOCK 412693103 379 12100 SOLE 12100 HARLEY DAVIDSON INC. COMMON STOCK 412822108 66711 1122327 DEFINED 03 1122327 HARMAN INTERNATIONAL COMMON STOCK 413086109 18264 169500 SOLE 169500 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 2872 210900 SOLE 210900 HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 4837 91300 SOLE 91300 HARRIS & HARRIS GROUP INC COMMON STOCK 413833104 2198 212600 SOLE 212600 HARRIS CORP. 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OF AMERICA COMMON STOCK 50540R409 39108 894500 SOLE 894500 LACLEDE GROUP INC COMMON STOCK 505597104 830 28400 SOLE 28400 LADISH COMPANY INC COMMON STOCK 505754200 275 30000 SOLE 30000 LAFARGE NORTH AMERICA INC COMMON STOCK 505862102 905 19300 SOLE 19300 LAM RESEARCH CORPORATION COMMON STOCK 512807108 770 35200 SOLE 35200 LAMAR ADVERTISING CO COMMON STOCK 512815101 15462 371600 SOLE 371600 LANCE, INC. 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SEMICONDUCTOR CORP. 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COMMON STOCK 922206107 4240 111975 SOLE 111975 VARIAN SEMICONDUCTORS COMMON STOCK 922207105 1313 42500 SOLE 42500 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 90469 2616992 SOLE 2616992 VAXGEN INC COMMON STOCK 922390208 6148 460500 SOLE 460500 VEECO INSTRUMENTS INC COMMON STOCK 922417100 822 39200 SOLE 39200 VENTAS INC COMMON STOCK 92276F100 1975 76200 SOLE 76200 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 7147 141700 SOLE 141700 VENTIV HEALTH INC WI COMMON STOCK 922793104 8945 527700 SOLE 527700 VERITAS SOFTWARE COMMON STOCK 923436109 45108 2534130 DEFINED 03 2534130 VERITY INC COMMON STOCK 92343C106 2257 175200 SOLE 175200 VERISIGN INC COMMON STOCK 92343E102 46754 2351800 SOLE 2351800 VERITAS DGC INC COMMON STOCK 92343P107 4820 211590 DEFINED 03 211590 VERIZON COMMUNICATION COMMON STOCK 92343V104 357251 9071873 DEFINED 02 03 9071873 VERINT SYSTEMS INC COMMON STOCK 92343X100 7449 202200 SOLE 202200 VESTA INSURANCE GROUP INC COMMON STOCK 925391104 917 204200 SOLE 204200 VIACOM INC. CL B. COMMON STOCK 925524308 408737 12179309 DEFINED 02 03 12179309 VIASAT INC COMMON STOCK 92552V100 553 27500 SOLE 27500 VICOR CORP COMMON STOCK 925815102 3379 334200 SOLE 334200 VINTAGE PETROLEUM INC. COMMON STOCK 927460105 6352 316500 SOLE 316500 VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 36026 2792730 SOLE 2792730 VISTEON CORP COMMON STOCK 92839U107 3291 411965 DEFINED 03 411965 VISTACARE INC - CL A COMMON STOCK 92839Y109 101 6600 SOLE 6600 VISX INC COMMON STOCK 92844S105 8638 419300 SOLE 419300 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 341 125000 SOLE 125000 VITRIA TECHNOLOGY INC COMMON STOCK 92849Q401 14 4344 SOLE 4344 VODAFONE GROUP PLC ADR AMER DEP RECEIPT 92857W100 3837 159145 DEFINED 02 03 159145 VOLT INFO SCIENCES INC COMMON STOCK 928703107 1013 35200 SOLE 35200 VORNADO REALTY TRUST COMMON STOCK 929042109 3601 57450 SOLE 57450 VULCAN MATERIALS CO COMMON STOCK 929160109 7307 143425 DEFINED 03 143425 WFS FINANCIAL INC COMMON STOCK 92923B106 2639 56700 SOLE 56700 WCI COMMUNITIES INC COMMON STOCK 92923C104 5935 254700 SOLE 254700 WGL HOLDINGS INC COMMON STOCK 92924F106 302 10700 SOLE 10700 W HOLDING COMPANY INC COMMON STOCK 929251106 589 30977 SOLE 30977 WJ COMMUNICATIONS INC COMMON STOCK 929284107 1944 796600 SOLE 796600 WPP GROUP PLC SPONS ADR AMER DEP RECEIPT 929309300 7822 167500 SOLE 167500 WSFS FINANCIAL CORP COMMON STOCK 929328102 3315 66300 SOLE 66300 WABASH NATIONAL CORP COMMON STOCK 929566107 5749 209300 SOLE 209300 WABTEC COMMON STOCK 929740108 3213 171900 SOLE 171900 WACHOVIA CORP COMMON STOCK 929903102 335531 7146565 DEFINED 02 03 7146565 WAL-MART STORES INC. COMMON STOCK 931142103 865204 16263229 DEFINED 02 03 16263229 WALGREEN COMPANY COMMON STOCK 931422109 101914 2844370 DEFINED 03 2844370 WALTER INDUSTRIES INC COMMON STOCK 93317Q105 961 60000 SOLE 60000 WARNACO GROUP INC COMMON STOCK 934390402 4960 223100 SOLE 223100 WASHINGTON MUTUAL INC COMMON STOCK 939322103 45900 1174530 DEFINED 02 03 1174530 WASTE CONECTIONS INC COMMON STOCK 941053100 681 21500 SOLE 21500 WASTE INDUSTRIES USA COMMON STOCK 941057101 24 2100 SOLE 2100 WASTE MANAGEMENT INC COMMON STOCK 94106L109 115719 4232610 DEFINED 03 4232610 WATERS CORP COMMON STOCK 941848103 24268 550300 SOLE 550300 WATSCO INC COMMON STOCK 942622200 3240 107900 SOLE 107900 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 18360 623245 DEFINED 03 623245 WATSON PHARM INC CV CONVERTIBLE BONDS 942683AC7 1002 1004000 DEFINED 03 1004000 WATSON WYATT & CO HOLD COMMON STOCK 942712100 3319 126200 SOLE 126200 WAUSAU-MOSINEE PAPER CORP COMMON STOCK 943315101 1663 99900 SOLE 99900 WAYPOINT FIN CORP COMMON STOCK 946756103 1817 65895 SOLE 65895 WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 3633 166500 SOLE 166500 WEBSENSE INC COMMON STOCK 947684106 8347 200300 SOLE 200300 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 17269 349644 SOLE 349644 WEINGARTEN REALTY SBI COMMON STOCK 948741103 141 4275 DEFINED 02 4275 WEIS MARKETS INC COMMON STOCK 948849104 1948 57500 SOLE 57500 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 190 10000 SOLE 10000 WELLCHOICE INC COMMON STOCK 949475107 4409 118100 SOLE 118100 WELLPOINT HEALTH NEW COMMON STOCK 94973H108 97916 931737 DEFINED 03 931737 WELLS FARGO & COMPANY COMMON STOCK 949746101 464600 7791377 DEFINED 02 03 7791377 WENDY'S INTERNATIONAL COMMON STOCK 950590109 12 355 DEFINED 03 355 WERNER ENTERPRISES INC COMMON STOCK 950755108 3406 176400 SOLE 176400 WESBANCO INC COMMON STOCK 950810101 355 12200 SOLE 12200 WESCO INTL INC COMMON STOCK 95082P105 3439 141800 SOLE 141800 WEST CORPORATION COMMON STOCK 952355105 489 16800 SOLE 16800 WEST MARINE INC COMMON STOCK 954235107 18 850 SOLE 850 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 1856 89000 SOLE 89000 WESTCORP COMMON STOCK 957907108 20669 486100 SOLE 486100 WESTLAKE CHEMICAL CORP COMMON STOCK 960413102 7604 341000 SOLE 341000 WESTPAC BANKING ADR COMMON STOCK 961214301 2130 33113 DEFINED 02 03 33113 WESTWOOD ONE INC COMMON STOCK 961815107 2163 109400 SOLE 109400 WEYERHAEUSER CO COMMON STOCK 962166104 96595 1452994 DEFINED 02 03 1452994 WHEELING-PITT CORP COMMON STOCK 963142302 7984 255000 SOLE 255000 WHIRLPOOL CORP COMMON STOCK 963320106 7116 118410 DEFINED 03 118410 WHITNEY HOLDING CORP COMMON STOCK 966612103 59 1400 SOLE 1400 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 50076 583700 SOLE 583700 WILEY (JOHN) & SONS -CL A COMMON STOCK 968223206 13314 416700 SOLE 416700 WILLIAMS COMPANIES INC COMMON STOCK 969457100 11649 962738 DEFINED 03 962738 WILLIAMS-SONOMA INC COMMON STOCK 969904101 30 790 DEFINED 03 790 WILMINGTON TRUST CORP COMMON STOCK 971807102 17 480 DEFINED 03 480 WIND RIVER SYSTEMS COMMON STOCK 973149107 6772 555100 SOLE 555100 WINDROSE MEDICAL PROP COMMON STOCK 973491103 464 35700 SOLE 35700 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 4943 142700 SOLE 142700 WISCONSIN ENERGY CORP COMMON STOCK 976657106 575 18035 DEFINED 03 18035 WITNESS SYSTEMS INC COMMON STOCK 977424100 3971 247100 SOLE 247100 WOLVERIN WORLD WIDE INC COMMON STOCK 978097103 4533 179900 SOLE 179900 WOODWARD GOVERNOR CO COMMON STOCK 980745103 742 11000 SOLE 11000 WORLD ACCEPTANCE CORP COMMON STOCK 981419104 233 10000 SOLE 10000 WORLD FUEL SERVICES CORP COMMON STOCK 981475106 2775 77500 SOLE 77500 WORLD WRESTLING FED ENT COMMON STOCK 98156Q108 2591 212000 SOLE 212000 WORTHINGTON INDUSTRIES COMMON STOCK 981811102 4246 198885 DEFINED 03 198885 WRIGHT MEDICAL GR INC COMMON STOCK 98235T107 2562 102000 SOLE 102000 WYETH COMMON STOCK 983024100 373813 9995000 DEFINED 03 9995000 XTO ENERGY INC COMMON STOCK 98385X106 24428 752101 DEFINED 03 752101 XCEL ENERGY INC COMMON STOCK 98389B100 346 20000 SOLE 20000 XILINX INCORPORATED COMMON STOCK 983919101 9 340 DEFINED 03 340 XEROX CORP 6.25% CV CONV PREF STOCK 984121509 7003 55035 DEFINED 03 55035 YAHOO! INC COMMON STOCK 984332106 210147 6197215 DEFINED 03 6197215 YANKEE CANDLE INC COMMON STOCK 984757104 5905 203900 SOLE 203900 YELLOW ROADWAY CORP COMMON STOCK 985577105 8886 189500 SOLE 189500 YORK INTERNATIONAL CORP COMMON STOCK 986670107 316 10000 SOLE 10000 YOUNG INNOVATIONS INC COMMON STOCK 987520103 371 11250 SOLE 11250 YUM! BRANDS INC COMMON STOCK 988498101 38316 942355 DEFINED 03 942355 ZALE CORP COMMON STOCK 988858106 16660 592900 SOLE 592900 ZEBRA TECH CORP CL A COMMON STOCK 989207105 59335 972550 SOLE 972550 ZENITH NATIONAL INSURANCE COMMON STOCK 989390109 2725 64400 SOLE 64400 ZILOG INC COMMON STOCK 989524301 23 4000 SOLE 4000 ZIONS BANCORPORATION COMMON STOCK 989701107 8692 142400 SOLE 142400 ZORAN CORP COMMON STOCK 98975F101 7714 490700 SOLE 490700 ZYGO CORP COMMON STOCK 989855101 561 55400 SOLE 55400 DEUTSCHE BANK AG COMMON STOCK D18190898 1761 24470 DEFINED 02 03 24470 ACE LTD COMMON STOCK G0070K103 161074 4020830 DEFINED 03 4020830 AMDOCS LTD COMMON STOCK G02602103 34504 1580600 SOLE 1580600 ARCH CAPITAL GROUP LTD COMMON STOCK G0450A105 4252 109200 SOLE 109200 ASPEN INS HLDING LTD COMMON STOCK G05384105 1157 50300 SOLE 50300 ASSURED GUARANTY LTD COMMON STOCK G0585R106 10917 655300 SOLE 655300 ACCENTURE LTD- CL A COMMON STOCK G1150G111 122473 4527656 DEFINED 03 4527656 CENTRAL EURO MEDIA ENT-A COMMON STOCK G20045202 3188 112400 SOLE 112400 COOPER INDUSTRIES LTD - A COMMON STOCK G24182100 4857 82320 DEFINED 03 82320 EVEREST RE GROUP LTD COMMON STOCK G3223R108 129654 1744306 DEFINED 03 1744306 FRONTLINE LTD COMMON STOCK G3682E127 5701 120800 SOLE 120800 GLOBAL SANTA FE CORP COMMON STOCK G3930E101 169166 5519270 SOLE 5519270 INGERSOLL RAND CO-CL A COMMON STOCK G4776G101 106534 1567368 DEFINED 03 1567368 IPC HOLDINGS LTD COMMON STOCK G4933P101 1737 45700 SOLE 45700 MARVELL TECHNOLOGY COMMON STOCK G5876H105 46983 1798050 SOLE 1798050 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 110482 2333300 SOLE 2333300 PARTNERRE HOLDINGS LTD COMMON STOCK G6852T105 645 11800 SOLE 11800 PLATINUM UNDERWRITES HLDG COMMON STOCK G7127P100 36891 1259915 DEFINED 03 1259915 PXRE GROUP LTD COMMON STOCK G73018106 428 18300 SOLE 18300 RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 11982 232300 SOLE 232300 SHIP FINANCE INTL LTD COMMON STOCK G81075106 371 18450 SOLE 18450 SINA CORP COMMON STOCK G81477104 7565 296800 SOLE 296800 UTI WORLDWIDE COMMON STOCK G87210103 3470 59000 SOLE 59000 TELEGLOBE INTL HOLD LTD COMMON STOCK G87340108 29 8247 SOLE 8247 TRANSOCEAN INC COMMON STOCK G90078109 190194 5315659 DEFINED 03 5315659 TSAKOS ENERGY NAVIGATION COMMON STOCK G9108L108 8018 228094 SOLE 228094 XL CAPITAL LIMITED COMMON STOCK G98255105 136136 1839917 DEFINED 03 1839917 UBS AG-REG COMMON STOCK H8920M855 3414 48543 DEFINED 02 03 48543 ALADDIN KNOWLEDGE SYS COMMON STOCK M0392N101 12309 549500 SOLE 549500 AUDIOCODES LTD COMMON STOCK M15342104 5527 439000 SOLE 439000 GIVEN IMAGING LTD COMMON STOCK M52020100 9101 236700 SOLE 236700 LIPMAN ELECTRONIC ENG LTD COMMON STOCK M6772H101 7641 325000 SOLE 325000 ASM INTL N.V. COMMON STOCK N07045102 13782 1037800 SOLE 1037800 ASML HOLDING NV COMMON STOCK N07059111 14121 1097200 SOLE 1097200 BANCO LATINOAMERICANO COMMON STOCK P16994132 8017 522250 SOLE 522250 STEINER LEISURE LTD COMMON STOCK P8744Y102 442 20000 SOLE 20000 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 393634 9028300 SOLE 9028300 STELMAR SHIPPING LTD COMMON STOCK V8726M103 2356 62300 SOLE 62300 FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 181109 13668600 SOLE 13668600 GENERAL MARITIME CORP COMMON STOCK Y2692M103 13350 383300 SOLE 383300 OMI CORP COMMON STOCK Y6476W104 14460 902600 SOLE 902600 TEEKAY SHIPPING CORP COMMON STOCK Y8564W103 7717 179100 SOLE 179100
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,185 Form 13F Information Table Value Total: $62,144,458 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-----