-----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, Tj25NsoJ9/9i3DbFZN8LMNYfgRSbVujzcw4V3gedNBRZEiBMMFFHltNjUrKQNcR0 AQL2Tv9PF5StMhsG+j8iHw== 0000728889-03-000304.txt : 20030514 0000728889-03-000304.hdr.sgml : 20030514 20030514154216 ACCESSION NUMBER: 0000728889-03-000304 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030514 EFFECTIVENESS DATE: 20030514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER FUNDS INC CENTRAL INDEX KEY: 0000728889 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: 03698949 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 form13f0303ofi.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: Mar 31, 2003 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: Mark Corns Title: Compliance Manager Phone: (303) 768-2449 (For questions related to current holdings or cusips included) (For all other inquiries call (212) 323-0200) Signature, Place, and Date of Signing: Mark Corns Centennial, CO May 14, 2003 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None AAON INC COMMON STOCK 000360206 1871 147350 SOLE 147350 AAR CORP COMMON STOCK 000361105 48 12800 SOLE 12800 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 2083 1011100 SOLE 1011100 AEP INDUSTRIES INC COMMON STOCK 001031103 189 21800 SOLE 21800 AFC ENTERPRISES INC COMMON STOCK 00104Q107 26 1900 SOLE 1900 AFLAC INC COMMON STOCK 001055102 53944 1683135 DEFINED 03 1683135 AGCO CORP COMMON STOCK 001084102 3623 225000 SOLE 225000 AGL RESOURCES INC COMMON STOCK 001204106 5 200 SOLE 200 AK STEEL HLDG CORP COMMON STOCK 001547108 590 181400 SOLE 181400 AMC ENTERTAINMENT INC COMMON STOCK 001669100 4414 509095 DEFINED 03 509095 AOL TIME WARNER COMMON STOCK 00184A105 171240 15767881 DEFINED 03 15767881 APAC TELESERVICES INC COMMON STOCK 00185E106 37 15900 SOLE 15900 ATI TECHNOLOGIES INC COMMON STOCK 001941103 514 100000 SOLE 100000 AT&T CORP COMMON STOCK 001957505 106363 6565658 DEFINED 02 03 6565658 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 22671 3367361 DEFINED 02 03 3367361 AAIPHARMA INC COMMON STOCK 00252W104 2211 256550 SOLE 256550 AARON RENTS INC COMMON STOCK 002535201 624 30600 SOLE 30600 ABBOTT LABORATORIES COMMON STOCK 002824100 147087 3885496 DEFINED 02 03 3885496 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 17676 588600 SOLE 588600 ABGENIX INC COMMON STOCK 00339B107 24 2754 SOLE 2754 ABLE LABORATORIES INC COMMON STOCK 00371N407 1627 115000 SOLE 115000 ACCREDO HEALTH COMMON STOCK 00437V104 5894 242150 SOLE 242150 ACTIVISION INC COMMON STOCK 004930202 3417 236500 SOLE 236500 ACTION PERFORMANCE COMMON STOCK 004933107 14236 673075 SOLE 673075 ACTEL CORPORATION COMMON STOCK 004934105 6143 360100 SOLE 360100 ACTIVCARD CORP COMMON STOCK 00506J107 3693 374500 SOLE 374500 ACTUANT CORP-CL A COMMON STOCK 00508X203 5877 167200 SOLE 167200 ACUITY BRANDS INC COMMON STOCK 00508Y102 1547 115000 SOLE 115000 ADAPTEC INC. COMMON STOCK 00651F108 3490 578700 SOLE 578700 ADMINISTAFF INC COMMON STOCK 007094105 14 2257 SOLE 2257 ADOLOR CORPORATION COMMON STOCK 00724X102 6 600 SOLE 600 ADTRAN INC COMMON STOCK 00738A106 5710 159000 SOLE 159000 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 42 918 SOLE 918 ADVANCED DIGITAL INFO COMMON STOCK 007525108 3214 466500 SOLE 466500 ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 9284 216400 SOLE 216400 ADVISORY BOARD CO COMMON STOCK 00762W107 247 7057 SOLE 7057 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 3957 294220 SOLE 294220 AEROFLEX INC COMMON STOCK 007768104 2939 519300 SOLE 519300 ADVANCED MICRO DEVICES COMMON STOCK 007903107 18540 3000000 SOLE 3000000 ADVANCED MICRO CV CONVERTIBLE BONDS 007903AE7 4024 5950000 SOLE 5950000 ADVANCEPCS COMMON STOCK 00790K109 3 100 SOLE 100 ADVANTA CORP-CL B COMMON STOCK 007942204 7 900 SOLE 900 ADVANCED ENERGY CONVERTIBLE BONDS 007973AA8 5001 6271000 SOLE 6271000 AETNA INC-NEW COMMON STOCK 00817Y108 123296 2500940 DEFINED 03 2500940 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 695 15700 SOLE 15700 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 3949 95000 SOLE 95000 AFFYMETRIX, INC. COMMON STOCK 00826T108 70730 2720400 SOLE 2720400 AFFYMETRIX INC CONVERTIBLE BONDS 00826TAD0 2678 3000000 SOLE 3000000 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 2949 261000 SOLE 261000 AGERE SYSTEMS COMMON STOCK 00845V100 2958 1848800 SOLE 1848800 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 3115 3500000 SOLE 3500000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 213 16210 DEFINED 03 16210 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 918 1000000 SOLE 1000000 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 4090 312000 SOLE 312000 AGRIUM INC COMMON STOCK 008916108 1795 167000 SOLE 167000 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 38783 936100 SOLE 936100 AIRBORNE INC COMMON STOCK 009269101 2310 117800 SOLE 117800 AIRGAS INC COMMON STOCK 009363102 4550 245800 SOLE 245800 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 3619 537800 SOLE 537800 AKSYS LTD COMMON STOCK 010196103 641 91600 SOLE 91600 AKZO NOBEL NV SPONSORE AMER DEP RECEIPT 010199305 1619 79672 DEFINED 02 03 79672 ALAMO GROUP INC COMMON STOCK 011311107 20 1700 SOLE 1700 ALARIS MEDICAL INC COMMON STOCK 011637105 1858 179700 SOLE 179700 ALBANY INTL CORP CL A COMMON STOCK 012348108 6490 283300 SOLE 283300 ALBERTSON'S INC COMMON STOCK 013104104 68891 3599664 DEFINED 02 03 3599664 ALCAN INC COMMON STOCK 013716105 315167 11296300 SOLE 11296300 ALCOA INC COMMON STOCK 013817101 98578 5018226 DEFINED 02 03 5018226 ALCATEL ALSTHOM ADR AMER DEP RECEIPT 013904305 689 100055 DEFINED 03 100055 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 4323 102800 SOLE 102800 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 34048 2800000 SOLE 2800000 ALFA CORPORATION COMMON STOCK 015385107 1235 106400 SOLE 106400 ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 389 134260 DEFINED 03 134260 ALLEGIANT BANCORP INC COMMON STOCK 017476102 355 21000 SOLE 21000 ALLEN TELECOM INC COMMON STOCK 018091108 2426 248800 SOLE 248800 ALLERGAN INCORPORATED COMMON STOCK 018490102 383 5620 SOLE 5620 ALLIANCE GAMING CORP COMMON STOCK 01859P609 2618 174500 SOLE 174500 ALLIANCE IMAGING INC COMMON STOCK 018606202 47 15100 SOLE 15100 ALLIANT CORP COMMON STOCK 018802108 13 800 SOLE 800 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 9793 181326 SOLE 181326 ALLIED DEFENSE GROUP INC COMMON STOCK 019118108 244 15300 SOLE 15300 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 1668 208700 SOLE 208700 ALLSTATE CORPORATION COMMON STOCK 020002101 159832 4738019 DEFINED 02 03 4738019 ALLTEL CORP COMMON STOCK 020039103 4 100 SOLE 100 ALLTEL CORP CV PFD NOVT CONV PREF STOCK 020039822 4701 100000 SOLE 100000 ALPHARMA INC - CL A COMMON STOCK 020813101 897 50000 SOLE 50000 ALTERA CORPORATION COMMON STOCK 021441100 22482 1660400 SOLE 1660400 ALTEON INC COMMON STOCK 02144G107 2260 575000 SOLE 575000 ALTIRIS INC COMMON STOCK 02148M100 577 46200 SOLE 46200 ALTRIA GROUP INC COMMON STOCK 02209S103 181283 6050850 DEFINED 03 6050850 AMAZON.COM INC COMMON STOCK 023135106 7132 274000 SOLE 274000 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 93109 1842961 DEFINED 03 1842961 AMBASSADORS GROUP INC COMMON STOCK 023177108 60 5000 SOLE 5000 AMCOL INT'L CORP COMMON STOCK 02341W103 340 59900 SOLE 59900 AMERADA HESS CORP. COMMON STOCK 023551104 13380 302300 SOLE 302300 AMERICA ONLINE INC CV CONVERTIBLE BONDS 02364JAC8 44262 75500000 SOLE 75500000 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 9895 470300 SOLE 470300 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 6253 279110 DEFINED 03 279110 AMERICAN ELEC POWER COMMON STOCK 025537101 690 30200 SOLE 30200 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 138 9500 SOLE 9500 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 307916 9183758 DEFINED 02 03 9183758 AMERICAN FINL GROUP INC COMMON STOCK 025932104 1304 65700 SOLE 65700 AMER GREETINGS CORP COMMON STOCK 026375105 10557 805900 DEFINED 02 805900 AMERICAN HOME MTG HLDG COMMON STOCK 02660M108 413 41300 SOLE 41300 AMERICAN INTERNTL GP COMMON STOCK 026874107 317849 6427096 DEFINED 02 03 6427096 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 5865 135600 SOLE 135600 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 1407 106250 SOLE 106250 AMERICAN PHARMACEUTICAL COMMON STOCK 02886P109 3495 182500 SOLE 182500 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 178 8400 SOLE 8400 AMERICAN POWER CONVERSION COMMON STOCK 029066107 961 67500 SOLE 67500 AMERICAN STANDARD COS INC COMMON STOCK 029712106 364 5300 SOLE 5300 AMERICAN STATES WATER CO COMMON STOCK 029899101 72 3000 SOLE 3000 AMERICAN TOWER CORP COMMON STOCK 029912201 1650 299000 SOLE 299000 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AD4 396 500000 SOLE 500000 AMERICAN WOODMARK COMMON STOCK 030506109 2717 61600 SOLE 61600 AMERICANWEST BANCORP COMMON STOCK 03058P109 626 38600 SOLE 38600 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 674 62900 SOLE 62900 AMERON INTL CORP COMMON STOCK 030710107 759 12700 SOLE 12700 AMERUS GROUP CO COMMON STOCK 03072M108 251 10205 DEFINED 03 10205 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 2504 47700 SOLE 47700 AMERIGROUP CORP COMMON STOCK 03073T102 3760 128500 SOLE 128500 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 16 3310 SOLE 3310 AMETEK INC COMMON STOCK 031100100 3367 102000 SOLE 102000 AMGEN INCORPORATED COMMON STOCK 031162100 486398 8451710 DEFINED 03 8451710 AMKOR TECHNOLOGIES INC CONVERTIBLE BONDS 031652AN0 18906 25000000 SOLE 25000000 AMSOUTH BANCORPORATION COMMON STOCK 032165102 28987 1458100 SOLE 1458100 AMSURG CORP COMMON STOCK 03232P405 2385 94653 SOLE 94653 AMYLIN PHARMACEUTICALS COMMON STOCK 032346108 617 38100 SOLE 38100 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 172192 3784440 DEFINED 03 3784440 ANALOG DEVICES INC. COMMON STOCK 032654105 27642 1005180 SOLE 1005180 ANALOG DEVICES INC CV CONVERTIBLE BONDS 032654AD7 4060 4000000 SOLE 4000000 ANALOGIC CORP COMMON STOCK 032657207 2256 49500 SOLE 49500 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 1927 87800 SOLE 87800 ANDREW CORP COMMON STOCK 034425108 2 300 SOLE 300 ANGELICA CORP COMMON STOCK 034663104 1347 79000 SOLE 79000 ANGLOGOLD LTD SPON ADR AMER DEP RECEIPT 035128206 8565 283807 SOLE 283807 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 189395 4063400 DEFINED 03 4063400 ANNALY MTG MGMT INC COMMON STOCK 035710409 3 180 DEFINED 03 180 ANNTAYLOR STORES CORP COMMON STOCK 036115103 21624 1053310 DEFINED 03 1053310 ANSOFT CORP COMMON STOCK 036384105 1244 166700 SOLE 166700 ANSYS, INC. COMMON STOCK 03662Q105 1188 49600 SOLE 49600 ANTHEM INC COMMON STOCK 03674B104 40452 610591 SOLE 610591 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 10754 940000 SOLE 940000 ANTIGENICS INC/DEL COMMON STOCK 037032109 1241 149700 SOLE 149700 ANWORTH MORTGAGE ASSET COMMON STOCK 037347101 453 34650 SOLE 34650 APACHE CORPORATION COMMON STOCK 037411105 58280 943955 DEFINED 03 943955 APARTMENT INVT & MGMT COMMON STOCK 03748R101 242 6625 SOLE 6625 APEX MORTGAGE CAPITAL INC COMMON STOCK 037564101 137 22800 SOLE 22800 APHTON CORP COMMON STOCK 03759P101 22 8600 SOLE 8600 APOLLO GROUP INC -CL A COMMON STOCK 037604105 57649 1155300 SOLE 1155300 U OF PHOENIX ONLINE COMMON STOCK 037604204 5715 133988 SOLE 133988 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 11990 427600 SOLE 427600 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 20405 873500 SOLE 873500 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 77401 4889500 SOLE 4889500 APPLICA INC COMMON STOCK 03815A106 195 39800 SOLE 39800 APPLIED MATERIALS INC. COMMON STOCK 038222105 102590 8154880 DEFINED 03 8154880 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 13520 4147300 SOLE 4147300 APPLIED SIGNAL TECH COMMON STOCK 038237103 1019 72300 SOLE 72300 APTARGROUP INC. COMMON STOCK 038336103 243 7500 SOLE 7500 AQUILA INC COMMON STOCK 03840P102 1189 571600 SOLE 571600 ARAMARK CORP CL B COMMON STOCK 038521100 5395 235600 SOLE 235600 ARBITRON INC COMMON STOCK 03875Q108 1877 59200 SOLE 59200 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 114 10500 DEFINED 03 10500 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 6039 275000 SOLE 275000 ARGONAUT GROUP COMMON STOCK 040157109 70 8220 DEFINED 03 8220 ARGOSY GAMING COMPANY COMMON STOCK 040228108 3497 175000 SOLE 175000 ARMOR HOLDINGS INC COMMON STOCK 042260109 8 800 SOLE 800 ARRIS GROUP INC COMMON STOCK 04269Q100 1160 313600 SOLE 313600 ARROW ELECTRONICS INC COMMON STOCK 042735100 2499 170000 SOLE 170000 ARROW FINANCIAL CORP COMMON STOCK 042744102 877 30596 SOLE 30596 ARVINMERITOR INC COMMON STOCK 043353101 6139 438800 SOLE 438800 ASHANTI GOLDFIELDS GDR GLOBAL DEP RECEIPT 043743202 8981 1581220 SOLE 1581220 ASHWORTH INC. COMMON STOCK 04516H101 46 7200 SOLE 7200 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 1036 336500 SOLE 336500 ASTORIA FINL CORP COMMON STOCK 046265104 12386 533200 SOLE 533200 ASTRAZENECA PLC-SPONS ADR AMER DEP RECEIPT 046353108 178 5078 DEFINED 03 5078 AT ROAD INC COMMON STOCK 04648K105 262 40000 SOLE 40000 ATHEROGENICS INC COMMON STOCK 047439104 998 106600 SOLE 106600 ATMEL CORP COMMON STOCK 049513104 2186 1366300 SOLE 1366300 AUDIOVOX CORP -CL A COMMON STOCK 050757103 371 50000 SOLE 50000 AUTODESK INC. COMMON STOCK 052769106 9342 612200 SOLE 612200 AUTOMATIC DATA PROC COMMON STOCK 053015103 323 10470 DEFINED 03 10470 AUTOZONE INC. COMMON STOCK 053332102 42235 614660 DEFINED 03 614660 AVENTIS ADR SPONSORED AMER DEP RECEIPT 053561106 2865 64635 DEFINED 02 03 64635 AVIALL INC NEW COMMON STOCK 05366B102 851 109895 DEFINED 03 109895 AVID TECHNOLOGY INC COMMON STOCK 05367P100 3700 167100 SOLE 167100 AVNET INC COMMON STOCK 053807103 10379 990335 DEFINED 03 990335 AVOCENT CORP COMMON STOCK 053893103 350 15000 SOLE 15000 AVON PRODUCTS INC COMMON STOCK 054303102 75724 1327304 DEFINED 02 03 1327304 AXA SPONSORED ADR AMER DEP RECEIPT 054536107 503 38988 DEFINED 03 38988 AZTAR CORP COMMON STOCK 054802103 3340 248700 SOLE 248700 BB&T CORPORATION COMMON STOCK 054937107 22567 717995 DEFINED 03 717995 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 72 7400 SOLE 7400 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 6 280 DEFINED 03 280 BHA GROUP INC CL:A COMMON STOCK 055446108 33 1500 SOLE 1500 THE BISYS GROUP INC COMMON STOCK 055472104 4488 275000 SOLE 275000 BJ SERVICES CO COMMON STOCK 055482103 55832 1623490 SOLE 1623490 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 2779 245900 SOLE 245900 BOC GROUP PLC AMER DEP RECEIPT 055617609 5 195 DEFINED 03 195 BP PLC - ADR AMER DEP RECEIPT 055622104 218801 5671617 DEFINED 02 03 5671617 BRE PROPERTIES -CL A COMMON STOCK 05564E106 71 2400 SOLE 2400 BT GROUP PLC AMER DEP RECEIPT 05577E101 1648 64780 DEFINED 02 03 64780 BMC SOFTWARE INC. COMMON STOCK 055921100 4557 302000 SOLE 302000 BADGER METER INC COMMON STOCK 056525108 37 1200 SOLE 1200 BAKER (MICHAEL) CORP COMMON STOCK 057149106 68 7900 SOLE 7900 BALDOR ELECTRIC COMMON STOCK 057741100 257 12000 SOLE 12000 BALDWIN & LYONS -CL B COMMON STOCK 057755209 52 2625 SOLE 2625 BALL CORP COMMON STOCK 058498106 35010 628500 DEFINED 03 628500 BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 65 12800 SOLE 12800 BANC CORPORATION COMMON STOCK 05944B103 28 5700 SOLE 5700 BANCFIRST CORP COMMON STOCK 05945F103 203 4600 SOLE 4600 BANCO BILBAO VIZCAYA AR AMER DEP RECEIPT 05946K101 1977 232170 DEFINED 02 03 232170 BANK OF AMERICA CORP. COMMON STOCK 060505104 362761 5393856 DEFINED 02 03 5393856 BANK OF HAWAII CORP COMMON STOCK 062540109 906 29400 SOLE 29400 BANK MUTUAL CORP COMMON STOCK 063748107 1653 65400 SOLE 65400 BANK OF THE OZARKS COMMON STOCK 063904106 669 24000 SOLE 24000 BANK OF N Y CO COMMON STOCK 064057102 137723 6718110 DEFINED 03 6718110 BANK ONE CORP COMMON STOCK 06423A103 414205 11964300 DEFINED 02 03 11964300 BANKNORTH GROUP INC COMMON STOCK 06646R107 117 5367 SOLE 5367 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 2819 159700 SOLE 159700 BANTA CORP COMMON STOCK 066821109 652 22100 SOLE 22100 C R BARD, INCORPORATED COMMON STOCK 067383109 1368 21700 SOLE 21700 BARCLAYS PLC AMER DEP RECEIPT 06738E204 2542 107290 DEFINED 02 03 107290 BARNES GROUP INC COMMON STOCK 067806109 1782 84200 SOLE 84200 BARRICK GOLD CORP COMMON STOCK 067901108 27076 1740100 SOLE 1740100 BARRA INC COMMON STOCK 068313105 3085 103900 SOLE 103900 BAUSCH & LOMB INC COMMON STOCK 071707103 1546 47000 SOLE 47000 BAXTER INTERNATIONAL COMMON STOCK 071813109 50325 2678803 DEFINED 02 03 2678803 BAXTER INTERNATIONAL CV CONV PREF STOCK 071813406 7317 190000 SOLE 190000 BAY STATE BANCORP INC COMMON STOCK 072611106 103 4100 SOLE 4100 BAY VIEW CAPITAL COR COMMON STOCK 07262L101 454 83300 SOLE 83300 BAYCORP HOLDINGS LTD COMMON STOCK 072728108 2 137 SOLE 137 BEA SYSTEMS INC COMMON STOCK 073325102 10935 1073100 SOLE 1073100 BEA SYSTEMS INC CV CONVERTIBLE BONDS 073325AD4 4650 5000000 SOLE 5000000 BEAR STEARNS COMMON STOCK 073902108 22909 349145 DEFINED 03 349145 BEASLEY BROADCAST GRP CLA COMMON STOCK 074014101 1 100 SOLE 100 BEAZER HOMES USA INC COMMON STOCK 07556Q105 13040 221731 SOLE 221731 BECKMAN COULTER INC COMMON STOCK 075811109 11567 339900 DEFINED 02 339900 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 53475 1552700 SOLE 1552700 BED BATH & BEYOND INC. 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COMMON STOCK 090597105 455 15400 SOLE 15400 BIOMET INC. COMMON STOCK 090613100 125212 4085212 SOLE 4085212 BIOMARIN PHARMACEUTICAL I COMMON STOCK 09061G101 8551 753400 SOLE 753400 BIOVAIL CORP COMMON STOCK 09067J109 5570 139700 SOLE 139700 BIOLASE TECHNOLOGY INC COMMON STOCK 090911108 779 95000 SOLE 95000 BIOSITE INC COMMON STOCK 090945106 10021 260900 SOLE 260900 BIORELIANCE CORP COMMON STOCK 090951104 1969 101900 SOLE 101900 BLACK & DECKER CORPORATIO COMMON STOCK 091797100 9813 281465 DEFINED 03 281465 BLACK BOX CORP COMMON STOCK 091826107 1553 52400 SOLE 52400 BLACK HILLS CORP COMMON STOCK 092113109 14 500 SOLE 500 BLAIR CORP COMMON STOCK 092828102 658 28000 SOLE 28000 H & R BLOCK INCORPORATED COMMON STOCK 093671105 58928 1380330 DEFINED 03 1380330 BLUE RHINO CORP COMMON STOCK 095811105 558 54700 SOLE 54700 BLYTH INC. COMMON STOCK 09643P108 402 15800 SOLE 15800 BOB EVANS FARMS COMMON STOCK 096761101 805 33400 SOLE 33400 BOEING CO. COMMON STOCK 097023105 138195 5514525 DEFINED 03 5514525 BOISE CASCADE CORP COMMON STOCK 097383103 11 500 DEFINED 03 500 THE BOMBAY COMPANY INC. COMMON STOCK 097924104 892 163700 SOLE 163700 BORDERS GROUP COMMON STOCK 099709107 3988 271300 SOLE 271300 BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 10156 212300 SOLE 212300 BORLAND SOFTWARE CORP COMMON STOCK 099849101 688 74800 SOLE 74800 BOSTON BEER CO., INC COMMON STOCK 100557107 349 27800 SOLE 27800 BOSTON COMM GROUP COMMON STOCK 100582105 3525 225100 SOLE 225100 BOSTON PROPERTIES COMMON STOCK 101121101 121 3200 SOLE 3200 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 52552 1289300 SOLE 1289300 BOWNE & CO. 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COMMON STOCK 122014103 104508 2186529 DEFINED 02 03 2186529 BUSINESS OBJECTS SA ADR AMER DEP RECEIPT 12328X107 4684 286500 SOLE 286500 BUTLER MANUFACTURING CO COMMON STOCK 123655102 190 11600 SOLE 11600 CB BANCSHARES INC/HI COMMON STOCK 124785106 1477 30280 SOLE 30280 CBL & ASSOCIATES PPTYS IN COMMON STOCK 124830100 487 12000 SOLE 12000 CCC INFORMATION SVCS GRP COMMON STOCK 12487Q109 2281 141000 SOLE 141000 CBRL GROUP INC. 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COMMON STOCK 150921104 605 81900 SOLE 81900 CELESTICA INC COMMON STOCK 15101Q108 97 8500 SOLE 8500 CELESTICA INC CONVERTIBLE BONDS 15101QAA6 5000 10000000 SOLE 10000000 CELGENE CORPORATION COMMON STOCK 151020104 13030 499600 SOLE 499600 CEMEX SA-ADR AMER DEP RECEIPT 151290889 586 33570 DEFINED 02 03 33570 CENDANT CORPORATION COMMON STOCK 151313103 82727 6513900 SOLE 6513900 CENDANT CORP CV CONVERTIBLE BONDS 151313AH6 2497 2500000 SOLE 2500000 CENTENNIAL COMMUNICATIONS COMMON STOCK 15133V208 7 3800 SOLE 3800 CENTENE CORP COMMON STOCK 15135B101 1992 68200 SOLE 68200 CENTERPOINT PROPERTIES TR COMMON STOCK 151895109 185 3200 SOLE 3200 CENTERPOINT ENERGY COMMON STOCK 15189T107 3 425 DEFINED 03 425 CENTEX CORP COMMON STOCK 152312104 28945 532445 DEFINED 03 532445 CENTILLIUM COMMUNICATIONS COMMON STOCK 152319109 335 82700 SOLE 82700 CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 1289 35800 SOLE 35800 CENTRAL EURO DIST. 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ADR SPONSORED AMER DEP RECEIPT 26874R108 3997 59323 DEFINED 02 03 59323 EOG RESOURCES INC COMMON STOCK 26875P101 22216 561565 DEFINED 03 561565 E ON AG AMER DEP RECEIPT 268780103 2871 68557 DEFINED 02 03 68557 EPIQ SYSTEMS INC COMMON STOCK 26882D109 394 20500 SOLE 20500 ESB FINANCIAL CORP COMMON STOCK 26884F102 9 500 SOLE 500 ESS TECHNOLOGY COMMON STOCK 269151106 872 146300 SOLE 146300 E*TRADE GROUP INC COMMON STOCK 269246104 131 31200 SOLE 31200 E TRADE CV CONVERTIBLE BONDS 269246AB0 3180 4000000 SOLE 4000000 EARTHLINK INC COMMON STOCK 270321102 2 275 DEFINED 03 275 EAST WEST BANCORP INC. COMMON STOCK 27579R104 2594 84100 SOLE 84100 EASTERN AM NATURAL GAS COMMON STOCK 276217106 21 1100 SOLE 1100 EASTMAN CHEMICAL CO COMMON STOCK 277432100 51 1715 DEFINED 03 1715 EASTMAN KODAK CO. 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COMMON STOCK 292845104 7206 336400 SOLE 336400 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 595 15200 SOLE 15200 ENERGYSOUTH INC COMMON STOCK 292970100 58 2200 SOLE 2200 ENESCO GROUP INC COMMON STOCK 292973104 11 1500 SOLE 1500 ENNIS BUSINESS FORMS COMMON STOCK 293389102 1246 110000 SOLE 110000 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 485 121760 SOLE 121760 ENSTAR GROUP INC COMMON STOCK 29358R107 37 1000 SOLE 1000 ENTEGRIS INC COMMON STOCK 29362U104 583 58500 SOLE 58500 ENTERASYS NETWORKS INC COMMON STOCK 293637104 731 395000 SOLE 395000 ENTERGY CORP COMMON STOCK 29364G103 42940 891800 SOLE 891800 ENZO BIOCHEM INC COMMON STOCK 294100102 170 13000 SOLE 13000 EON LABS INC COMMON STOCK 29412E100 8253 309100 SOLE 309100 EQUINIX INC COMMON STOCK 29444U502 938 318122 SOLE 318122 EQUITABLE RES INC COMMON STOCK 294549100 24121 643045 DEFINED 03 643045 EQUITY INNS COMMON STOCK 294703103 1 100 SOLE 100 EQUITY OFFICE PROP. 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COMMON STOCK 296643109 915 78700 SOLE 78700 ESPIRITO SANTO FINL ADR AMER DEP RECEIPT 29665F200 3214 200728 SOLE 200728 ESSEX PROPERTY TRUST COMMON STOCK 297178105 141 2700 SOLE 2700 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 31035 1054520 SOLE 1054520 EVERGREEN RESOURCES INC COMMON STOCK 299900308 372 8200 SOLE 8200 EXACT SCIENCES CORP COMMON STOCK 30063P105 1615 156600 SOLE 156600 EXACTECH INC COMMON STOCK 30064E109 157 13900 SOLE 13900 EXCEL TECHNOLOGY INC COMMON STOCK 30067T103 1610 79200 SOLE 79200 EXELON CORPORATION COMMON STOCK 30161N101 320799 6357615 DEFINED 02 03 6357615 EXPEDIA INC CL A COMMON STOCK 302125109 2273 44000 SOLE 44000 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 2513 69900 SOLE 69900 EXPONENT INC COMMON STOCK 30214U102 7 500 SOLE 500 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 9624 172847 SOLE 172847 EXTENDED STAY AMER COMMON STOCK 30224P101 86 8500 SOLE 8500 EXXON MOBIL CORP COMMON STOCK 30231G102 486539 13920875 DEFINED 02 03 13920875 F & M BANCORP/MD COMMON STOCK 302367107 330 7500 SOLE 7500 FBL FINL GROUP INC -CL A COMMON STOCK 30239F106 140 7100 SOLE 7100 FEI COMPANY COMMON STOCK 30241L109 364 22800 SOLE 22800 FLIR SYSTEMS INC COMMON STOCK 302445101 3290 69400 SOLE 69400 FMC CORPORATION COMMON STOCK 302491303 13554 864400 SOLE 864400 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 3456 180000 SOLE 180000 FPL GROUP INC. 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COMMON STOCK 311900104 42 1507 SOLE 1507 FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 708317 13339298 DEFINED 03 13339298 FANNIE MAE COMMON STOCK 313586109 379509 5807315 DEFINED 03 5807315 FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 76 2500 SOLE 2500 FEDERATED DEPT STORES COMMON STOCK 31410H101 20214 721400 SOLE 721400 FED INVESTORS - CL B COMMON STOCK 314211103 16 639 SOLE 639 FEDEX CORPORATION COMMON STOCK 31428X106 88073 1599300 SOLE 1599300 FERRO CORP COMMON STOCK 315405100 274 12800 SOLE 12800 F5 NETWORKS INC COMMON STOCK 315616102 6934 549000 SOLE 549000 FIDELITY BANKSHARES INC COMMON STOCK 31604Q107 2005 109330 SOLE 109330 FIDELITY NAT FINL CORP COMMON STOCK 316326107 49297 1443523 DEFINED 03 1443523 FIFTH THIRD BANCORP COMMON STOCK 316773100 55 1100 DEFINED 03 1100 FILENET CORPORATION COMMON STOCK 316869106 821 78300 SOLE 78300 FINANCIAL FEDERAL CORP COMMON STOCK 317492106 458 24000 SOLE 24000 FINDWHAT.COM COMMON STOCK 317794105 158 15000 SOLE 15000 FINISAR CORPORATION COMMON STOCK 31787A101 8 10000 SOLE 10000 FINLAY ENTER. INC. COMMON STOCK 317884203 454 35900 SOLE 35900 FIRST BANCORP P R COMMON STOCK 318672102 2872 106450 SOLE 106450 FIRST BELL BANCORP COMMON STOCK 319301107 76 2900 SOLE 2900 FIRST BUSEY CORP COMMON STOCK 319383105 26 1100 SOLE 1100 FIRST CHARTER CORP COMMON STOCK 319439105 299 17100 SOLE 17100 FIRST CITIZENS BANCSH -A COMMON STOCK 31946M103 612 6500 SOLE 6500 FIRST COMMO FINL CORP COMMON STOCK 319829107 91 7800 SOLE 7800 FIRST COMMUNITY BANCSHARE COMMON STOCK 31983A103 1940 58800 SOLE 58800 FIRST COMMUNITY BANCORP COMMON STOCK 31983B101 2408 83300 SOLE 83300 FIRST FED CAP CORP COMMON STOCK 319960100 2892 142400 SOLE 142400 FIRST DATA CORP COMMON STOCK 319963104 94837 2562550 DEFINED 03 2562550 FIRST ESSEX BANCORP INC COMMON STOCK 320103104 746 24050 SOLE 24050 FIRST FINL BANCORP INC/OH COMMON STOCK 320209109 32 2000 SOLE 2000 FIRST FINL BANKSHARES INC COMMON STOCK 32020R109 160 4500 SOLE 4500 FIRST FINANCIAL HOLDINGS COMMON STOCK 320239106 1742 70600 SOLE 70600 FIRST HORIZON PHARM COMMON STOCK 32051K106 112 44150 SOLE 44150 FIRST INDL REALTY TRUST I COMMON STOCK 32054K103 40 1400 SOLE 1400 FIRST INDIANA CORP COMMON STOCK 32054R108 259 16375 SOLE 16375 FIRST OF LI CORP COMMON STOCK 320734106 17 500 SOLE 500 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 974 37725 SOLE 37725 FIRST NATIONAL CORP COMMON STOCK 320942105 61 2400 SOLE 2400 FIRST HEALTH GROUP CORP COMMON STOCK 320960107 2704 106300 SOLE 106300 FIRST NIAGARA FINANCIAL COMMON STOCK 33582V108 3407 289927 SOLE 289927 FIRST PLACE FINANCIAL COMMON STOCK 33610T109 436 28700 SOLE 28700 FIRST SENTINEL BANCORP IN COMMON STOCK 33640T103 419 30300 SOLE 30300 FIRST STATE BANCORP COMMON STOCK 336453105 558 26100 SOLE 26100 FIRST SOUTH BANCORP INC COMMON STOCK 33646W100 46 1400 SOLE 1400 FIRST TENNESSEE NATL COMMON STOCK 337162101 15423 388400 SOLE 388400 FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 1432 36500 SOLE 36500 FIRSTBANK CORP COMMON STOCK 33761G104 29 1000 SOLE 1000 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 1280 42400 SOLE 42400 FIRSTFED AMERICA BANCORP COMMON STOCK 337929103 879 31400 SOLE 31400 FLAGSTAR BANCORP INC COMMON STOCK 337930101 4539 172125 SOLE 172125 FIRSTENERGY CORP COMMON STOCK 337932107 54233 1721640 DEFINED 03 1721640 FISHER SCIENTIFIC INTL COMMON STOCK 338032204 6294 225100 SOLE 225100 FLEET BOSTON FINANCIAL COMMON STOCK 339030108 112400 4706800 DEFINED 03 4706800 FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 46 11300 SOLE 11300 FLEMING COMPANIES COMMON STOCK 339130106 1168 2336300 SOLE 2336300 FLORIDA EAST COAST INDS COMMON STOCK 340632108 213 8700 SOLE 8700 FLUOR CORP COMMON STOCK 343412102 27 800 SOLE 800 FLOWERS FOODS INC COMMON STOCK 343498101 1090 39800 SOLE 39800 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 1568 90110 SOLE 90110 FOCAL COMMUNICATIONS GRP COMMON STOCK 344155205 0 597 SOLE 597 FOOT LOCKER INC COMMON STOCK 344849104 6474 605000 SOLE 605000 FOOTHILL INDEPENDENT BANC COMMON STOCK 344905104 9 500 SOLE 500 FORD MOTOR COMPANY COMMON STOCK 345370860 47835 6361017 DEFINED 03 6361017 FORD MOTOR CAP TRST CV CONV PREF STOCK 345395206 4811 135000 SOLE 135000 FOREST LABS, INC COMMON STOCK 345838106 166998 3094265 DEFINED 03 3094265 FOREST OIL CORP COMMON STOCK 346091705 1688 75700 SOLE 75700 FORTUNE BRANDS INC COMMON STOCK 349631101 34382 802000 SOLE 802000 FOSSIL INC COMMON STOCK 349882100 2256 131000 SOLE 131000 FOUNDRY NETWORKS INC COMMON STOCK 35063R100 2269 282200 SOLE 282200 FOUNTAIN PWR BOAT INDS INC COMMON STOCK 350755302 6 1387 DEFINED 03 1387 4 KIDS ENTERTAINMENT INC COMMON STOCK 350865101 1123 95200 SOLE 95200 FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 97769 3665880 SOLE 3665880 FRANKLIN ELECTRIC CO COMMON STOCK 353514102 2335 49700 SOLE 49700 FRANKLIN FINANCIAL CORP COMMON STOCK 353523202 55 1900 SOLE 1900 FRANKLIN RESOURCES COMMON STOCK 354613101 50665 1539475 DEFINED 03 1539475 FREDS INC COMMON STOCK 356108100 40 1438 SOLE 1438 FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 16131 946100 SOLE 946100 FREMONT GENERAL CORP COMMON STOCK 357288109 1405 202200 SOLE 202200 FRIEDMAN'S INC CL A COMMON STOCK 358438109 678 70600 SOLE 70600 FRISCH'S RESTAURANTS INC COMMON STOCK 358748101 9 500 SOLE 500 FRONTIER AIRLINES INC COMMON STOCK 359065109 1908 384000 SOLE 384000 FRONTIER FINANCIAL CORP COMMON STOCK 35907K105 552 22400 SOLE 22400 FRONTIER OIL CORP COMMON STOCK 35914P105 44972 2629920 DEFINED 03 2629920 H.B. FULLER CO COMMON STOCK 359694106 479 20700 SOLE 20700 FURNITURE BRANDS INTL COMMON STOCK 360921100 14 697 SOLE 697 G & K SERVICES INC -CL A COMMON STOCK 361268105 679 28300 SOLE 28300 GA FINANCIAL INC COMMON STOCK 361437106 48 1900 SOLE 1900 GSI LUMONICS INC COMMON STOCK 36229U102 5078 1208970 SOLE 1208970 GSI COMMERCE INC COMMON STOCK 36238G102 3 1600 SOLE 1600 GTSI CORP COMMON STOCK 36238K103 362 54800 SOLE 54800 GABLES RESIDENTIAL TRUST COMMON STOCK 362418105 128 4800 SOLE 4800 GALYAN'S TRADING COMPANY COMMON STOCK 36458R101 29 2300 SOLE 2300 GAMESTOP CORP COMMON STOCK 36466R101 2852 237700 SOLE 237700 GANNETT CO COMMON STOCK 364730101 47293 671480 DEFINED 02 03 671480 GAP INC COMMON STOCK 364760108 159694 11020885 DEFINED 03 11020885 GARTNER INC - CL B COMMON STOCK 366651206 149 19800 SOLE 19800 OAO GAZPROM-SPON ADR AMER DEP RECEIPT 368287207 1896 158000 SOLE 158000 GEN-PROBE INC COMMON STOCK 36866T103 6208 274200 SOLE 274200 GENENTECH INC COMMON STOCK 368710406 51811 1479900 SOLE 1479900 GENERAL BINDING CORP COMMON STOCK 369154109 455 57600 SOLE 57600 GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 21714 394305 DEFINED 03 394305 GENERAL ELECTRIC CO. 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COMMON STOCK 373200203 7253 360300 SOLE 360300 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 3084 221900 DEFINED 02 221900 GERBER SCIENTIFIC INC COMMON STOCK 373730100 231 35100 SOLE 35100 GETTY IMAGES INC COMMON STOCK 374276103 9710 353614 SOLE 353614 GEVITY HR INC COMMON STOCK 374393106 243 35000 SOLE 35000 GIBRALTAR STEEL CORP. COMMON STOCK 37476F103 641 34400 SOLE 34400 GILEAD SCIENCES INC COMMON STOCK 375558103 337142 8029105 SOLE 8029105 GILLETTE COMPANY COMMON STOCK 375766102 19467 629145 DEFINED 03 629145 GILDAN ACTIVEWEAR INC CLA COMMON STOCK 375916103 162 6500 SOLE 6500 GLACIER BANCORP INC COMMON STOCK 37637Q105 1571 58700 SOLE 58700 GLAMIS GOLD LTD COMMON STOCK 376775102 4470 432300 SOLE 432300 GLAXOSMITHKLINE PLC ADR AMER DEP RECEIPT 37733W105 11336 321080 DEFINED 02 03 321080 GLOBAL IMAGING SYSTEMS COMMON STOCK 37934A100 3709 200500 SOLE 200500 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 2500 81900 SOLE 81900 GLOBESPAN VIRATA INC COMMON STOCK 37957V106 1155 256700 SOLE 256700 GOLD BANC CORP INC COMMON STOCK 379907108 88 11000 SOLE 11000 GOLD FIELDS LTD ADR AMER DEP RECEIPT 38059T106 4095 390000 SOLE 390000 GOLDCORP INC COMMON STOCK 380956409 2865 270000 SOLE 270000 GOLDEN TELECOM INC COMMON STOCK 38122G107 7 500 SOLE 500 GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 65263 907300 DEFINED 03 907300 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 39333 577740 DEFINED 03 577740 GOODRICH CORP COMMON STOCK 382388106 19213 1366500 SOLE 1366500 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 11133 2153400 SOLE 2153400 GRACO INC COMMON STOCK 384109104 1314 46775 SOLE 46775 W.W. GRAINGER INC. COMMON STOCK 384802104 498 11600 SOLE 11600 GRANT PRIDECO INC. COMMON STOCK 38821G101 7744 642100 SOLE 642100 GRAPHIC PKG CORP COMMON STOCK 388690109 324 58900 SOLE 58900 GRAY TELEVISION INC COMMON STOCK 389375106 2165 240500 SOLE 240500 GREAT LAKES CHEMCIAL CORP COMMON STOCK 390568103 619 27900 SOLE 27900 GREAT SOUTHERN BANCORP COMMON STOCK 390905107 244 6600 SOLE 6600 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 2 80 DEFINED 03 80 GREEN MOUNTAIN PWR COMMON STOCK 393154109 38 1900 SOLE 1900 GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 19560 436500 SOLE 436500 GREY GLOBAL GROUP INC COMMON STOCK 39787M108 3085 5000 SOLE 5000 GREY WOLF INC COMMON STOCK 397888108 1766 448300 SOLE 448300 GRIFFON CORP COMMON STOCK 398433102 2522 195500 SOLE 195500 GROUP 1 SOFTWARE INC COMMON STOCK 39943Y103 1139 63300 SOLE 63300 GROUPE DANONE AMER DEP RECEIPT 399449107 2 70 DEFINED 03 70 GRUPO CASA SABA DE-CV ADR AMER DEP RECEIPT 40048P104 5410 555400 SOLE 555400 GRUPO RADIO CENTRO ADR AMER DEP RECEIPT 40049C102 1046 425000 SOLE 425000 GRUPO TELEVISA SA SPONS GLOBAL DEP RECEIPT 40049J206 83144 3305940 SOLE 3305940 GTECH HOLDINGS CORP COMMON STOCK 400518106 29469 902300 SOLE 902300 GTECH HOLDINGS CV CONVERTIBLE BONDS 400518AB2 2805 2000000 SOLE 2000000 GUIDANT CORP COMMON STOCK 401698105 86729 2395825 DEFINED 03 2395825 GUITAR CENTER INC COMMON STOCK 402040109 1991 97745 SOLE 97745 GULF ISLAND FABRICATION COMMON STOCK 402307102 1232 70500 SOLE 70500 GULFMARK OFFSHORE INC COMMON STOCK 402629109 1002 74500 SOLE 74500 GYMBOREE CORP COMMON STOCK 403777105 23936 1591500 SOLE 1591500 HCA INC COMMON STOCK 404119109 63091 1525430 DEFINED 03 1525430 HSBC HOLDINGS PLC - ADR AMER DEP RECEIPT 404280406 3229 62528 DEFINED 02 03 62528 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 15113 1000200 SOLE 1000200 HALLIBURTON COMPANY COMMON STOCK 406216101 41525 2003160 DEFINED 02 03 2003160 HANCOCK FABRICS INC COMMON STOCK 409900107 2496 179600 SOLE 179600 JOHN HANCOCK FINANCIAL COMMON STOCK 41014S106 153968 5542400 SOLE 5542400 HANDLEMAN CO COMMON STOCK 410252100 1357 92300 SOLE 92300 HANGER ORTHOPEDIC GROUP INC COMMON STOCK 41043F208 2484 217325 DEFINED 03 217325 HANMI FINANCIAL CORP COMMON STOCK 410495105 672 39500 SOLE 39500 HARBOR FLORIDA BANCSHARES COMMON STOCK 411901101 3639 155800 SOLE 155800 HARLAND (JOHN H.) CO COMMON STOCK 412693103 4283 176200 SOLE 176200 HARLEY DAVIDSON INC. COMMON STOCK 412822108 212750 5357590 DEFINED 03 5357590 HARLEYSVILLE GROUP INC COMMON STOCK 412824104 152 6100 SOLE 6100 HARLEYSVILLE NATL CORP/PA COMMON STOCK 412850109 581 23900 SOLE 23900 HARMAN INTERNATIONAL COMMON STOCK 413086109 4475 76400 SOLE 76400 HARMONIC INC COMMON STOCK 413160102 2051 615800 SOLE 615800 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 3313 270900 SOLE 270900 HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 2456 68800 SOLE 68800 HARRIS CORP. COMMON STOCK 413875105 1105 39800 SOLE 39800 HARRIS INTERACTIVE INC COMMON STOCK 414549105 353 64400 SOLE 64400 HARSCO CORPORATION COMMON STOCK 415864107 5403 177200 SOLE 177200 HARTE-HANKS INC COMMON STOCK 416196103 767 40150 SOLE 40150 HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 19175 543345 DEFINED 03 543345 HARVEST NATURAL RESOURCES COMMON STOCK 41754V103 227 46700 SOLE 46700 HASBRO INCORPORATED COMMON STOCK 418056107 27344 1968640 DEFINED 03 1968640 HAWTHORNE FINL CORP COMMON STOCK 420542102 1877 63500 SOLE 63500 HEALTH MGMT ASSOC INC A COMMON STOCK 421933102 2045 107624 SOLE 107624 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 112 4600 SOLE 4600 HEADWATERS INC COMMON STOCK 42210P102 2555 181845 SOLE 181845 HEALTH CARE REIT INC COMMON STOCK 42217K106 165 6300 SOLE 6300 HEALTH NET INC COMMON STOCK 42222G108 13091 489000 SOLE 489000 HEALTHTRONICS SURGICAL COMMON STOCK 42222L107 1126 137800 SOLE 137800 HEARST-ARGYLE TELEVISION COMMON STOCK 422317107 480 23200 SOLE 23200 HECLA MINING COMMON STOCK 422704106 2516 764700 SOLE 764700 H.J. HEINZ COMPANY COMMON STOCK 423074103 913 31250 DEFINED 03 31250 HELMERICH & PAYNE COMMON STOCK 423452101 1604 62600 SOLE 62600 HERCULES, INC. COMMON STOCK 427056106 2274 261400 SOLE 261400 HERSHEY FOODS CORP COMMON STOCK 427866108 38085 607800 SOLE 607800 HEWLETT-PACKARD CO. COMMON STOCK 428236103 89057 5727117 DEFINED 03 5727117 HI-TECH PHARMACAL CO INC COMMON STOCK 42840B101 862 40000 SOLE 40000 HIBBETT SPORTING GOODS COMMON STOCK 428565105 894 36150 SOLE 36150 HIBERNIA CORP - CL A COMMON STOCK 428656102 6516 384200 SOLE 384200 HILLENBRAND INDUSTRIES COMMON STOCK 431573104 5 100 SOLE 100 HILTON HOTELS CORP CONVERTIBLE BONDS 432848AL3 3373 3500000 SOLE 3500000 HISPANIC BROADCASTING COR COMMON STOCK 43357B104 29389 1422530 SOLE 1422530 HOLLY CORP COMMON STOCK 435758305 4024 140500 SOLE 140500 HOLOGIC INC COMMON STOCK 436440101 2875 333900 SOLE 333900 HOME FEDERAL BANCORP - IN COMMON STOCK 436926109 158 6300 SOLE 6300 HOME DEPOT INC COMMON STOCK 437076102 92654 3803450 DEFINED 03 3803450 HONEYWELL INTL INC COMMON STOCK 438516106 94631 4430270 DEFINED 03 4430270 HORIZON FINANCIAL CORP COMMON STOCK 44041F105 105 7000 SOLE 7000 HORMEL FOODS CORP COMMON STOCK 440452100 42 2000 SOLE 2000 HOSPITALITY PPTYS TR COMMON STOCK 44106M102 124 4050 DEFINED 03 4050 HOST MARRIOTT CORP. COMMON STOCK 44107P104 35932 5192440 SOLE 5192440 HOT TOPIC, INC. COMMON STOCK 441339108 12698 544750 SOLE 544750 HOTELS.COM - CL A COMMON STOCK 44147T108 4591 79600 SOLE 79600 HOUSEHOLD INTERNATIONAL COMMON STOCK 441815107 91196 3334490 DEFINED 03 3334490 HOUSTON EXPLORATION CO COMMON STOCK 442120101 2549 94400 SOLE 94400 HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 17465 505500 SOLE 505500 HUB INTL LTD COMMON STOCK 44332P101 898 66700 SOLE 66700 HUBBELL INC COMMON STOCK 443510201 2 50 DEFINED 03 50 HUDSON RIVER BANCORP INC COMMON STOCK 444128102 607 26400 SOLE 26400 HUDSON UNITED BANCORP COMMON STOCK 444165104 2230 72400 SOLE 72400 HUMANA INC COMMON STOCK 444859102 2869 298825 DEFINED 03 298825 HUMBOLDT BANCORP COMMON STOCK 445069107 10 800 SOLE 800 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 9271 344400 SOLE 344400 HUNTINGTON BANCSHARES COMMON STOCK 446150104 3322 178700 SOLE 178700 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 5797 234500 SOLE 234500 HYDRIL CO COMMON STOCK 448774109 1032 41300 SOLE 41300 ICN PHARMACEUTICALS NEW COMMON STOCK 448924100 37 4100 SOLE 4100 ICT GROUP COMMON STOCK 44929Y101 1222 126500 SOLE 126500 IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 69850 2029416 SOLE 2029416 IDX SYSTEMS CORP COMMON STOCK 449491109 1344 85700 SOLE 85700 IMC GLOBAL INC COMMON STOCK 449669100 8220 854500 SOLE 854500 IMCO RECYCLING INC COMMON STOCK 449681105 499 78600 SOLE 78600 IMS HEALTH INC COMMON STOCK 449934108 8269 529694 SOLE 529694 ISTAR FINANCIAL INC COMMON STOCK 45031U101 8643 296310 DEFINED 03 296310 ITLA CAPITAL CORPORATION COMMON STOCK 450565106 2042 61800 SOLE 61800 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 9789 349600 SOLE 349600 IXIA COMMON STOCK 45071R109 1217 250500 SOLE 250500 IBERIABANK CORP COMMON STOCK 450828108 1834 45050 SOLE 45050 ITT INDUSTRIES INC. COMMON STOCK 450911102 27641 517500 DEFINED 03 517500 ICON PLC ADR AMER DEP RECEIPT 45103T107 43 1810 SOLE 1810 ICICI BANK SPON ADR AMER DEP RECEIPT 45104G104 93560 14850750 SOLE 14850750 IDINE REWARDS NETWORK COMMON STOCK 45168A100 969 130100 SOLE 130100 IDEXX LABORATORIES INC. COMMON STOCK 45168D104 2903 83000 SOLE 83000 IGATE CORP COMMON STOCK 45169U105 18 6200 SOLE 6200 IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 3877 546000 SOLE 546000 ILEX ONCOLOGY INC COMMON STOCK 451923106 102 11000 SOLE 11000 ILLINOIS TOOL WORKS COMMON STOCK 452308109 663 11400 SOLE 11400 IMATION CORPORATION COMMON STOCK 45245A107 3138 84300 SOLE 84300 IMCLONE SYSTEMS CV CONVERTIBLE BONDS 45245WAD1 1760 2000000 SOLE 2000000 IMAGISTICS INTL INC COMMON STOCK 45247T104 3234 173700 SOLE 173700 IMMUCOR INC COMMON STOCK 452526106 4149 189450 SOLE 189450 IMPAC MORTGAGE HOLDINGS COMMON STOCK 45254P102 9 700 SOLE 700 IMPAC MEDICAL SYSTEMS INC COMMON STOCK 45255A104 555 24900 SOLE 24900 IMPATH INC COMMON STOCK 45255G101 518 38400 SOLE 38400 INAMED CORP COMMON STOCK 453235103 7701 215300 SOLE 215300 INCO LTD. COMMON STOCK 453258402 1676 90000 SOLE 90000 INCO LTD CONVERTIBLE BONDS 453258AK1 6090 6000000 SOLE 6000000 INCYTE CORP COMMON STOCK 45337C102 16 5500 SOLE 5500 INDEPENDENCE CMNTY BK COR COMMON STOCK 453414104 15296 578300 SOLE 578300 INDEPENDENCE HOLDING CO COMMON STOCK 453440307 56 2900 SOLE 2900 INDEPENDENT BANK CORP COMMON STOCK 453836108 1341 67000 SOLE 67000 INDEPENDENT BANK CORP COMMON STOCK 453838104 2580 128357 SOLE 128357 INDYMAC MORTGAGE HLDGS COMMON STOCK 456607100 4392 225800 SOLE 225800 INET TECHNOLOGIES INC COMMON STOCK 45662V105 130 22000 SOLE 22000 INFINITY PROP & CASUALTY COMMON STOCK 45665Q103 1373 75000 SOLE 75000 INFOGRAMES INC COMMON STOCK 45665T107 2 900 SOLE 900 INFORMATICA CORP COMMON STOCK 45666Q102 4658 722100 SOLE 722100 INFOSPACE INC COMMON STOCK 45678T201 966 89400 SOLE 89400 INFOUSA INC COMMON STOCK 456818301 1141 237800 SOLE 237800 ING GROEP N.V. SPONSORED ADR AMER DEP RECEIPT 456837103 1786 148923 DEFINED 02 03 148923 INNOVEX INC/MN COMMON STOCK 457647105 644 98500 SOLE 98500 INSIGNIA SYSTEMS INC COMMON STOCK 45765Y105 1 200 SOLE 200 INSITUFORM TECHNOLOGIES I COMMON STOCK 457667103 178 13200 SOLE 13200 INSIGHT COMMUNICATIONS COMMON STOCK 45768V108 3789 317047 SOLE 317047 INSPIRE PHARMACEUTICALS COMMON STOCK 457733103 8045 513400 SOLE 513400 INTEGRAL SYSTEMS INC/MD COMMON STOCK 45810H107 375 17700 SOLE 17700 INTEGRATED DEVICE TECH COMMON STOCK 458118106 707 89000 SOLE 89000 INTEGRATED ELECTRICAL SVC COMMON STOCK 45811E103 233 54600 SOLE 54600 INTEGRATED CIRCUIT SYSTEM COMMON STOCK 45811K208 4796 221000 SOLE 221000 INTEL CORPORATION COMMON STOCK 458140100 364811 22198933 DEFINED 02 03 22198933 INTER-TEL INC COMMON STOCK 458372109 2628 175100 SOLE 175100 INTERDIGITAL COMM CORP COMMON STOCK 45866A105 2107 93100 SOLE 93100 INTERGRAPH CORP COMMON STOCK 458683109 434 25000 SOLE 25000 INTERMAGNETICS GENERAL CO COMMON STOCK 458771102 222 12424 SOLE 12424 INTERMET CORP COMMON STOCK 45881K104 110 30300 SOLE 30300 INTERMUNE INC COMMON STOCK 45884X103 3447 160700 SOLE 160700 INTL BANCSHARES CORP COMMON STOCK 459044103 1582 40750 SOLE 40750 INTL BUSINESS MAC CORP COMMON STOCK 459200101 434512 5539986 DEFINED 02 03 5539986 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 173883 5592886 SOLE 5592886 INTL GAME TECHNOLOGY COMMON STOCK 459902102 121787 1487020 SOLE 1487020 INTL MULTIFOODS CORP COMMON STOCK 460043102 178 9200 SOLE 9200 INTL PAPER CO COMMON STOCK 460146103 76866 2274140 SOLE 2274140 INTL RECTIFIER CORP. COMMON STOCK 460254105 30829 1567300 SOLE 1567300 INTERPOOL INC. COMMON STOCK 46062R108 655 48700 SOLE 48700 INTERPUBLIC GROUP CNV CONVERTIBLE BONDS 460690AF7 2350 2500000 SOLE 2500000 INTERSTATE BAKERIES CORP DEL COMMON STOCK 46072H108 3 260 DEFINED 03 260 INTRAWEST CORP COMMON STOCK 460915200 1458 139700 SOLE 139700 INTERTAN INC COMMON STOCK 461120107 6 1300 SOLE 1300 INTRADO INC COMMON STOCK 46117A100 99 12500 SOLE 12500 INTUIT INC COMMON STOCK 461202103 2061 55400 SOLE 55400 INVACARE CORP COMMON STOCK 461203101 66 2100 SOLE 2100 INVESTMENT TECH GROUP COMMON STOCK 46145F105 59 4200 SOLE 4200 INVISION TECHNOLOGIES INC COMMON STOCK 461851107 4051 180300 SOLE 180300 INVITROGEN CORP COMMON STOCK 46185R100 2175 71000 SOLE 71000 INVITROGEN CORP CONVERTIBLE BONDS 46185RAB6 3820 4000000 SOLE 4000000 INVESTORS FIN. 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JILL GROUP INC COMMON STOCK 466189107 1793 154550 SOLE 154550 - -/+MORGAN CHASE & CO COMMON STOCK 46625H100 256265 10720380 DEFINED 02 03 10720380 JSC MMC NORILSK NICKL-ADR AMER DEP RECEIPT 46626D108 2056 80000 SOLE 80000 J2 GLOBAL COMMUNICATIONS COMMON STOCK 46626E205 5068 177900 SOLE 177900 JABIL CIRCUIT INC COMMON STOCK 466313103 875 50000 SOLE 50000 JACK IN THE BOX, INC. COMMON STOCK 466367109 4 200 SOLE 200 JAKKS PACIFIC INC COMMON STOCK 47012E106 252 24300 SOLE 24300 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 3661 321400 SOLE 321400 JARDEN CORP COMMON STOCK 471109108 6677 256800 SOLE 256800 JEFFERSON-PILOT COMMON STOCK 475070108 4053 105300 DEFINED 03 105300 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 5067 182850 SOLE 182850 JO-ANN STORES CL A COMMON STOCK 47758P109 2872 143600 SOLE 143600 JOHNSON & JOHNSON COMMON STOCK 478160104 428487 7395025 DEFINED 02 03 7395025 JOHNSON CONTROLS COMMON STOCK 478366107 19309 266186 DEFINED 03 266186 JONES APPAREL GROUP COMMON STOCK 480074103 1517 55300 SOLE 55300 JOS A BANK CLOTHIERS INC. COMMON STOCK 480838101 1824 74700 SOLE 74700 JOURNAL REGISTER CO COMMON STOCK 481138105 287 18800 SOLE 18800 JUNIPER NETWORKS INC COMMON STOCK 48203R104 20318 2486880 SOLE 2486880 JUNIPER NETWORKS INC CONVERTIBLE BONDS 48203RAA2 3848 4500000 SOLE 4500000 KLA-TENCOR CORPORATION COMMON STOCK 482480100 5815 161800 SOLE 161800 K-SWISS INC - CL A COMMON STOCK 482686102 3771 147600 SOLE 147600 KANSAS CITY SOUTHERN COMMON STOCK 485170302 118 10500 SOLE 10500 KB HOME COMMON STOCK 48666K109 25753 566620 DEFINED 03 566620 KELLOGG COMPANY COMMON STOCK 487836108 26858 876300 DEFINED 02 03 876300 KELLWOOD COMPANY COMMON STOCK 488044108 6378 220400 SOLE 220400 KELLY SERVICES CL A COMMON STOCK 488152208 189 8800 SOLE 8800 KERR-MCGEE CORP COMMON STOCK 492386107 25556 629300 SOLE 629300 KERR-MCGEE CORP CONVERTIBLE BONDS 492386AP2 6390 6000000 SOLE 6000000 KEY ENERGY SERVICES COMMON STOCK 492914106 7053 699700 SOLE 699700 KEYCORP COMMON STOCK 493267108 47960 2125900 SOLE 2125900 KEYSTONE AUTOMOTIVE INDS COMMON STOCK 49338N109 1191 67200 SOLE 67200 KIMBALL INTERNATIONAL -B COMMON STOCK 494274103 670 48000 SOLE 48000 KILROY REALTY CORP COMMON STOCK 49427F108 62 2800 SOLE 2800 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 48179 1044325 DEFINED 02 03 1044325 KIMCO REALTY CORP COMMON STOCK 49446R109 183 5200 SOLE 5200 KINDER MORGAN, INC. COMMON STOCK 49455P101 52875 1175000 SOLE 1175000 KINDER MORGAN MGMT LLC COMMON STOCK 49455U100 128522 3972859 SOLE 3972859 KINROSS GOLD CORP COMMON STOCK 496902206 2620 425290 SOLE 425290 KNIGHT-RIDDER INC COMMON STOCK 499040103 515 8800 SOLE 8800 KNIGHT TRANSPORTATION INC COMMON STOCK 499064103 2532 128575 SOLE 128575 KOHLS CORPORATION COMMON STOCK 500255104 207300 3663835 DEFINED 03 3663835 KONINKLIJKE PHILIPS ELECTRS AMER DEP RECEIPT 500472303 1968 123397 DEFINED 02 03 123397 KOPIN CORP COMMON STOCK 500600101 448 88900 SOLE 88900 KRAFT FOODS INC-A COMMON STOCK 50075N104 31872 1130200 SOLE 1130200 KROGER COMPANY COMMON STOCK 501044101 67216 5111500 SOLE 5111500 KULICKE & SOFFA IND. 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OF AMERICA COMMON STOCK 50540R409 1161 39166 SOLE 39166 LABRANCHE & COMPANY COMMON STOCK 505447102 7352 400000 SOLE 400000 LADISH COMPANY INC COMMON STOCK 505754200 134 30000 SOLE 30000 LAFARGE NORTH AMERICA INC COMMON STOCK 505862102 5090 175200 SOLE 175200 LAKELAND BANCORP INC COMMON STOCK 511637100 6 400 SOLE 400 LAKELAND FINANCIAL CORP COMMON STOCK 511656100 13 500 SOLE 500 LAM RESEARCH CORP CONVERTIBLE BONDS 512807AE8 4089 4500000 SOLE 4500000 LAMAR ADVERTISING CO COMMON STOCK 512815101 7663 261100 SOLE 261100 LANDAUER INC COMMON STOCK 51476K103 892 24300 SOLE 24300 LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 3490 87800 SOLE 87800 LANDSTAR SYSTEM INC COMMON STOCK 515098101 3904 67900 SOLE 67900 LANNETT CO INC COMMON STOCK 516012101 1124 101700 SOLE 101700 LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 74 6200 SOLE 6200 LATTICE SEMICONDUCTOR COMMON STOCK 518415104 166 22000 SOLE 22000 LATTICE SEMICONDUCTOR CV CONVERTIBLE BONDS 518415AC8 2801 3000000 SOLE 3000000 ESTEE LAUDER CL A COMMON STOCK 518439104 30145 992920 SOLE 992920 LAWSON PRODUCTS COMMON STOCK 520776105 39 1500 SOLE 1500 LAWSON SOFTWARE COMMON STOCK 520780107 557 120066 SOLE 120066 LEAR CORP. COMMON STOCK 521865105 15437 436700 SOLE 436700 LEAPFROG ENTERPRISES INC COMMON STOCK 52186N106 2189 91800 SOLE 91800 LEGATO SYSTEMS INC COMMON STOCK 524651106 1228 239400 SOLE 239400 LEGGETT & PLATT INC COMMON STOCK 524660107 923 50500 SOLE 50500 LEHMAN BROTHERS HLDNGS IN COMMON STOCK 524908100 2553 44200 SOLE 44200 LENNAR CORP. COMMON STOCK 526057104 34149 637700 SOLE 637700 LENNOX INTERNATIONAL INC COMMON STOCK 526107107 3941 273700 SOLE 273700 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 422 11800 SOLE 11800 LEVEL THREE CONVERTIBLE BONDS 52729NAG5 3291 6500000 SOLE 6500000 LEXAR MEDIA INC COMMON STOCK 52886P104 1997 608800 SOLE 608800 LEXMARK INTERNATIONAL INC COMMON STOCK 529771107 50387 752600 SOLE 752600 LIBBEY INC COMMON STOCK 529898108 8 337 SOLE 337 LIBERTY MEDIA GROUP PCS CONVERTIBLE BONDS 530715AG6 25675 44750000 SOLE 44750000 LIBERTY MEDIA CONVERTIBLE BONDS 530715AL5 9785 17750000 SOLE 17750000 LIBERTY MEDIA (MOT) CV CONVERTIBLE BONDS 530715AN1 11375 17500000 SOLE 17500000 LIBERTY MEDIA (VIA/B) CONVERTIBLE BONDS 530715AR2 60856 65000000 SOLE 65000000 LIBERTY MEDIA CORP COMMON STOCK 530718105 100880 10367865 DEFINED 03 10367865 LIFECORE BIOMEDICAL INC COMMON STOCK 532187101 4 1000 SOLE 1000 LIFELINE SYSTEMS INC COMMON STOCK 532192101 453 22200 SOLE 22200 LILLY (ELI) & CO COMMON STOCK 532457108 46136 807250 DEFINED 03 807250 LIMITED BRANDS INC COMMON STOCK 532716107 20621 1602290 SOLE 1602290 LINCARE HOLDINGS INC. 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COMMON STOCK 556100105 2035 168500 SOLE 168500 STEVEN MADDEN LTD COMMON STOCK 556269108 304 19400 SOLE 19400 MAGMA DESIGN AUTOMATION COMMON STOCK 559181102 614 79200 SOLE 79200 MAGNUM HUNTER COMMON STOCK 55972F203 399 71800 SOLE 71800 MAIN STREET BANKS INC COMMON STOCK 56034R102 186 10100 SOLE 10100 MAINSOURCE FINANCIAL GRP COMMON STOCK 56062Y102 82 3500 SOLE 3500 MANDALAY RESORT GROUP COMMON STOCK 562567107 20127 730300 SOLE 730300 MANITOWOC COMPANY COMMON STOCK 563571108 323 19228 SOLE 19228 MANOR CARE INC. 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COMMON STOCK 872625108 215 16400 SOLE 16400 TXU CORPORATION COMMON STOCK 873168108 35704 2000200 SOLE 2000200 TAIWAN SEMICNDUCTR ADR AMER DEP RECEIPT 874039100 174 25400 SOLE 25400 TAKE-TWO INTERACTIVE SFTW COMMON STOCK 874054109 29551 1322200 SOLE 1322200 TALBOTS INC. COMMON STOCK 874161102 12026 467200 SOLE 467200 TALK AMERICA HOLDINGS COMMON STOCK 87426R202 968 133600 SOLE 133600 TALX CORP COMMON STOCK 874918105 58 4500 SOLE 4500 TANGER FACTORY OUTLET CTR COMMON STOCK 875465106 151 4900 SOLE 4900 TANOX INC COMMON STOCK 87588Q109 255 19700 SOLE 19700 TARGET CORP COMMON STOCK 87612E106 69697 2381970 DEFINED 03 2381970 TECHNICAL OLYMPIC USA INC COMMON STOCK 878483106 32 1900 SOLE 1900 TECUMSEH PRODS CO COMMON STOCK 878895200 7 170 DEFINED 03 170 TEKELEC COMMON STOCK 879101103 1240 142900 SOLE 142900 TELECOM ITALIA SPA AMER DEP RECEIPT 87927W106 11 155 DEFINED 03 155 TELEDYNE TECH INC COMMON STOCK 879360105 2042 161300 SOLE 161300 TELEFONICA S.A. 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COMMON STOCK 904034105 1751 146300 SOLE 146300 UNIFIRST CORP COMMON STOCK 904708104 773 50000 SOLE 50000 UNILEVER PLC AMER DEP RECEIPT 904767704 15 384 DEFINED 03 384 UNILEVER NV - NY SHARES AMER DEP RECEIPT 904784709 5766 97000 SOLE 97000 UNION BANKSHARES CORP COMMON STOCK 905399101 198 7400 SOLE 7400 UNION PACIFIC COMMON STOCK 907818108 19283 350600 SOLE 350600 UNION PLANTERS CORP COMMON STOCK 908068109 7111 270500 SOLE 270500 UNIONBANCAL CORP COMMON STOCK 908906100 15476 392600 SOLE 392600 UNISOURCE ENERGY CORP COMMON STOCK 909205106 169 9770 DEFINED 03 9770 UNISYS CORPORATION COMMON STOCK 909214108 1837 198415 DEFINED 03 198415 UNIT CORP COMMON STOCK 909218109 7459 367600 SOLE 367600 UNITED AUTO GROUP INC COMMON STOCK 909440109 2362 201000 SOLE 201000 UNITED COMMUNITY FINL COR COMMON STOCK 909839102 27 3100 SOLE 3100 UNITED CAPITAL CORP COMMON STOCK 909912107 75 2000 SOLE 2000 UNITED FIRE & CASUALTY CO COMMON STOCK 910331107 69 2300 SOLE 2300 UNITED INDUSTRIAL CORP COMMON STOCK 910671106 1041 83600 SOLE 83600 UNITED NATURAL FOODS INC COMMON STOCK 911163103 5100 200000 SOLE 200000 UNITED ONLINE INC COMMON STOCK 911268100 3189 185000 SOLE 185000 UNITED PANAM FINANCIAL COMMON STOCK 911301109 22 2800 SOLE 2800 UNITED PARCEL SERVICE CLB COMMON STOCK 911312106 40179 704880 DEFINED 03 704880 UNITED RENTALS INC COMMON STOCK 911363109 15 1560 SOLE 1560 US CELLULAR CORP COMMON STOCK 911684108 220 9300 SOLE 9300 US INDUSTRIES INC COMMON STOCK 912080108 441 111400 SOLE 111400 US STEEL CORP COMMON STOCK 912909108 1261 128300 SOLE 128300 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 5933 320900 SOLE 320900 UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 61243 1059890 DEFINED 03 1059890 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 2065 119800 SOLE 119800 UNITEDGLOBALCOM, INC. A COMMON STOCK 913247508 5352 1754700 SOLE 1754700 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 4069 44390 DEFINED 03 44390 UNITIL CORP COMMON STOCK 913259107 35 1400 SOLE 1400 UNIVERSAL CORP COMMON STOCK 913456109 3398 90000 SOLE 90000 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 1739 112200 SOLE 112200 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 4636 113700 SOLE 113700 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 47377 1932970 SOLE 1932970 UNOCAL CORP. COMMON STOCK 915289102 25326 962600 DEFINED 02 962600 UNIZAN FIN CORP COMMON STOCK 91528W101 755 41200 SOLE 41200 UNOVA INC COMMON STOCK 91529B106 188 35000 SOLE 35000 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 96101 9806185 DEFINED 03 9806185 URBAN OUTFITTERS INC COMMON STOCK 917047102 5517 245200 SOLE 245200 URSTADT BIDDLE PROPERTIES COMMON STOCK 917286106 12 1000 SOLE 1000 UTSTARCOM INC COMMON STOCK 918076100 75120 3757900 SOLE 3757900 VCA ANTECH INC COMMON STOCK 918194101 1290 83400 SOLE 83400 VALERO ENERGY CORP COMMON STOCK 91913Y100 26545 641500 SOLE 641500 VALMONT INDUSTRIES COMMON STOCK 920253101 1255 58100 SOLE 58100 VALUEVISION MEDIA INC A COMMON STOCK 92047K107 4783 475000 SOLE 475000 VARCO INTERNATIONAL INC COMMON STOCK 922122106 18543 1012720 SOLE 1012720 VARIAN INC. COMMON STOCK 922206107 1700 59300 DEFINED 02 59300 VARIAN SEMICONDUCTOR EQUIP. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,132 Form 13F Information Table Value Total: $40,632,657 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-----