-----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, BUeNlBIhMwkm1h/XDjuGqs2U0kaTdWvK49nrvAim23DGxnHqWXiEoTYqiptghKpG UcqDpDUg3tTMBaRqp1xCQA== 0000728889-06-001007.txt : 20061113 0000728889-06-001007.hdr.sgml : 20061113 20061113155328 ACCESSION NUMBER: 0000728889-06-001007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061113 DATE AS OF CHANGE: 20061113 EFFECTIVENESS DATE: 20061113 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: 061208865 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 form13f0906ofi.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Sep 30, 2006 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OppenheimerFunds, Inc. Address: 6803 S. Tucson Way Centennial, CO 80112-3924 Form 13F File Number: 28-203 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Brian Dvorak Title: Vice President Compliance Phone: (303) 768-1133 (For questions related to current holdings or cusips included, contact Steve McCandless at 303.768.2958) Signature, Place, and Date of Signing: Brian Dvorak Centennial, CO Nov 13, 2006 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Russell Investment Group 28-01190 ABX AIR INC - W/I COMMON STOCK 00080S101 130 23200 SOLE 23200 ACCO BRANDS CORP COMMON STOCK 00081T108 11471 515315 DEFINED 03 515315 A C MOORE ARTS & CRAFTS INC COMMON STOCK 00086T103 1 48 DEFINED 03 48 ADE CORP/MA COMMON STOCK 00089C107 11271 352000 DEFINED 02 352000 ABM INDUSTRIES INC COMMON STOCK 000957100 520 27700 DEFINED 02 27700 AEP INDUSTRIES INC COMMON STOCK 001031103 960 22895 SOLE 22895 AFC ENTERPRISES INC COMMON STOCK 00104Q107 3639 252063 DEFINED 02 252063 AFLAC INC COMMON STOCK 001055102 1317 28785 DEFINED 02 03 28785 AGCO CORP COMMON STOCK 001084102 10630 419308 DEFINED 02 419308 AES CORPORATION COMMON STOCK 00130H105 268516 13168994 DEFINED 02 03 13168994 AK STEEL HLDG CORP COMMON STOCK 001547108 22765 1875243 DEFINED 02 1875243 AMB PROPERTY CORP COMMON STOCK 00163T109 2898 52600 DEFINED 02 52600 AMICAS INC COMMON STOCK 001712108 418 140300 SOLE 140300 AMR CORPORATION - DEL COMMON STOCK 001765106 85365 3689085 DEFINED 02 3689085 AT&T INC COMMON STOCK 00206R102 398826 12248948 DEFINED 02 03 12248948 ATMI INC COMMON STOCK 00207R101 27872 958790 SOLE 958790 AVX CORP COMMON STOCK 002444107 5642 318960 SOLE 318960 AZZ INC COMMON STOCK 002474104 6526 178800 DEFINED 02 178800 AARON RENTS INC COMMON STOCK 002535201 3113 135480 DEFINED 02 03 135480 ABAXIS INC COMMON STOCK 002567105 3293 140767 SOLE 140767 ABBOTT LABORATORIES COMMON STOCK 002824100 178460 3675037 DEFINED 02 03 3675037 ABER DIAMOND CORP COMMON STOCK 002893105 1915 60000 SOLE 60000 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 7587 109200 SOLE 109200 ACACIA RESEARCH COMMON STOCK 003881307 1445 127321 SOLE 127321 ACADIA REALTY TRUST COMMON STOCK 004239109 1114 43700 SOLE 43700 ACCREDITED HOME LENDERS COMMON STOCK 00437P107 5180 144117 SOLE 144117 ACE CASH EXPRESS INC. COMMON STOCK 004403101 789 26400 SOLE 26400 ACTIVISION INC COMMON STOCK 004930202 46750 3095995 DEFINED 03 3095995 ACTEL CORPORATION COMMON STOCK 004934105 4478 287929 DEFINED 02 03 287929 ACTUATE CORPORATION COMMON STOCK 00508B102 1685 381223 SOLE 381223 ACTUANT CORP-CL A COMMON STOCK 00508X203 46710 932338 DEFINED 03 932338 ACUITY BRANDS INC COMMON STOCK 00508Y102 28261 622498 DEFINED 02 622498 ACXIOM CORPORATION COMMON STOCK 005125109 5162 209328 DEFINED 03 209328 ADAMS RESPIRATORY THERA COMMON STOCK 00635P107 7392 202030 SOLE 202030 ADAPTEC INC. COMMON STOCK 00651F108 56 12700 DEFINED 02 12700 ADMINISTAFF INC COMMON STOCK 007094105 16500 489624 DEFINED 02 03 489624 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 607872 16231572 DEFINED 02 03 16231572 ADOLOR CORPORATION COMMON STOCK 00724X102 1776 128100 DEFINED 02 128100 ADTRAN INC COMMON STOCK 00738A106 1395 58500 SOLE 58500 ADVANCE AMERICA CASH ADV COMMON STOCK 00739W107 816 56596 SOLE 56596 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 6 200 DEFINED 02 200 ADVANCED MARKETING SVCS INC COMMON STOCK 00753T105 3 1000 DEFINED 03 1000 ADVISORY BOARD CO COMMON STOCK 00762W107 16033 317347 DEFINED 02 317347 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 973 24600 DEFINED 02 24600 ADVANCED MED OPT EYE CV CONVERTIBLE BONDS 00763MAG3 3121 3005000 DEFINED 03 3005000 AEROPOSTALE INC COMMON STOCK 007865108 13869 474500 DEFINED 02 474500 ADVANCED MICRO DEVICES COMMON STOCK 007903107 1067826 42970859 DEFINED 02 03 42970859 AEGON NV COMMON STOCK 007924103 3 141 DEFINED 03 141 ADVANTA CORP-CL B COMMON STOCK 007942204 11653 315802 SOLE 315802 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 5996 351902 SOLE 351902 ADVENT SOFTWARE INC COMMON STOCK 007974108 12077 333519 DEFINED 02 333519 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 9169 187500 SOLE 187500 AETHER HLDGS INC COMMON STOCK 00809C106 505 85000 SOLE 85000 AETNA INC-NEW COMMON STOCK 00817Y108 234161 5920621 DEFINED 02 03 5920621 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 234257 4517095 DEFINED 03 4517095 AFFILIATED MANAGERS GR COMMON STOCK 008252108 101197 1010864 DEFINED 03 1010864 AFFYMETRIX, INC. COMMON STOCK 00826T108 55399 2569512 SOLE 2569512 AFFIRMATIVE INSURANCE HLD COMMON STOCK 008272106 781 53304 SOLE 53304 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 3648 205424 SOLE 205424 AGERE SYSTEMS INC COMMON STOCK 00845V308 9218 617436 SOLE 617436 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 3028 3005000 DEFINED 03 3005000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 142604 4362313 DEFINED 03 4362313 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 33686 1082100 SOLE 1082100 AGILYSYS INC COMMON STOCK 00847J105 5656 402883 DEFINED 02 03 402883 AGREE REALTY CORP COMMON STOCK 008492100 2492 75866 SOLE 75866 AIR METHODS CORP COMMON STOCK 009128307 2487 105399 SOLE 105399 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 73895 1113376 DEFINED 02 03 1113376 AIRGAS INC COMMON STOCK 009363102 1546 42749 SOLE 42749 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 10 1000 DEFINED 02 1000 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 2343 46860 DEFINED 02 46860 AKZO NOBEL NV SPONSORE AMER DEP RECEIPT 010199305 2 40 DEFINED 03 40 ALABAMA NATL BANCORPORATI COMMON STOCK 010317105 668 9800 DEFINED 02 9800 ALASKA AIR GROUP INC COMMON STOCK 011659109 23007 604789 DEFINED 02 03 604789 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 7504 565501 DEFINED 02 03 565501 ALBANY INTL CORP CL A COMMON STOCK 012348108 11501 361442 SOLE 361442 ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 1131 120800 SOLE 120800 ALBERMARLE CORP. COMMON STOCK 012653101 6225 114580 DEFINED 02 114580 ALCOA INC COMMON STOCK 013817101 19035 678853 DEFINED 02 03 678853 ALDERWOODS GROUP INC COMMON STOCK 014383103 2695 135900 SOLE 135900 ALERIS INTERNATIONAL INC COMMON STOCK 014477103 12410 245552 SOLE 245552 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 27478 619304 DEFINED 03 619304 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 15965 170200 DEFINED 02 170200 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 1743 51300 DEFINED 02 51300 ALFA CORPORATION COMMON STOCK 015385107 97 5600 SOLE 5600 ALKERMES INC COMMON STOCK 01642T108 176 11100 DEFINED 02 11100 ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 7 105 DEFINED 03 105 ALLETE INC COMMON STOCK 018522300 1728 39762 SOLE 39762 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 119906 2172606 DEFINED 02 03 2172606 ALLIANT ENERGY CORP COMMON STOCK 018802108 21430 599781 DEFINED 02 03 599781 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 15178 187243 SOLE 187243 ALLIANT TECHSYS ATK CONVERTIBLE BONDS 018804AH7 6 5000 DEFINED 03 5000 Allianz AG ADR AMER DEP RECEIPT 018805101 1642 94735 DEFINED 02 03 94735 ALLIED CAP CORP NEW COMMON STOCK 01903Q108 17 564 DEFINED 03 564 ALLIED DEFENSE GROUP INC COMMON STOCK 019118108 102 6200 DEFINED 02 6200 ALLIED IRISH BKS P L C AMER DEP RECEIPT 019228402 4 74 DEFINED 03 74 ALLSTATE CORPORATION COMMON STOCK 020002101 168154 2680594 DEFINED 02 03 2680594 ALLTEL CORP COMMON STOCK 020039103 18059 325395 DEFINED 02 03 325395 ALNYLAM PHARMACEUTICALS COMMON STOCK 02043Q107 356 24700 SOLE 24700 ALON USA ENERGY COMMON STOCK 020520102 2014 68300 SOLE 68300 ALPHARMA INC COMMON STOCK 020813101 21680 926928 DEFINED 02 03 926928 ALTERA CORPORATION COMMON STOCK 021441100 218363 11880446 DEFINED 02 11880446 ALTIRIS INC COMMON STOCK 02148M100 4093 194087 DEFINED 02 194087 ALTRIA GROUP INC COMMON STOCK 02209S103 931397 12167175 DEFINED 02 03 12167175 AMAZON COM INC COMMON STOCK 023135106 217 6766 DEFINED 03 6766 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 264555 3197042 DEFINED 02 03 3197042 AMBASSADORS GROUP INC COMMON STOCK 023177108 11327 400534 DEFINED 02 400534 AMDOCS LIMITED CONVERTIBLE BONDS 02342TAD1 5349 5005000 DEFINED 03 5005000 AMERCO COMMON STOCK 023586100 2218 29913 SOLE 29913 AMEREN CORP COMMON STOCK 023608102 2 31 DEFINED 03 31 AMERICA MOVIL-ADR SER L AMER DEP RECEIPT 02364W105 308904 7846177 DEFINED 03 7846177 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 340 8615 DEFINED 02 03 8615 AMERICAN COMMERCIAL LINES COMMON STOCK 025195207 5297 89100 SOLE 89100 AMERICAN ECOLOGY COMMON STOCK 025533407 2025 102559 SOLE 102559 AMERICAN ELEC POWER COMMON STOCK 025537101 79900 2196877 DEFINED 02 03 2196877 AMERICAN EAGLE OUTFITTERS IN COMMON STOCK 02553E106 14026 320029 DEFINED 03 320029 AMERICAN EQUITY INVT LIFE COMMON STOCK 025676206 3541 288600 SOLE 288600 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 50267 896351 DEFINED 02 03 896351 AMERICAN FINL GROUP INC COMMON STOCK 025932104 7100 151300 DEFINED 02 151300 AMER GREETINGS CORP COMMON STOCK 026375105 13794 596617 DEFINED 02 03 596617 AMERICAN HOME MTG INVT CORP COMMON STOCK 02660R107 10206 292696 DEFINED 02 03 292696 AMERICAN INTERNTL GP COMMON STOCK 026874107 590458 8911232 DEFINED 02 03 8911232 **AMERICAN PHYSICIANS INC COMMON STOCK 028884104 6431 132933 DEFINED 02 132933 AMERICAN RAILCAR INDSTRY COMMON STOCK 02916P103 2855 98076 SOLE 98076 AMERICAN REPROGRAPHICS COMMON STOCK 029263100 11291 352190 SOLE 352190 AMERICAN STD COS INC DEL COMMON STOCK 029712106 0 11 DEFINED 03 11 AMERICAN TOWER CORP COMMON STOCK 029912201 160203 4389110 DEFINED 02 03 4389110 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AR3 4708 2504000 DEFINED 03 2504000 AMERICAN WOODMARK COMMON STOCK 030506109 3851 114315 DEFINED 02 114315 AMERICREDIT CORP COMMON STOCK 03060R101 20367 815027 DEFINED 02 815027 AMERON INTL CORP COMMON STOCK 030710107 4622 69573 SOLE 69573 AMERUS GROUP CO COMMON STOCK 03072M108 19807 291243 SOLE 291243 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 60626 1341307 DEFINED 02 03 1341307 AMERIGROUP CORP COMMON STOCK 03073T102 16344 553100 DEFINED 02 553100 AMERIPRISE FINANCIAL W/I COMMON STOCK 03076C106 38801 827330 DEFINED 02 03 827330 AMETEK INC COMMON STOCK 031100100 42640 979110 DEFINED 03 979110 AMGEN INCORPORATED COMMON STOCK 031162100 304574 4257981 DEFINED 02 03 4257981 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 6896 1336472 DEFINED 02 1336472 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 3226 104294 SOLE 104294 AMPHENOL CORP. CL A COMMON STOCK 032095101 32366 522615 DEFINED 03 522615 AMREP CORP COMMON STOCK 032159105 880 18000 SOLE 18000 AMSOUTH BANCORPORATION COMMON STOCK 032165102 13 463 DEFINED 03 463 ANADARKO PETROLEUM CRP COMMON STOCK 032511107 50325 1148194 DEFINED 02 03 1148194 ANALOG DEVICES INC. COMMON STOCK 032654105 53248 1811778 DEFINED 02 03 1811778 ANALOGIC CORP COMMON STOCK 032657207 421 8200 SOLE 8200 ANAREN MICROWAVE INC COMMON STOCK 032744104 4142 196575 SOLE 196575 ANDERSONS INC COMMON STOCK 034164103 4003 117222 SOLE 117222 ANDREW CORP COMMON STOCK 034425108 109 11800 DEFINED 02 11800 ANDRX CORP COMMON STOCK 034553107 14519 594300 SOLE 594300 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 156395 4144000 SOLE 4144000 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 3168 66680 DEFINED 02 03 66680 ANIXTER INTL INC COMMON STOCK 035290105 8533 151115 DEFINED 02 03 151115 ANNALY MORTGAGE MANAGEMEN COMMON STOCK 035710409 1309 99600 DEFINED 02 99600 ANNTAYLOR STORES CORP COMMON STOCK 036115103 17979 429493 DEFINED 02 429493 ANSOFT CORP COMMON STOCK 036384105 6517 261618 SOLE 261618 ANSYS, INC. COMMON STOCK 03662Q105 10632 240652 DEFINED 03 240652 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 12028 935300 DEFINED 02 935300 AON CORP COMMON STOCK 037389103 17426 514500 SOLE 514500 APACHE CORPORATION COMMON STOCK 037411105 69403 1098161 DEFINED 02 03 1098161 APOLLO GROUP INC -CL A COMMON STOCK 037604105 160030 3250000 SOLE 3250000 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 1643 80113 SOLE 80113 APPLE COMPUTER INC COMMON STOCK 037833100 609258 7909353 DEFINED 02 03 7909353 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 1650 83600 SOLE 83600 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 25003 755124 DEFINED 02 755124 APPLERA CORP-CELERA GEN COMMON STOCK 038020202 77 5500 DEFINED 02 5500 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 22273 912841 DEFINED 02 03 912841 APPLIED MATERIALS INC. COMMON STOCK 038222105 75425 4254100 DEFINED 02 03 4254100 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 2109 729472 DEFINED 02 03 729472 APPLIX INC COMMON STOCK 038316105 5962 661700 DEFINED 02 661700 APTARGROUP INC. COMMON STOCK 038336103 1580 31050 DEFINED 02 31050 AQUANTIVE INC COMMON STOCK 03839G105 26636 1127690 SOLE 1127690 AQUILA INC COMMON STOCK 03840P102 1154 266400 DEFINED 02 266400 ARACRUZ CELULOSE ADR AMER DEP RECEIPT 038496204 45390 912000 SOLE 912000 ARCH CHEMICALS INC COMMON STOCK 03937R102 7955 279593 DEFINED 02 03 279593 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 16662 439866 DEFINED 02 03 439866 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 20423 375150 DEFINED 02 375150 ARDEN GROUP INC COMMON STOCK 039762109 1644 14120 SOLE 14120 ARENA PHARMACEUTICALS COMMON STOCK 040047102 49078 4096670 SOLE 4096670 ARGONAUT GROUP INC COMMON STOCK 040157109 12990 418615 DEFINED 02 03 418615 ARKANSAS BEST CORP COMMON STOCK 040790107 25143 584331 DEFINED 02 03 584331 ARKEMA AMER DEP RECEIPT 041232109 0 2 DEFINED 03 2 ARMOR HOLDINGS INC COMMON STOCK 042260109 5077 88570 DEFINED 02 88570 ARRIS GROUP INC COMMON STOCK 04269Q100 3333 290800 SOLE 290800 ARROW INTL INC COMMON STOCK 042764100 12 376 DEFINED 03 376 ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 1376 537649 SOLE 537649 ARTHROCARE CORP COMMON STOCK 043136100 55841 1191650 SOLE 1191650 ARVINMERITOR INC COMMON STOCK 043353101 15979 1122169 DEFINED 02 1122169 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 4217 204699 DEFINED 02 204699 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 4734 396733 DEFINED 02 03 396733 ASHLAND INC COMMON STOCK 044209104 49199 771389 DEFINED 03 771389 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 656 38419 DEFINED 02 38419 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 11102 1016650 DEFINED 02 03 1016650 ASSET ACCEPTANCE CAPITAL COMMON STOCK 04543P100 2474 152204 DEFINED 02 152204 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 591 38200 SOLE 38200 ASSURANT INC COMMON STOCK 04621X108 14437 270300 SOLE 270300 ASTA FUNDING INC COMMON STOCK 046220109 7628 203457 DEFINED 02 03 203457 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 4867 192740 SOLE 192740 ASTORIA FINL CORP COMMON STOCK 046265104 16229 526583 SOLE 526583 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 3086 456516 SOLE 456516 ATHEROGENICS INC COMMON STOCK 047439104 56421 4284090 SOLE 4284090 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 5898 325300 SOLE 325300 ATLAS AIR WORLDWIDE COMMON STOCK 049164205 1118 25700 SOLE 25700 ATMEL CORP COMMON STOCK 049513104 17648 2921854 DEFINED 02 2921854 ATMOS ENERGY CORP COMMON STOCK 049560105 1118 39173 DEFINED 02 39173 AUTODESK INC. COMMON STOCK 052769106 125530 3609265 DEFINED 03 3609265 AUTOLIV INC COMMON STOCK 052800109 38906 705970 DEFINED 02 705970 AUTOMATIC DATA PROC COMMON STOCK 053015103 508102 10733061 DEFINED 02 03 10733061 AUTONATION INC. COMMON STOCK 05329W102 17320 828688 DEFINED 02 828688 AUTOZONE INC. COMMON STOCK 053332102 4539 43938 DEFINED 03 43938 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 18623 154675 DEFINED 02 154675 AVANEX CORP COMMON STOCK 05348W109 439 254000 SOLE 254000 AVATAR HOLDINGS INC COMMON STOCK 053494100 207 3500 SOLE 3500 AVAYA INC COMMON STOCK 053499109 2887 252376 DEFINED 03 252376 AVERY-DENNISON CORP COMMON STOCK 053611109 47 786 DEFINED 02 03 786 AVIS BUDGET GROUP INC COMMON STOCK 053774105 36739 2008673 SOLE 2008673 AVISTA CORP COMMON STOCK 05379B107 17349 732640 SOLE 732640 AVOCENT CORP COMMON STOCK 053893103 1646 54650 DEFINED 02 54650 AVON PRODUCTS INC COMMON STOCK 054303102 122273 3988045 DEFINED 02 03 3988045 AXA Spon ADR AMER DEP RECEIPT 054536107 1671 45268 DEFINED 02 03 45268 AXSYS TECHNOLOGIES INC COMMON STOCK 054615109 6556 385650 DEFINED 02 385650 AZTAR CORP COMMON STOCK 054802103 9351 176400 SOLE 176400 BB&T CORPORATION COMMON STOCK 054937107 31885 728306 DEFINED 03 728306 B&G FOODS INC. COMMON STOCK 05508R205 16581 875000 SOLE 875000 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 134 2201 DEFINED 03 2201 THE BISYS GROUP INC COMMON STOCK 055472104 23332 2148454 DEFINED 03 2148454 BJ SERVICES CO COMMON STOCK 055482103 253 8369 DEFINED 02 03 8369 BJS WHSL CLUB INC COMMON STOCK 05548J106 512 17556 DEFINED 02 03 17556 BOK FINANCIAL CORP COMMON STOCK 05561Q201 452 8600 SOLE 8600 BP PLC - ADR AMER DEP RECEIPT 055622104 322485 4917434 DEFINED 02 03 4917434 BRE PROPERTIES -CL A COMMON STOCK 05564E106 980 16400 DEFINED 02 16400 BMC SOFTWARE INC. COMMON STOCK 055921100 25705 944360 DEFINED 02 03 944360 BAIDU.COM - ADR AMER DEP RECEIPT 056752108 1751 20000 SOLE 20000 BAKER (MICHAEL) CORP COMMON STOCK 057149106 1047 51400 SOLE 51400 BAKER HUGHES INC COMMON STOCK 057224107 34 500 DEFINED 02 03 500 BALDOR ELECTRIC COMMON STOCK 057741100 12209 396025 DEFINED 02 396025 BALL CORP COMMON STOCK 058498106 911 22532 DEFINED 02 03 22532 BALLY TECHNOLOGIES INC COMMON STOCK 05874B107 1686 95800 SOLE 95800 BANCFIRST CORP COMMON STOCK 05945F103 246 5285 DEFINED 02 03 5285 BANCO BRADESCO ADR AMER DEP RECEIPT 059460303 47767 1432300 SOLE 1432300 Banco Bilbao Vizcaya ADR AMER DEP RECEIPT 05946K101 1736 75037 DEFINED 02 03 75037 BANCO ITAU HLDG FINANCIERA S AMER DEP RECEIPT 059602201 46 1545 DEFINED 03 1545 BANCORP RI INC COMMON STOCK 059690107 690 15600 DEFINED 02 15600 BANCORPSOUTH INC COMMON STOCK 059692103 6278 226146 DEFINED 02 226146 THE BANCORP INC COMMON STOCK 05969A105 4446 174458 DEFINED 02 174458 BANK OF AMERICA CORP. COMMON STOCK 060505104 1141897 21315974 DEFINED 02 03 21315974 BANK MUTUAL CORP COMMON STOCK 063750103 3862 318368 SOLE 318368 BANK OF THE OZARKS COMMON STOCK 063904106 60 1800 DEFINED 02 1800 BANK OF N Y CO COMMON STOCK 064057102 35 1000 DEFINED 02 03 1000 BANKRATE INC COMMON STOCK 06646V108 4827 181730 SOLE 181730 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 22047 845676 DEFINED 02 03 845676 BANNER CORPORATION COMMON STOCK 06652V109 3632 88500 DEFINED 02 88500 BANTA CORP COMMON STOCK 066821109 12500 262600 SOLE 262600 C R BARD, INCORPORATED COMMON STOCK 067383109 111371 1484949 DEFINED 02 03 1484949 Barclays PLC Spon ADR AMER DEP RECEIPT 06738E204 1588 31290 DEFINED 02 03 31290 BARNES & NOBLE INC COMMON STOCK 067774109 31691 835283 DEFINED 02 03 835283 BARNES GROUP INC COMMON STOCK 067806109 4796 273100 SOLE 273100 BARRICK GOLD CORP COMMON STOCK 067901108 31851 1036815 SOLE 1036815 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 4142 169758 DEFINED 02 03 169758 BAUSCH & LOMB INC COMMON STOCK 071707103 1 26 DEFINED 03 26 BAXTER INTERNATIONAL COMMON STOCK 071813109 8125 178728 DEFINED 02 03 178728 BE AEROSPACE INC COMMON STOCK 073302101 11530 546700 SOLE 546700 BEA SYSTEMS INC COMMON STOCK 073325102 27546 1812226 SOLE 1812226 BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 6948 343300 SOLE 343300 BEAR STEARNS COMMON STOCK 073902108 123563 881963 DEFINED 02 03 881963 BEBE STORES INC COMMON STOCK 075571109 1127 45500 SOLE 45500 BECKMAN COULTER INC COMMON STOCK 075811109 20019 347800 SOLE 347800 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 81707 1156172 DEFINED 03 1156172 BED BATH & BEYOND INC. 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COMMON STOCK 09643P108 698 28700 SOLE 28700 BOB EVANS FARMS COMMON STOCK 096761101 16163 533777 DEFINED 02 533777 BOEING CO. COMMON STOCK 097023105 313709 3978550 DEFINED 02 03 3978550 BON-TON STORES INC COMMON STOCK 09776J101 1769 59474 SOLE 59474 BOMBAY CO INC COMMON STOCK 097924104 10 7114 DEFINED 03 7114 BOOKS-A-MILLION INC COMMON STOCK 098570104 1208 67700 SOLE 67700 BORDERS GROUP INC COMMON STOCK 099709107 1 69 DEFINED 03 69 BORLAND SOFTWARE CORP COMMON STOCK 099849101 6954 1213675 DEFINED 02 03 1213675 BOSTON BEER CO., INC COMMON STOCK 100557107 2808 85473 SOLE 85473 BOSTON PRIVATE FINL HLDGS IN COMMON STOCK 101119105 18370 658903 DEFINED 02 03 658903 BOSTON PROPERTIES COMMON STOCK 101121101 27285 264025 DEFINED 02 264025 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 182835 12362094 DEFINED 02 03 12362094 BOWATER INC. COMMON STOCK 102183100 1384 67300 SOLE 67300 BOWNE & CO. 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GRACE & CO. COMMON STOCK 38388F108 11593 874293 SOLE 874293 GRACO INC COMMON STOCK 384109104 2662 68143 SOLE 68143 GRAFTECH INTL LTD COMMON STOCK 384313102 242 41500 SOLE 41500 W.W. GRAINGER INC. COMMON STOCK 384802104 43 648 DEFINED 02 03 648 GRAMERCY CAPITAL CORP COMMON STOCK 384871109 6817 270400 SOLE 270400 GRANITE CONSTR INC COMMON STOCK 387328107 24879 466348 DEFINED 02 03 466348 GRANT PRIDECO INC. COMMON STOCK 38821G101 108 2825 DEFINED 02 03 2825 GRAPHIC PACKAGING CORP COMMON STOCK 388688103 271 74096 SOLE 74096 GRAY TELEVISION INC COMMON STOCK 389375106 702 109600 DEFINED 02 109600 GREAT AMERN FINL RESOURCE COMMON STOCK 389915109 653 31200 SOLE 31200 GREAT WOLF RESORT INC COMMON STOCK 391523107 499 41700 SOLE 41700 GREATBATCH INC COMMON STOCK 39153L106 1637 72400 DEFINED 02 72400 GREATER BAY BANCORP COMMON STOCK 391648102 10603 375863 SOLE 375863 GREEN MOUNTAIN PWR COMMON STOCK 393154109 17 500 SOLE 500 GREENBRIER COMPANIES INC. 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COMMON STOCK 412822108 32637 520113 DEFINED 03 520113 HARLEYSVILLE GROUP INC COMMON STOCK 412824104 9664 276162 DEFINED 02 03 276162 HARMAN INTERNATIONAL COMMON STOCK 413086109 148429 1778870 DEFINED 03 1778870 HARMONIC INC COMMON STOCK 413160102 734 99900 SOLE 99900 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 39908 3086430 SOLE 3086430 HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 4674 70365 DEFINED 02 03 70365 HARRINGTON W FIN GR COMMON STOCK 41383L104 60 3700 DEFINED 02 3700 HARRIS INTERACTIVE INC COMMON STOCK 414549105 989 162100 DEFINED 02 162100 HARSCO CORPORATION COMMON STOCK 415864107 6545 84276 DEFINED 02 03 84276 HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 197881 2281045 DEFINED 02 03 2281045 HARVEST NATURAL RESOURCES COMMON STOCK 41754V103 157 15200 SOLE 15200 HASBRO INCORPORATED COMMON STOCK 418056107 7401 325300 SOLE 325300 HAVERTY FURNITURE COS INC COMMON STOCK 419596101 3056 191641 DEFINED 02 03 191641 HAWAIIAN ELEC INDUSTRIES COMMON STOCK 419870100 8 282 DEFINED 03 282 HEALTHCARE SERVICE GRP COMMON STOCK 421906108 23468 932763 DEFINED 02 03 932763 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 2063 53700 DEFINED 02 53700 HEADWATERS INC COMMON STOCK 42210P102 1539 65900 DEFINED 02 65900 HEALTH CARE REIT INC COMMON STOCK 42217K106 18942 473427 DEFINED 03 473427 HEALTHEXTRAS INC COMMON STOCK 422211102 2217 78320 DEFINED 02 03 78320 HEALTH NET INC COMMON STOCK 42222G108 8299 190700 DEFINED 02 190700 HEALTHWAYS INC COMMON STOCK 422245100 39920 895077 DEFINED 02 03 895077 HEALTHSPRING INC COMMON STOCK 42224N101 1584 82300 SOLE 82300 HEARTLAND EXPRESS INC COMMON STOCK 422347104 5438 346800 DEFINED 02 346800 HEARTLAND PAYMENT SYSTEMS COMMON STOCK 42235N108 9105 350210 SOLE 350210 HECLA MINING COMMON STOCK 422704106 17735 3089800 SOLE 3089800 HEICO CORP COMMON STOCK 422806109 7536 219700 DEFINED 02 219700 HEIDRICK & STRUGGLES COMMON STOCK 422819102 4840 134437 DEFINED 02 134437 H.J. HEINZ COMPANY COMMON STOCK 423074103 63257 1508642 DEFINED 02 03 1508642 HENRY (JACK) & ASSOC COMMON STOCK 426281101 938 43100 SOLE 43100 HERCULES, INC. COMMON STOCK 427056106 21889 1387984 DEFINED 02 03 1387984 HERCULES OFFSHORE INC COMMON STOCK 427093109 6280 202242 SOLE 202242 HERITAGE PROPERTY INVEST COMMON STOCK 42725M107 2038 55900 SOLE 55900 HERLEY INDUSTRIES INC COMMON STOCK 427398102 26 2100 DEFINED 02 2100 HERSHEY CO/THE COMMON STOCK 427866108 4793 89670 DEFINED 02 03 89670 HESS CORP COMMON STOCK 42809H107 67078 1619453 DEFINED 02 1619453 HESS 7% CV PREF CONV PREF STOCK 42809H206 9109 87540 DEFINED 03 87540 HEWLETT-PACKARD CO. COMMON STOCK 428236103 308220 8400642 DEFINED 02 03 8400642 HI-TECH PHARMACAL CO INC COMMON STOCK 42840B101 634 50165 SOLE 50165 HIBBETT SPORTING GOODS COMMON STOCK 428565105 2311 88271 SOLE 88271 HIGHLAND HOSPITALITY REIT COMMON STOCK 430141101 936 65300 SOLE 65300 HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 3546 95300 DEFINED 02 95300 HILB, ROGAL & HAMILTON CO COMMON STOCK 431294107 1763 41343 DEFINED 03 41343 HILLENBRAND INDUSTRIES COMMON STOCK 431573104 3077 54000 SOLE 54000 HILTON HOTELS CORPORATION COMMON STOCK 432848109 45873 1647139 DEFINED 03 1647139 HILTON HOTELS CORP CV CONVERTIBLE BONDS 432848AZ2 6570 5005000 DEFINED 03 5005000 HITTITE MICROWAVE CORP COMMON STOCK 43365Y104 6534 146830 SOLE 146830 HOLLY CORP COMMON STOCK 435758305 15563 359179 DEFINED 02 03 359179 HOLOGIC INC COMMON STOCK 436440101 21787 500642 DEFINED 02 03 500642 HOME DEPOT INC COMMON STOCK 437076102 105921 2920339 DEFINED 02 03 2920339 HOME PROPERTIES NEW YORK COMMON STOCK 437306103 4064 71100 DEFINED 02 71100 HONEYWELL INTL INC COMMON STOCK 438516106 97014 2371986 DEFINED 02 03 2371986 HOOKER FURNITURE CORP COMMON STOCK 439038100 362 24700 SOLE 24700 HORACE MANN EDUCATORS COMMON STOCK 440327104 13254 689237 DEFINED 02 689237 HORIZON FINANCIAL CORP COMMON STOCK 44041F105 329 11000 DEFINED 02 11000 HORIZON LINES INC COMMON STOCK 44044K101 721 43200 SOLE 43200 HORMEL FOODS CORP COMMON STOCK 440452100 4674 129900 DEFINED 02 129900 HORNBECK OFFSHORE SRVCES COMMON STOCK 440543106 7836 233900 SOLE 233900 HOSPIRA INC COMMON STOCK 441060100 0 12 DEFINED 03 12 HOSPITALITY PROPERTIES TR COMMON STOCK 44106M102 9053 191800 DEFINED 02 191800 HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 12055 525706 DEFINED 02 03 525706 HOT TOPIC, INC. 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SEMICONDUCTOR CORP. COMMON STOCK 637640103 5693 241990 DEFINED 02 03 241990 NATL WSTN LIFE INS CO A COMMON STOCK 638522102 1448 6300 SOLE 6300 NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 4502 93600 SOLE 93600 NATIONWIDE HEALTH PPTYS I COMMON STOCK 638620104 11331 423764 SOLE 423764 NAVIGATORS GROUP INC COMMON STOCK 638904102 1522 31700 DEFINED 02 31700 NAVIGANT CONSULTING, INC. 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COMMON STOCK 686079104 18785 384400 DEFINED 02 384400 O'REILLY AUTOMOTIVE INC. 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INC. COMMON STOCK 929297109 7107 243301 DEFINED 03 243301 WPP GROUP PLC - ADR AMER DEP RECEIPT 929309409 10904 176653 DEFINED 02 03 176653 WSFS FINANCIAL CORP COMMON STOCK 929328102 3264 52484 DEFINED 02 52484 WABTEC COMMON STOCK 929740108 23610 870238 DEFINED 02 03 870238 WACHOVIA CORP COMMON STOCK 929903102 569777 10211041 DEFINED 02 03 10211041 WAL-MART STORES INC. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 2,412 Form 13F Information Table Value Total: $87,061,363 (x $1,000) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state 'NONE' and omit the column headings and list entries.] No. 13F File Number Name 02 028-10234 Oppenheimer Institutional Asset Management 03 028-10231 Oppenheimer Private Investments 028-2568 Salomon Brothers Asset Management -----END PRIVACY-ENHANCED MESSAGE-----