-----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, EKSW/T7DitKXtjBgMfPdWziq+CJW9caIPK0OOXOtnw9W+ZqdVaTjEc7lE/R+iQDX /+XXY0aepV9V+ryjWgIL1w== 0000728889-04-000330.txt : 20040512 0000728889-04-000330.hdr.sgml : 20040512 20040512140053 ACCESSION NUMBER: 0000728889-04-000330 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040512 EFFECTIVENESS DATE: 20040512 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: 04798732 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 form13f0304ofi.txt 13-F 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, 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: 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 12, 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 AAON INC COMMON STOCK 000360206 897 45350 SOLE 45350 AAR CORP COMMON STOCK 000361105 4863 396000 SOLE 396000 ABX AIR INC - W/I COMMON STOCK 00080S101 4218 664300 SOLE 664300 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 5800 2000000 SOLE 2000000 ADE CORP/MA COMMON STOCK 00089C107 1883 95817 SOLE 95817 ABM INDUSTRIES INC COMMON STOCK 000957100 165 9200 SOLE 9200 AFLAC INC COMMON STOCK 001055102 136505 3400735 DEFINED 02 03 3400735 AES CORPORATION COMMON STOCK 00130H105 66965 7850500 DEFINED 03 7850500 AK STEEL HLDG CORP COMMON STOCK 001547108 3757 640100 SOLE 640100 AMC ENTERTAINMENT INC COMMON STOCK 001669100 11630 757685 DEFINED 03 757685 AMR CORPORATION - DEL COMMON STOCK 001765106 6836 537000 SOLE 537000 ATI TECHNOLOGIES INC COMMON STOCK 001941103 20970 1286530 SOLE 1286530 AT&T CORP COMMON STOCK 001957505 41148 2102605 DEFINED 03 2102605 A.S.V. INC COMMON STOCK 001963107 3171 104300 SOLE 104300 ATMI INC COMMON STOCK 00207R101 16003 608000 SOLE 608000 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 98047 7203980 DEFINED 02 03 7203980 AU OPTRONICS AMER DEP RECEIPT 002255107 24392 1167100 SOLE 1167100 ABAXIS INC COMMON STOCK 002567105 3803 187800 SOLE 187800 ABBOTT LABORATORIES COMMON STOCK 002824100 137344 3341680 DEFINED 02 03 3341680 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 14321 423200 SOLE 423200 ABLE LABORATORIES INC COMMON STOCK 00371N407 4939 252900 SOLE 252900 ACADIA REALTY TRUST COMMON STOCK 004239109 615 43600 SOLE 43600 ACME COMMUNICATIONS INC COMMON STOCK 004631107 17 2200 SOLE 2200 ACTIVISION INC COMMON STOCK 004930202 31892 2015900 SOLE 2015900 ACTION PERFORMANCE COMMON STOCK 004933107 7444 487475 SOLE 487475 ACTUANT CORP-CL A COMMON STOCK 00508X203 9902 252400 SOLE 252400 ACUITY BRANDS INC COMMON STOCK 00508Y102 7556 316400 SOLE 316400 ACXIOM CORPORATION COMMON STOCK 005125109 2727 124200 SOLE 124200 ADMINISTAFF INC COMMON STOCK 007094105 3810 218600 SOLE 218600 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 170213 4316900 DEFINED 02 03 4316900 ADOLOR CORPORATION COMMON STOCK 00724X102 289 19200 SOLE 19200 ADTRAN INC COMMON STOCK 00738A106 23901 795900 SOLE 795900 ADVANCED DIGITAL INFO COMMON STOCK 007525108 8503 747200 SOLE 747200 ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 9551 264650 SOLE 264650 ADVO INC. COMMON STOCK 007585102 4100 127250 SOLE 127250 ADVISORY BOARD CO COMMON STOCK 00762W107 10779 294900 SOLE 294900 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 3262 133688 SOLE 133688 ADVANCIS PHARMACEUTICAL COMMON STOCK 00764L109 53 5800 SOLE 5800 AEROFLEX INC COMMON STOCK 007768104 18979 1410000 SOLE 1410000 AEROPOSTALE INC COMMON STOCK 007865108 22180 611700 SOLE 611700 ADVANCED MICRO DEVICES COMMON STOCK 007903107 295257 18192040 DEFINED 03 18192040 ADVANCED MICRO CV CONVERTIBLE BONDS 007903AE7 4260 4000000 SOLE 4000000 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 612 30000 SOLE 30000 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 4673 106200 SOLE 106200 AETNA INC-NEW COMMON STOCK 00817Y108 256115 2854598 DEFINED 03 2854598 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 25641 494035 DEFINED 03 494035 AFFILIATED MANAGERS GR COMMON STOCK 008252108 29319 537180 SOLE 537180 AFFYMETRIX, INC. COMMON STOCK 00826T108 142749 4229600 SOLE 4229600 AFFORDABLE RESIDENTIAL CO COMMON STOCK 008273104 5496 297100 SOLE 297100 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 384 26127 SOLE 26127 AGERE SYSTEMS COMMON STOCK 00845V100 7930 2470500 SOLE 2470500 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 4262 3004000 DEFINED 03 3004000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 99122 3133805 DEFINED 03 3133805 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 3412 3006000 DEFINED 03 3006000 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 5388 360900 SOLE 360900 AGILYSYS INC COMMON STOCK 00847J105 4597 386300 SOLE 386300 AGREE REALTY CORP COMMON STOCK 008492100 1611 50000 SOLE 50000 AGRIUM INC COMMON STOCK 008916108 1175 79900 SOLE 79900 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 66247 1321780 DEFINED 02 03 1321780 AIRGAS INC COMMON STOCK 009363102 7988 375000 SOLE 375000 AIRSPAN NETWORKS INC COMMON STOCK 00950H102 5098 873000 SOLE 873000 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 2800 213100 SOLE 213100 Akzo Nobel NV Spon ADR AMER DEP RECEIPT 010199305 571 15438 DEFINED 02 15438 ALAMO GROUP INC COMMON STOCK 011311107 419 24100 SOLE 24100 ALARIS MEDICAL SYSTEMS COMMON STOCK 011637105 6802 364700 SOLE 364700 ALASKA AIRGROUP COMMON STOCK 011659109 195 7900 SOLE 7900 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 2 500 SOLE 500 ALBANY INTL CORP CL A COMMON STOCK 012348108 10202 379400 SOLE 379400 ALCAN INC COMMON STOCK 013716105 73725 1646025 DEFINED 03 1646025 ALCOA INC COMMON STOCK 013817101 163565 4715031 DEFINED 02 03 4715031 ALCATEL SA ADR AMER DEP RECEIPT 013904305 2378 150000 SOLE 150000 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 4532 137000 SOLE 137000 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 66735 2808700 SOLE 2808700 ALFA CORPORATION COMMON STOCK 015385107 1204 88500 SOLE 88500 ALICO INC COMMON STOCK 016230104 159 5000 SOLE 5000 ALKERMES INC COMMON STOCK 01642T108 820 51300 SOLE 51300 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 2376 196400 SOLE 196400 ALLEGIANT BANCORP COMMON STOCK 017476102 585 19900 SOLE 19900 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 16181 482300 SOLE 482300 ALLIANCE GAMING CORP COMMON STOCK 01859P609 7261 226000 SOLE 226000 ALLIANT ENERGY CORP COMMON STOCK 018802108 1855 71200 SOLE 71200 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 9940 182726 SOLE 182726 Allianz AG ADR AMER DEP RECEIPT 018805101 486 44525 DEFINED 02 03 44525 ALLIANCE FINANCIAL CORP COMMON STOCK 019205103 562 17100 SOLE 17100 ALLIED HEALTHCARE INT INC COMMON STOCK 01923A109 218 32000 SOLE 32000 ALLIED WASTE IND 6.25% CV CONV PREF STOCK 019589605 10779 147560 DEFINED 03 147560 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 11063 320200 SOLE 320200 ALLSTATE CORPORATION COMMON STOCK 020002101 220207 4843969 DEFINED 02 03 4843969 ALLTEL CORP COMMON STOCK 020039103 17342 347600 DEFINED 02 347600 ALTERA CORPORATION COMMON STOCK 021441100 32013 1565425 SOLE 1565425 ALTIRIS INC COMMON STOCK 02148M100 22626 809800 SOLE 809800 ALTRIA GROUP INC COMMON STOCK 02209S103 473596 8697814 DEFINED 02 03 8697814 AMAZON.COM INC COMMON STOCK 023135106 118933 2748000 SOLE 2748000 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 46773 633950 DEFINED 03 633950 AMBASSADORS GROUP INC COMMON STOCK 023177108 1165 47100 SOLE 47100 AMCOL INT'L CORP COMMON STOCK 02341W103 4293 246000 SOLE 246000 AMEDISYS INC COMMON STOCK 023436108 1116 45700 SOLE 45700 AMERADA HESS CORP. COMMON STOCK 023551104 73503 1125970 DEFINED 02 1125970 TIME WARNER INC CV CONVERTIBLE BONDS 02364JAC8 28688 45000000 SOLE 45000000 AMERICA SERVICE GROUP INC COMMON STOCK 02364L109 117 3400 SOLE 3400 AMERICA WEST COMMON STOCK 023657208 2190 229800 SOLE 229800 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 25176 683200 SOLE 683200 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 11 310 DEFINED 03 310 AMERICAN ELEC POWER COMMON STOCK 025537101 10976 333400 SOLE 333400 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 1060 39300 SOLE 39300 AMERICAN EQUITY INVT LIFE COMMON STOCK 025676206 359 27900 SOLE 27900 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 746695 14401052 DEFINED 02 03 14401052 AMERICAN FIN REALTY TRST COMMON STOCK 02607P305 1120 66100 SOLE 66100 AMER GREETINGS CORP COMMON STOCK 026375105 5972 262300 DEFINED 02 262300 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 1575 64500 SOLE 64500 AMERICAN HOME MTG INV COMMON STOCK 02660R107 14 500 SOLE 500 AMERICAN INTERNTL GP COMMON STOCK 026874107 583351 8175906 DEFINED 02 03 8175906 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 6 150 SOLE 150 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 2923 110300 SOLE 110300 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 5033 188450 SOLE 188450 AMERICAN PHARMACEUTICAL COMMON STOCK 02886P109 24146 514400 SOLE 514400 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 211 10100 SOLE 10100 AMERICAN POWER CONVERSION COMMON STOCK 029066107 975 42400 DEFINED 03 42400 AMER SOFTWARE, INC. COMMON STOCK 029683109 178 26600 SOLE 26600 AMERICAN STANDARD COS INC COMMON STOCK 029712106 5062 44500 SOLE 44500 AMERICAN VANGUARD CORP COMMON STOCK 030371108 1607 34200 SOLE 34200 AMERICANWEST BANCORP COMMON STOCK 03058P109 1353 68640 SOLE 68640 AMERICA'S CAR-MART INC COMMON STOCK 03062T105 404 15000 SOLE 15000 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 229 6800 SOLE 6800 AMERON INTL CORP COMMON STOCK 030710107 2513 74500 SOLE 74500 AMERUS GROUP CO COMMON STOCK 03072M108 6169 152905 DEFINED 03 152905 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 5096 93200 SOLE 93200 AMERIGROUP CORP COMMON STOCK 03073T102 10721 234600 SOLE 234600 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 21450 1392840 SOLE 1392840 AMETEK INC COMMON STOCK 031100100 12394 483400 SOLE 483400 AMGEN INCORPORATED COMMON STOCK 031162100 523239 8995002 DEFINED 02 03 8995002 AMGEN INC CV CONVERTIBLE BONDS 031162AE0 7568 10007000 DEFINED 03 10007000 AMIS HOLDINGS INC COMMON STOCK 031538101 6651 409800 SOLE 409800 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 8202 560600 SOLE 560600 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 506 39200 SOLE 39200 AMPHENOL CORP. CL A COMMON STOCK 032095101 13959 470000 SOLE 470000 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 8430 162556 DEFINED 02 03 162556 ANADIGICS INC COMMON STOCK 032515108 3157 507500 SOLE 507500 ANALOG DEVICES INC. COMMON STOCK 032654105 102469 2134317 DEFINED 03 2134317 ANAREN MICROWAVE INC COMMON STOCK 032744104 999 63340 DEFINED 03 63340 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 3799 148700 SOLE 148700 ANDERSONS INC COMMON STOCK 034164103 290 15400 SOLE 15400 ANDREW CORP COMMON STOCK 034425108 1540 88000 SOLE 88000 ANDRX GROUP COMMON STOCK 034553107 15692 576900 SOLE 576900 ANGELICA CORP COMMON STOCK 034663104 2064 90400 SOLE 90400 ANGIOTECH PHARMACEUTICALS COMMON STOCK 034918102 17146 702400 SOLE 702400 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 8615 203807 SOLE 203807 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 244598 4796049 DEFINED 02 03 4796049 ANNALY MTG MGMT INC COMMON STOCK 035710409 4 180 DEFINED 03 180 ANNTAYLOR STORES CORP COMMON STOCK 036115103 23774 555460 DEFINED 03 555460 ANSOFT CORP COMMON STOCK 036384105 1083 75060 DEFINED 03 75060 ANSYS, INC. COMMON STOCK 03662Q105 6319 159000 SOLE 159000 ANTHEM INC COMMON STOCK 03674B104 150027 1655196 DEFINED 03 1655196 ANTEON INTL CORP COMMON STOCK 03674E108 1785 61800 SOLE 61800 ANSWERTHINK INC. COMMON STOCK 036916104 1165 150900 SOLE 150900 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 12730 1000000 SOLE 1000000 AON CORP COMMON STOCK 037389103 25981 930880 DEFINED 03 930880 APACHE CORPORATION COMMON STOCK 037411105 47197 1093272 DEFINED 02 03 1093272 APARTMENT INVT & MGMT COMMON STOCK 03748R101 543 17450 SOLE 17450 APHTON CORP COMMON STOCK 03759P101 1123 238900 SOLE 238900 APOLLO GROUP INC -CL A COMMON STOCK 037604105 52647 611389 SOLE 611389 APPLE COMPUTER INC COMMON STOCK 037833100 2848 105300 SOLE 105300 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 12829 310250 SOLE 310250 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 9458 315900 SOLE 315900 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 82562 4174030 DEFINED 03 4174030 APPLERA CORP-CELERA GEN COMMON STOCK 038020202 766 52800 SOLE 52800 APPLICA INC COMMON STOCK 03815A106 722 64200 SOLE 64200 APPLIED FILM CORP COMMON STOCK 038197109 2455 88000 SOLE 88000 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 3976 175000 SOLE 175000 APPLIED MATERIALS INC. COMMON STOCK 038222105 99036 4632190 DEFINED 02 03 4632190 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 1916 333200 SOLE 333200 APPLIED SIGNAL TECH COMMON STOCK 038237103 7524 275400 SOLE 275400 APTARGROUP INC. COMMON STOCK 038336103 941 24500 SOLE 24500 AQUANTIVE INC COMMON STOCK 03839G105 5280 550000 SOLE 550000 AQUILA INC COMMON STOCK 03840P102 2128 451800 SOLE 451800 ARAMARK CORP CL B COMMON STOCK 038521100 13061 476500 SOLE 476500 ARBITRON INC COMMON STOCK 03875Q108 2142 53200 SOLE 53200 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 11063 655815 DEFINED 03 655815 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 667 22600 SOLE 22600 ARDEN GROUP INC COMMON STOCK 039762109 1079 14296 SOLE 14296 ARDEN REALITY INC COMMON STOCK 039793104 918 28400 SOLE 28400 ARENA PHARMACEUTICALS COMMON STOCK 040047102 116 17800 SOLE 17800 ARGONAUT GROUP COMMON STOCK 040157109 988 51920 DEFINED 03 51920 ARGOSY GAMING COMPANY COMMON STOCK 040228108 1866 52500 SOLE 52500 ARKANSAS BEST CORP COMMON STOCK 040790107 975 36400 SOLE 36400 ARRIS GROUP INC COMMON STOCK 04269Q100 3349 364000 SOLE 364000 ARRAY BIOPHARMA COMMON STOCK 04269X105 748 83100 SOLE 83100 ARROW ELECTRONICS INC COMMON STOCK 042735100 9639 378600 SOLE 378600 ARROW FINANCIAL CORP COMMON STOCK 042744102 614 20569 SOLE 20569 ARROW INTL INC COMMON STOCK 042764100 2221 74290 DEFINED 03 74290 ARTHROCARE CORP COMMON STOCK 043136100 4460 193000 SOLE 193000 ARVINMERITOR INC COMMON STOCK 043353101 2257 113800 SOLE 113800 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 519 30000 SOLE 30000 ASHANTI GOLDFIELDS GDR GLOBAL DEP RECEIPT 043743202 10377 853400 SOLE 853400 ASHLAND INC COMMON STOCK 044204105 2162 46500 SOLE 46500 ASHWORTH INC. 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COMMON STOCK 046224101 25 1550 SOLE 1550 ASTORIA FINL CORP COMMON STOCK 046265104 6975 183400 DEFINED 02 183400 ATHEROGENICS INC COMMON STOCK 047439104 2925 127900 SOLE 127900 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 4471 261300 SOLE 261300 ATMEL CORP COMMON STOCK 049513104 2188 336600 SOLE 336600 AUDIOVOX CORP -CL A COMMON STOCK 050757103 2544 127200 SOLE 127200 AUGUST TECHNOLOGY CORP COMMON STOCK 05106U105 525 35000 SOLE 35000 AUTODESK INC. COMMON STOCK 052769106 28999 917100 SOLE 917100 AUTOLIV INC COMMON STOCK 052800109 7503 183000 SOLE 183000 AUTOMATIC DATA PROC COMMON STOCK 053015103 13510 321680 DEFINED 02 03 321680 AUTONATION INC. COMMON STOCK 05329W102 13756 806860 DEFINED 03 806860 AUTOZONE INC. COMMON STOCK 053332102 3359 39065 DEFINED 03 39065 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 305 5700 SOLE 5700 AVATAR HOLDINGS INC COMMON STOCK 053494100 105 2800 SOLE 2800 AVAYA INC COMMON STOCK 053499109 15888 1000490 DEFINED 03 1000490 Aventis SA Spon ADR AMER DEP RECEIPT 053561106 2992 38908 DEFINED 02 03 38908 AVIALL INC NEW COMMON STOCK 05366B102 407 26795 DEFINED 03 26795 AVICI SYSTEMS INC COMMON STOCK 05367L802 202 14800 SOLE 14800 AVID TECHNOLOGY INC COMMON STOCK 05367P100 1495 32400 SOLE 32400 AVISTA CORP COMMON STOCK 05379B107 1805 95400 SOLE 95400 AVNET INC COMMON STOCK 053807103 8050 328735 DEFINED 03 328735 AVOCENT CORP COMMON STOCK 053893103 1019 27700 SOLE 27700 AVON PRODUCTS INC COMMON STOCK 054303102 42479 559900 DEFINED 02 03 559900 AXA Spon ADR AMER DEP RECEIPT 054536107 1398 66587 DEFINED 02 03 66587 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 2778 249800 SOLE 249800 AZTAR CORP COMMON STOCK 054802103 8934 364500 SOLE 364500 AXCAN PHARMA INC COMMON STOCK 054923107 7052 370000 SOLE 370000 ***BB&T CORPORATION COMMON STOCK 054937107 10004 283400 SOLE 283400 BFC FINANCIAL CORP-A COMMON STOCK 055384200 176 10213 SOLE 10213 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 9 280 DEFINED 03 280 BHA GROUP INC CL:A COMMON STOCK 055446108 1401 46700 SOLE 46700 THE BISYS GROUP INC COMMON STOCK 055472104 1510 90100 SOLE 90100 BJ SERVICES CO COMMON STOCK 055482103 120976 2795825 DEFINED 03 2795825 BKF CAPITAL GROUP INC COMMON STOCK 05548G102 13 500 SOLE 500 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 3176 124800 SOLE 124800 The BOC Group PLC AMER DEP RECEIPT 055617609 1150 34690 DEFINED 02 03 34690 BP PLC - ADR AMER DEP RECEIPT 055622104 426352 8327192 DEFINED 02 03 8327192 BSB BANCORP COMMON STOCK 055652101 398 10300 SOLE 10300 BMC SOFTWARE INC. COMMON STOCK 055921100 1072 54879 DEFINED 03 54879 BADGER METER INC COMMON STOCK 056525108 75 2000 SOLE 2000 BAKER HUGHES INC COMMON STOCK 057224107 8 230 DEFINED 03 230 BALDWIN & LYONS -CL B COMMON STOCK 057755209 259 8925 SOLE 8925 BALL CORP COMMON STOCK 058498106 3815 56282 DEFINED 03 56282 BANCO BRADESCO ADR AMER DEP RECEIPT 059460303 18246 378949 SOLE 378949 Banco Bilbao Vizcaya ADR AMER DEP RECEIPT 05946K101 2310 173968 DEFINED 02 03 173968 BANCO ITAU HOLDING ADR AMER DEP RECEIPT 059602201 3450 73765 SOLE 73765 BANDAG INC COMMON STOCK 059815100 926 18600 SOLE 18600 BANK OF AMERICA CORP. 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4 KIDS ENTERTAINMENT INC COMMON STOCK 350865101 1946 87000 SOLE 87000 France Telecom ADR AMER DEP RECEIPT 35177Q105 538 20985 DEFINED 02 03 20985 FRANKLIN ELECTRIC CO COMMON STOCK 353514102 2846 44700 SOLE 44700 FRANKLIN FINANCIAL CORP COMMON STOCK 353523202 60 1900 SOLE 1900 FRANKLIN RESOURCES COMMON STOCK 354613101 43399 779440 SOLE 779440 FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 17200 440000 SOLE 440000 FREMONT GENERAL CORP COMMON STOCK 357288109 24058 786200 SOLE 786200 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 1754 65000 SOLE 65000 FRISCH'S RESTAURANTS INC COMMON STOCK 358748101 237 8600 SOLE 8600 FRONTIER FINANCIAL CORP COMMON STOCK 35907K105 506 14700 SOLE 14700 FRONTIER OIL CORP COMMON STOCK 35914P105 54369 2805420 DEFINED 03 2805420 FURNITURE BRANDS INTL COMMON STOCK 360921100 1691 52500 SOLE 52500 GATX CORP CV CONVERTIBLE BONDS 361448AC7 1135 1000000 SOLE 1000000 GB&T BANCSHARES INC COMMON STOCK 361462104 99 3500 SOLE 3500 THE GEO GROUP INC COMMON STOCK 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COMMON STOCK 369604103 1461650 47891546 DEFINED 02 03 47891546 GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 2109 60000 SOLE 60000 GENERAL MLS INC COMMON STOCK 370334104 12 264 DEFINED 03 264 GENERAL MOTORS COMMON STOCK 370442105 3337 70847 DEFINED 02 03 70847 GENERAL MOTORS 5.25% CV CONV PREF STOCK 370442733 10206 400250 DEFINED 03 400250 GENESEE & WYOMING INC - A COMMON STOCK 371559105 5803 234950 SOLE 234950 GENTEX CORPORATION COMMON STOCK 371901109 32296 744500 SOLE 744500 GENITOPE CORP COMMON STOCK 37229P507 18 1600 SOLE 1600 GENLYTE GROUP INC COMMON STOCK 372302109 3021 53900 SOLE 53900 GENOME THERAPEUTICS CORP COMMON STOCK 372430108 270 48000 SOLE 48000 GENTIVA HEALTH SERV COMMON STOCK 37247A102 3772 243500 SOLE 243500 GENZYME CORP COMMON STOCK 372917104 70278 1494003 DEFINED 03 1494003 GEORGIA GULF CORP. COMMON STOCK 373200203 356 11800 SOLE 11800 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 37228 1105000 DEFINED 02 1105000 GERBER SCIENTIFIC INC COMMON STOCK 373730100 1283 188700 SOLE 188700 GERMAN AMERICAN BANCORP COMMON STOCK 373865104 59 3450 SOLE 3450 GERON CORP COMMON STOCK 374163103 1263 134400 SOLE 134400 GETTY IMAGES INC COMMON STOCK 374276103 16140 299000 SOLE 299000 GEVITY HR INC COMMON STOCK 374393106 18326 627600 SOLE 627600 GILEAD SCIENCES INC COMMON STOCK 375558103 278695 4997220 SOLE 4997220 GILEAD SCIENCES INC CV CONVERTIBLE BONDS 375558AD5 3300 2500000 SOLE 2500000 GILLETTE COMPANY COMMON STOCK 375766102 175736 4494521 DEFINED 03 4494521 GILDAN ACTIVEWEAR INC CLA COMMON STOCK 375916103 204 6500 SOLE 6500 GLACIER BANCORP INC COMMON STOCK 37637Q105 2002 62070 SOLE 62070 GLAMIS GOLD LTD COMMON STOCK 376775102 13738 762800 SOLE 762800 GLAXOSMITHKLINE PLC ADR AMER DEP RECEIPT 37733W105 11030 276094 DEFINED 02 03 276094 GLENAYRE TECHNOLOGIES INC COMMON STOCK 377899109 857 381100 SOLE 381100 GLENBOROUGH RLTY TR INC COMMON STOCK 37803P105 2 105 DEFINED 03 105 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 4567 101300 SOLE 101300 GLOBAL POWER EQUIP GR COMMON STOCK 37941P108 1044 124000 SOLE 124000 GOLD FIELDS LTD ADR AMER DEP RECEIPT 38059T106 7496 570000 SOLE 570000 GOLDCORP INC COMMON STOCK 380956409 8276 558800 SOLE 558800 GOLDEN STAR RESOURCES LTD COMMON STOCK 38119T104 8580 1200000 SOLE 1200000 GOLDEN TELECOM INC COMMON STOCK 38122G107 1739 51100 SOLE 51100 GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 72261 645475 DEFINED 03 645475 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 542 5200 DEFINED 02 03 5200 GOODRICH B F CO COMMON STOCK 382388106 8 284 DEFINED 03 284 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 127 14900 SOLE 14900 GOODY'S FAMILY CLOTHING COMMON STOCK 382588101 4332 303600 SOLE 303600 GORMAN-RUPP CO COMMON STOCK 383082104 54 2100 SOLE 2100 GOVERNMENT PROP TRUST COMMON STOCK 38374W107 2015 153000 SOLE 153000 W.R. GRACE & CO. COMMON STOCK 38388F108 81 26000 SOLE 26000 GRACO INC COMMON STOCK 384109104 1105 37950 SOLE 37950 GRAFTECH INTL LTD COMMON STOCK 384313102 19448 1300900 SOLE 1300900 GRANITE CONSTRUCTION COMMON STOCK 387328107 1269 53400 SOLE 53400 GRAPHIC PACKAGING CORP COMMON STOCK 388688103 262 53500 SOLE 53500 GRAY TELEVISION INC COMMON STOCK 389375106 175 12000 SOLE 12000 GREAT AMERN FINL RESOURCE COMMON STOCK 389915109 520 33000 SOLE 33000 GREAT SOUTHERN BANCORP COMMON STOCK 390905107 20 400 SOLE 400 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 490 14500 SOLE 14500 GREEN MOUNTAIN PWR COMMON STOCK 393154109 629 24300 SOLE 24300 GREENBRIER COMPANIES INC. COMMON STOCK 393657101 642 38000 SOLE 38000 GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 27284 624200 SOLE 624200 GREIF, INC COMMON STOCK 397624107 108 3100 SOLE 3100 GREY GLOBAL GROUP INC COMMON STOCK 39787M108 1994 2890 SOLE 2890 GROUPE DANONE AMER DEP RECEIPT 399449107 44 1335 DEFINED 03 1335 GRUPO CASA SABA DE-CV ADR AMER DEP RECEIPT 40048P104 6657 520100 SOLE 520100 GRUPO TELEVISA SA SPONS GLOBAL DEP RECEIPT 40049J206 166798 3523410 SOLE 3523410 GUESS? INC COMMON STOCK 401617105 3465 192200 SOLE 192200 GUIDANT CORP COMMON STOCK 401698105 10630 167735 DEFINED 02 03 167735 GUITAR CENTER INC COMMON STOCK 402040109 15 400 SOLE 400 GULF ISLAND FABRICATION COMMON STOCK 402307102 1757 86400 SOLE 86400 GULFMARK OFFSHORE INC COMMON STOCK 402629109 294 18700 SOLE 18700 GUNDLE/SLT ENVIRONMENTAL COMMON STOCK 402809107 1982 107600 SOLE 107600 HCA-HEALTHCARE CO COMMON STOCK 404119109 1 30 DEFINED 03 30 HDFC BANK LTD AMER DEP RECEIPT 40415F101 2208 73400 SOLE 73400 HRPT PPTYS TR COMMON STOCK 40426W101 4 330 DEFINED 03 330 HSBC HOLDINGS PLC - ADR AMER DEP RECEIPT 404280406 11081 148142 DEFINED 02 03 148142 HAEMONETICS CORP COMMON STOCK 405024100 5623 178800 SOLE 178800 HALLIBURTON COMPANY COMMON STOCK 406216101 114420 3765070 DEFINED 02 03 3765070 HAMPSHIRE GROUP LTD COMMON STOCK 408859106 3179 104300 SOLE 104300 HANCOCK FABRICS INC COMMON STOCK 409900107 2136 134400 SOLE 134400 HANCOCK HLDG CO COMMON STOCK 410120109 467 15100 SOLE 15100 JOHN HANCOCK FINANCIAL COMMON STOCK 41014S106 75933 1737980 DEFINED 03 1737980 HANDLEMAN CO COMMON STOCK 410252100 1396 58300 SOLE 58300 HANGER ORTHOPEDIC GROUP COMMON STOCK 41043F208 2023 112100 SOLE 112100 HANMI FINANCIAL CORP COMMON STOCK 410495105 1691 63600 SOLE 63600 HARBOR FLORIDA BANCSHARES COMMON STOCK 411901101 5102 176300 SOLE 176300 HARLEY DAVIDSON INC. 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HEINZ COMPANY COMMON STOCK 423074103 17703 474745 DEFINED 03 474745 HELIX TECH CORP. COMMON STOCK 423319102 2423 99900 SOLE 99900 HERCULES, INC. COMMON STOCK 427056106 6603 575200 SOLE 575200 HERITAGE FINANCIAL CORP COMMON STOCK 42722X106 198 9500 SOLE 9500 HERITAGE PROPERTY INVEST COMMON STOCK 42725M107 3421 110000 SOLE 110000 HERLEY INDUSTRIES INC COMMON STOCK 427398102 791 41900 SOLE 41900 HERSHA HOSPITALITY TRUST COMMON STOCK 427825104 405 38200 SOLE 38200 HERSHEY FOODS CORP COMMON STOCK 427866108 11544 139350 DEFINED 02 03 139350 HEWLETT-PACKARD CO. COMMON STOCK 428236103 309581 13554359 DEFINED 02 03 13554359 HI/FN INC COMMON STOCK 428358105 228 19700 SOLE 19700 HIBBETT SPORTING GOODS COMMON STOCK 428565105 4400 115375 SOLE 115375 HILLENBRAND INDUSTRIES COMMON STOCK 431573104 1982 29200 SOLE 29200 HILTON HOTELS CORP CV CONVERTIBLE BONDS 432848AZ2 1083 1005000 DEFINED 03 1005000 Hitachi Ltd Spon ADR AMER DEP RECEIPT 433578507 55 710 DEFINED 02 03 710 HOLLY CORP COMMON STOCK 435758305 5439 170700 SOLE 170700 HOLLYWOOD ENTERTAINMENT COMMON STOCK 436141105 3394 250300 SOLE 250300 HOME FEDERAL BANCORP - IN COMMON STOCK 436926109 1500 56300 SOLE 56300 HOME DEPOT INC COMMON STOCK 437076102 190926 5110445 DEFINED 02 03 5110445 HOMESTORE.COM INC COMMON STOCK 437852106 2869 678200 SOLE 678200 HONDA MOTOR CO LTD-ADR AMER DEP RECEIPT 438128308 21335 922000 SOLE 922000 HONEYWELL INTL INC COMMON STOCK 438516106 97907 2892370 DEFINED 03 2892370 HOOKER FURNITURE CORP COMMON STOCK 439038100 1292 55600 SOLE 55600 HORIZON FINANCIAL CORP COMMON STOCK 44041F105 217 11800 SOLE 11800 HOST MARRIOTT CORP. 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COMMON STOCK 460254105 4351 94600 SOLE 94600 INTERNATIONAL STEEL GROUP COMMON STOCK 460377104 608 15700 SOLE 15700 INTERPOOL INC. COMMON STOCK 46062R108 549 36600 SOLE 36600 INTERPUBLIC GROUP CV CONVERTIBLE BONDS 460690AT7 759 500000 SOLE 500000 INTERSIL CORP COMMON STOCK 46069S109 644 28900 SOLE 28900 INTRAWEST CORP COMMON STOCK 460915200 3402 200000 SOLE 200000 INTERTAPE POLYMER GROUP I COMMON STOCK 460919103 12 1200 SOLE 1200 INTERTAN INC COMMON STOCK 461120107 659 47200 SOLE 47200 INTERVOICE-BRITE INC COMMON STOCK 461142101 15136 897200 SOLE 897200 INTRADO INC COMMON STOCK 46117A100 2904 150100 SOLE 150100 INTUIT INC COMMON STOCK 461202103 28288 630300 SOLE 630300 INVERESK RESEARCH GROUP COMMON STOCK 461238107 11222 394850 SOLE 394850 INVITROGEN CORP COMMON STOCK 46185R100 115371 1609300 SOLE 1609300 INVESTORS FIN. 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OF AMERICA COMMON STOCK 50540R409 7925 201900 SOLE 201900 LACLEDE GROUP INC COMMON STOCK 505597104 1606 53000 SOLE 53000 LADISH COMPANY INC COMMON STOCK 505754200 263 30000 SOLE 30000 LAIDLAW INTERNATIONAL COMMON STOCK 50730R102 11985 823700 SOLE 823700 LAKES GAMING INC COMMON STOCK 51206P109 379 14900 SOLE 14900 LAM RESEARCH CORPORATION COMMON STOCK 512807108 4056 160900 SOLE 160900 LAM RESEARCH CORP CONVERTIBLE BONDS 512807AE8 4545 4500000 SOLE 4500000 LAMAR ADVERTISING CO COMMON STOCK 512815101 14620 363500 SOLE 363500 LANCE, INC. 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SEMICONDUCTOR CORP. COMMON STOCK 637640103 319662 7194740 DEFINED 03 7194740 NATL WSTN LIFE INS CO A COMMON STOCK 638522102 1315 8900 SOLE 8900 NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 8306 230400 SOLE 230400 NATIONWIDE HEALTH PPTYS I COMMON STOCK 638620104 840 37700 SOLE 37700 NAVISTAR FIN CORP CV CONVERTIBLE BONDS 638902AM8 4295 4000000 SOLE 4000000 NAVIGATORS GROUP INC COMMON STOCK 638904102 320 11100 DEFINED 03 11100 NATURES SUNSHINE PRODS IN COMMON STOCK 639027101 64 4300 SOLE 4300 NAVISTAR INTL CP COMMON STOCK 63934E108 4151 90550 DEFINED 03 90550 NAVIGANT CONSULTING, INC. COMMON STOCK 63935N107 6583 325400 SOLE 325400 NAVIGANT INTERNATIONAL COMMON STOCK 63935R108 671 37300 SOLE 37300 NEIMAN MARCUS GROUP CL A COMMON STOCK 640204202 3565 66100 SOLE 66100 NEKTAR THERAPEUTICS COMMON STOCK 640268108 174224 8073400 SOLE 8073400 NELNET INC-CL A COMMON STOCK 64031N108 3239 127500 SOLE 127500 THOMAS NELSON INC COMMON STOCK 640376109 4674 171700 SOLE 171700 NEOSE TECHNOLOGIES INC COMMON STOCK 640522108 35 3700 SOLE 3700 NEOPHARM INC COMMON STOCK 640919106 17 900 SOLE 900 NET.B@NK INC COMMON STOCK 640933107 293 24000 SOLE 24000 NETWORK ASSOCIATES, INC. 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COMMON STOCK 651290108 1692 35300 SOLE 35300 NEWMIL BANCORP INC COMMON STOCK 651633109 11 400 SOLE 400 NEWMONT MINING CORP COMMON STOCK 651639106 18032 386705 SOLE 386705 NEWS CORPORATION LTD ADR AMER DEP RECEIPT 652487703 152254 4231620 SOLE 4231620 NEWS CORP LTD ADR PFD AMER DEP RECEIPT 652487802 498 15701 SOLE 15701 NEWTEK BUSINESS SERVICES COMMON STOCK 652526104 412 79300 SOLE 79300 NEXMED INC COMMON STOCK 652903105 108 38400 SOLE 38400 NEXTEL COMM INC CL A COMMON STOCK 65332V103 94696 3829225 DEFINED 03 3829225 NEXTEL COMMUN CONVERTIBLE BONDS 65332VAY9 15150 15000000 SOLE 15000000 NICE SYSTEMS LTD ADR AMER DEP RECEIPT 653656108 1118 47000 SOLE 47000 NIKE INCORPORATED CL. B COMMON STOCK 654106103 35394 454540 DEFINED 02 03 454540 Nippon Tele & Tele ADR AMER DEP RECEIPT 654624105 2136 75357 DEFINED 02 03 75357 NISOURCE INC COMMON STOCK 65473P105 14948 703448 DEFINED 02 03 703448 NOKIA CORP SPON ADR A AMER DEP RECEIPT 654902204 376431 18561698 DEFINED 03 18561698 NOBLE ENERGY INC COMMON STOCK 655044105 17356 368500 SOLE 368500 NOBLE INTERNATIONAL LTD COMMON STOCK 655053106 761 29200 SOLE 29200 NOLAND CO COMMON STOCK 655286102 242 5100 SOLE 5100 NORDSON CORP COMMON STOCK 655663102 10931 291800 SOLE 291800 NORDSTROM INC. COMMON STOCK 655664100 27590 691486 DEFINED 02 03 691486 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 37877 1714680 SOLE 1714680 NORTEL NETWORKS CORP. COMMON STOCK 656568102 3534 595000 SOLE 595000 NORTEL NTWORKS CV CONVERTIBLE BONDS 656568AB8 19409 19005000 DEFINED 03 19005000 NORTH FORK BANCORPORATION COMMON STOCK 659424105 15177 358650 DEFINED 02 03 358650 NORTH PITTSBURGH SYSTEMS COMMON STOCK 661562108 2357 117100 SOLE 117100 NORTHEAST UTILS COMMON STOCK 664397106 696 37305 DEFINED 03 37305 NORTHERN TRUST CORP COMMON STOCK 665859104 88992 1910100 SOLE 1910100 NORTHRIM BANCORP INC COMMON STOCK 666762109 51 2000 SOLE 2000 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 129895 1319800 SOLE 1319800 NORTHWEST AIRLINES CORP A COMMON STOCK 667280101 1622 160400 SOLE 160400 NORTHWEST BANCORP INC COMMON STOCK 667328108 59 2300 SOLE 2300 NOVATEL WIRELESS INC COMMON STOCK 66987M604 3363 156400 SOLE 156400 Novartis AG ADR AMER DEP RECEIPT 66987V109 2787 65426 DEFINED 02 03 65426 NU HORIZONS ELEC CORP COMMON STOCK 669908105 132 12500 SOLE 12500 NUANCE COMM INC COMMON STOCK 669967101 553 84500 SOLE 84500 NOVAVAX INC COMMON STOCK 670002104 95 16200 SOLE 16200 NOVELL INCORPORATED COMMON STOCK 670006105 104194 9155850 DEFINED 03 9155850 NOVELLUS SYS INC COMMON STOCK 670008101 21 659 DEFINED 03 659 NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 1574 73300 SOLE 73300 NU SKIN ASIA PACIFIC INC COMMON STOCK 67018T105 727 36100 SOLE 36100 NPTEST HOLDING CORP COMMON STOCK 67019A105 3785 250000 SOLE 250000 NUCOR CORP COMMON STOCK 670346105 154917 2519800 SOLE 2519800 NUEVO ENERGY CO COMMON STOCK 670509108 1866 57300 SOLE 57300 NUTRACEUTICAL INTL CORP COMMON STOCK 67060Y101 3616 167400 SOLE 167400 NVIDIA CORP COMMON STOCK 67066G104 13 510 DEFINED 03 510 OM GROUP INC COMMON STOCK 670872100 6357 209100 SOLE 209100 OAK HILL FINANCIAL INC COMMON STOCK 671337103 251 7700 SOLE 7700 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 45720 992840 SOLE 992840 OCEANEERING INTL INC. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,426 Form 13F Information Table Value Total: $61,986,368 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-----