-----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, G4X0XuyuOdFhspE0piHSURlbFJvjrjKNlAvSgzifW42TQF3BQC35jYnrLExEroq0 zqqbz0lVzmR6H1m+lyM82Q== 0000728889-03-000072.txt : 20030210 0000728889-03-000072.hdr.sgml : 20030210 20030210160612 ACCESSION NUMBER: 0000728889-03-000072 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030210 EFFECTIVENESS DATE: 20030210 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: 03547472 BUSINESS ADDRESS: STREET 1: 498 SEVENTH AVENUE STREET 2: 14TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 BUSINESS PHONE: 212-323-0200 MAIL ADDRESS: STREET 1: 498 SEVENTH AVENUE STREET 2: 14TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 FORMER COMPANY: FORMER CONFORMED NAME: OPPENHEIMER MANAGEMENT CORP DATE OF NAME CHANGE: 19940131 13F-HR 1 form13f1202ofi.txt FORM 13F HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Dec 31, 2002 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 Feb 10, 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 2666 144650 SOLE 144650 AAR CORP COMMON STOCK 000361105 224 43500 SOLE 43500 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 2113 1011100 SOLE 1011100 ABN AMRO HLDG N V COMMON STOCK 000937102 86 5290 DEFINED 03 5290 AEP INDUSTRIES INC COMMON STOCK 001031103 397 30400 SOLE 30400 AFC ENTERPRISES INC COMMON STOCK 00104Q107 181 8600 SOLE 8600 AFLAC INC COMMON STOCK 001055102 42883 1423735 DEFINED 03 1423735 AGCO CORP COMMON STOCK 001084102 6299 285000 SOLE 285000 AK STEEL HLDG CORP COMMON STOCK 001547108 3383 422900 SOLE 422900 AMB PROPERTY CORP COMMON STOCK 00163T109 120 4400 SOLE 4400 AMC ENTERTAINMENT INC COMMON STOCK 001669100 793 89600 SOLE 89600 AMN HEALTHCARE SVCS COMMON STOCK 001744101 1133 67000 SOLE 67000 AMR CORPORATION - DEL COMMON STOCK 001765106 11241 1703200 SOLE 1703200 AOL TIME WARNER COMMON STOCK 00184A105 204045 15575966 DEFINED 03 15575966 APAC TELESERVICES INC COMMON STOCK 00185E106 11 4900 SOLE 4900 ATI TECHNOLOGIES INC COMMON STOCK 001941103 1332 286400 SOLE 286400 AT&T CORP COMMON STOCK 001957505 118452 4536625 DEFINED 02 03 4536625 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 19800 3504538 DEFINED 02 03 3504538 AVI BIOPHARMA INC COMMON STOCK 002346104 226 45200 SOLE 45200 AAIPHARMA INC COMMON STOCK 00252W104 1659 118300 SOLE 118300 AARON RENTS INC COMMON STOCK 002535201 1700 77700 SOLE 77700 ABBOTT LABORATORIES COMMON STOCK 002824100 147390 3684740 DEFINED 02 03 3684740 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 10451 510800 SOLE 510800 ABGENIX INC COMMON STOCK 00339B107 884 120000 SOLE 120000 ABIOMED INC COMMON STOCK 003654100 194 53200 SOLE 53200 ABLE LABORATORIES INC COMMON STOCK 00371N407 58 5000 SOLE 5000 ACCREDO HEALTH COMMON STOCK 00437V104 6065 172050 SOLE 172050 ACTIVISION INC COMMON STOCK 004930202 3742 256500 SOLE 256500 ACTION PERFORMANCE COMMON STOCK 004933107 15756 829275 SOLE 829275 ACTEL CORPORATION COMMON STOCK 004934105 4000 246600 SOLE 246600 ACTERNA CORP COMMON STOCK 00503U105 9 54100 SOLE 54100 ACTIVE POWER INC COMMON STOCK 00504W100 823 462500 SOLE 462500 ACTIVCARD SA -SPON ADR AMER DEP RECEIPT 00505N109 3202 374500 SOLE 374500 ACTUANT CORP-CL A COMMON STOCK 00508X203 5430 116900 SOLE 116900 ACUITY BRANDS INC COMMON STOCK 00508Y102 581 42900 SOLE 42900 ACXIOM CORPORATION COMMON STOCK 005125109 363 23600 SOLE 23600 ADAPTEC INC. COMMON STOCK 00651F108 2814 498100 SOLE 498100 ADMINISTAFF INC COMMON STOCK 007094105 14 2287 SOLE 2287 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 761 30700 SOLE 30700 ADOLOR CORPORATION COMMON STOCK 00724X102 313 22500 SOLE 22500 ADTRAN INC COMMON STOCK 00738A106 3353 101900 SOLE 101900 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 4431 90604 SOLE 90604 ADVANCED DIGITAL INFO COMMON STOCK 007525108 3130 466500 SOLE 466500 ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 8094 230600 SOLE 230600 ADVISORY BOARD CO COMMON STOCK 00762W107 16 546 SOLE 546 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 2011 168020 SOLE 168020 AEROFLEX INC COMMON STOCK 007768104 3533 512000 SOLE 512000 ADVANCED MICRO DEVICES COMMON STOCK 007903107 32677 5058300 SOLE 5058300 ADVANCED MICRO CV CONVERTIBLE BONDS 007903AE7 3765 6000000 SOLE 6000000 ADVANCEPCS COMMON STOCK 00790K109 2 100 SOLE 100 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 2676 210400 SOLE 210400 ADVANCED ENERGY CONVERTIBLE BONDS 007973AA8 4907 6271000 SOLE 6271000 AETNA INC-NEW COMMON STOCK 00817Y108 95055 2311640 DEFINED 03 2311640 AFFYMETRIX, INC. COMMON STOCK 00826T108 58424 2552400 SOLE 2552400 AFFYMETRIX INC CONVERTIBLE BONDS 00826TAD0 2576 3000000 SOLE 3000000 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 4914 338900 SOLE 338900 AGERE SYSTEMS COMMON STOCK 00845V100 2096 1455900 SOLE 1455900 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 1959 2500000 SOLE 2500000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 27334 1521910 DEFINED 03 1521910 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 964 1000000 SOLE 1000000 AGILE SOFTWARE CORP COMMON STOCK 00846X105 5333 689000 SOLE 689000 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 1962 132000 SOLE 132000 AGRIUM INC COMMON STOCK 008916108 1020 90200 SOLE 90200 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 38714 905600 SOLE 905600 AIRBORNE INC COMMON STOCK 009269101 2355 158800 SOLE 158800 AIRGAS INC COMMON STOCK 009363102 1987 115200 SOLE 115200 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 1761 451600 SOLE 451600 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 1222 706345 SOLE 706345 AKSYS LTD COMMON STOCK 010196103 509 96000 SOLE 96000 Akzo Nobel NV Spon ADR AMER DEP RECEIPT 010199305 1498 46982 DEFINED 02 03 46982 ALARIS MEDICAL INC COMMON STOCK 011637105 839 137500 SOLE 137500 ALBANY INTL CORP CL A COMMON STOCK 012348108 500 24200 SOLE 24200 ALBERMARLE CORP. COMMON STOCK 012653101 509 17900 SOLE 17900 ALBERTSON'S INC COMMON STOCK 013104104 84166 3781059 DEFINED 02 03 3781059 ALCAN INC COMMON STOCK 013716105 334553 11333100 SOLE 11333100 ALCOA INC COMMON STOCK 013817101 168635 7402806 DEFINED 02 03 7402806 ALCATEL ALSTHOM ADR AMER DEP RECEIPT 013904305 1 205 DEFINED 03 205 ALDERWOODS GROUP INC COMMON STOCK 014383103 26 5400 SOLE 5400 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 761 29500 SOLE 29500 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 4426 103900 SOLE 103900 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 35300 2500000 SOLE 2500000 ALFA CORPORATION COMMON STOCK 015385107 1148 95600 SOLE 95600 ALICO INC COMMON STOCK 016230104 13 500 SOLE 500 ALKERMES INC COMMON STOCK 01642T108 211 33600 SOLE 33600 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 829 133160 DEFINED 03 133160 ALLEGIANT BANCORP INC COMMON STOCK 017476102 352 19300 SOLE 19300 ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 276 412200 SOLE 412200 ALLEN TELECOM INC COMMON STOCK 018091108 2336 246700 SOLE 246700 ALLERGAN INCORPORATED COMMON STOCK 018490102 262 4550 SOLE 4550 ALLIANCE GAMING CORP COMMON STOCK 01859P609 6110 358800 SOLE 358800 ALLIANCE IMAGING INC COMMON STOCK 018606202 116 21800 SOLE 21800 ALLIANT CORP COMMON STOCK 018802108 652 39400 SOLE 39400 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 56364 904000 SOLE 904000 ALLIANZ AKTIENGESELLSCHAFT COMMON STOCK 018805101 1 100 DEFINED 03 100 ALLIED IRISH BKS P L C COMMON STOCK 019228402 9 335 DEFINED 03 335 ALLIED RESEARCH CORP COMMON STOCK 019483106 244 13200 SOLE 13200 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 887 88700 SOLE 88700 ALLOS THERAPEUTICS INC COMMON STOCK 019777101 150 20000 SOLE 20000 ALLOY INC. COMMON STOCK 019855105 1524 139200 SOLE 139200 ALLSCRIPTS HEALTHCARE COMMON STOCK 01988P108 21 8800 SOLE 8800 ALLSTATE CORPORATION COMMON STOCK 020002101 163226 4412708 DEFINED 02 03 4412708 ALLTEL CORP COMMON STOCK 020039103 5 100 SOLE 100 ALLTEL CORP CV PFD NOVT CONV PREF STOCK 020039822 5679 110000 SOLE 110000 ALTERA CORPORATION COMMON STOCK 021441100 18514 1500300 SOLE 1500300 ALTIRIS INC COMMON STOCK 02148M100 525 33000 SOLE 33000 AMAZON.COM INC COMMON STOCK 023135106 26565 1406320 SOLE 1406320 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 157559 2801536 DEFINED 03 2801536 AMBASSADORS GROUP INC COMMON STOCK 023177108 43 3300 SOLE 3300 AMCOL INT'L CORP COMMON STOCK 02341W103 397 68500 SOLE 68500 AMERADA HESS CORP. COMMON STOCK 023551104 91469 1661570 SOLE 1661570 AMERICA ONLINE INC CV CONVERTIBLE BONDS 02364JAC8 41903 75500000 SOLE 75500000 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 12291 524800 SOLE 524800 AMERICAN CAPITAL STRATEGY COMMON STOCK 024937104 889 41210 DEFINED 03 41210 AMERICAN ELEC POWER COMMON STOCK 025537101 5193 190000 DEFINED 03 190000 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 2104 152700 SOLE 152700 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 343059 9704648 DEFINED 02 03 9704648 AMERICAN FINL GROUP INC COMMON STOCK 025932104 1163 50400 SOLE 50400 AMERICAN FINANCIAL HLDGS COMMON STOCK 026075101 914 30600 SOLE 30600 AMER GREETINGS CORP COMMON STOCK 026375105 16696 1056700 DEFINED 02 1056700 AMERICAN HOME MTG HLDG COMMON STOCK 02660M108 279 25400 SOLE 25400 AMERICAN INTERNTL GP COMMON STOCK 026874107 339332 5865719 DEFINED 02 03 5865719 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 2396 66600 SOLE 66600 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 1034 73950 SOLE 73950 AMERICAN PHARMACEUTICAL COMMON STOCK 02886P109 1424 80000 SOLE 80000 AMERICAN POWER CONVERSION COMMON STOCK 029066107 492 32500 SOLE 32500 AMERICAN STANDARD COS INC COMMON STOCK 029712106 377 5300 SOLE 5300 AMERICAN TOWER CORP COMMON STOCK 029912201 1059 300000 SOLE 300000 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AD4 349 500000 SOLE 500000 AMERICAN WOODMARK COMMON STOCK 030506109 2731 57500 SOLE 57500 AMERICREDIT CORP COMMON STOCK 03060R101 1702 219900 SOLE 219900 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 1472 104400 SOLE 104400 AMERON INTL CORP COMMON STOCK 030710107 165 3000 SOLE 3000 AMERUS GROUP CO COMMON STOCK 03072M108 1764 62405 DEFINED 03 62405 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 112731 2075700 SOLE 2075700 AMERIGROUP CORP COMMON STOCK 03073T102 2789 92000 SOLE 92000 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 19 3300 SOLE 3300 AMGEN INCORPORATED COMMON STOCK 031162100 186834 3865010 DEFINED 03 3865010 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 2987 627500 SOLE 627500 AMKOR TECHNOLOGIES INC CONVERTIBLE BONDS 031652AN0 18769 32500000 SOLE 32500000 AMSOUTH BANCORPORATION COMMON STOCK 032165102 26941 1403200 SOLE 1403200 AMSURG CORP COMMON STOCK 03232P405 2227 109000 SOLE 109000 AMYLIN PHARMACEUTICALS COMMON STOCK 032346108 1130 70000 SOLE 70000 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 160432 3349315 DEFINED 03 3349315 ANALOG DEVICES INC. COMMON STOCK 032654105 22560 945100 SOLE 945100 ANALOGIC CORP COMMON STOCK 032657207 297 5900 SOLE 5900 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 818 39400 SOLE 39400 ANGELICA CORP COMMON STOCK 034663104 1280 62000 SOLE 62000 ANGLOGOLD LTD SPON ADR AMER DEP RECEIPT 035128206 10751 313807 SOLE 313807 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 189907 3923700 DEFINED 03 3923700 ANNALY MORTGAGE MANAGEMEN COMMON STOCK 035710409 3243 172500 SOLE 172500 ANNTAYLOR STORES CORP COMMON STOCK 036115103 17012 833110 DEFINED 03 833110 ANSOFT CORP COMMON STOCK 036384105 1051 170900 SOLE 170900 ANSYS, INC. COMMON STOCK 03662Q105 1559 77200 SOLE 77200 ANTHEM INC COMMON STOCK 03674B104 41193 654903 SOLE 654903 ANTEON INTL CORP COMMON STOCK 03674E108 5547 231120 SOLE 231120 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 10083 925000 SOLE 925000 ANWORTH MORTGAGE ASSET COMMON STOCK 037347101 436 34650 SOLE 34650 AON CORP COMMON STOCK 037389103 9 495 DEFINED 03 495 APACHE CORPORATION COMMON STOCK 037411105 27924 489977 DEFINED 03 489977 APARTMENT INVT & MGMT COMMON STOCK 03748R101 57 1525 SOLE 1525 APEX MORTGAGE CAPITAL INC COMMON STOCK 037564101 149 22800 SOLE 22800 APOGEE ENTERPRISES INC COMMON STOCK 037598109 2 200 SOLE 200 APHTON CORP COMMON STOCK 03759P101 33 8600 SOLE 8600 APOLLO GROUP INC -CL A COMMON STOCK 037604105 15215 345800 SOLE 345800 U OF PHOENIX ONLINE COMMON STOCK 037604204 4952 138166 SOLE 138166 APOGENT TECHNOLOGIES INC COMMON STOCK 03760A101 5034 242000 SOLE 242000 APPLE COMPUTER INC COMMON STOCK 037833100 10259 715900 SOLE 715900 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 4545 196000 SOLE 196000 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 17185 772700 SOLE 772700 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 90178 5141300 SOLE 5141300 APPLERA CORP-CELERA GEN COMMON STOCK 038020202 2802 293400 SOLE 293400 APPLICA INC COMMON STOCK 03815A106 103 20600 SOLE 20600 APPLIED MATERIALS INC. COMMON STOCK 038222105 140327 10769580 DEFINED 03 10769580 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 16109 4365700 SOLE 4365700 AQUILA INC COMMON STOCK 03840P102 89 50300 SOLE 50300 ARAMARK CORP CL B COMMON STOCK 038521100 82 3500 SOLE 3500 ARBITRON INC COMMON STOCK 03875Q108 2023 60400 SOLE 60400 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 130 10500 DEFINED 03 10500 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 7909 336000 SOLE 336000 ARGONAUT GROUP INC COMMON STOCK 040157109 107 7220 DEFINED 03 7220 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 80 34400 SOLE 34400 ARQULE INC COMMON STOCK 04269E107 133 43600 SOLE 43600 ARRIS GROUP INC COMMON STOCK 04269Q100 451 126400 SOLE 126400 ARRAY BIOPHARMA COMMON STOCK 04269X105 380 68400 SOLE 68400 ARROW ELECTRONICS INC COMMON STOCK 042735100 1279 100000 SOLE 100000 ARROW FINANCIAL CORP COMMON STOCK 042744102 957 31096 SOLE 31096 ARROW INTERNATIONAL INC COMMON STOCK 042764100 163 4000 SOLE 4000 ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 90 23500 SOLE 23500 ARVINMERITOR INC COMMON STOCK 043353101 6878 412600 SOLE 412600 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 198 23500 SOLE 23500 ASHANTI GOLDFIELDS GDR GLOBAL DEP RECEIPT 043743202 8782 1501220 SOLE 1501220 ASHLAND INC COMMON STOCK 044204105 11555 405000 SOLE 405000 ASHWORTH INC. COMMON STOCK 04516H101 46 7200 SOLE 7200 ASIAINFO HOLDINGS INC COMMON STOCK 04518A104 951 150000 SOLE 150000 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 345 121600 SOLE 121600 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 453 160000 SOLE 160000 ASTORIA FINL CORP COMMON STOCK 046265104 19553 720200 SOLE 720200 ASTRAZENECA PLC COMMON STOCK 046353108 104 2956 DEFINED 03 2956 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 1571 213800 SOLE 213800 ATHEROGENICS INC COMMON STOCK 047439104 205 27600 SOLE 27600 ATLANTIC COAST AIRLINES COMMON STOCK 048396105 564 46900 SOLE 46900 ATMEL CORP COMMON STOCK 049513104 11366 5096800 SOLE 5096800 AUDIOVOX CORP -CL A COMMON STOCK 050757103 362 35000 SOLE 35000 AUTODESK INC. COMMON STOCK 052769106 5926 414400 SOLE 414400 AUTOLIV INC COMMON STOCK 052800109 925 44200 SOLE 44200 AUTOMATIC DATA PROC COMMON STOCK 053015103 35803 912170 DEFINED 03 912170 AUTONATION INC. COMMON STOCK 05329W102 10175 810100 SOLE 810100 AUTOZONE INC. COMMON STOCK 053332102 34560 489180 DEFINED 03 489180 AVANEX CORP COMMON STOCK 05348W109 319 312900 SOLE 312900 AVAYA INC COMMON STOCK 053499109 2769 1130100 SOLE 1130100 Aventis SA Spon ADR AMER DEP RECEIPT 053561106 3534 65210 DEFINED 02 03 65210 AVERY DENNISON CORP COMMON STOCK 053611109 45 730 DEFINED 03 730 AVIALL COMMON STOCK 05366B102 1080 134095 DEFINED 03 134095 AVID TECHNOLOGY INC COMMON STOCK 05367P100 16630 724600 SOLE 724600 AVNET INCORPORATED COMMON STOCK 053807103 11221 1036135 DEFINED 03 1036135 AVON PRODUCTS INC COMMON STOCK 054303102 34273 636194 DEFINED 02 03 636194 AXA SPONSORED ADR COMMON STOCK 054536107 533 39640 DEFINED 03 39640 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 2911 519000 SOLE 519000 AZTAR CORP COMMON STOCK 054802103 4862 340500 SOLE 340500 BB&T CORPORATION COMMON STOCK 054937107 3743 101200 SOLE 101200 BG PLC ADR FNL INSTLLM COMMON STOCK 055434203 6 280 DEFINED 03 280 BJ SERVICES CO COMMON STOCK 055482103 54649 1691390 SOLE 1691390 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 11319 618500 SOLE 618500 BOC GROUP PLC COMMON STOCK 055617609 5 195 DEFINED 03 195 BP PLC - ADR AMER DEP RECEIPT 055622104 236021 5806176 DEFINED 02 03 5806176 BRE PROPERTIES -CL A COMMON STOCK 05564E106 100 3200 SOLE 3200 BT Group PLC ADR AMER DEP RECEIPT 05577E101 2017 64372 DEFINED 02 03 64372 BWAY CORP COMMON STOCK 056039100 1286 65000 SOLE 65000 BAKER (MICHAEL) CORP COMMON STOCK 057149106 48 4400 SOLE 4400 BALDOR ELECTRIC COMMON STOCK 057741100 168 8500 SOLE 8500 BALL CORP COMMON STOCK 058498106 30335 592600 DEFINED 03 592600 BANCFIRST CORP COMMON STOCK 05945F103 216 4600 SOLE 4600 Banco Bilbao Vizcaya ADR AMER DEP RECEIPT 05946K101 2269 233649 DEFINED 02 03 233649 BANK OF AMERICA CORP. COMMON STOCK 060505104 416815 5991310 DEFINED 02 03 5991310 BANK OF HAWAII CORP COMMON STOCK 062540109 893 29400 SOLE 29400 BANK MUTUAL CORP COMMON STOCK 063748107 1020 44100 SOLE 44100 BANK OF THE OZARKS COMMON STOCK 063904106 21 900 SOLE 900 BANK OF N Y CO COMMON STOCK 064057102 185410 7738320 DEFINED 03 7738320 BANK ONE CORP COMMON STOCK 06423A103 398684 10907900 DEFINED 02 03 10907900 BANKATLANTIC BANCORP INC COMMON STOCK 065908501 6411 678400 SOLE 678400 BANKNORTH GROUP INC COMMON STOCK 06646R107 9 400 SOLE 400 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 2157 133300 SOLE 133300 C R BARD, INCORPORATED COMMON STOCK 067383109 17 300 SOLE 300 Barclays PLC Spon ADR AMER DEP RECEIPT 06738E204 2025 81970 DEFINED 02 03 81970 BARNES & NOBLE INC. COMMON STOCK 067774109 1816 100500 SOLE 100500 BARNES GROUP INC COMMON STOCK 067806109 1571 77200 SOLE 77200 BARRICK GOLD CORP COMMON STOCK 067901108 27781 1802800 SOLE 1802800 BARR LABORATORIES INC COMMON STOCK 068306109 10 161 SOLE 161 BARRA INC COMMON STOCK 068313105 3154 104000 SOLE 104000 BAXTER INTERNATIONAL COMMON STOCK 071813109 82886 2960204 DEFINED 02 03 2960204 BAXTER INTERNATIONAL CV CONV PREF STOCK 071813406 9269 185000 SOLE 185000 BAY VIEW CAPITAL COR COMMON STOCK 07262L101 729 126800 SOLE 126800 BBVA BANCO FRANCES ADR AMER DEP RECEIPT 07329M100 119 40833 SOLE 40833 BEA SYSTEMS INC COMMON STOCK 073325102 9014 785900 SOLE 785900 BEA SYSTEMS INC CV CONVERTIBLE BONDS 073325AD4 4550 5000000 SOLE 5000000 BEAR STEARNS COMMON STOCK 073902108 27327 460050 DEFINED 03 460050 BEASLEY BROADCAST GRP CLA COMMON STOCK 074014101 26 2200 SOLE 2200 BEAZER HOMES USA INC COMMON STOCK 07556Q105 10789 178031 SOLE 178031 BEBE STORES INC COMMON STOCK 075571109 245 18300 SOLE 18300 BECKMAN COULTER INC COMMON STOCK 075811109 9083 307700 DEFINED 02 307700 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 34677 1129900 SOLE 1129900 BED BATH & BEYOND INC. COMMON STOCK 075896100 272013 7877590 SOLE 7877590 BEL FUSE INC-CL A COMMON STOCK 077347201 154 8500 SOLE 8500 BELDEN COMMON STOCK 077459105 1273 83632 DEFINED 02 03 83632 BELLSOUTH CORPORATION COMMON STOCK 079860102 120924 4674330 DEFINED 03 4674330 BELO CORP-CL A COMMON STOCK 080555105 464 21800 DEFINED 02 21800 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 13318 464700 SOLE 464700 BENIHANA INC - CL A COMMON STOCK 082047200 1 75 SOLE 75 BENTLEY PHARMACEUTICALS COMMON STOCK 082657107 128 15900 SOLE 15900 W.R. BERKLEY COMMON STOCK 084423102 7629 192600 SOLE 192600 BERKSHIRE HATH- B COMMON STOCK 084670207 99331 40995 SOLE 40995 BERKSHIRE HILLS BANCORP COMMON STOCK 084680107 259 11000 SOLE 11000 BERRY PETROLEUM - CL A COMMON STOCK 085789105 39 2300 SOLE 2300 BEST BUY COMPANY INC. 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HORTON INC COMMON STOCK 23331A109 4200 242100 SOLE 242100 DST SYSTEMS INC. COMMON STOCK 233326107 135 3800 SOLE 3800 DSP GROUP COMMON STOCK 23332B106 832 52600 SOLE 52600 DTE ENERGY CO COMMON STOCK 233331107 20616 444300 DEFINED 03 444300 DVI INC COMMON STOCK 233343102 3 400 SOLE 400 DAKTRONICS INC COMMON STOCK 234264109 812 60700 SOLE 60700 DANA CORP COMMON STOCK 235811106 17848 1517700 SOLE 1517700 DANAHER CORP COMMON STOCK 235851102 330 5020 DEFINED 03 5020 DANIELSON HOLDING CORP COMMON STOCK 236274106 13 9300 SOLE 9300 DANKA BUSINESS SYS ADR AMER DEP RECEIPT 236277109 9592 2256835 DEFINED 03 2256835 DARDEN RESTAURANTS INC COMMON STOCK 237194105 26040 1273313 DEFINED 03 1273313 DAVE & BUSTER'S INC COMMON STOCK 23833N104 445 51400 SOLE 51400 DAVITA INC COMMON STOCK 23918K108 10189 413000 SOLE 413000 DEAN FOODS CO COMMON STOCK 242370104 77782 2096540 SOLE 2096540 DEB SHOPS INC COMMON STOCK 242728103 1650 74300 SOLE 74300 DECODE GENETICS INC COMMON STOCK 243586104 33 18100 SOLE 18100 DEERE & COMPANY COMMON STOCK 244199105 1220 26600 SOLE 26600 DEL LABORATORIES INC COMMON STOCK 245091103 1203 59550 SOLE 59550 DEL MONTE FOODS CO COMMON STOCK 24522P103 1424 184943 DEFINED 03 184943 DELL COMPUTER CORP. COMMON STOCK 247025109 294787 11024200 DEFINED 03 11024200 DELPHI CORP COMMON STOCK 247126105 94408 11727738 DEFINED 02 03 11727738 DELTA & PINE LAND CO COMMON STOCK 247357106 24492 1200000 SOLE 1200000 DELTA AIR LINES INC COMMON STOCK 247361108 7550 624000 SOLE 624000 DELTIC TIMBER CORP COMMON STOCK 247850100 1218 45600 SOLE 45600 DENBURY RESOURCES INC COMMON STOCK 247916208 1724 152600 SOLE 152600 DELUXE CORPORATION COMMON STOCK 248019101 16709 396900 SOLE 396900 DENDRITE INT'L INC COMMON STOCK 248239105 884 118300 SOLE 118300 DENTSPLY INTL INC COMMON STOCK 249030107 29 786 SOLE 786 DEPARTMENT 56 INC. COMMON STOCK 249509100 2012 156000 SOLE 156000 DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 4781 217400 SOLE 217400 DEVON ENERGY CORP COMMON STOCK 25179M103 36166 787920 DEFINED 03 787920 DEVON ENERGY (CHV) CONVERTIBLE BONDS 25179MAB9 6068 6000000 SOLE 6000000 Diageo PLC Spon ADR AMER DEP RECEIPT 25243Q205 3491 79717 DEFINED 02 03 79717 DIAGNOSTIC PRODUCTS CORP COMMON STOCK 252450101 317 8200 SOLE 8200 DIAL CORP COMMON STOCK 25247D101 13996 687100 SOLE 687100 DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 3649 167000 SOLE 167000 DIEBOLD INC COMMON STOCK 253651103 6223 150980 DEFINED 03 150980 DIGITAL RIVER INC COMMON STOCK 25388B104 2500 209200 SOLE 209200 DIGITAS INC COMMON STOCK 25388K104 311 89900 SOLE 89900 DIME COMMUNITY BANCSHARES COMMON STOCK 253922108 2794 145925 SOLE 145925 DILLARDS INC- CL A COMMON STOCK 254067101 7017 442470 DEFINED 03 442470 DIME BANCORP WTS 1/02/10 WARRANTS UNIT 25429Q110 65 534100 SOLE 534100 DIMON INC COMMON STOCK 254394109 32 5400 SOLE 5400 DIONEX CORP. COMMON STOCK 254546104 1516 51100 SOLE 51100 DISCOVERY PARTNERS INTL COMMON STOCK 254675101 11 3800 SOLE 3800 WALT DISNEY COMPANY COMMON STOCK 254687106 330 20260 DEFINED 03 20260 DIVERSA CORP COMMON STOCK 255064107 250 27600 SOLE 27600 DOCUCORP INTL INC COMMON STOCK 255911109 1099 166000 SOLE 166000 DR. REDDY'S LAB ADR AMER DEP RECEIPT 256135203 6640 343500 SOLE 343500 DOCUMENTUM INC COMMON STOCK 256159104 5504 351500 SOLE 351500 DOLE FOOD INC COMMON STOCK 256605106 8784 269600 SOLE 269600 DOLLAR GENERAL CORP. 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COMMON STOCK 27579R104 2428 67300 SOLE 67300 EASTERN AM NATURAL GAS COMMON STOCK 276217106 21 1100 SOLE 1100 EASTMAN CHEM CO COMMON STOCK 277432100 50 1350 DEFINED 03 1350 EASTMAN KODAK CO. COMMON STOCK 277461109 61537 1756200 DEFINED 02 1756200 EATON CORP COMMON STOCK 278058102 12708 162690 DEFINED 03 162690 EBAY INC COMMON STOCK 278642103 1710 25210 SOLE 25210 ECHO BAY MINES LTD COMMON STOCK 278751102 1638 1300000 SOLE 1300000 ECHOSTAR COMM - A COMMON STOCK 278762109 77229 3469400 SOLE 3469400 ECLIPSYS CORP COMMON STOCK 278856109 376 70200 SOLE 70200 ECOLAB INCORPORATED COMMON STOCK 278865100 19 391 SOLE 391 EDISON INTERNATIONAL COMMON STOCK 281020107 15217 1284175 DEFINED 03 1284175 EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 4 100 SOLE 100 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 0 1 DEFINED 03 1 EFUNDS CORP COMMON STOCK 28224R101 3 300 SOLE 300 EL PASO CORPORATION COMMON STOCK 28336L109 44037 6327210 DEFINED 03 6327210 EL PASO CORP CV CONVERTIBLE BONDS 28336LAC3 11183 35500000 SOLE 35500000 ELAN CORP PLC ADR AMER DEP RECEIPT 284131208 135 55000 SOLE 55000 ELECTRO RENT CORP COMMON STOCK 285218103 48 3900 SOLE 3900 ELECTRO SCIENTIFIC COMMON STOCK 285229100 1408 70400 SOLE 70400 ELECTRONIC ARTS INC. 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COMMON STOCK 292845104 7519 336400 SOLE 336400 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 191 5200 SOLE 5200 ENNIS BUSINESS FORMS COMMON STOCK 293389102 1082 93100 SOLE 93100 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 514 128560 SOLE 128560 ENTEGRIS INC COMMON STOCK 29362U104 781 75800 SOLE 75800 ENTERASYS NETWORKS INC COMMON STOCK 293637104 942 603600 SOLE 603600 ENTERCOM COMM CORP COMMON STOCK 293639100 7212 153700 SOLE 153700 ENTERGY CORP COMMON STOCK 29364G103 52137 1143600 SOLE 1143600 ENTRUST TECHNOLOGIES COMMON STOCK 293848107 2191 652100 SOLE 652100 ENZO BIOCHEM INC COMMON STOCK 294100102 864 61700 SOLE 61700 EON LABS INC COMMON STOCK 29412E100 1829 96700 SOLE 96700 EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 6822 194700 SOLE 194700 EQUITY INNS COMMON STOCK 294703103 1 100 SOLE 100 EQUITY OFFICE PROP. 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COMMON STOCK 296643109 1838 108500 SOLE 108500 ESPIRITO SANTO FINL ADR AMER DEP RECEIPT 29665F200 5086 303828 SOLE 303828 ESSEX PROPERTY TRUST COMMON STOCK 297178105 122 2400 SOLE 2400 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 36038 1048520 SOLE 1048520 EXACT SCIENCES CORP COMMON STOCK 30063P105 1700 157000 SOLE 157000 EXCEL TECHNOLOGY INC COMMON STOCK 30067T103 1245 69600 SOLE 69600 EXELON CORPORATION COMMON STOCK 30161N101 366617 6947458 DEFINED 02 03 6947458 EXELIXIS INC COMMON STOCK 30161Q104 622 77700 SOLE 77700 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 6671 138864 SOLE 138864 EXTENDED STAY AMER COMMON STOCK 30224P101 125 8500 SOLE 8500 EXXON MOBIL CORP COMMON STOCK 30231G102 489016 13995887 DEFINED 02 03 13995887 F & M BANCORP/MD COMMON STOCK 302367107 256 8000 SOLE 8000 FBL FINL GROUP INC -CL A COMMON STOCK 30239F106 27 1400 SOLE 1400 FBR ASSET INVESTMENT CORP COMMON STOCK 30241E303 1688 49800 SOLE 49800 FEI COMPANY COMMON STOCK 30241L109 349 22800 SOLE 22800 FLIR SYSTEMS INC COMMON STOCK 302445101 1435 29400 SOLE 29400 FMC CORPORATION COMMON STOCK 302491303 23555 862200 SOLE 862200 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 4699 230000 SOLE 230000 F.N.B. CORP COMMON STOCK 302520101 715 25987 SOLE 25987 FPL GROUP INC. 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COMMON STOCK 311900104 57 1516 SOLE 1516 FED AGRICULTURAL MTG CORP COMMON STOCK 313148306 150 4900 SOLE 4900 FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 774024 13107943 DEFINED 03 13107943 FANNIE MAE COMMON STOCK 313586109 301136 4681115 DEFINED 03 4681115 FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 98 3500 SOLE 3500 FEDERATED DEPT STORES COMMON STOCK 31410H101 40762 1417300 SOLE 1417300 FED INVESTORS - CL B COMMON STOCK 314211103 17 679 SOLE 679 FEDEX CORPORATION COMMON STOCK 31428X106 69022 1273000 SOLE 1273000 FERRO CORP COMMON STOCK 315405100 6740 275900 SOLE 275900 F5 NETWORKS INC COMMON STOCK 315616102 6855 638300 SOLE 638300 FIDELITY BANKSHARES INC COMMON STOCK 31604Q107 1941 108430 SOLE 108430 FIDELITY NATIONAL FINL COMMON STOCK 316326107 56017 1706258 DEFINED 03 1706258 FIFTH THIRD BANCORP COMMON STOCK 316773100 222 3800 DEFINED 03 3800 FILENET CORPORATION COMMON STOCK 316869106 1307 107100 SOLE 107100 FINANCIAL FEDERAL CORP COMMON STOCK 317492106 407 16200 SOLE 16200 FINDWHAT.COM COMMON STOCK 317794105 80 10000 SOLE 10000 FINISAR CORPORATION COMMON STOCK 31787A101 956 1006000 SOLE 1006000 FINLAY ENTER. INC. COMMON STOCK 317884203 680 56400 SOLE 56400 FIRST BANCORP P R COMMON STOCK 318672102 849 37550 SOLE 37550 FIRST BUSEY CORP COMMON STOCK 319383105 5 200 SOLE 200 FIRST CHARTER CORP COMMON STOCK 319439105 160 8900 SOLE 8900 FIRST CITIZENS BANCSH -A COMMON STOCK 31946M103 628 6500 SOLE 6500 FIRST COMMO FINL CORP COMMON STOCK 319829107 90 7800 SOLE 7800 FIRST COMMUNITY BANCSHARE COMMON STOCK 31983A103 1824 59300 SOLE 59300 FIRST COMMUNITY BANCORP COMMON STOCK 31983B101 2743 83300 SOLE 83300 FIRST FED CAP CORP COMMON STOCK 319960100 2452 127000 SOLE 127000 FIRST DATA CORP COMMON STOCK 319963104 86516 2443280 DEFINED 03 2443280 FIRST ESSEX BANCORP INC COMMON STOCK 320103104 833 24950 SOLE 24950 FIRST FINL BANKSHARES INC COMMON STOCK 32020R109 232 6100 SOLE 6100 FIRST FINANCIAL HOLDINGS COMMON STOCK 320239106 1674 67600 SOLE 67600 FIRST HORIZON PHARM COMMON STOCK 32051K106 1454 194500 SOLE 194500 FIRST INDIANA CORP COMMON STOCK 32054R108 303 16375 SOLE 16375 FIRST OF LI CORP COMMON STOCK 320734106 18 500 SOLE 500 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 1008 37725 SOLE 37725 FIRST HEALTH GROUP CORP COMMON STOCK 320960107 17 716 SOLE 716 FIRST NIAGARA FINANCIAL COMMON STOCK 33582U100 580 22200 SOLE 22200 FIRST PLACE FINANCIAL COMMON STOCK 33610T109 477 28700 SOLE 28700 FIRST SENTINEL BANCORP IN COMMON STOCK 33640T103 150 10400 SOLE 10400 FIRST STATE BANCORP COMMON STOCK 336453105 603 24300 SOLE 24300 FIRST SOUTH BANCORP INC COMMON STOCK 33646W100 50 1400 SOLE 1400 IST SOURCE CORP COMMON STOCK 336901103 405 24150 SOLE 24150 FIRST TENNESSEE NATL COMMON STOCK 337162101 15217 423400 SOLE 423400 FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 1359 36500 SOLE 36500 FISERV INC COMMON STOCK 337738108 35 1030 SOLE 1030 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 3 100 SOLE 100 FIRSTFED AMERICA BANCORP COMMON STOCK 337929103 189 7600 SOLE 7600 FLAGSTAR BANCORP INC COMMON STOCK 337930101 3411 157925 SOLE 157925 FIRSTENERGY CORP COMMON STOCK 337932107 59958 1818575 DEFINED 03 1818575 FISHER SCIENTIFIC INTL COMMON STOCK 338032204 5449 181140 SOLE 181140 FIVE STAR QUALITY CARE COMMON STOCK 33832D106 0 40 SOLE 40 FLEET BOSTON FINANCIAL COMMON STOCK 339030108 230740 9495459 DEFINED 03 9495459 FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 89 11300 SOLE 11300 FLEMING COMPANIES COMMON STOCK 339130106 14454 2200000 SOLE 2200000 FLORIDA EAST COAST INDS COMMON STOCK 340632108 202 8700 SOLE 8700 FLUOR CORP COMMON STOCK 343412102 913 32600 SOLE 32600 FLOWERS FOODS INC COMMON STOCK 343498101 230 11800 SOLE 11800 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 1399 85410 SOLE 85410 FOAMEX INTERNATIONAL INC COMMON STOCK 344123104 215 68002 SOLE 68002 FOCAL COMMUNICATIONS GRP COMMON STOCK 344155205 0 4410 SOLE 4410 FOOT LOCKER INC COMMON STOCK 344849104 11226 1069100 SOLE 1069100 FORD MOTOR COMPANY COMMON STOCK 345370860 58560 6296752 DEFINED 03 6296752 FORD MOTOR CAP TRST CV CONV PREF STOCK 345395206 14535 360000 SOLE 360000 FOREST CITY ENTRPRS -CL COMMON STOCK 345550107 430 12900 SOLE 12900 FOREST LABS, INC COMMON STOCK 345838106 99232 1010300 SOLE 1010300 FORTUNE BRANDS INC COMMON STOCK 349631101 34626 744485 DEFINED 03 744485 FOSSIL INC COMMON STOCK 349882100 2307 113400 SOLE 113400 FOUNDRY NETWORKS INC COMMON STOCK 35063R100 872 123800 SOLE 123800 FOUNTAIN PWR BOAT INDS INC COMMON STOCK 350755302 4 1387 DEFINED 03 1387 4 KIDS ENTERTAINMENT INC COMMON STOCK 350865101 1663 75300 SOLE 75300 FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 87365 3369280 SOLE 3369280 FRANKLIN ELECTRIC CO COMMON STOCK 353514102 2386 49700 SOLE 49700 FRANKLIN FINANCIAL CORP COMMON STOCK 353523202 32 1400 SOLE 1400 FRANKLIN RESOURCES COMMON STOCK 354613101 52520 1541075 DEFINED 03 1541075 FREDS INC COMMON STOCK 356108100 825 32100 SOLE 32100 FREEMARKETS INC. 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COMMON STOCK 367626108 3138 999300 SOLE 999300 GAYLORD ENT -CL A COMMON STOCK 367905106 231 11200 SOLE 11200 GEN-PROBE INC COMMON STOCK 36866T103 2142 90000 SOLE 90000 GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W106 1041 320300 SOLE 320300 GENENTECH INC COMMON STOCK 368710406 119 3600 SOLE 3600 GENERAL BINDING CORP COMMON STOCK 369154109 483 57000 SOLE 57000 GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 21 265 DEFINED 03 265 GENERAL ELECTRIC CO. 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CO COMMON STOCK 412693103 4103 185400 SOLE 185400 HARLEY DAVIDSON INC. 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COMMON STOCK 44107P104 43900 4960407 SOLE 4960407 HOT TOPIC, INC. COMMON STOCK 441339108 8325 363850 SOLE 363850 HOTELS.COM - CL A COMMON STOCK 44147T108 35389 647800 SOLE 647800 HOUSEHOLD INTERNATIONAL. COMMON STOCK 441815107 324548 11670190 DEFINED 03 11670190 HOUSTON EXPLORATION CO COMMON STOCK 442120101 1965 64200 SOLE 64200 HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 14867 469000 SOLE 469000 HUB INTL LTD COMMON STOCK 44332P101 449 35000 SOLE 35000 HUBBELL INC COMMON STOCK 443510201 2 50 DEFINED 03 50 HUDSON RIVER BANCORP INC COMMON STOCK 444128102 738 29800 SOLE 29800 HUDSON UNITED BANCORP COMMON STOCK 444165104 1813 58300 SOLE 58300 HUMANA INC. 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COMMON STOCK 686079104 589 146400 SOLE 146400 ORIENTAL FINANCIAL GROUP COMMON STOCK 68618W100 133 5430 SOLE 5430 ORTHOLOGIC CORPORATION COMMON STOCK 68750J107 583 161600 SOLE 161600 OSHKOSH B GOSH CLASS A COMMON STOCK 688222207 1624 57900 SOLE 57900 OSHKOSH TRUCK CORP COMMON STOCK 688239201 7940 129100 SOLE 129100 OSMONICS INC COMMON STOCK 688350107 1731 102200 SOLE 102200 OSTEOTECH INC COMMON STOCK 688582105 4977 772800 SOLE 772800 OUTBACK STEAKHOUSE INC. COMMON STOCK 689899102 27104 787000 SOLE 787000 OVERLAND STORAGE INC COMMON STOCK 690310107 287 19700 SOLE 19700 OVERTURE SERVICES COMMON STOCK 69039R100 29517 1080800 SOLE 1080800 OWENS-ILLINOIS INC. COMMON STOCK 690768403 5479 375800 SOLE 375800 OXFORD HEALTH PLANS INC. COMMON STOCK 691471106 85592 2348200 SOLE 2348200 OXFORD INDUSTRIES INC COMMON STOCK 691497309 67 2600 SOLE 2600 PAM TRANSPORATION SVCS COMMON STOCK 693149106 1676 66500 SOLE 66500 PG & E CORPORATION COMMON STOCK 69331C108 14183 1020400 DEFINED 02 1020400 PFF BANCORP COMMON STOCK 69331W104 1678 53700 SOLE 53700 PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 6628 182600 SOLE 182600 PICO HOLDINGS INC COMMON STOCK 693366205 94 7100 SOLE 7100 PMA CAP CORP COMMON STOCK 693419202 3 200 DEFINED 03 200 PMC- SIERRA INC COMMON STOCK 69344F106 517 93000 SOLE 93000 THE PMI GROUP INC COMMON STOCK 69344M101 14230 473700 SOLE 473700 PNC FINANCIAL SERVICES COMMON STOCK 693475105 17948 428350 SOLE 428350 POSCO ADR AMER DEP RECEIPT 693483109 803 32445 DEFINED 02 03 32445 PNM RESOURCES INC COMMON STOCK 69349H107 2382 100000 SOLE 100000 PPG INDUSTRIES, INC. COMMON STOCK 693506107 35155 701000 SOLE 701000 PPL CORP COMMON STOCK 69351T106 1595 46000 SOLE 46000 PRG-SCHULTZ INTERNATIONAL COMMON STOCK 69357C107 1140 128100 SOLE 128100 PSS WORLD MEDICAL INC COMMON STOCK 69366A100 1057 154500 SOLE 154500 PTEK HOLDINGS INC COMMON STOCK 69366M104 279 63500 SOLE 63500 PACCAR INC COMMON STOCK 693718108 3893 84400 SOLE 84400 PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 2367 92999 SOLE 92999 PACIFIC NORTHWEST BANCORP COMMON STOCK 69466M103 2193 87700 SOLE 87700 PACIFIC SUNWEAR OF CALIF COMMON STOCK 694873100 4326 244550 SOLE 244550 PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 1127 40100 SOLE 40100 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 4159 228000 SOLE 228000 PACKAGING DYNAMICS CORP COMMON STOCK 695160101 129 19500 SOLE 19500 PACKETEER INC COMMON STOCK 695210104 565 82300 SOLE 82300 PACTIV CORP COMMON STOCK 695257105 8936 408800 SOLE 408800 PALM INC COMMON STOCK 696642206 393 25000 SOLE 25000 PAN PAC RETAIL PPTYS INC COMMON STOCK 69806L104 376 10300 SOLE 10300 PANERA BREAD COMPANY CL A COMMON STOCK 69840W108 9538 274000 SOLE 274000 PAPA JOHN'S INTL INC. COMMON STOCK 698813102 1118 40100 SOLE 40100 PARAMETRIC TECHNOLOGY CP COMMON STOCK 699173100 1301 516400 SOLE 516400 PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 733 38200 SOLE 38200 PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 3 300 SOLE 300 PARKER DRILLING CO COMMON STOCK 701081101 60 27100 SOLE 27100 PARKER HANNIFIN CORPORATI COMMON STOCK 701094104 4871 105600 SOLE 105600 PARKERVISION INC COMMON STOCK 701354102 46 5600 SOLE 5600 PARTHUSCEVA INC COMMON STOCK 70212E106 104 17532 SOLE 17532 PARTY CITY CORP COMMON STOCK 702145103 880 73300 SOLE 73300 PATINA OIL & GAS CORP COMMON STOCK 703224105 2701 85350 SOLE 85350 PATHMARK STORES COMMON STOCK 70322A101 976 192500 SOLE 192500 PATHMARK STORES WTS 9/10 WARRANTS UNIT 70322A119 185 240854 SOLE 240854 PATTERSON-UTI ENERGY COMMON STOCK 703481101 5871 194600 SOLE 194600 PAXAR CORP COMMON STOCK 704227107 1392 94400 SOLE 94400 PAXSON COMM CORP -CL A COMMON STOCK 704231109 10 4800 SOLE 4800 PAYLESS SHOESOURCE INC COMMON STOCK 704379106 5 100 SOLE 100 PEAPACK GLADSTONE FINL COMMON STOCK 704699107 103 3000 SOLE 3000 PEC SOLUTIONS INC COMMON STOCK 705107100 718 24000 SOLE 24000 PEDIATRIX MED GROUP INC COMMON STOCK 705324101 25698 641500 SOLE 641500 PEETS COFFEE & TEA INC COMMON STOCK 705560100 2081 147300 SOLE 147300 PEGASYSTEMS INC COMMON STOCK 705573103 799 156400 SOLE 156400 PEGASUS SOLUTIONS INC. COMMON STOCK 705906105 1603 159800 SOLE 159800 PENN-AMERICA GROUP INC COMMON STOCK 707247102 30 3300 SOLE 3300 PENN NATIONAL GAMING INC COMMON STOCK 707569109 6016 379300 SOLE 379300 PENN TRAFFIC COMPANY COMMON STOCK 707832200 7 1900 SOLE 1900 J C PENNY CO (HOLDING CO) COMMON STOCK 708160106 39722 1726300 SOLE 1726300 PENNFED FINANCIAL SVCS COMMON STOCK 708167101 785 28900 SOLE 28900 PENNROCK FINANCIAL SVC COMMON STOCK 708352109 80 2900 SOLE 2900 PENTAIR INC COMMON STOCK 709631105 6029 174500 SOLE 174500 PENWEST PHARMACEUTICALS COMMON STOCK 709754105 456 43000 SOLE 43000 PEOPLES ENERGY CORP COMMON STOCK 711030106 2350 60800 SOLE 60800 PEOPLESOFT, INC. COMMON STOCK 712713106 37742 2062390 SOLE 2062390 PEP BOYS-MANNY MOE & JACK COMMON STOCK 713278109 3486 300520 DEFINED 03 300520 PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 6208 241571 DEFINED 03 241571 PEPSIAMERICAS INC COMMON STOCK 71343P200 3 200 SOLE 200 PEPSI-COLA INCORPORATED COMMON STOCK 713448108 146255 3464116 DEFINED 02 03 3464116 PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 2649 295400 SOLE 295400 PEREZ COMPANC SA SPON ADR AMER DEP RECEIPT 71367B103 271 43216 SOLE 43216 PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 6021 177300 SOLE 177300 PERKINELMER INC COMMON STOCK 714046109 30 3600 SOLE 3600 PERRIGO COMPANY COMMON STOCK 714290103 26712 2198520 SOLE 2198520 PETROLEO BRASILEIRO SA AMER DEP RECEIPT 71654V408 2092 140000 SOLE 140000 PETROLEUM GEO SVCS SPON AMER DEP RECEIPT 716597109 100 250000 SOLE 250000 PETROLEUM HELICOPTERS COMMON STOCK 716604202 30 1000 SOLE 1000 PETSMART INC COMMON STOCK 716768106 28998 1692800 SOLE 1692800 PFIZER, INC. COMMON STOCK 717081103 620291 20290838 DEFINED 02 03 20290838 PHARMACEUT PRODUCT DEVEL COMMON STOCK 717124101 4553 155535 SOLE 155535 PHARMACEUTICAL RES INC COMMON STOCK 717125108 15681 526200 SOLE 526200 PHARMACIA CORPORATION COMMON STOCK 71713U102 199384 4769945 DEFINED 02 03 4769945 PHELPS DODGE CORP. COMMON STOCK 717265102 1754 55420 DEFINED 03 55420 PHILADELPHIA CONS HLDG CO COMMON STOCK 717528103 1607 45400 SOLE 45400 PHILADELPHIA SUBURBAN COR COMMON STOCK 718009608 5819 282475 SOLE 282475 PHILIP MORRIS COS COMMON STOCK 718154107 229350 5658750 DEFINED 03 5658750 PHILLIPS-VAN HEUSEN COMMON STOCK 718592108 198 17100 SOLE 17100 PHOENIX COMPANIES INC COMMON STOCK 71902E109 915 120400 SOLE 120400 PHOTON DYNAMICS INC COMMON STOCK 719364101 8137 356900 SOLE 356900 PHOTRONIC INC COMMON STOCK 719405102 822 60000 SOLE 60000 PICCADILLY CAFETERIAS INC COMMON STOCK 719567109 4 3000 DEFINED 03 3000 PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 31513 1664718 SOLE 1664718 PINNACLE ENTERTAINMENT IN COMMON STOCK 723456109 37 5400 SOLE 5400 PINNACLE SYSTEMS INC COMMON STOCK 723481107 13315 978300 SOLE 978300 PINNACLE WEST CAPITAL COMMON STOCK 723484101 10629 311800 SOLE 311800 PIONEER NATURAL RESOURCES COMMON STOCK 723787107 3714 147100 SOLE 147100 PITTSTON BRINK'S GROUP COMMON STOCK 725701106 14324 775085 DEFINED 03 775085 PIXAR INC COMMON STOCK 725811103 22256 420000 SOLE 420000 PLACER DOME INC. 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COMMON STOCK 801003104 1459 129100 SOLE 129100 SAP AG-SPONSORED ADR AMER DEP RECEIPT 803054204 23874 1224320 SOLE 1224320 SAPIENT CORP COMMON STOCK 803062108 2257 1100800 SOLE 1100800 SAPPI LIMITED ADR AMER DEP RECEIPT 803069202 83490 6315400 SOLE 6315400 SARA LEE CORPORATION COMMON STOCK 803111103 10838 481491 DEFINED 02 03 481491 SAUER-DANFOSS INC. COMMON STOCK 804137107 2577 326200 SOLE 326200 SCANSOURCE INC COMMON STOCK 806037107 1132 22956 SOLE 22956 SCANSOFT INC COMMON STOCK 80603P107 3914 752700 SOLE 752700 SCHAWK INC COMMON STOCK 806373106 416 42000 SOLE 42000 HENRY SCHEIN INC. COMMON STOCK 806407102 1100 24434 SOLE 24434 Schering AG ADR AMER DEP RECEIPT 806585204 1605 37410 DEFINED 02 03 37410 SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 33984 1530790 DEFINED 03 1530790 SCHLUMBERGER, LTD. 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COMMON STOCK 808905103 3177 97500 SOLE 97500 Scottish Power PLC ADR AMER DEP RECEIPT 81013T705 2518 109860 DEFINED 02 03 109860 SCS TRANSPORTATION INC COMMON STOCK 81111T102 496 50000 SOLE 50000 SEABOARD CORP COMMON STOCK 811543107 480 2000 SOLE 2000 SEACOAST BANKING CORP FL COMMON STOCK 811707306 2140 113600 SOLE 113600 SEALED AIR CORP- NEW COMMON STOCK 81211K100 18613 499000 SOLE 499000 SEARS ROEBUCK COMMON STOCK 812387108 36362 1518250 DEFINED 02 03 1518250 SEATTLE GENETICS INC COMMON STOCK 812578102 25 8100 SOLE 8100 SECOND BANCORP COMMON STOCK 813114105 747 28200 SOLE 28200 Second National Bancorp COMMON STOCK 813192101 0 3000 DEFINED 03 3000 AMEX BASIC INDUSTRIES SPD MUTUAL FUNDS OPEN END 81369Y100 893 45000 SOLE 45000 FINANCIAL SELECT SECTOR MUTUAL FUNDS OPEN END 81369Y605 660 30000 SOLE 30000 AMEX UTILITIES SELECT SPD MUTUAL FUNDS OPEN END 81369Y886 479 25000 SOLE 25000 SECURE COMPUTING CORP COMMON STOCK 813705100 2407 375500 SOLE 375500 SEEBEYOND TECHNOLOGY CORP COMMON STOCK 815704101 2233 919000 SOLE 919000 SELECT COMFORT CORP COMMON STOCK 81616X103 1841 195800 SOLE 195800 SELECT MEDICAL CORP COMMON STOCK 816196109 1237 91700 SOLE 91700 SEMINIS INC COMMON STOCK 816658108 21 7400 SOLE 7400 SEMTECH CORP CONVERTIBLE BONDS 816850AD3 2629 3000000 SOLE 3000000 SEMPRA ENERGY COMMON STOCK 816851109 2295 97028 DEFINED 03 97028 SEMITOOL INC COMMON STOCK 816909105 59 9400 SOLE 9400 SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 118 11100 SOLE 11100 SENSIENT TECHNOLOGIES COMMON STOCK 81725T100 4809 214000 SOLE 214000 SEPRACOR COMMON STOCK 817315104 4171 431300 SOLE 431300 SEPRACOR INC CV CONVERTIBLE BONDS 817315AH7 1660 2000000 SOLE 2000000 SEQUA CORP -CL A COMMON STOCK 817320104 649 16600 SOLE 16600 SERENA SOFTWARE INC COMMON STOCK 817492101 1863 118000 SOLE 118000 SERONA SA ADR AMER DEP RECEIPT 81752M101 26308 1940120 SOLE 1940120 SERVICE CORP INT'L COMMON STOCK 817565104 9739 2933500 SOLE 2933500 7-ELEVEN INC COMMON STOCK 817826209 38 5100 SOLE 5100 SHARPER IMAGE CORP COMMON STOCK 820013100 2404 137900 SOLE 137900 SHAW GROUP INC COMMON STOCK 820280105 503 30600 SOLE 30600 SHAW GROUP CV CONVERTIBLE BONDS 820280AC9 3465 6000000 SOLE 6000000 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 11147 394600 SOLE 394600 SHOE CARNIVAL INC COMMON STOCK 824889109 1005 71700 SOLE 71700 SHOPKO STORES, INC. COMMON STOCK 824911101 2191 176000 SOLE 176000 SHUFFLE MASTER INC COMMON STOCK 825549108 4356 227950 SOLE 227950 SHURGARD STORAGE COMMON STOCK 82567D104 1379 44000 SOLE 44000 SIDERCA SAIC ADR AMER DEP RECEIPT 825863103 0 19700 SOLE 19700 Siemens AG Unsp ADR AMER DEP RECEIPT 826197501 1255 29781 DEFINED 02 03 29781 SIERRA HEALTH SERVICES COMMON STOCK 826322109 4391 365600 SOLE 365600 SIGMA DESIGNS INC COMMON STOCK 826565103 10 2900 SOLE 2900 SIGNAL TECH CORP COMMON STOCK 826675100 830 77000 SOLE 77000 SILICON LABORATORIES INC COMMON STOCK 826919102 12978 680200 SOLE 680200 SILGAN HOLDINGS INC COMMON STOCK 827048109 1903 77100 SOLE 77100 SILICON GRAPHICS INC COMMON STOCK 827056102 693 613300 SOLE 613300 SILICON STORAGE TECH COMMON STOCK 827057100 303 75000 SOLE 75000 SILICON IMAGE INC COMMON STOCK 82705T102 6792 1132000 SOLE 1132000 SILICONIX INC COMMON STOCK 827079203 1945 83100 SOLE 83100 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 208 6100 SOLE 6100 SIMPLETECH INC COMMON STOCK 828823104 611 202400 SOLE 202400 SIMPSON MANU CO INC COMMON STOCK 829073105 1142 34700 SOLE 34700 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 1749 150400 SOLE 150400 SINGING MACHINE CO INC COMMON STOCK 829322304 133 14800 SOLE 14800 SIRIUS SATELLITE RADIO COMMON STOCK 82966U103 8485 13258200 SOLE 13258200 SITEL CORPORATION COMMON STOCK 82980K107 52 43700 SOLE 43700 SIPEX CORPORATION COMMON STOCK 829909100 141 38000 SOLE 38000 SIX FLAGS INC COMMON STOCK 83001P109 2267 396973 SOLE 396973 SKECHERS USA INC -CL A COMMON STOCK 830566105 190 22400 SOLE 22400 SKY FINANCIAL GROUP INC COMMON STOCK 83080P103 2 100 SOLE 100 SKYLINE CORP COMMON STOCK 830830105 342 11600 SOLE 11600 SKYWEST INCORPORATED COMMON STOCK 830879102 761 58200 SOLE 58200 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 24214 2809000 SOLE 2809000 Smith & Nephew PLC ADR AMER DEP RECEIPT 83175M205 2496 40650 DEFINED 02 40650 SMITH A O CORP COMMON STOCK 831865209 1 55 DEFINED 03 55 SMITH INTL, INC. COMMON STOCK 832110100 31 936 SOLE 936 JM SMUCKER CO COMMON STOCK 832696405 261 6558 DEFINED 03 6558 SMURFIT-STONE CONTAINER COMMON STOCK 832727101 208 13525 DEFINED 03 13525 SOLECTRON CORPORATION COMMON STOCK 834182107 16968 4779600 SOLE 4779600 SOLECTRON 0% 11/20 CV CONVERTIBLE BONDS 834182AL1 22038 43000000 SOLE 43000000 SONIC CORPORATION COMMON STOCK 835451105 498 24300 SOLE 24300 SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 1857 124900 SOLE 124900 SONIC INNOVATIONS INC COMMON STOCK 83545M109 23 6100 SOLE 6100 SONIC SOLUTIONS INC. COMMON STOCK 835460106 600 120000 SOLE 120000 SONOSITE INC COMMON STOCK 83568G104 6932 530400 SOLE 530400 SONY CORP-SPONS ADR AMER DEP RECEIPT 835699307 4380 106023 DEFINED 02 03 106023 SOTHEBYS HOLDINGS INC. COMMON STOCK 835898107 262 29100 SOLE 29100 SONUS NETWORKS INC COMMON STOCK 835916107 686 685600 SOLE 685600 SOUNDVIEW TECHNOLOGY GRP COMMON STOCK 83611Q109 82 54900 SOLE 54900 SOUTH FINANCIAL GROUP INC COMMON STOCK 837841105 595 28800 SOLE 28800 SOUTHERN CO COMMON STOCK 842587107 0 0 DEFINED 03 0 **SOUTHERN FINANCIAL BANC COMMON STOCK 842870107 274 9100 SOLE 9100 SOUTHERN PERU COPPER CORP COMMON STOCK 843611104 76 5300 SOLE 5300 SOUTHTRUST CORP COMMON STOCK 844730101 2405 96800 SOLE 96800 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 96442 6938278 DEFINED 02 03 6938278 SOUTHWEST BANCORP INC COMMON STOCK 844767103 240 9300 SOLE 9300 SOUTHWEST BANCORP TX COMMON STOCK 84476R109 167 5800 DEFINED 02 5800 SOUTHWESTERN ENERGY CO. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,250 Form 13F Information Table Value Total: $40,849,373 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-----