-----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, WSIW0GM2crQpu3zTYj6BMYAbJbHAumNKPBoOA5esZslxPulmu9vzBP5o/MyjAHcM qBxAERhZbz5iMDZn7hDTww== 0000728889-02-000864.txt : 20021113 0000728889-02-000864.hdr.sgml : 20021113 20021113132708 ACCESSION NUMBER: 0000728889-02-000864 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021113 EFFECTIVENESS DATE: 20021113 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: 02819261 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 form13f0902ofi.txt FORM 13F FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Sep 30, 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 Englewood, 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 Englewood, CO Nov 13, 2002 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 1989 117550 SOLE 117550 AC MOORE ARTS & CRAFTS COMMON STOCK 00086T103 2028 96000 SOLE 96000 ABN AMRO HLDG N V COMMON STOCK 000937102 116 10405 DEFINED 03 10405 AEP INDUSTRIES INC COMMON STOCK 001031103 692 25600 SOLE 25600 AFC ENTERPRISES INC COMMON STOCK 00104Q107 828 41000 SOLE 41000 AFLAC INC COMMON STOCK 001055102 52962 1725705 DEFINED 03 1725705 AGCO CORP COMMON STOCK 001084102 9732 419500 SOLE 419500 AK STEEL HLDG CORP COMMON STOCK 001547108 2815 385108 SOLE 385108 AMB PROPERTY CORP COMMON STOCK 00163T109 197 6800 SOLE 6800 AMC ENTERTAINMENT INC COMMON STOCK 001669100 443 59900 SOLE 59900 AMN HEALTHCARE SVCS COMMON STOCK 001744101 11 574 SOLE 574 AMR CORPORATION - DEL COMMON STOCK 001765106 752 180000 SOLE 180000 AOL TIME WARNER COMMON STOCK 00184A105 154145 13174768 DEFINED 03 13174768 APAC TELESERVICES INC COMMON STOCK 00185E106 14 4900 SOLE 4900 ATI TECHNOLOGIES INC COMMON STOCK 001941103 1412 283000 SOLE 283000 AT & T COMMON STOCK 001957109 274515 22857185 DEFINED 02 03 22857185 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 14787 3589167 DEFINED 02 03 3589167 AVI BIOPHARMA INC COMMON STOCK 002346104 14 2700 SOLE 2700 AVX CORP COMMON STOCK 002444107 1457 168200 SOLE 168200 AAIPHARMA INC COMMON STOCK 00252W104 1187 99000 SOLE 99000 AARON RENTS INC COMMON STOCK 002535201 1849 80400 SOLE 80400 ABBOTT LABORATORIES COMMON STOCK 002824100 118203 2925806 DEFINED 02 03 2925806 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 8071 410300 SOLE 410300 ABGENIX INC COMMON STOCK 00339B107 357 55000 SOLE 55000 ACCREDO HEALTH COMMON STOCK 00437V104 524 11000 SOLE 11000 ACTIVISION INC COMMON STOCK 004930202 2059 86050 SOLE 86050 ACTION PERFORMANCE COMMON STOCK 004933107 15897 618575 SOLE 618575 ACTEL CORPORATION COMMON STOCK 004934105 785 75500 SOLE 75500 ACTIVE POWER INC COMMON STOCK 00504W100 398 297000 SOLE 297000 ACTUANT CORP-CL A COMMON STOCK 00508X203 4886 132400 SOLE 132400 ACUITY BRANDS INC COMMON STOCK 00508Y102 595 48500 SOLE 48500 ACXIOM CORPORATION COMMON STOCK 005125109 291 20500 SOLE 20500 ADMINISTAFF INC COMMON STOCK 007094105 17 4487 SOLE 4487 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 42 2200 SOLE 2200 ADOLOR CORPORATION COMMON STOCK 00724X102 435 31000 SOLE 31000 ADTRAN INC COMMON STOCK 00738A106 295 18900 SOLE 18900 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 62 1172 SOLE 1172 ADVANCED DIGITAL INFO COMMON STOCK 007525108 4478 933000 SOLE 933000 ADVANCED FIBRE COMMUNICA COMMON STOCK 00754A105 20 1500 SOLE 1500 ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 7475 224600 SOLE 224600 ADVISORY BOARD CO COMMON STOCK 00762W107 16 536 SOLE 536 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 195 20520 SOLE 20520 AEROFLEX INC COMMON STOCK 007768104 333 66000 SOLE 66000 AEROPOSTALE INC COMMON STOCK 007865108 226 14700 SOLE 14700 ADVANCEPCS COMMON STOCK 00790K109 2 100 SOLE 100 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 151 17000 SOLE 17000 ADVANCED ENERGY CONVERTIBLE BONDS 007973AA8 4562 6271000 SOLE 6271000 ADVENT SOFTWARE INC COMMON STOCK 007974108 172 15000 SOLE 15000 AETNA INC-NEW COMMON STOCK 00817Y108 24763 691500 SOLE 691500 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 3596 80600 SOLE 80600 AFFYMETRIX, INC. COMMON STOCK 00826T108 42372 2037100 SOLE 2037100 AFFYMETRIX INC CONVERTIBLE BONDS 00826TAD0 2423 3000000 SOLE 3000000 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 4672 361300 SOLE 361300 AGERE SYSTEMS COMMON STOCK 00845V100 4691 4264781 DEFINED 02 4264781 AGERE SYSTEMS INC - CL B COMMON STOCK 00845V209 36 36349 DEFINED 02 03 36349 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 1375 2500000 SOLE 2500000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 183 14010 DEFINED 03 14010 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 810 1000000 SOLE 1000000 AGILE SOFTWARE CORP COMMON STOCK 00846X105 2094 326700 SOLE 326700 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 833 52000 SOLE 52000 AGRIUM INC COMMON STOCK 008916108 2 200 DEFINED 03 200 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 61146 1455500 SOLE 1455500 AIRBORNE INC COMMON STOCK 009269101 598 52700 SOLE 52700 AIRGAS INC COMMON STOCK 009363102 2357 179500 SOLE 179500 AKSYS LTD COMMON STOCK 010196103 539 96000 SOLE 96000 AKZO NOBEL NV SPONSORE COMMON STOCK 010199305 3373 104412 DEFINED 02 03 104412 ALARIS MEDICAL INC COMMON STOCK 011637105 371 77700 SOLE 77700 ALBANY INTL CORP CL A COMMON STOCK 012348108 427 22500 SOLE 22500 ALBERMARLE CORP. COMMON STOCK 012653101 2941 116300 SOLE 116300 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 49 1000 SOLE 1000 ALBERTSON'S INC COMMON STOCK 013104104 126106 5219647 DEFINED 02 03 5219647 ALCAN INC COMMON STOCK 013716105 266755 10808562 DEFINED 03 10808562 ALCOA INC COMMON STOCK 013817101 117020 6063226 DEFINED 02 03 6063226 ALCATEL ALSTHOM ADR AMER DEP RECEIPT 013904305 1 365 DEFINED 03 365 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 4248 100000 SOLE 100000 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 25730 2220000 SOLE 2220000 ALFA CORPORATION COMMON STOCK 015385107 1292 105500 SOLE 105500 ALLEGHENY ENERGY INC COMMON STOCK 017361106 431 32900 SOLE 32900 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 392 56660 DEFINED 03 56660 ALLEGIANT BANCORP INC COMMON STOCK 017476102 325 20000 SOLE 20000 ALLERGAN INCORPORATED COMMON STOCK 018490102 225 4140 SOLE 4140 ALLIANCE GAMING CORP COMMON STOCK 01859P609 6858 443600 SOLE 443600 ALLIANCE IMAGING INC COMMON STOCK 018606202 399 33400 SOLE 33400 ALLIANT CORP COMMON STOCK 018802108 117 6100 SOLE 6100 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 42693 616500 SOLE 616500 ALLIANZ AKTIENGESELLSCHAFT COMMON STOCK 018805101 1161 134680 DEFINED 02 03 134680 ALLIED CAPITAL CORP COMMON STOCK 01903Q108 132 6029 SOLE 6029 ALLIED IRISH BKS P L C COMMON STOCK 019228402 2 65 DEFINED 03 65 ALLIED RESEARCH CORP COMMON STOCK 019483106 23 1100 SOLE 1100 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 4 600 SOLE 600 ALLOS THERAPEUTICS INC COMMON STOCK 019777101 85 10000 SOLE 10000 ALLOY INC. COMMON STOCK 019855105 3187 383500 SOLE 383500 ALLSTATE CORPORATION COMMON STOCK 020002101 201045 5655278 DEFINED 02 03 5655278 ALLTEL CORP COMMON STOCK 020039103 4 100 SOLE 100 ALTERA CORPORATION COMMON STOCK 021441100 6939 800300 SOLE 800300 ALZA CORP CONVERTIBLE BONDS 02261WAB5 790 1000000 SOLE 1000000 AMAZON.COM INC COMMON STOCK 023135106 956 60000 SOLE 60000 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 139809 2594341 DEFINED 03 2594341 AMCOL INT'L CORP COMMON STOCK 02341W103 408 72800 SOLE 72800 AMERADA HESS CORP. COMMON STOCK 023551104 106196 1564470 SOLE 1564470 AMERICA ONLINE INC CV CONVERTIBLE BONDS 02364JAC8 36219 70500000 SOLE 70500000 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 6777 271300 SOLE 271300 AMERICAN CAPITAL STRATEGY COMMON STOCK 024937104 614 32610 DEFINED 03 32610 AMERICAN ELEC POWER COMMON STOCK 025537101 2378 83405 DEFINED 03 83405 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 297716 9548275 DEFINED 02 03 9548275 AMERICAN FINL GROUP INC COMMON STOCK 025932104 9 400 SOLE 400 AMERICAN FINANCIAL HLDGS COMMON STOCK 026075101 931 30600 SOLE 30600 AMER GREETINGS CORP COMMON STOCK 026375105 15524 964200 DEFINED 02 964200 AMERICAN INTERNTL GP COMMON STOCK 026874107 308318 5636538 DEFINED 02 03 5636538 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 2770 77600 SOLE 77600 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 3629 174900 SOLE 174900 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 968 68450 SOLE 68450 AMERICAN NATL FINL INC COMMON STOCK 027717107 489 38775 SOLE 38775 AMERICAN POWER CONVERSION COMMON STOCK 029066107 311 32500 SOLE 32500 AMERICAN STANDARD COS INC COMMON STOCK 029712106 299 4700 SOLE 4700 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AD4 300 500000 SOLE 500000 AMERICAN WOODMARK COMMON STOCK 030506109 2583 50900 SOLE 50900 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 2040 107600 SOLE 107600 AMERON INTL CORP COMMON STOCK 030710107 290 5900 SOLE 5900 AMERUS GROUP CO COMMON STOCK 03072M108 187 6605 DEFINED 03 6605 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 227304 3182640 SOLE 3182640 AMERIGROUP CORP COMMON STOCK 03073T102 336 10000 SOLE 10000 AMETEK INC COMMON STOCK 031100100 609 20900 SOLE 20900 AMGEN INCORPORATED COMMON STOCK 031162100 156246 3746910 DEFINED 03 3746910 AMKOR TECH INC CONVERTIBLE BONDS 031652AH3 878 3000000 SOLE 3000000 AMKOR TECHNOLOGIES INC CONVERTIBLE BONDS 031652AN0 9010 26500000 SOLE 26500000 AMSOUTH BANCORPORATION COMMON STOCK 032165102 13062 629800 SOLE 629800 AMSURG CORP COMMON STOCK 03232P405 4891 162100 SOLE 162100 AMYLIN PHARMACEUTICALS COMMON STOCK 032346108 1193 71800 SOLE 71800 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 111207 2496786 DEFINED 03 2496786 ANALOG DEVICES INC. COMMON STOCK 032654105 17231 874680 SOLE 874680 ANALOGIC CORP COMMON STOCK 032657207 314 7500 SOLE 7500 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 901 44600 SOLE 44600 ANGELICA CORP COMMON STOCK 034663104 903 42000 SOLE 42000 ANGIOTECH PHARMACEUTICALS COMMON STOCK 034918102 325 8200 SOLE 8200 ANGLOGOLD LTD SPON ADR AMER DEP RECEIPT 035128206 7830 293807 SOLE 293807 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 243478 4811820 DEFINED 03 4811820 ANNALY MORTGAGE MANAGEMEN COMMON STOCK 035710409 3887 210700 SOLE 210700 ANNTAYLOR STORES CORP COMMON STOCK 036115103 18539 805010 DEFINED 03 805010 ANSOFT CORP COMMON STOCK 036384105 867 173400 SOLE 173400 ANSYS, INC. COMMON STOCK 03662Q105 2278 132200 SOLE 132200 ANTHEM INC COMMON STOCK 03674B104 31027 477337 SOLE 477337 ANTEON INTL CORP COMMON STOCK 03674E108 3389 124700 SOLE 124700 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 10453 925000 SOLE 925000 ANWORTH MORTGAGE ASSET COMMON STOCK 037347101 3210 263350 SOLE 263350 AON CORP COMMON STOCK 037389103 115 5635 DEFINED 03 5635 APACHE CORPORATION COMMON STOCK 037411105 28213 474576 DEFINED 03 474576 APARTMENT INVT & MGMT COMMON STOCK 03748R101 129 3325 SOLE 3325 APEX MORTGAGE CAPITAL INC COMMON STOCK 037564101 1619 144700 SOLE 144700 APOGEE ENTERPRISES INC COMMON STOCK 037598109 5470 500000 SOLE 500000 APHTON CORP COMMON STOCK 03759P101 19 8600 SOLE 8600 APOLLO GROUP INC -CL A COMMON STOCK 037604105 3860 88873 SOLE 88873 U OF PHOENIX ONLINE COMMON STOCK 037604204 4538 141166 SOLE 141166 APOGENT TECHNOLOGIES INC COMMON STOCK 03760A101 5083 272400 SOLE 272400 APPLE COMPUTER INC COMMON STOCK 037833100 32 2200 SOLE 2200 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 7291 332625 SOLE 332625 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 16534 701800 SOLE 701800 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 93284 5097500 SOLE 5097500 APPLICA INC COMMON STOCK 03815A106 302 56900 SOLE 56900 APPLIED FILM CORP COMMON STOCK 038197109 19 1700 SOLE 1700 APPLIED MATERIALS INC. COMMON STOCK 038222105 84210 7290980 DEFINED 03 7290980 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 12038 4209000 SOLE 4209000 AQUILA INC COMMON STOCK 03840P102 1 300 SOLE 300 ARAMARK CORP CL B COMMON STOCK 038521100 59 2800 SOLE 2800 ARBITRON INC COMMON STOCK 03875Q108 5804 170200 SOLE 170200 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 10444 834910 DEFINED 03 834910 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 8316 348250 SOLE 348250 ARGONAUT GROUP COMMON STOCK 040157109 2 120 DEFINED 03 120 ARGOSY GAMING COMPANY COMMON STOCK 040228108 5051 220000 SOLE 220000 ARRAY BIOPHARMA COMMON STOCK 04269X105 533 68400 SOLE 68400 ARROW ELECTRONICS INC COMMON STOCK 042735100 3947 312500 SOLE 312500 ARROW FINANCIAL CORP COMMON STOCK 042744102 903 31520 SOLE 31520 ARROW INTERNATIONAL INC COMMON STOCK 042764100 257 8000 SOLE 8000 ARVINMERITOR INC COMMON STOCK 043353101 6431 343900 SOLE 343900 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 739 84400 SOLE 84400 ASHANTI GOLDFIELDS GDR GLOBAL DEP RECEIPT 043743202 8212 1445820 SOLE 1445820 ASHLAND INC COMMON STOCK 044204105 17641 658500 SOLE 658500 ASPEN TECHNOLOGY INC CONVERTIBLE BONDS 045327AB9 1770 3000000 SOLE 3000000 ASSOCIATED BANC-CORP COMMON STOCK 045487105 1695 53410 SOLE 53410 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 2 300 SOLE 300 ASTORIA FINL CORP COMMON STOCK 046265104 18605 762500 SOLE 762500 ASTRAZENECA PLC COMMON STOCK 046353108 163 5331 DEFINED 03 5331 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 837 138500 SOLE 138500 ATLANTIC COAST AIRLINES COMMON STOCK 048396105 185 20000 SOLE 20000 ATMEL CORP COMMON STOCK 049513104 687 648570 SOLE 648570 AUTOLIV INC COMMON STOCK 052800109 4695 222700 SOLE 222700 AUTOMATIC DATA PROC COMMON STOCK 053015103 64828 1864470 DEFINED 03 1864470 AUTONATION INC. COMMON STOCK 05329W102 15199 1319400 SOLE 1319400 AUTOZONE INC. COMMON STOCK 053332102 32094 406970 DEFINED 03 406970 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 138 3300 SOLE 3300 AVENTIS ADR SPONSORED COMMON STOCK 053561106 4024 76579 DEFINED 02 03 76579 AVERY-DENNISON CORP COMMON STOCK 053611109 5492 96390 DEFINED 03 96390 AVIALL COMMON STOCK 05366B102 1183 116095 DEFINED 03 116095 AVID TECHNOLOGY INC COMMON STOCK 05367P100 7463 724600 SOLE 724600 MEDIMMUNE CV CONVERTIBLE BONDS 053762AD2 3172 3500000 SOLE 3500000 AVNET INC COMMON STOCK 053807103 1 135 DEFINED 03 135 AVON PRODUCTS INC COMMON STOCK 054303102 59820 1297599 DEFINED 02 03 1297599 AXA SPONSORED ADR COMMON STOCK 054536107 923 92307 DEFINED 03 92307 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 510 104573 SOLE 104573 AZTAR CORP COMMON STOCK 054802103 1831 138600 SOLE 138600 BB&T CORPORATION COMMON STOCK 054937107 4506 128600 SOLE 128600 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 92 8400 SOLE 8400 BG PLC COMMON STOCK 055434203 10 510 DEFINED 03 510 THE BISYS GROUP INC COMMON STOCK 055472104 10 594 SOLE 594 BJ SERVICES CO COMMON STOCK 055482103 43235 1662890 SOLE 1662890 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 5766 303300 SOLE 303300 BOC GROUP PLC COMMON STOCK 055617609 10 360 DEFINED 03 360 BOK FINANCIAL CORP COMMON STOCK 05561Q201 94 2900 SOLE 2900 BP PLC - ADR AMER DEP RECEIPT 055622104 180942 4534869 DEFINED 02 03 4534869 BRE PROPERTIES -CL A COMMON STOCK 05564E106 151 4900 SOLE 4900 BT GROUP PLC COMMON STOCK 05577E101 1505 58238 DEFINED 02 03 58238 BWAY CORP COMMON STOCK 056039100 904 65000 SOLE 65000 BALDOR ELECTRIC COMMON STOCK 057741100 1022 53500 SOLE 53500 BALL CORP COMMON STOCK 058498106 25328 502645 DEFINED 03 502645 BANCFIRST CORP COMMON STOCK 05945F103 295 6000 SOLE 6000 BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK 05946K101 2057 272086 DEFINED 02 03 272086 BANCORPSOUTH INC COMMON STOCK 059692103 357 18100 SOLE 18100 BANK OF AMERICA CORP. COMMON STOCK 060505104 382588 5996679 DEFINED 02 03 5996679 BANK OF HAWAII CORP COMMON STOCK 062540109 2210 79200 SOLE 79200 BANK MUTUAL CORP COMMON STOCK 063748107 909 44900 SOLE 44900 BANK OF THE OZARKS COMMON STOCK 063904106 50 2200 SOLE 2200 BANK OF N Y CO COMMON STOCK 064057102 9186 319620 DEFINED 03 319620 BANK ONE CORP COMMON STOCK 06423A103 376139 10057200 DEFINED 02 03 10057200 BANKATLANTIC BANCORP INC COMMON STOCK 065908501 6911 769600 SOLE 769600 BANKNORTH GROUP INC COMMON STOCK 06646R107 5276 222130 SOLE 222130 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 2300 144200 SOLE 144200 BANTA CORP COMMON STOCK 066821109 1807 50900 SOLE 50900 C R BARD, INCORPORATED COMMON STOCK 067383109 3846 70400 SOLE 70400 BARCLAYS PLC COMMON STOCK 06738E204 1046 43986 DEFINED 02 03 43986 BARNES GROUP INC COMMON STOCK 067806109 1430 71200 SOLE 71200 BARRICK GOLD CORP COMMON STOCK 067901108 42599 2739500 SOLE 2739500 BARR LABORATORIES INC COMMON STOCK 068306109 10 161 SOLE 161 BARRA INC COMMON STOCK 068313105 3634 133000 SOLE 133000 BAUSCH & LOMB INC COMMON STOCK 071707103 1473 44400 SOLE 44400 BAXTER INTERNATIONAL COMMON STOCK 071813109 83079 2719436 DEFINED 02 03 2719436 BAYER A G COMMON STOCK 072730302 1 65 DEFINED 03 65 BBVA BANCO FRANCES ADR AMER DEP RECEIPT 07329M100 71 40833 SOLE 40833 BEA SYSTEMS INC COMMON STOCK 073325102 4307 831400 SOLE 831400 BEA SYSTEMS INC CV CONVERTIBLE BONDS 073325AD4 3869 5000000 SOLE 5000000 BEAR STEARNS COMMON STOCK 073902108 34188 606170 DEFINED 03 606170 BEAZER HOMES USA INC COMMON STOCK 07556Q105 8421 137931 SOLE 137931 BECKMAN COULTER COMMON STOCK 075811109 1935 50000 DEFINED 02 50000 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 28815 1014600 SOLE 1014600 BED BATH & BEYOND INC. COMMON STOCK 075896100 275425 8456400 SOLE 8456400 BEDFORD PPTY INVS INC COMMON STOCK 076446301 149 6000 SOLE 6000 BEL FUSE INC-CL A COMMON STOCK 077347201 155 8500 SOLE 8500 BELDEN INC COMMON STOCK 077459105 1538 114562 DEFINED 02 03 114562 BELLSOUTH CORPORATION COMMON STOCK 079860102 61104 3328130 DEFINED 03 3328130 BELO CORP-CL A COMMON STOCK 080555105 3592 164200 DEFINED 02 164200 BEMIS COMPANY, INC. COMMON STOCK 081437105 5172 104700 SOLE 104700 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 10923 518900 SOLE 518900 BENIHANA INC COMMON STOCK 082047101 6 500 SOLE 500 BENIHANA INC - CL A COMMON STOCK 082047200 1 75 SOLE 75 W.R. BERKLEY COMMON STOCK 084423102 393 11550 SOLE 11550 BERKSHIRE HATH- B COMMON STOCK 084670207 100708 40855 SOLE 40855 BERKSHIRE HILLS BANCORP COMMON STOCK 084680107 280 11900 SOLE 11900 BERRY PETROLEUM - CL A COMMON STOCK 085789105 44 2600 SOLE 2600 BEST BUY COMPANY INC. COMMON STOCK 086516101 28638 1283638 DEFINED 03 1283638 BEVERLY ENTERPRISES COMMON STOCK 087851309 2 700 SOLE 700 BHP LTD SPONSORED ADR COMMON STOCK 088606108 12 1250 DEFINED 03 1250 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 1280 124900 SOLE 124900 BIG LOTS INC COMMON STOCK 089302103 3525 222700 SOLE 222700 BIO-RAD LABS -CL A COMMON STOCK 090572207 5770 153200 SOLE 153200 BIOGEN INC. COMMON STOCK 090597105 15 500 SOLE 500 BIOMET INC. COMMON STOCK 090613100 54987 2064850 SOLE 2064850 BIOSITE INC COMMON STOCK 090945106 2844 98100 SOLE 98100 BIORELIANCE CORP COMMON STOCK 090951104 1266 60800 SOLE 60800 BLACK & DECKER CORPORATIO COMMON STOCK 091797100 8891 212035 DEFINED 03 212035 BLACK HILLS CORP COMMON STOCK 092113109 254 9700 SOLE 9700 BLAIR CORP COMMON STOCK 092828102 215 10500 SOLE 10500 H & R BLOCK INCORPORATED COMMON STOCK 093671105 53497 1273420 DEFINED 03 1273420 BLOCKBUSTER INC- CL A COMMON STOCK 093679108 7043 284000 SOLE 284000 BLUE RHINO CORP COMMON STOCK 095811105 997 65200 SOLE 65200 BOB EVANS FARMS COMMON STOCK 096761101 2185 92200 SOLE 92200 BOEING CO. COMMON STOCK 097023105 218353 6397696 DEFINED 03 6397696 BORDERS GROUP COMMON STOCK 099709107 15500 981000 SOLE 981000 BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 16039 323100 SOLE 323100 BORLAND SOFTWARE CORP COMMON STOCK 099849101 3185 408900 SOLE 408900 BOSTON BEER CO., INC COMMON STOCK 100557107 685 49300 SOLE 49300 BOSTON COMM GROUP COMMON STOCK 100582105 349 33800 SOLE 33800 BOSTON PROPERTIES COMMON STOCK 101121101 15025 403900 SOLE 403900 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 4216 133592 SOLE 133592 BOWNE & CO. COMMON STOCK 103043105 2070 207000 SOLE 207000 BOYD GAMING CORP COMMON STOCK 103304101 9574 512800 SOLE 512800 BOYKIN LODGING CO COMMON STOCK 103430104 3 300 SOLE 300 BRADLEY PHARMACEUTICALS COMMON STOCK 104576103 237 27000 SOLE 27000 BRIGGS & STRATTON CORP COMMON STOCK 109043109 1731 46100 SOLE 46100 BRIGHT HORIZONS FAM SOL COMMON STOCK 109195107 3715 133000 SOLE 133000 BRINKER INTL INC. COMMON STOCK 109641100 68340 2638600 SOLE 2638600 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 203034 8530794 DEFINED 02 03 8530794 BROADCOM CORP COMMON STOCK 111320107 34182 3200600 SOLE 3200600 BROCADE COMM SYSTEMS COMMON STOCK 111621108 17908 2378200 SOLE 2378200 BROOKLINE BANCORP INC COMMON STOCK 11373M107 1450 123420 SOLE 123420 BROOKS-PRI AUTOMATION COMMON STOCK 11442E102 1287 112400 SOLE 112400 BROWN & BROWN INC COMMON STOCK 115236101 273 9100 SOLE 9100 TOM BROWN INC COMMON STOCK 115660201 37258 1627000 SOLE 1627000 BROWN SHOE COMPANY INC COMMON STOCK 115736100 269 15000 SOLE 15000 BRUNSWICK CORPORATION COMMON STOCK 117043109 18578 883000 SOLE 883000 BRUSH WELLMAN COMMON STOCK 117421107 41 5300 SOLE 5300 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 229 31100 SOLE 31100 THE BUCKLE INC COMMON STOCK 118440106 145 7200 SOLE 7200 BUILDING MATERIAL HOLDING COMMON STOCK 120113105 878 75000 SOLE 75000 BURLINGTON COAT FACTORY COMMON STOCK 121579106 722 40100 SOLE 40100 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 53801 2249200 SOLE 2249200 BURLINGTON RESOURCES INC. 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EDWARDS INC COMMON STOCK 281760108 6 200 SOLE 200 EL PASO CORPORATION COMMON STOCK 28336L109 37445 4527790 DEFINED 03 4527790 EL PASO CORP CV CONVERTIBLE BONDS 28336LAC3 2480 8000000 SOLE 8000000 ELAN FINANCE CONVERTIBLE BONDS 284129AC7 1210 4000000 SOLE 4000000 ELAN CORP PLC ADR AMER DEP RECEIPT 284131208 106 55000 SOLE 55000 ELECTRO SCIENTIFIC COMMON STOCK 285229100 171 11500 SOLE 11500 ELECTRONIC ARTS INC. COMMON STOCK 285512109 375422 5691666 DEFINED 03 5691666 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 60550 4331160 DEFINED 02 03 4331160 ELEC DATA SYSTEM CV CONVERTIBLE BONDS 285661AB0 3600 5000000 SOLE 5000000 ELECTRONICS BOUTIQUE HLDG COMMON STOCK 286045109 4156 151400 SOLE 151400 ELECTRONICS FOR IMAGING COMMON STOCK 286082102 5341 358000 SOLE 358000 ELKCORP COMMON STOCK 287456107 3738 219000 SOLE 219000 EMBREX INC COMMON STOCK 290817105 643 57900 SOLE 57900 EMCOR GROUP INC COMMON STOCK 29084Q100 8966 180400 SOLE 180400 EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 41747 950095 DEFINED 03 950095 EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 380 20000 SOLE 20000 EMMIS COMM A 6.25 CV NVT CONV PREF STOCK 291525202 13150 400000 SOLE 400000 EMULEX CORP COMMON STOCK 292475209 1697 150700 SOLE 150700 ENCORE WIRE CORP COMMON STOCK 292562105 872 99100 SOLE 99100 ENDESA S.A. ADR SPONSORED COMMON STOCK 29258N107 490 53596 DEFINED 02 03 53596 ENEL SOCIETA PER AZIONI COMMON STOCK 29265W108 7 270 DEFINED 03 270 ENERGY EAST CORP COMMON STOCK 29266M109 8100 408900 SOLE 408900 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 15 500 SOLE 500 ENGELHARD CORP. COMMON STOCK 292845104 4737 198800 SOLE 198800 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 3405 59700 SOLE 59700 ENNIS BUSINESS FORMS COMMON STOCK 293389102 1081 82800 SOLE 82800 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 403 117560 SOLE 117560 ENTEGRIS INC COMMON STOCK 29362U104 1500 193000 SOLE 193000 ENTERCOM COMM CORP COMMON STOCK 293639100 7281 153700 SOLE 153700 ENTERGY CORP COMMON STOCK 29364G103 60337 1450400 SOLE 1450400 ENTRUST TECHNOLOGIES COMMON STOCK 293848107 1342 427500 SOLE 427500 ENZON INC COMMON STOCK 293904108 250 12992 SOLE 12992 ENZO BIOCHEM INC COMMON STOCK 294100102 164 11500 SOLE 11500 EON LABS INC COMMON STOCK 29412E100 1185 54900 SOLE 54900 EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 6668 193000 SOLE 193000 EQUITY INNS COMMON STOCK 294703103 1 100 SOLE 100 EQUITY OFFICE PROP. COMMON STOCK 294741103 27547 1066900 SOLE 1066900 EQUITY RESIDENTIAL COMMON STOCK 29476L107 6368 266000 SOLE 266000 EQY RS SR G 7.25 VT CONV PREF STOCK 29476L859 3510 150000 SOLE 150000 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 1805 97850 SOLE 97850 L.M. ERICSSON ADR AMER DEP RECEIPT 294821400 96 267600 SOLE 267600 ESPIRITO SANTO FINL ADR AMER DEP RECEIPT 29665F200 8687 583012 SOLE 583012 ESSEX PROPERTY TRUST COMMON STOCK 297178105 133 2700 SOLE 2700 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 33375 1031353 SOLE 1031353 EXACT SCIENCES CORP COMMON STOCK 30063P105 1056 79000 SOLE 79000 EXAR CORP COMMON STOCK 300645108 456 39500 SOLE 39500 EXCEL TECHNOLOGY INC COMMON STOCK 30067T103 1305 69400 SOLE 69400 EXELON CORPORATION COMMON STOCK 30161N101 363091 7644006 DEFINED 02 03 7644006 EXPEDIA INC CL A COMMON STOCK 302125109 10 200 SOLE 200 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 27 500 SOLE 500 EXTENDED STAY AMER COMMON STOCK 30224P101 108 8500 SOLE 8500 EXXON MOBIL CORP COMMON STOCK 30231G102 456623 14314188 DEFINED 02 03 14314188 F & M BANCORP/MD COMMON STOCK 302367107 158 5000 SOLE 5000 FBR ASSET INVESTMENT CORP COMMON STOCK 30241E303 1560 49900 SOLE 49900 FEI COMPANY COMMON STOCK 30241L109 499 34500 SOLE 34500 FLIR SYSTEMS INC COMMON STOCK 302445101 3055 87300 SOLE 87300 FMC CORPORATION COMMON STOCK 302491303 22742 880800 SOLE 880800 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 5866 350000 SOLE 350000 F.N.B. CORP COMMON STOCK 302520101 1073 38287 SOLE 38287 FPL GROUP INC. COMMON STOCK 302571104 58174 1081300 SOLE 1081300 FSI INTERNATIONAL INC COMMON STOCK 302633102 234 76600 SOLE 76600 FTI CONSULTING INC COMMON STOCK 302941109 11157 280600 SOLE 280600 FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 5260 198100 SOLE 198100 FAIR ISAAC & COMPANY INC COMMON STOCK 303250104 16 500 SOLE 500 FAIRCHILD SEMICO INTL CLA COMMON STOCK 303726103 9 900 SOLE 900 FAMILY DOLLAR STORES COMMON STOCK 307000109 68442 2546200 SOLE 2546200 FARGO ELECTRONICS COMMON STOCK 30744P102 691 84300 SOLE 84300 FASTENAL CO. COMMON STOCK 311900104 9 300 SOLE 300 FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 882445 15786141 DEFINED 03 15786141 FANNIE MAE COMMON STOCK 313586109 244328 4103588 DEFINED 03 4103588 FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 100 3700 SOLE 3700 FEDERATED DEPT STORES COMMON STOCK 31410H101 38861 1320000 SOLE 1320000 FEDEX CORPORATION COMMON STOCK 31428X106 84553 1688700 SOLE 1688700 FELCOR LODGING TR INC COMMON STOCK 31430F101 3 200 SOLE 200 FERRO CORP COMMON STOCK 315405100 11922 516100 SOLE 516100 FIDELITY BANKSHARES INC COMMON STOCK 31604Q107 1984 110830 SOLE 110830 FIDELITY NATL INFO COMMON STOCK 31620P109 435 28464 SOLE 28464 FIDELITY NATIONAL FINL COMMON STOCK 316326107 43484 1513008 SOLE 1513008 FIFTH THIRD BANCORP COMMON STOCK 316773100 24 400 DEFINED 03 400 FINANCIAL FEDERAL CORP COMMON STOCK 317492106 850 26700 SOLE 26700 FINISAR CORPORATION COMMON STOCK 31787A101 37 53000 SOLE 53000 FINLAY ENTER. INC. 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FULLER CO COMMON STOCK 359694106 117 4400 SOLE 4400 G & K SERVICES INC -CL A COMMON STOCK 361268105 1902 56200 SOLE 56200 GSI LUMONICS INC COMMON STOCK 36229U102 9641 1907170 SOLE 1907170 ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 4775 193700 SOLE 193700 GALYAN'S TRADING COMPANY COMMON STOCK 36458R101 386 38600 SOLE 38600 GAMESTOP CORP COMMON STOCK 36466R101 3931 192217 SOLE 192217 GANNETT CO COMMON STOCK 364730101 35973 498380 DEFINED 02 03 498380 GAP INC COMMON STOCK 364760108 124489 11473670 SOLE 11473670 GAP INC CV CONVERTIBLE BONDS 364760AJ7 494 500000 SOLE 500000 GARDNER DENVER INC COMMON STOCK 365558105 518 33000 SOLE 33000 GART SPORTS COMPANY COMMON STOCK 366630101 398 21100 SOLE 21100 GARTNER GROUP INC CL-A COMMON STOCK 366651107 972 120000 SOLE 120000 GARTNER INC - CL B COMMON STOCK 366651206 163 20400 SOLE 20400 GENENTECH INC COMMON STOCK 368710406 9629 295100 SOLE 295100 GENERAL BINDING CORP COMMON STOCK 369154109 864 54500 SOLE 54500 GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 1256 15440 DEFINED 03 15440 GENERAL ELECTRIC CO. 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COMMON STOCK 373298108 15451 1180300 DEFINED 02 1180300 GERBER SCIENTIFIC INC COMMON STOCK 373730100 199 51600 SOLE 51600 GETTY IMAGES INC COMMON STOCK 374276103 7132 355519 SOLE 355519 GIBRALTAR STEEL CORP. COMMON STOCK 37476F103 908 40800 SOLE 40800 GILAT SATELLITE CV (REG) CONVERTIBLE BONDS 375255AE6 450 3000000 SOLE 3000000 GILEAD SCIENCES INC COMMON STOCK 375558103 319086 9516425 SOLE 9516425 GILLETTE COMPANY COMMON STOCK 375766102 69893 2361226 DEFINED 03 2361226 GILDAN ACTIVEWEAR INC CLA COMMON STOCK 375916103 137 6500 SOLE 6500 GLACIER BANCORP INC COMMON STOCK 37637Q105 1160 50900 SOLE 50900 GLATFELTER COMMON STOCK 377316104 1458 126200 SOLE 126200 GLAXOSMITHKLINE PLC ADR AMER DEP RECEIPT 37733W105 9958 259115 DEFINED 02 03 259115 GLIMCHER REALTY TRUST COMMON STOCK 379302102 120 6400 SOLE 6400 GLOBAL IMAGING SYSTEMS COMMON STOCK 37934A100 3755 198900 SOLE 198900 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 5885 229900 SOLE 229900 GOLD FIELDS LTD ADR AMER DEP RECEIPT 38059T106 1152 90000 SOLE 90000 GOLDCORP INC COMMON STOCK 380956409 552 50000 SOLE 50000 GOLDEN STATE BANCORP COMMON STOCK 381197102 40167 1242800 SOLE 1242800 GOLDEN ST BANCORP WT 0/00 WARRANTS UNIT 381197136 253 231985 SOLE 231985 GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 55316 889605 DEFINED 03 889605 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 61362 929300 SOLE 929300 GOODRICH CORP COMMON STOCK 382388106 18134 960500 SOLE 960500 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 6208 698300 SOLE 698300 GRACO INC COMMON STOCK 384109104 1160 46775 SOLE 46775 GRAFTECH INTL LTD COMMON STOCK 384313102 2683 370000 SOLE 370000 W.W. GRAINGER INC. COMMON STOCK 384802104 511 12000 SOLE 12000 GRANITE STATE BANKSHARES COMMON STOCK 387472103 1078 31900 SOLE 31900 GRANT PRIDECO INC. 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CO COMMON STOCK 412693103 6989 257424 SOLE 257424 HARLEY DAVIDSON INC. COMMON STOCK 412822108 221473 4767990 DEFINED 03 4767990 HARLEYSVILLE NATL CORP/PA COMMON STOCK 412850109 290 12000 SOLE 12000 HARMAN INTERNATIONAL COMMON STOCK 413086109 2070 40000 SOLE 40000 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 1110 70900 SOLE 70900 HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 15639 324400 DEFINED 03 324400 HARRIS CORP. COMMON STOCK 413875105 754 22500 SOLE 22500 HARSCO CORPORATION COMMON STOCK 415864107 7687 282700 SOLE 282700 HARTE-HANKS INC COMMON STOCK 416196103 4295 230800 SOLE 230800 HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 10379 253145 DEFINED 03 253145 HASBRO INCORPORATED COMMON STOCK 418056107 16612 1492540 DEFINED 03 1492540 HAVAS ADR AMER DEP RECEIPT 419313101 417 110132 SOLE 110132 HAVERTY FURNITURE COMMON STOCK 419596101 363 29000 SOLE 29000 HAWAIIAN ELECTRIC INDS. 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COMMON STOCK 871503108 45964 1366700 SOLE 1366700 SYNOPSYS INC COMMON STOCK 871607107 86019 2254747 SOLE 2254747 SYNOVUS FIN CORP COMMON STOCK 87161C105 268 13000 SOLE 13000 SYNTEL INC COMMON STOCK 87162H103 1109 94200 SOLE 94200 SYNTROLEUM CORP COMMON STOCK 871630109 2 1500 SOLE 1500 SYPRIS SOLUTIONS INC COMMON STOCK 871655106 494 45500 SOLE 45500 SYSCO CORP COMMON STOCK 871829107 27965 985030 DEFINED 03 985030 SYSTEMS & COMPUTER TECH COMMON STOCK 871873105 32 4600 SOLE 4600 TBC CORP COMMON STOCK 872180104 1732 167000 SOLE 167000 TCF FINANCIAL CORP COMMON STOCK 872275102 1316 31100 SOLE 31100 THQ INC COMMON STOCK 872443403 1472 70750 SOLE 70750 TJX COMPANIES, INC. COMMON STOCK 872540109 51678 3039854 SOLE 3039854 TRC CO. COMMON STOCK 872625108 513 29900 SOLE 29900 TRW, INC. 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ADR SPONSORED COMMON STOCK 879382208 2622 117339 DEFINED 02 03 117339 TELEPHONE AND DATA SYSTMS COMMON STOCK 879433100 6907 136900 SOLE 136900 TELIK INC COMMON STOCK 87959M109 4844 391300 SOLE 391300 TELLIUM INC COMMON STOCK 87967E107 110 290300 SOLE 290300 TEMPLE-INLAND INC COMMON STOCK 879868107 12381 320510 DEFINED 03 320510 TENET HEALTHCARE COMMON STOCK 88033G100 207884 4199683 SOLE 4199683 TENNANT COMPANY COMMON STOCK 880345103 19 600 SOLE 600 TENNECO AUTO COMMON STOCK 880349105 216 51400 SOLE 51400 TERADYNE INCORPORATED COMMON STOCK 880770102 2496 260000 SOLE 260000 TEREX CORP COMMON STOCK 880779103 2262 133821 SOLE 133821 TEVA PHARM ADR AMER DEP RECEIPT 881624209 6841 102100 SOLE 102100 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 26096 1766775 DEFINED 03 1766775 TEXAS REGIONAL BANCSHRS A COMMON STOCK 882673106 579 17300 SOLE 17300 TEXTRON INC COMMON STOCK 883203101 7192 210900 SOLE 210900 THERMO ELECTRON COMMON STOCK 883556102 46945 2910432 DEFINED 03 2910432 THERMO ELECTRON CORP CONVERTIBLE BONDS 883556AH5 7720 8000000 SOLE 8000000 THOMAS & BETTS CORP COMMON STOCK 884315102 423 30000 SOLE 30000 THOMAS INDUSTRIES COMMON STOCK 884425109 2815 113500 SOLE 113500 Thomson Multimedia ADR AMER DEP RECEIPT 885118109 752 47190 DEFINED 02 47190 THOR INDUSTRIES INC COMMON STOCK 885160101 1251 36000 SOLE 36000 3COM CORPORATION COMMON STOCK 885535104 4156 1054700 SOLE 1054700 THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 14848 3200000 SOLE 3200000 3M COMPANY COMMON STOCK 88579Y101 115380 1049190 DEFINED 03 1049190 TIDEWATER INC COMMON STOCK 886423102 2046 75800 DEFINED 02 03 75800 TIER TECHNOLOGIES INC COMMON STOCK 88650Q100 6255 330600 SOLE 330600 TIFFANY & CO COMMON STOCK 886547108 19394 904990 SOLE 904990 TIMBERLAND COMPANY CL A COMMON STOCK 887100105 6 200 SOLE 200 TIMKEN COMPANY COMMON STOCK 887389104 3117 186100 SOLE 186100 TITAN CORP COMMON STOCK 888266103 4768 496700 SOLE 496700 TITANIUM METALS CORP COMMON STOCK 888339108 6 3800 SOLE 3800 TOLL BROTHERS INC COMMON STOCK 889478103 20807 957100 SOLE 957100 TOO INC COMMON STOCK 890333107 14147 607701 SOLE 607701 TORCHMARK CORPORATION COMMON STOCK 891027104 2461 71825 DEFINED 03 71825 TORO CO COMMON STOCK 891092108 3240 57600 SOLE 57600 TOTAL ENTMNT REST CORP COMMON STOCK 89150E100 448 55000 SOLE 55000 TOTAL FINA ELF SA ADR AMER DEP RECEIPT 89151E109 115942 1760695 DEFINED 02 03 1760695 TOWER AOTOMOTIVE INC COMMON STOCK 891707101 2677 399500 SOLE 399500 TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 42 3200 SOLE 3200 TOYOTA MTR CORP ADR 1 SH COMMON STOCK 892331307 3779 73957 DEFINED 02 03 73957 TPG N V COMMON STOCK 892339102 999 59390 DEFINED 02 03 59390 TRACTOR SUPPLY CO COMMON STOCK 892356106 3019 95000 SOLE 95000 TRANSKARYOTIC THERAPIES COMMON STOCK 893735100 583 18000 SOLE 18000 TRANSOCEAN SEDCO FOREX CONVERTIBLE BONDS 893830AA7 3069 5000000 SOLE 5000000 TRAVELERS PROPERTY CAS COMMON STOCK 89420G109 56243 4260865 DEFINED 02 03 4260865 TRAVELERS PROPERTY COMMON STOCK 89420G406 11210 828452 DEFINED 02 03 828452 TREDEGAR CORPORATION COMMON STOCK 894650100 1678 100200 SOLE 100200 TREX COMP COMMON STOCK 89531P105 3680 134600 SOLE 134600 TRIAD HOSPITALS INC COMMON STOCK 89579K109 3799 100100 SOLE 100100 TRIAD GUARANTY INC COMMON STOCK 895925105 2504 71900 SOLE 71900 TRIBUNE CO COMMON STOCK 896047107 4244 101500 SOLE 101500 TRICO BANCSHARES COMMON STOCK 896095106 68 2700 SOLE 2700 TRIMERIS INC COMMON STOCK 896263100 1907 42700 SOLE 42700 TRIUMPH GROUP INC COMMON STOCK 896818101 5102 182200 SOLE 182200 TRIZEC PROPERTIES INC COMMON STOCK 89687P107 85 7500 SOLE 7500 TRIPOS INC COMMON STOCK 896928108 320 40800 SOLE 40800 TROPICAL SPORTSWEAR INTL COMMON STOCK 89708P102 195 15000 SOLE 15000 TROY FINANCIAL CORP COMMON STOCK 897329108 2406 92245 SOLE 92245 TUESDAY MORNING CORP COMMON STOCK 899035505 9764 536200 SOLE 536200 TUPPERWARE CORP COMMON STOCK 899896104 4 270 DEFINED 03 270 TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 98 14200 SOLE 14200 21ST CENTURY INSURANCE GP COMMON STOCK 90130N103 61 5900 SOLE 5900 TYCO INTL GROUP CONVERTIBLE BONDS 902118AW8 3663 5000000 SOLE 5000000 TYCO INTL LTD COMMON STOCK 902124106 124420 8824025 DEFINED 02 03 8824025 TYCO INTL LTD CONVERTIBLE BONDS 902124AC0 34914 53000000 SOLE 53000000 TYLER TECHNOLOGIES INC COMMON STOCK 902252105 1132 257200 SOLE 257200 TYSON FOODS CL: A COMMON STOCK 902494103 9189 790100 SOLE 790100 UCBH HOLDINGS INC COMMON STOCK 90262T308 4990 127000 SOLE 127000 UGI CORP. 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COMMON STOCK 913017109 3983 70500 SOLE 70500 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 494 30000 SOLE 30000 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 3203 36725 DEFINED 03 36725 UNIVERSAL COMPRESSION HLD COMMON STOCK 913431102 141 8700 SOLE 8700 UNIVERSAL CORP COMMON STOCK 913456109 6874 196000 SOLE 196000 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 1803 95800 SOLE 95800 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 30040 587300 SOLE 587300 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 26575 1165570 SOLE 1165570 UNOCAL CORP. COMMON STOCK 915289102 45892 1462000 DEFINED 02 1462000 UNIZAN FIN CORP COMMON STOCK 91528W101 798 41600 SOLE 41600 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 37332 1834498 DEFINED 03 1834498 URBAN OUTFITTERS INC COMMON STOCK 917047102 3262 134300 SOLE 134300 URSTADT BIDDLE PROPERTIES COMMON STOCK 917286106 24 2100 SOLE 2100 V.I. TECHHOLOGIES INC COMMON STOCK 917920100 62 77500 SOLE 77500 UTSTARCOM INC COMMON STOCK 918076100 53981 3535100 SOLE 3535100 VF CORPORATION COMMON STOCK 918204108 5642 156800 SOLE 156800 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 210 6000 SOLE 6000 VALERO ENERGY CORP COMMON STOCK 91913Y100 13 500 SOLE 500 VALMONT INDUSTRIES COMMON STOCK 920253101 771 33000 SOLE 33000 VALSPAR CORP COMMON STOCK 920355104 1567 42000 SOLE 42000 VALUEVISION MEDIA INC A COMMON STOCK 92047K107 5963 507100 SOLE 507100 VARCO INTERNATIONAL INC COMMON STOCK 922122106 19497 1152320 SOLE 1152320 VARIAN INC. 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COMMON STOCK 949702104 544 39845 DEFINED 03 39845 WELLPOINT HEALTH NEW COMMON STOCK 94973H108 32 437 SOLE 437 WELLS FARGO COMPANY COMMON STOCK 949746101 340529 7070776 DEFINED 02 03 7070776 WENDY'S INTERNATIONAL COMMON STOCK 950590109 77424 2338400 SOLE 2338400 WERNER ENTERPRISES INC COMMON STOCK 950755108 1219 66333 SOLE 66333 WESBANCO INC COMMON STOCK 950810101 386 16200 SOLE 16200 WEST MARINE INC COMMON STOCK 954235107 887 69800 SOLE 69800 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 467 21800 SOLE 21800 WESTAMERICA BANCORPORATIO COMMON STOCK 957090103 1442 35800 SOLE 35800 WESTCORP COMMON STOCK 957907108 1358 67900 SOLE 67900 WESTERN DIGITAL CORP. 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COMMON STOCK 966837106 12248 285900 SOLE 285900 WILEY (JOHN) & SONS -CL A COMMON STOCK 968223206 48422 2200000 SOLE 2200000 WILLBROS GROUP INC COMMON STOCK 969199108 1294 124700 SOLE 124700 WILLIAMS COS INC COMMON STOCK 969457100 1 440 DEFINED 03 440 WILLIAMS-SONOMA INC COMMON STOCK 969904101 3178 134473 SOLE 134473 WILLOW GROVE BANCORP COMMON STOCK 97111W101 920 78000 SOLE 78000 WINN-DIXIE STORES INC COMMON STOCK 974280109 733 55900 SOLE 55900 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 10590 267900 SOLE 267900 WISCONSIN ENERGY CORP COMMON STOCK 976657106 4999 205700 SOLE 205700 WOLVERINE TUBE INC. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,018 Form 13F Information Table Value Total: $37,326,378 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-----