13F-HR 1 form13f1203ofi.txt FORM 13-F 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, 2003 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OppenheimerFunds, Inc. Address: 6803 S. Tucson Way Centennial, CO 80112-3924 Form 13F File Number: 28-203 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mark Corns Title: Compliance Manager Phone: (303) 768-2449 (For questions related to current holdings or cusips included) (For all other inquiries call (212) 323-0200) Signature, Place, and Date of Signing: Mark Corns Centennial, CO Feb 13, 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 2070 106650 SOLE 106650 AAR CORP COMMON STOCK 000361105 6591 440900 SOLE 440900 ABX AIR INC - W/I COMMON STOCK 00080S101 2775 645300 SOLE 645300 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 3564 1200000 SOLE 1200000 ADE CORP/MA COMMON STOCK 00089C107 1120 60500 SOLE 60500 AFC ENTERPRISES INC COMMON STOCK 00104Q107 10762 551900 SOLE 551900 AFLAC INC COMMON STOCK 001055102 95827 2648635 DEFINED 02 03 2648635 AES CORPORATION COMMON STOCK 00130H105 70942 7515045 DEFINED 03 7515045 AK STEEL HLDG CORP COMMON STOCK 001547108 3764 738100 SOLE 738100 AMC ENTERTAINMENT INC COMMON STOCK 001669100 10707 703985 DEFINED 03 703985 AMR CORPORATION - DEL COMMON STOCK 001765106 4209 325000 SOLE 325000 APAC TELESERVICES INC COMMON STOCK 00185E106 39 14900 SOLE 14900 ATI TECHNOLOGIES INC COMMON STOCK 001941103 19936 1318500 SOLE 1318500 AT&T CORP COMMON STOCK 001957505 29989 1477295 DEFINED 03 1477295 A.S.V. INC COMMON STOCK 001963107 2836 75900 SOLE 75900 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 188235 23558958 DEFINED 02 03 23558958 AU OPTRONICS AMER DEP RECEIPT 002255107 2264 189900 SOLE 189900 ABAXIS INC COMMON STOCK 002567105 2274 125500 SOLE 125500 ABBOTT LABORATORIES COMMON STOCK 002824100 165708 3555984 DEFINED 02 03 3555984 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 40811 1651600 SOLE 1651600 ABLE LABORATORIES INC COMMON STOCK 00371N407 6205 343400 SOLE 343400 ACCREDITED HOME LENDERS COMMON STOCK 00437P107 643 21000 SOLE 21000 ACETO CORP COMMON STOCK 004446100 112 4400 SOLE 4400 ACLARA BIOSCIENCES INC COMMON STOCK 00461P106 120 33000 SOLE 33000 ACME COMMUNICATIONS INC COMMON STOCK 004631107 75 8500 SOLE 8500 ACTIVISION INC COMMON STOCK 004930202 15961 877000 SOLE 877000 ACTION PERFORMANCE COMMON STOCK 004933107 14057 717175 SOLE 717175 ACTUANT CORP-CL A COMMON STOCK 00508X203 9644 266400 SOLE 266400 ACUITY BRANDS INC COMMON STOCK 00508Y102 6517 252600 SOLE 252600 ACXIOM CORPORATION COMMON STOCK 005125109 5174 278600 SOLE 278600 ADMINISTAFF INC COMMON STOCK 007094105 5285 304100 SOLE 304100 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 146566 3729400 DEFINED 02 3729400 ADOLOR CORPORATION COMMON STOCK 00724X102 5497 274600 SOLE 274600 ADTRAN INC COMMON STOCK 00738A106 41714 1345600 SOLE 1345600 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 5747 70600 SOLE 70600 ADVANCED DIGITAL INFO COMMON STOCK 007525108 9163 654500 SOLE 654500 ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 9327 202850 SOLE 202850 ADVO INC. COMMON STOCK 007585102 2187 68850 SOLE 68850 ADVISORY BOARD CO COMMON STOCK 00762W107 4500 128900 SOLE 128900 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 4278 217688 SOLE 217688 AEROPOSTALE INC COMMON STOCK 007865108 19068 695400 SOLE 695400 ADVANCED MICRO DEVICES COMMON STOCK 007903107 273545 18358700 SOLE 18358700 ADVANCED MICRO CV CONVERTIBLE BONDS 007903AE7 4100 4000000 SOLE 4000000 AEGON NV ADR AMER DEP RECEIPT 007924103 11413 771121 SOLE 771121 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 8383 321800 SOLE 321800 ADVENT SOFTWARE INC COMMON STOCK 007974108 7 400 SOLE 400 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 2595 60000 SOLE 60000 AETNA INC-NEW COMMON STOCK 00817Y108 421728 6240427 DEFINED 03 6240427 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 22933 421100 SOLE 421100 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 24739 355500 SOLE 355500 AFFYMETRIX, INC. COMMON STOCK 00826T108 109209 4437600 SOLE 4437600 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 1889 137700 SOLE 137700 AGERE SYSTEMS COMMON STOCK 00845V100 6368 2088000 SOLE 2088000 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 4130 3004000 DEFINED 03 3004000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 7582 259300 SOLE 259300 AGILENT TECH INC CV CONVERTIBLE BONDS 00846UAB7 2751 2506000 DEFINED 03 2506000 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 9318 772000 SOLE 772000 AGILYSYS INC COMMON STOCK 00847J105 3803 341100 SOLE 341100 AGREE REALTY CORP COMMON STOCK 008492100 1414 50000 SOLE 50000 AGRIUM INC COMMON STOCK 008916108 2046 124300 SOLE 124300 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 57310 1084791 DEFINED 02 03 1084791 AIRGAS INC COMMON STOCK 009363102 6229 290000 SOLE 290000 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 7183 603600 SOLE 603600 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 20809 1935700 SOLE 1935700 GILAT SATELLITE NETWORKS COMMON STOCK 010102596 436 89200 SOLE 89200 AKSYS LTD COMMON STOCK 010196103 458 51900 SOLE 51900 Akzo Nobel NV Spon ADR AMER DEP RECEIPT 010199305 593 15523 DEFINED 02 03 15523 ALAMO GROUP INC COMMON STOCK 011311107 337 22100 SOLE 22100 ALARIS MEDICAL SYSTEMS COMMON STOCK 011637105 5296 348200 SOLE 348200 ALASKA AIRGROUP COMMON STOCK 011659109 3097 113500 SOLE 113500 ALBANY INTL CORP CL A COMMON STOCK 012348108 13940 411200 SOLE 411200 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 3476 55100 DEFINED 02 55100 ALBERTSON'S INC COMMON STOCK 013104104 6025 266010 DEFINED 02 03 266010 ALCAN INC COMMON STOCK 013716105 40608 864930 DEFINED 03 864930 ALCOA INC COMMON STOCK 013817101 206824 5442734 DEFINED 02 03 5442734 ALCATEL SA ADR AMER DEP RECEIPT 013904305 1928 150000 SOLE 150000 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 5060 150200 SOLE 150200 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 47807 2808900 SOLE 2808900 ALFA CORPORATION COMMON STOCK 015385107 1449 112700 SOLE 112700 ALICO INC COMMON STOCK 016230104 122 3500 SOLE 3500 ALKERMES INC COMMON STOCK 01642T108 5220 386700 SOLE 386700 ALLEGHENY ENERGY INC COMMON STOCK 017361106 1328 104100 SOLE 104100 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 4122 311800 SOLE 311800 ALLEGIANT BANCORP INC COMMON STOCK 017476102 558 19900 SOLE 19900 ALLERGAN INCORPORATED COMMON STOCK 018490102 3295 42900 SOLE 42900 ALLIANCE GAMING CORP COMMON STOCK 01859P609 18561 753000 SOLE 753000 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 10554 182726 SOLE 182726 ALLIED CAPITAL CORP COMMON STOCK 01903Q108 6 229 SOLE 229 ALLIANCE FINANCIAL CORP COMMON STOCK 019205103 575 18000 SOLE 18000 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 0 30 DEFINED 03 30 ALLIED WASTE IND 6.25% CV CONV PREF STOCK 019589605 10333 135060 DEFINED 03 135060 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 8539 277500 SOLE 277500 ALLSTATE CORPORATION COMMON STOCK 020002101 229055 5324394 DEFINED 02 03 5324394 ALLTEL CORP COMMON STOCK 020039103 40417 867700 SOLE 867700 ALPHARMA INC - CL A COMMON STOCK 020813101 191 9500 SOLE 9500 ALTERA CORPORATION COMMON STOCK 021441100 37891 1669186 DEFINED 03 1669186 ALTIRIS INC COMMON STOCK 02148M100 15395 422000 SOLE 422000 ALTRIA GROUP INC COMMON STOCK 02209S103 360761 6629192 DEFINED 02 03 6629192 AMAZON.COM INC COMMON STOCK 023135106 45770 869500 SOLE 869500 AMAZON.COM INC CONVERTIBLE BONDS 023135AF3 854 840000 SOLE 840000 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 47966 691245 DEFINED 03 691245 AMBASSADORS GROUP INC COMMON STOCK 023177108 1024 43600 SOLE 43600 AMCOL INT'L CORP COMMON STOCK 02341W103 7253 357300 SOLE 357300 AMERADA HESS CORP. COMMON STOCK 023551104 30668 576800 DEFINED 02 576800 AMERICA WEST COMMON STOCK 023657208 9250 746000 SOLE 746000 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 30513 754900 SOLE 754900 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 15 510 DEFINED 03 510 AMERICAN ELEC POWER COMMON STOCK 025537101 3448 113000 SOLE 113000 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 517698 10733932 DEFINED 02 03 10733932 AMERICAN FINL GROUP INC COMMON STOCK 025932104 1434 54200 SOLE 54200 AMERICAN FIN REALTY TRST COMMON STOCK 02607P305 1639 96100 SOLE 96100 AMER GREETINGS CORP COMMON STOCK 026375105 5497 251350 DEFINED 02 251350 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 2778 116400 SOLE 116400 AMERICAN HOME MTG INV COMMON STOCK 02660R107 2361 104900 SOLE 104900 AMERICAN INTERNTL GP COMMON STOCK 026874107 385166 5811189 DEFINED 02 03 5811189 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 1948 46500 SOLE 46500 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 4048 180550 SOLE 180550 AMERICAN PHARMACEUTICAL COMMON STOCK 02886P109 24592 731900 SOLE 731900 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 488 26500 SOLE 26500 AMERICAN POWER CONVERSION COMMON STOCK 029066107 797 32600 DEFINED 03 32600 AMERICAN STANDARD COS INC COMMON STOCK 029712106 1108 11000 SOLE 11000 AMERICAN VANGUARD CORP COMMON STOCK 030371108 563 15100 SOLE 15100 AMERICAN WOODMARK COMMON STOCK 030506109 516 9365 SOLE 9365 AMERICANWEST BANCORP COMMON STOCK 03058P109 1468 64400 SOLE 64400 AMERICA'S CAR-MART INC COMMON STOCK 03062T105 1141 42400 SOLE 42400 AMERON INTL CORP COMMON STOCK 030710107 2536 73100 SOLE 73100 AMERUS GROUP CO COMMON STOCK 03072M108 6344 181405 DEFINED 03 181405 AMERIGROUP CORP COMMON STOCK 03073T102 13874 325300 SOLE 325300 AMERITRADE HOLDING CORP COMMON STOCK 03074K100 15108 1073800 SOLE 1073800 AMETEK INC COMMON STOCK 031100100 11857 245700 SOLE 245700 AMGEN INCORPORATED COMMON STOCK 031162100 503203 8142431 DEFINED 02 03 8142431 AMGEN INC CV CONVERTIBLE BONDS 031162AE0 7213 9507000 DEFINED 03 9507000 AMIS HOLDINGS INC COMMON STOCK 031538101 6517 356500 SOLE 356500 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 14098 774200 SOLE 774200 AMPCO-PITTSBURGH CORP COMMON STOCK 032037103 584 42700 SOLE 42700 AMSOUTH BANCORPORATION COMMON STOCK 032165102 12079 493000 SOLE 493000 AMYLIN PHARMACEUTICALS COMMON STOCK 032346108 1667 75000 SOLE 75000 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 11145 218498 DEFINED 02 03 218498 ANADIGICS INC COMMON STOCK 032515108 2645 443800 SOLE 443800 ANALOG DEVICES INC. COMMON STOCK 032654105 65610 1437247 DEFINED 03 1437247 ANALOGIC CORP COMMON STOCK 032657207 308 7500 SOLE 7500 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 4313 173200 SOLE 173200 ANCHOR GLASS CONTAINER COMMON STOCK 03304B300 5200 325000 SOLE 325000 ANDERSONS INC COMMON STOCK 034164103 246 15400 SOLE 15400 ANDRX GROUP COMMON STOCK 034553107 17470 726700 SOLE 726700 ANGELICA CORP COMMON STOCK 034663104 1635 74300 SOLE 74300 ANGIOTECH PHARMACEUTICALS COMMON STOCK 034918102 23745 516200 SOLE 516200 ANGLOGOLD LTD SPON ADR AMER DEP RECEIPT 035128206 9518 203807 SOLE 203807 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 248194 4711350 DEFINED 02 03 4711350 ANNALY MTG MGMT INC COMMON STOCK 035710409 3 180 DEFINED 03 180 ANNTAYLOR STORES CORP COMMON STOCK 036115103 21542 552360 DEFINED 03 552360 ANSOFT CORP COMMON STOCK 036384105 896 69860 DEFINED 03 69860 ANSYS, INC. COMMON STOCK 03662Q105 5860 147600 SOLE 147600 ANTHEM INC COMMON STOCK 03674B104 107610 1434796 DEFINED 03 1434796 ANTEON INTL CORP COMMON STOCK 03674E108 1590 44100 SOLE 44100 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 10793 975000 SOLE 975000 AON CORP COMMON STOCK 037389103 25955 1084186 DEFINED 03 1084186 APACHE CORPORATION COMMON STOCK 037411105 92978 1146462 DEFINED 03 1146462 APHTON CORP COMMON STOCK 03759P101 693 115500 SOLE 115500 APOLLO GROUP INC -CL A COMMON STOCK 037604105 56494 830789 SOLE 830789 U OF PHOENIX ONLINE COMMON STOCK 037604204 3251 47166 SOLE 47166 APOGENT TECHNOLOGIES INC COMMON STOCK 03760A101 1 50 DEFINED 03 50 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 9238 235250 SOLE 235250 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 26984 947800 SOLE 947800 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 83305 4022452 DEFINED 03 4022452 APPLERA CORP-CELERA GEN COMMON STOCK 038020202 1 48 SOLE 48 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 4218 176800 SOLE 176800 APPLIED MATERIALS INC. COMMON STOCK 038222105 89460 3984888 DEFINED 02 03 3984888 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 6030 1008400 SOLE 1008400 APPLIED SIGNAL TECH COMMON STOCK 038237103 5868 255000 SOLE 255000 AQUANTIVE INC COMMON STOCK 03839G105 2633 256900 SOLE 256900 AQUILA INC COMMON STOCK 03840P102 2332 687800 SOLE 687800 ARAMARK CORP CL B COMMON STOCK 038521100 13214 481900 SOLE 481900 ARBITRON INC COMMON STOCK 03875Q108 2649 63500 SOLE 63500 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 25 1620 DEFINED 03 1620 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 688 24600 SOLE 24600 ARCTIC CAT INC COMMON STOCK 039670104 138 5600 SOLE 5600 ARDEN GROUP INC COMMON STOCK 039762109 706 9105 SOLE 9105 ARDEN REALITY INC COMMON STOCK 039793104 79 2600 SOLE 2600 ARGONAUT GROUP COMMON STOCK 040157109 1091 70220 DEFINED 03 70220 ARGOSY GAMING COMPANY COMMON STOCK 040228108 1110 42700 SOLE 42700 ARKANSAS BEST CORP COMMON STOCK 040790107 1174 37400 SOLE 37400 ARRIS GROUP INC COMMON STOCK 04269Q100 1448 200000 SOLE 200000 ARRAY BIOPHARMA COMMON STOCK 04269X105 326 57300 SOLE 57300 ARROW ELECTRONICS INC COMMON STOCK 042735100 2712 117200 SOLE 117200 ARROW FINANCIAL CORP COMMON STOCK 042744102 768 27669 SOLE 27669 ARROW INTL INC COMMON STOCK 042764100 1276 51100 SOLE 51100 ARTHROCARE CORP COMMON STOCK 043136100 4018 164000 SOLE 164000 ARVINMERITOR INC COMMON STOCK 043353101 9597 397900 SOLE 397900 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 399 22300 SOLE 22300 ASHANTI GOLDFIELDS GDR GLOBAL DEP RECEIPT 043743202 13345 1023400 SOLE 1023400 ASHWORTH INC. COMMON STOCK 04516H101 157 19500 SOLE 19500 ASK JEEVES, INC. COMMON STOCK 045174109 4775 263500 SOLE 263500 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 6292 399214 SOLE 399214 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 5591 544900 SOLE 544900 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 17 1400 SOLE 1400 ASTORIA FINL CORP COMMON STOCK 046265104 5676 152600 DEFINED 02 152600 AT ROAD INC COMMON STOCK 04648K105 1835 138000 SOLE 138000 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 6190 356800 SOLE 356800 ATHEROGENICS INC COMMON STOCK 047439104 1912 127900 SOLE 127900 ATMEL CORP COMMON STOCK 049513104 11957 1989600 SOLE 1989600 AUDIOVOX CORP -CL A COMMON STOCK 050757103 1127 87800 SOLE 87800 AUGUST TECHNOLOGY GROUP COMMON STOCK 05106U105 464 25000 SOLE 25000 AUTODESK INC. COMMON STOCK 052769106 1583 64402 SOLE 64402 AUTOLIV INC COMMON STOCK 052800109 7105 188700 SOLE 188700 AUTOMATIC DATA PROC COMMON STOCK 053015103 4697 118585 DEFINED 02 03 118585 AUTONATION INC. COMMON STOCK 05329W102 20457 1113603 DEFINED 03 1113603 AUTOZONE INC. COMMON STOCK 053332102 25927 304265 DEFINED 03 304265 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 263 5500 SOLE 5500 AVATAR HOLDINGS INC COMMON STOCK 053494100 155 4200 SOLE 4200 AVAYA INC COMMON STOCK 053499109 2 150 DEFINED 03 150 Aventis SA Spon ADR AMER DEP RECEIPT 053561106 3399 51293 DEFINED 02 03 51293 AVERY-DENNISON CORP COMMON STOCK 053611109 1876 33480 DEFINED 02 03 33480 AVIALL INC NEW COMMON STOCK 05366B102 934 60195 DEFINED 03 60195 AVID TECHNOLOGY INC COMMON STOCK 05367P100 12835 267400 SOLE 267400 AVISTA CORP COMMON STOCK 05379B107 535 29500 SOLE 29500 AVNET INC COMMON STOCK 053807103 4279 197535 DEFINED 03 197535 AVOCENT CORP COMMON STOCK 053893103 420 11500 SOLE 11500 AVON PRODUCTS INC COMMON STOCK 054303102 68293 1011900 DEFINED 02 1011900 AXA Spon ADR AMER DEP RECEIPT 054536107 1983 92340 DEFINED 02 03 92340 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 2278 222900 SOLE 222900 AZTAR CORP COMMON STOCK 054802103 8984 399300 SOLE 399300 BFC FINANCIAL CORP-A COMMON STOCK 055384200 55 3950 SOLE 3950 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 7 280 DEFINED 03 280 BHA GROUP INC CL:A COMMON STOCK 055446108 1124 44700 SOLE 44700 THE BISYS GROUP INC COMMON STOCK 055472104 7 500 SOLE 500 BJ SERVICES CO COMMON STOCK 055482103 55666 1550590 SOLE 1550590 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 574 25000 SOLE 25000 The BOC Group PLC AMER DEP RECEIPT 055617609 2059 66235 DEFINED 02 03 66235 BOK FINANCIAL CORP COMMON STOCK 05561Q201 139 3600 SOLE 3600 BP PLC - ADR AMER DEP RECEIPT 055622104 372921 7556648 DEFINED 02 03 7556648 BSB BANCORP COMMON STOCK 055652101 83 2100 SOLE 2100 BT Group PLC ADR AMER DEP RECEIPT 05577E101 2064 60330 DEFINED 02 60330 BMC SOFTWARE INC. COMMON STOCK 055921100 26 1379 DEFINED 03 1379 BADGER METER INC COMMON STOCK 056525108 38 1000 SOLE 1000 BAKER HUGHES INC COMMON STOCK 057224107 84 2600 DEFINED 02 2600 BALDWIN & LYONS -CL B COMMON STOCK 057755209 293 10425 SOLE 10425 BALL CORP COMMON STOCK 058498106 4253 71382 DEFINED 03 71382 BANCO BRADESCO ADR AMER DEP RECEIPT 059460204 14470 547900 SOLE 547900 Banco Bilbao Vizcaya ADR AMER DEP RECEIPT 05946K101 3549 256218 DEFINED 02 03 256218 BANCO ITAU HOLDING ADR AMER DEP RECEIPT 059602201 3598 73765 SOLE 73765 BANK OF AMERICA CORP. COMMON STOCK 060505104 448010 5570183 DEFINED 02 03 5570183 BANK MUTUAL CORP COMMON STOCK 063750103 9414 826535 SOLE 826535 BANK OF THE OZARKS COMMON STOCK 063904106 608 27000 SOLE 27000 BANK OF N Y CO COMMON STOCK 064057102 189861 5732510 DEFINED 02 03 5732510 BANK ONE CORP COMMON STOCK 06423A103 426965 9365327 DEFINED 02 03 9365327 BANKATLANTIC BANCORP INC COMMON STOCK 065908501 443 23300 SOLE 23300 BANKNORTH GROUP INC COMMON STOCK 06646R107 17132 526667 SOLE 526667 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 1792 69500 SOLE 69500 BANNER CORPORATION COMMON STOCK 06652V109 111 4400 SOLE 4400 BANTA CORP COMMON STOCK 066821109 5350 132100 SOLE 132100 Barclays PLC Spon ADR AMER DEP RECEIPT 06738E204 3771 103749 DEFINED 02 03 103749 BARRICK GOLD CORP COMMON STOCK 067901108 18438 811900 SOLE 811900 BARR PHARMACEUTICALS INC COMMON STOCK 068306109 69532 903600 SOLE 903600 BAUSCH & LOMB INC COMMON STOCK 071707103 30035 578707 DEFINED 03 578707 BAXTER INTERNATIONAL COMMON STOCK 071813109 33929 1111706 DEFINED 02 03 1111706 BAXTER INTL 7% CV UNITS CONV PREF STOCK 071813406 5529 100075 DEFINED 03 100075 BAY VIEW CAPITAL COR COMMON STOCK 07262L101 260 121300 SOLE 121300 BEA SYSTEMS INC COMMON STOCK 073325102 62684 5096322 DEFINED 03 5096322 BEA SYSTEMS INC CV CONVERTIBLE BONDS 073325AD4 4035 4000000 SOLE 4000000 BEAR STEARNS COMMON STOCK 073902108 52215 653090 DEFINED 03 653090 BEARINGPOINT INC COMMON STOCK 074002106 3178 315000 SOLE 315000 BEAZER HOMES USA INC COMMON STOCK 07556Q105 39350 402931 SOLE 402931 BECKMAN COULTER INC COMMON STOCK 075811109 15468 304300 DEFINED 02 304300 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 40502 984500 SOLE 984500 BED BATH & BEYOND INC. COMMON STOCK 075896100 94963 2190615 DEFINED 02 03 2190615 BELLSOUTH CORPORATION COMMON STOCK 079860102 72975 2578616 DEFINED 02 03 2578616 BEMA GOLD CORP COMMON STOCK 08135F107 4278 1150000 SOLE 1150000 BEMIS COMPANY, INC. COMMON STOCK 081437105 2515 50300 DEFINED 02 50300 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 10925 313850 SOLE 313850 BENNETT ENVIRONMENTAL INC COMMON STOCK 081906109 1149 55600 SOLE 55600 BENTLEY PHARMACEUTICALS COMMON STOCK 082657107 344 25900 SOLE 25900 BERKLEY W R CORP COMMON STOCK 084423102 4 120 DEFINED 03 120 BERKSHIRE HATH- B COMMON STOCK 084670207 118948 42255 SOLE 42255 BERKSHIRE HILLS BANCORP COMMON STOCK 084680107 1379 38100 SOLE 38100 BEST BUY COMPANY INC. COMMON STOCK 086516101 28418 543989 DEFINED 03 543989 BHP Billiton Ltd ADR AMER DEP RECEIPT 088606108 3496 191466 DEFINED 02 03 191466 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 2235 106700 SOLE 106700 BIG LOTS INC COMMON STOCK 089302103 1972 138800 SOLE 138800 BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 1016 269600 SOLE 269600 BIO-RAD LABS -CL A COMMON STOCK 090572207 11499 199400 SOLE 199400 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 3491 266500 SOLE 266500 BIOGEN IDEC INC COMMON STOCK 09062X103 69584 1891900 SOLE 1891900 BIOVAIL CORP COMMON STOCK 09067J109 2944 137000 SOLE 137000 BIOSITE INC COMMON STOCK 090945106 1922 66400 SOLE 66400 BIORELIANCE CORP COMMON STOCK 090951104 4973 104000 SOLE 104000 BLACK & DECKER CORPORATIO COMMON STOCK 091797100 1913 38785 DEFINED 03 38785 BLACK HILLS CORP COMMON STOCK 092113109 89 3000 SOLE 3000 BLAIR CORP COMMON STOCK 092828102 1582 65000 SOLE 65000 H & R BLOCK INCORPORATED COMMON STOCK 093671105 86391 1560249 DEFINED 03 1560249 BLOUNT INTL INC COMMON STOCK 095180105 71 9000 SOLE 9000 BLUEGREEN CORP COMMON STOCK 096231105 984 157700 SOLE 157700 BOEING CO. COMMON STOCK 097023105 138184 3279165 DEFINED 02 03 3279165 BOISE CASCADE CORP COMMON STOCK 097383103 25516 776497 DEFINED 03 776497 BON-TON STORES INC COMMON STOCK 09776J101 441 39700 SOLE 39700 THE BOMBAY COMPANY INC. COMMON STOCK 097924104 4566 560900 SOLE 560900 BORDERS GROUP COMMON STOCK 099709107 8310 379100 SOLE 379100 BOSTON COMM GROUP COMMON STOCK 100582105 1853 199500 SOLE 199500 BOSTON PROPERTIES COMMON STOCK 101121101 867 18000 SOLE 18000 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 126283 3435340 DEFINED 03 3435340 BOTTOMLINE TECHNOLOGIES COMMON STOCK 101388106 221 24500 SOLE 24500 BOWATER INC. COMMON STOCK 102183100 26360 569200 SOLE 569200 BOWNE & CO INC DEL COMMON STOCK 103043105 639 47145 DEFINED 03 47145 BOYDS COLLECTION LTD COMMON STOCK 103354106 148 34800 SOLE 34800 BRADLEY PHARMACEUTICALS COMMON STOCK 104576103 18551 729500 SOLE 729500 BRASIL TELECOM PART ADR AMER DEP RECEIPT 105530109 5645 149330 SOLE 149330 BRIGGS & STRATTON CORP COMMON STOCK 109043109 23226 344600 SOLE 344600 BRIGHAM EXPLORATION CO COMMON STOCK 109178103 1227 152800 SOLE 152800 BRIGHT HORIZONS FAM SOL COMMON STOCK 109195107 5288 125900 SOLE 125900 BRIGHTPOINT INC. COMMON STOCK 109473405 15361 890475 SOLE 890475 BRILLIAN CORP COMMON STOCK 10949P107 8773 1038225 SOLE 1038225 BRINKER INTL INC. COMMON STOCK 109641100 49838 1502950 SOLE 1502950 BRINKER INTL INC CV CONVERTIBLE BONDS 109641AC4 7806 11500000 SOLE 11500000 THE BRINK'S COMPANY COMMON STOCK 109696104 5827 257700 SOLE 257700 BRISTOL-MYERS SQUIBB CO. 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COMMON STOCK 292845104 3923 131000 SOLE 131000 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 3405 61850 SOLE 61850 ENERGYSOUTH INC COMMON STOCK 292970100 312 8900 SOLE 8900 ENESCO GROUP INC COMMON STOCK 292973104 262 25400 SOLE 25400 ENNIS BUSINESS FORMS COMMON STOCK 293389102 2151 140600 SOLE 140600 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 2451 175720 SOLE 175720 ENSTAR GROUP INC COMMON STOCK 29358R107 165 3500 SOLE 3500 ENTEGRIS INC COMMON STOCK 29362U104 6 500 SOLE 500 ENTERASYS NETWORKS INC COMMON STOCK 293637104 558 148900 SOLE 148900 ENTERCOM COMM CORP COMMON STOCK 293639100 8701 164300 SOLE 164300 ENTERGY CORP COMMON STOCK 29364G103 154 2689 DEFINED 03 2689 ENTRAVISION COMMUNICATION COMMON STOCK 29382R107 1393 125500 SOLE 125500 EON LABS INC COMMON STOCK 29412E100 7209 141500 SOLE 141500 EPLUS INC COMMON STOCK 294268107 1160 94100 SOLE 94100 EPICOR SOFTWARE CORP COMMON STOCK 29426L108 5903 462600 SOLE 462600 EQUIFAX INC. 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COMMON STOCK 302182100 65940 992619 SOLE 992619 EXPRESSJET HOLDINGS INC COMMON STOCK 30218U108 6660 444000 SOLE 444000 EXULT INC COMMON STOCK 302284104 7647 1074000 SOLE 1074000 EXXON MOBIL CORP COMMON STOCK 30231G102 607769 14823601 DEFINED 02 03 14823601 FBL FINL GROUP INC -CL A COMMON STOCK 30239F106 1713 66400 SOLE 66400 FEI COMPANY COMMON STOCK 30241L109 5132 228100 SOLE 228100 FMC CORPORATION COMMON STOCK 302491303 6826 200000 SOLE 200000 FMS FINANCIAL CORP COMMON STOCK 302509104 14 800 SOLE 800 FNB CORP NORTH CAROLINA COMMON STOCK 302519103 222 10500 SOLE 10500 FPIC INSURANCE GROUP COMMON STOCK 302563101 100 4000 SOLE 4000 FPL GROUP INC. 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COMMON STOCK 369604103 996294 32159255 DEFINED 02 03 32159255 GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 1063 38300 SOLE 38300 GENERAL MILLS INCORPORATE COMMON STOCK 370334104 65332 1442220 DEFINED 02 03 1442220 GEN MILLS INC CV CONVERTIBLE BONDS 370334AU8 7050 10000000 SOLE 10000000 GENERAL MOTORS COMMON STOCK 370442105 5625 105347 DEFINED 02 03 105347 GENERAL MOTORS 5.25% CV CONV PREF STOCK 370442733 10076 375000 SOLE 375000 GENESEE & WYOMING INC - A COMMON STOCK 371559105 3837 121800 SOLE 121800 GENTEX CORPORATION COMMON STOCK 371901109 33774 764800 SOLE 764800 GENLYTE GROUP INC COMMON STOCK 372302109 2277 39000 SOLE 39000 GENTIVA HEALTH SERV COMMON STOCK 37247A102 2756 218000 SOLE 218000 GENZYME CORP COMMON STOCK 372917104 2356 47743 DEFINED 03 47743 GENZYME CORP CONVERTIBLE BONDS 372917AK0 4070 4000000 SOLE 4000000 GEORGIA-PACIFIC CORP. 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CO COMMON STOCK 412693103 3721 136300 SOLE 136300 HARLEY DAVIDSON INC. 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OF AMERICA COMMON STOCK 50540R409 569 15400 SOLE 15400 LACLEDE GROUP INC COMMON STOCK 505597104 865 30300 SOLE 30300 LADISH COMPANY INC COMMON STOCK 505754200 243 30000 SOLE 30000 LAKELAND FINANCIAL CORP COMMON STOCK 511656100 46 1300 SOLE 1300 LAM RESEARCH CORPORATION COMMON STOCK 512807108 6521 201900 SOLE 201900 LAM RESEARCH CORP CONVERTIBLE BONDS 512807AE8 4635 4500000 SOLE 4500000 LAMAR ADVERTISING CO COMMON STOCK 512815101 13737 368100 SOLE 368100 LANDAUER INC COMMON STOCK 51476K103 1338 32800 SOLE 32800 LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 12375 236800 SOLE 236800 LANDSTAR SYSTEM INC COMMON STOCK 515098101 11496 302200 SOLE 302200 LANNETT CO INC COMMON STOCK 516012101 2506 149100 SOLE 149100 LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 642 34600 SOLE 34600 ESTEE LAUDER CL A COMMON STOCK 518439104 59747 1521820 SOLE 1521820 LAWSON PRODUCTS COMMON STOCK 520776105 398 12000 SOLE 12000 LAWSON SOFTWARE COMMON STOCK 520780107 2157 262071 SOLE 262071 LAYNE CHRISTENSEN COMPANY COMMON STOCK 521050104 105 8900 SOLE 8900 LEAR CORP. 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COMMON STOCK 546347105 28892 1615900 SOLE 1615900 LOWE'S COS., INC COMMON STOCK 548661107 62227 1123435 DEFINED 03 1123435 LOWES COMPANIES CV CONVERTIBLE BONDS 548661CG0 3741 3505000 DEFINED 03 3505000 LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 27352 9630944 DEFINED 03 9630944 LUCENT TECHNOLOGIES CV B CONVERTIBLE BONDS 549463AH0 4751 4005000 DEFINED 03 4005000 LUMINEX CORP COMMON STOCK 55027E102 624 66500 SOLE 66500 WILLIAM LYON HOMES INC COMMON STOCK 552074106 4488 71500 SOLE 71500 LYONDELL CHEMICAL CO COMMON STOCK 552078107 11272 665000 SOLE 665000 M&F WORLDWIDE CORP COMMON STOCK 552541104 3530 264200 SOLE 264200 M & T BANK CORP COMMON STOCK 55261F104 14615 148675 DEFINED 03 148675 MAF BANCORP INC COMMON STOCK 55261R108 9061 216249 SOLE 216249 MBIA INC COMMON STOCK 55262C100 12964 218878 DEFINED 03 218878 MBNA CORPORATION COMMON STOCK 55262L100 158290 6369831 DEFINED 03 6369831 MB FINANCIAL INC COMMON STOCK 55264U108 874 24000 SOLE 24000 M D C HLDGS INC COMMON STOCK 552676108 20309 314871 DEFINED 03 314871 MDU RESOURCES GROUP INC COMMON STOCK 552690109 1107 46482 SOLE 46482 MGE ENERGY INC COMMON STOCK 55277P104 25 800 SOLE 800 MGIC INVESTMENT CORP COMMON STOCK 552848103 32066 563159 SOLE 563159 MGI PHARMA INC COMMON STOCK 552880106 18723 455000 SOLE 455000 MGP INGREDIENTS INC COMMON STOCK 55302G103 5 300 SOLE 300 M/I HOMES INC. 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COMMON STOCK 680665205 5372 267800 SOLE 267800 OMNICARE INC. COMMON STOCK 681904108 12962 320930 DEFINED 03 320930 OMNICOM GROUP COMMON STOCK 681919106 211502 2421873 DEFINED 02 03 2421873 OMEGA PROTEIN CORP COMMON STOCK 68210P107 2892 374600 SOLE 374600 OMNIVISION TECHNOLOGIES COMMON STOCK 682128103 10586 191600 SOLE 191600 OMNICELL INC COMMON STOCK 68213N109 1455 89800 SOLE 89800 ON SEMICONDUCTOR CORP COMMON STOCK 682189105 8252 1279400 SOLE 1279400 ONEIDA FINANCIAL CORP COMMON STOCK 682478102 47 2115 SOLE 2115 ONEOK INC NEW COMMON STOCK 682680103 3871 175315 DEFINED 03 175315 ON2.COM INC COMMON STOCK 68338A107 1202 917900 SOLE 917900 VIMPEL COM ADR AMER DEP RECEIPT 68370R109 1830 24900 SOLE 24900 OPEN TEXT CORP COMMON STOCK 683715106 3654 190600 SOLE 190600 OPENWAVE SYSTEMS INC COMMON STOCK 683718308 1813 164831 SOLE 164831 OPEN SOLUTIONS INC COMMON STOCK 68371P102 1327 75500 SOLE 75500 OPNET TECHNOLOGIES COMMON STOCK 683757108 578 35100 SOLE 35100 ORACLE CORPORATION COMMON STOCK 68389X105 162525 12312408 DEFINED 02 03 12312408 OPTION CARE INC. COMMON STOCK 683948103 45 4200 SOLE 4200 ORBITAL SCIENCES CORP COMMON STOCK 685564106 30588 2544756 DEFINED 03 2544756 O'REILLY AUTOMOTIVE INC. COMMON STOCK 686091109 27761 723697 SOLE 723697 ORIENTAL FINANCIAL GROUP COMMON STOCK 68618W100 3768 146615 SOLE 146615 ORLEANS HOMEBUILDERS INC COMMON STOCK 686588104 3150 111200 SOLE 111200 ORPHAN MEDICAL INC COMMON STOCK 687303107 104 10100 SOLE 10100 OSHKOSH B GOSH CLASS A COMMON STOCK 688222207 1367 63700 SOLE 63700 OSHKOSH TRUCK CORP COMMON STOCK 688239201 16636 326000 SOLE 326000 OUTBACK STEAKHOUSE INC. COMMON STOCK 689899102 12551 283900 SOLE 283900 OVERLAND STORAGE INC COMMON STOCK 690310107 1754 93300 SOLE 93300 OVERNITE CORP COMMON STOCK 690322102 4332 190400 SOLE 190400 OVERSEAS SHIPHOLDING GRP COMMON STOCK 690368105 1447 42500 SOLE 42500 OWENS & MINOR INC COMMON STOCK 690732102 3260 148800 SOLE 148800 OXFORD HEALTH PLANS INC. COMMON STOCK 691471106 87866 2019900 SOLE 2019900 PC CONNECTION COMMON STOCK 69318J100 1272 152000 SOLE 152000 PDI INC COMMON STOCK 69329V100 635 23700 SOLE 23700 PG & E CORPORATION COMMON STOCK 69331C108 31161 1122100 SOLE 1122100 PFF BANCORP COMMON STOCK 69331W104 3499 96440 SOLE 96440 PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 32115 631200 SOLE 631200 PICO HOLDINGS INC COMMON STOCK 693366205 161 10300 SOLE 10300 PLX TECHNOLOGY INC COMMON STOCK 693417107 1770 200000 SOLE 200000 PMA CAPITAL CORP COMMON STOCK 693419202 628 122600 SOLE 122600 PNC FINANCIAL SERVICES COMMON STOCK 693475105 19250 351710 DEFINED 03 351710 POSCO ADR AMER DEP RECEIPT 693483109 1064 31320 DEFINED 02 03 31320 PPG INDUSTRIES, INC. COMMON STOCK 693506107 832 12998 DEFINED 03 12998 PSS WORLD MEDICAL INC COMMON STOCK 69366A100 4018 332900 SOLE 332900 PTEK HOLDINGS INC COMMON STOCK 69366M104 4083 463400 SOLE 463400 PACCAR INC COMMON STOCK 693718108 33571 394400 SOLE 394400 PACER INTERNATIONAL INC COMMON STOCK 69373H106 19282 953600 SOLE 953600 PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 5880 159699 SOLE 159699 PACIFIC SUNWEAR OF CALIF COMMON STOCK 694873100 30572 1447525 SOLE 1447525 PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 19800 292900 SOLE 292900 PACKAGING DYNAMICS CORP COMMON STOCK 695160101 247 24000 SOLE 24000 PACKETEER INC COMMON STOCK 695210104 8128 478700 SOLE 478700 PACTIV CORP COMMON STOCK 695257105 4096 171360 DEFINED 03 171360 PALL CORPORATION COMMON STOCK 696429307 29991 1117800 SOLE 1117800 PAN PAC RETAIL PPTYS INC COMMON STOCK 69806L104 334 7000 SOLE 7000 PANERA BREAD COMPANY CL A COMMON STOCK 69840W108 53990 1365800 SOLE 1365800 PANTRY INC COMMON STOCK 698657103 1305 57500 SOLE 57500 PAPA JOHN'S INTL INC. 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COMMON STOCK 712713106 41 1800 SOLE 1800 PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 10112 418200 SOLE 418200 PEPSIAMERICAS INC COMMON STOCK 71343P200 678 39600 SOLE 39600 PEPSI-COLA INCORPORATED COMMON STOCK 713448108 399333 8565708 DEFINED 02 03 8565708 PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 5663 371100 SOLE 371100 PEREGRINE PHARMACEUTICLS COMMON STOCK 713661106 1067 482600 SOLE 482600 PERFORMANCE TECH INC COMMON STOCK 71376K102 7002 491400 SOLE 491400 PERINI CORP COMMON STOCK 713839108 1118 122200 SOLE 122200 PERKINELMER INC COMMON STOCK 714046109 439 25740 DEFINED 03 25740 PERRIGO CO COMMON STOCK 714290103 36947 2350320 SOLE 2350320 PETROLEO BRASILEIRO SA AMER DEP RECEIPT 71654V408 13701 468587 SOLE 468587 PETROLEUM DEVELOPMENT COMMON STOCK 716578109 372 15700 SOLE 15700 PETSMART INC COMMON STOCK 716768106 28434 1194700 SOLE 1194700 PFIZER, INC. COMMON STOCK 717081103 989167 27997917 DEFINED 02 03 27997917 PHARMACEUT PRODUCT DEVEL COMMON STOCK 717124101 5891 218414 SOLE 218414 PHARMACEUTICAL RES INC COMMON STOCK 717125108 16020 245900 SOLE 245900 PHILADELPHIA SUBURBAN COR COMMON STOCK 718009608 7925 358592 SOLE 358592 PHOENIX COMPANIES INC COMMON STOCK 71902E109 3642 302500 SOLE 302500 PHOTRONICS INC COMMON STOCK 719405102 6973 350030 DEFINED 03 350030 PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 5376 245918 SOLE 245918 PINNACLE ENTERTAINMENT IN COMMON STOCK 723456109 2736 293600 SOLE 293600 PINNACLE WEST CAPITAL COMMON STOCK 723484101 5 130 DEFINED 03 130 PIONEER NATURAL RESOURCES COMMON STOCK 723787107 5112 160100 SOLE 160100 PITNEY BOWES COMMON STOCK 724479100 222 5470 DEFINED 02 03 5470 PIXAR INC COMMON STOCK 725811103 13907 200700 SOLE 200700 PLACER DOME INC. COMMON STOCK 725906101 18089 1010000 SOLE 1010000 PLANAR SYSTEMS INC. COMMON STOCK 726900103 6924 284700 SOLE 284700 PLANTRONICS INC COMMON STOCK 727493108 3154 96600 SOLE 96600 PLUM CREEK TIMBER CO COMMON STOCK 729251108 24 800 SOLE 800 PLUMTREE SOFTWARE INC COMMON STOCK 72940Q104 1913 407000 SOLE 407000 POGO PRODUCING COMMON STOCK 730448107 26101 540400 SOLE 540400 POLARIS INDUSTRIES INC COMMON STOCK 731068102 8699 98200 SOLE 98200 POLYMEDICA CORP COMMON STOCK 731738100 11111 422300 SOLE 422300 POLYONE CORP COMMON STOCK 73179P106 639 100000 SOLE 100000 POMEROY COMPUTER RES INC COMMON STOCK 731822102 226 15300 SOLE 15300 POPE & TALBOT INC COMMON STOCK 732827100 261 14800 SOLE 14800 PORTUGAL TELECOM SA ADR AMER DEP RECEIPT 737273102 9336 931685 DEFINED 03 931685 POSSIS MEDICAL INC COMMON STOCK 737407106 1365 69100 SOLE 69100 POST PPTYS INC COMMON STOCK 737464107 402 14400 SOLE 14400 POTLATCH CORP COMMON STOCK 737628107 4124 118600 SOLE 118600 POWER INTEGRATIONS INC COMMON STOCK 739276103 3938 117700 SOLE 117700 POWERWAVE TECHNOLOGIES COMMON STOCK 739363109 12310 1609200 SOLE 1609200 PRAECIS PHARMACEUTICALS COMMON STOCK 739421105 741 115000 SOLE 115000 PRAXAIR INC. COMMON STOCK 74005P104 109094 2855858 DEFINED 02 03 2855858 PRECISION CASTPARTS CORP COMMON STOCK 740189105 9822 216300 SOLE 216300 PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 231 7000 SOLE 7000 PRESIDENTIAL LIFE CORP COMMON STOCK 740884101 587 44600 SOLE 44600 PRESSTEK INC COMMON STOCK 741113104 1520 209100 SOLE 209100 PRICE COMMUNICATIONS COMMON STOCK 741437305 1014 73854 SOLE 73854 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 30 640 DEFINED 03 640 PRIDE INTERNATIONAL COMMON STOCK 74153Q102 8082 433600 SOLE 433600 PRIME MEDICAL SVCS INC COMMON STOCK 74156D108 122 26000 SOLE 26000 PRIMA ENERGY CORP COMMON STOCK 741901201 102 2900 SOLE 2900 PRIME HOSPITALITY CORP COMMON STOCK 741917108 1612 158000 SOLE 158000 PRIMUS TELECOMM GROUP INC COMMON STOCK 741929103 946 92900 SOLE 92900 PRINCETON REVIEW INC COMMON STOCK 742352107 210 21500 SOLE 21500 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 43077 1302600 SOLE 1302600 PRIORITY HEALTHCARE CORP COMMON STOCK 74264T102 456 18900 SOLE 18900 PROCTER AND GAMBLE CO COMMON STOCK 742718109 535484 5361277 DEFINED 02 03 5361277 PRIVATEBANCORP INC COMMON STOCK 742962103 542 11900 SOLE 11900 PROGRESS ENERGY INC COMMON STOCK 743263105 783 17300 DEFINED 02 17300 PROGRESS FINL CORP COMMON STOCK 743266108 405 13125 SOLE 13125 PROGRESS SOFTWARE CORP COMMON STOCK 743312100 5005 244600 SOLE 244600 PROGRESSIVE CORP COMMON STOCK 743315103 89023 1065000 SOLE 1065000 PROLOGIS COMMON STOCK 743410102 1030 32100 SOLE 32100 PROSPERITY BANCSHARES COMMON STOCK 743606105 2648 117600 SOLE 117600 PROTECTIVE LIFE CORP COMMON STOCK 743674103 11617 343300 SOLE 343300 PROVIDENT BANCORP INC COMMON STOCK 743835100 94 2000 SOLE 2000 PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 1083 36800 SOLE 36800 PROVIDENT FIN HLDGS COMMON STOCK 743868101 229 6300 SOLE 6300 PROVINCE HEALTHCARE COMMON STOCK 743977100 22835 1427200 SOLE 1427200 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 10 870 DEFINED 03 870 PROVIDIAN CV CONVERTIBLE BONDS 74406AAA0 4768 5005000 DEFINED 03 5005000 PROVIDIAN FIN CV CONVERTIBLE BONDS 74406AAB8 26263 55000000 SOLE 55000000 PROXIM CORP COMMON STOCK 744283102 1163 696700 SOLE 696700 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 166432 3984489 DEFINED 03 3984489 PUBLIC SERVICE ENTER COMMON STOCK 744573106 1629 37194 SOLE 37194 PUBLIC STORAGE INC COMMON STOCK 74460D109 712 16400 SOLE 16400 PUGET ENERGY INC COMMON STOCK 745310102 1509 63500 SOLE 63500 PULTE CORP COMMON STOCK 745867101 37649 402154 DEFINED 03 402154 PUMATECH INC COMMON STOCK 745887109 519 130300 SOLE 130300 QLT PHOTOTHERAPEUTICS INC COMMON STOCK 746927102 10269 544800 SOLE 544800 QRS CORP COMMON STOCK 74726X105 187 23000 SOLE 23000 QLOGIC CORP COMMON STOCK 747277101 33967 658270 DEFINED 03 658270 QAD INC COMMON STOCK 74727D108 2112 172300 SOLE 172300 QUAKER CITY BANCORP COMMON STOCK 74731K106 1353 29075 SOLE 29075 QUALCOMM INC. 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COMMON STOCK 778296103 22878 865600 SOLE 865600 THE ROUSE CO COMMON STOCK 779273101 432 9200 SOLE 9200 ROUSE PFD SER B CONV PREF STOCK 779273309 4168 67990 DEFINED 03 67990 ROWAN COMPANIES INC. COMMON STOCK 779382100 37599 1622770 DEFINED 03 1622770 ROXIO INC COMMON STOCK 780008108 1950 407200 SOLE 407200 ROYAL CARIBBEAN CRUISES CONVERTIBLE BONDS 780153AK8 19400 40000000 SOLE 40000000 ROYAL CARIBBEAN CRUISE CV CONVERTIBLE BONDS 780153AM4 4406 7500000 SOLE 7500000 Royal Dutch Petroleum ADR AMER DEP RECEIPT 780257804 468 8935 DEFINED 02 03 8935 ROYAL GOLD INC COMMON STOCK 780287108 5442 260000 SOLE 260000 RUBY TUESDAY INC COMMON STOCK 781182100 79909 2804800 SOLE 2804800 RUDDICK CORP COMMON STOCK 781258108 1982 110700 SOLE 110700 RUSS BERRIE & CO INC COMMON STOCK 782233100 644 19000 SOLE 19000 RUSSELL CORP COMMON STOCK 782352108 488 27800 SOLE 27800 RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 3505 231500 SOLE 231500 RYDER SYSTEMS INC COMMON STOCK 783549108 25585 749200 SOLE 749200 RYLAND GROUP INC COMMON STOCK 783764103 62101 700600 SOLE 700600 S & T BANCORP INC COMMON STOCK 783859101 2637 88200 SOLE 88200 SBC COMMUNICATIONS INC COMMON STOCK 78387G103 280379 10754856 DEFINED 02 03 10754856 SBS TECHNOLOGIES INC COMMON STOCK 78387P103 9 600 SOLE 600 SCM MICROSYSTEMS INC COMMON STOCK 784018103 47 6100 SOLE 6100 SCP POOL CORP COMMON STOCK 784028102 2168 66325 SOLE 66325 SCO GROUP INC COMMON STOCK 78403A106 2436 143300 SOLE 143300 SFBC INTERNATIONAL INC COMMON STOCK 784121105 1408 53000 SOLE 53000 SJW CORP COMMON STOCK 784305104 384 4300 SOLE 4300 ***SK TELECOM CO LTD ADR AMER DEP RECEIPT 78440P108 61883 3318145 SOLE 3318145 SL GREEN REALTY CORP COMMON STOCK 78440X101 320 7800 SOLE 7800 SLM CORP COMMON STOCK 78442P106 13363 354660 DEFINED 03 354660 SPDR TRUST SERIES 1 MUTUAL FUNDS OPEN END 78462F103 2995 26915 DEFINED 03 26915 SPSS INC. COMMON STOCK 78462K102 536 30000 SOLE 30000 SPX CORPORATION COMMON STOCK 784635104 12826 218100 SOLE 218100 S1 CORPORATION COMMON STOCK 78463B101 3396 421900 SOLE 421900 SM&A COMMON STOCK 78465D105 2186 186800 SOLE 186800 SWS GROUP INC COMMON STOCK 78503N107 1109 62300 SOLE 62300 SY BANCORP INC COMMON STOCK 785060104 111 5400 SOLE 5400 SAFECO CORPORATION COMMON STOCK 786429100 6402 164435 DEFINED 03 164435 ST JUDE MEDICAL INC. COMMON STOCK 790849103 7008 114225 DEFINED 03 114225 ST MARY LAND & EXPLOR COMMON STOCK 792228108 624 21900 SOLE 21900 ST. PAUL COS. COMMON STOCK 792860108 2897 73062 DEFINED 03 73062 SALEM COMMUNICATIONS-CL A COMMON STOCK 794093104 610 22500 SOLE 22500 SALIX PHARMACEUTICALS INC COMMON STOCK 795435106 4053 178800 SOLE 178800 SANCHEZ COMPUTER ASSOC COMMON STOCK 799702105 217 52400 SOLE 52400 SANDERS MORRIS HARRIS GRP COMMON STOCK 80000Q104 241 19400 SOLE 19400 SANDERSON FARMS INC COMMON STOCK 800013104 4820 119600 SOLE 119600 SANDISK CORP COMMON STOCK 80004C101 28552 467000 SOLE 467000 SANDY SPRING BANCORP INC COMMON STOCK 800363103 2237 59800 SOLE 59800 JOHN B. SANFILIPPO & SON COMMON STOCK 800422107 209 4100 SOLE 4100 SANMINA-SCI CORPORATION COMMON STOCK 800907107 54194 4297660 DEFINED 03 4297660 SANOFI-SYNTHELABO SA ADR AMER DEP RECEIPT 80105N105 124552 3299400 SOLE 3299400 SAP AG-SPONSORED ADR AMER DEP RECEIPT 803054204 4264 102600 SOLE 102600 SAPPI LIMITED ADR AMER DEP RECEIPT 803069202 40089 2932600 SOLE 2932600 SARA LEE CORPORATION COMMON STOCK 803111103 9097 419036 DEFINED 02 03 419036 SAUER-DANFOSS INC. COMMON STOCK 804137107 679 41900 SOLE 41900 SAVIENT PHARMACEUTICALS COMMON STOCK 80517Q100 986 213900 SOLE 213900 SCANSOURCE INC COMMON STOCK 806037107 3764 82500 SOLE 82500 SCHAWK INC COMMON STOCK 806373106 465 34100 SOLE 34100 Schering AG ADR AMER DEP RECEIPT 806585204 1585 31022 DEFINED 02 03 31022 SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 131419 7557160 DEFINED 03 7557160 SCHLUMBERGER, LTD. COMMON STOCK 806857108 92940 1698463 DEFINED 02 03 1698463 SCHNITZER STEEL INDS COMMON STOCK 806882106 17648 291700 SOLE 291700 SCHOOL SPECIALTY INC COMMON STOCK 807863105 6458 189900 SOLE 189900 CHARLES SCHWAB CORP. COMMON STOCK 808513105 159890 13504220 DEFINED 03 13504220 SCHWEITZER-MAUDIT INT INC COMMON STOCK 808541106 447 15000 SOLE 15000 SCICLONE PHARMACEUTICALS COMMON STOCK 80862K104 827 122000 SOLE 122000 SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 119052 4360870 SOLE 4360870 SCIENTIFIC GAMES CORP - A COMMON STOCK 80874P109 32079 1885900 SOLE 1885900 Scottish Power PLC ADR AMER DEP RECEIPT 81013T705 2895 106520 DEFINED 02 03 106520 SCS TRANSPORTATION INC COMMON STOCK 81111T102 2910 165550 SOLE 165550 SEABOARD CORP COMMON STOCK 811543107 959 3400 SOLE 3400 SEACHANGE INTL INC COMMON STOCK 811699107 4598 298600 SOLE 298600 SEABULK INTERNATIONAL INC COMMON STOCK 81169P101 79 9700 SOLE 9700 SEACOAST BANKING CORP FL COMMON STOCK 811707306 1510 86990 SOLE 86990 SEALED AIR CORP- NEW COMMON STOCK 81211K100 20726 382820 DEFINED 03 382820 SEARS ROEBUCK COMMON STOCK 812387108 93098 2046548 DEFINED 02 03 2046548 SECOND BANCORP COMMON STOCK 813114105 412 15600 SOLE 15600 AMEX BASIC INDUSTRIES SPD MUTUAL FUNDS OPEN END 81369Y100 934 35000 SOLE 35000 FINANCIAL SELECT SECTOR MUTUAL FUNDS OPEN END 81369Y605 1125 40000 SOLE 40000 SECURE COMPUTING CORP COMMON STOCK 813705100 8581 479100 SOLE 479100 SEEBEYOND TECHNOLOGY CORP COMMON STOCK 815704101 2555 595500 SOLE 595500 SELECT COMFORT CORP COMMON STOCK 81616X103 16361 660800 SOLE 660800 SELECT MEDICAL CORP COMMON STOCK 816196109 22535 1384200 SOLE 1384200 SELECTICA INC COMMON STOCK 816288104 675 157600 SOLE 157600 SEMTECH COMMON STOCK 816850101 9 400 SOLE 400 SEMPRA ENERGY COMMON STOCK 816851109 2898 96413 DEFINED 03 96413 SENECA FOODS CORP COMMON STOCK 817070501 4 200 SOLE 200 SEPRACOR INC CV CONVERTIBLE BONDS 817315AQ7 3522 3500000 SOLE 3500000 SEQUA CORP -CL A COMMON STOCK 817320104 314 6400 SOLE 6400 SERONA SA - ADR AMER DEP RECEIPT 81752M101 30502 1738020 SOLE 1738020 SERVICE CORP INT'L COMMON STOCK 817565104 7466 1385100 SOLE 1385100 SEVERN BANCORP INC/MD COMMON STOCK 81811M100 179 5600 SOLE 5600 SHARPER IMAGE CORP COMMON STOCK 820013100 7092 217200 SOLE 217200 SHAW GROUP CV CONVERTIBLE BONDS 820280AC9 6750 10000000 SOLE 10000000 SHENANDOAH TELECOM CO COMMON STOCK 82312B106 190 3700 SOLE 3700 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 5010 144200 SOLE 144200 SHOE CARNIVAL INC COMMON STOCK 824889109 749 42100 SOLE 42100 SHOPKO STORES INC COMMON STOCK 824911101 636 41700 SOLE 41700 SHORE BANCSHARES INC COMMON STOCK 825107105 133 3500 SOLE 3500 SHUFFLE MASTER INC COMMON STOCK 825549108 2899 83750 SOLE 83750 SICOR INC COMMON STOCK 825846108 32868 1208400 SOLE 1208400 SIEBEL SYSTEMS INC COMMON STOCK 826170102 50 3590 DEFINED 03 3590 Siemens AG Unsp ADR AMER DEP RECEIPT 826197501 4427 55382 DEFINED 02 03 55382 SIERRA BANCORP COMMON STOCK 82620P102 71 4500 SOLE 4500 SIERRA WIRELESS INC COMMON STOCK 826516106 874 56800 SOLE 56800 SIGMATEL INC COMMON STOCK 82661W107 1760 71300 SOLE 71300 SILGAN HOLDINGS INC COMMON STOCK 827048109 5422 127300 SOLE 127300 SILICON STORAGE TECH COMMON STOCK 827057100 13507 1227900 SOLE 1227900 SILICONIX INC COMMON STOCK 827079203 437 9562 SOLE 9562 SIMMONS FIRST NATL CORP COMMON STOCK 828730200 421 15100 SOLE 15100 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1622 35010 DEFINED 03 35010 SIMPLETECH INC COMMON STOCK 828823104 3083 512900 SOLE 512900 SIMPSON MANU CO INC COMMON STOCK 829073105 5676 111600 SOLE 111600 SIRNA THERAPEUTICS COMMON STOCK 829669100 92 17600 SOLE 17600 SIRIUS SATELLITE RADIO COMMON STOCK 82966U103 188243 59570580 SOLE 59570580 SIPEX CORPORATION COMMON STOCK 829909100 635 82300 SOLE 82300 SIX FLAGS INC COMMON STOCK 83001P109 3125 415600 SOLE 415600 SKY FINANCIAL GROUP INC COMMON STOCK 83080P103 1629 62800 SOLE 62800 SKYWEST INCORPORATED COMMON STOCK 830879102 295 16300 SOLE 16300 SMART & FINAL COMMON STOCK 831683107 892 88500 SOLE 88500 Smith & Nephew PLC ADR AMER DEP RECEIPT 83175M205 2632 62786 DEFINED 02 62786 SMITH A O CORP COMMON STOCK 831865209 2 55 DEFINED 03 55 SMITH INTL, INC. COMMON STOCK 832110100 32427 781000 SOLE 781000 SMURFIT-STONE CONTAINER COMMON STOCK 832727101 12654 681425 DEFINED 03 681425 SOLA INTERNATIONAL COMMON STOCK 834092108 4717 250900 SOLE 250900 SOLECTRON CORPORATION COMMON STOCK 834182107 12734 2154700 SOLE 2154700 SOLECTRON 0% 11/20 CV CONVERTIBLE BONDS 834182AL1 24045 42000000 SOLE 42000000 SONIC SOLUTIONS INC. COMMON STOCK 835460106 3097 202400 SOLE 202400 SONICWALL INC COMMON STOCK 835470105 3759 481900 SOLE 481900 SONOCO PRODUCTS COMMON STOCK 835495102 916 37220 DEFINED 02 03 37220 Sony Corp Spon ADR AMER DEP RECEIPT 835699307 888 25618 DEFINED 02 03 25618 SOTHEBYS HOLDINGS INC. COMMON STOCK 835898107 3810 278900 SOLE 278900 SONUS NETWORKS INC COMMON STOCK 835916107 2735 361800 SOLE 361800 SOUND FEDERAL BANCORP INC COMMON STOCK 83607V104 680 43600 SOLE 43600 SOURCE INFORMATION MGMT COMMON STOCK 836151209 1456 137100 SOLE 137100 SOUTH JERSEY INDUSTRIES COMMON STOCK 838518108 211 5200 SOLE 5200 SOUTHERN CO COMMON STOCK 842587107 1264 41805 DEFINED 02 03 41805 SOUTHERN FINANCIAL BANC COMMON STOCK 842870107 2449 56872 SOLE 56872 SOUTHERN PERU COPPER CORP COMMON STOCK 843611104 368 7800 SOLE 7800 SOUTHERN UNION CO COMMON STOCK 844030106 7360 400000 SOLE 400000 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 28 1500 SOLE 1500 SOUTHTRUST CORP COMMON STOCK 844730101 6467 197600 SOLE 197600 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 136078 8431097 DEFINED 02 03 8431097 SOUTHWEST BANCORP INC COMMON STOCK 844767103 1838 102800 SOLE 102800 SOUTHWEST BANCORP OF TX COMMON STOCK 84476R109 742 19100 SOLE 19100 SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 4708 197000 SOLE 197000 SOVEREIGN BANCORP INC COMMON STOCK 845905108 7284 306700 SOLE 306700 SPARTAN MOTORS INC. 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COMMON STOCK 855030102 192315 7044513 DEFINED 02 03 7044513 STAR GAS PARTNERS L.P. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,338 Form 13F Information Table Value Total: $58,399,278 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