--------------------------- As filed with the Securities and Exchange Commission on August 23, 2007 OMB APPROVAL --------------------------- --------------------------- Registration No. 333-144755 OMB Number: 3235-0336 Expires March 31, 2008 Estimated average burden hours per response 1312.9 --------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-14 REGISTRATION STATEMENT UNDER THE SECURITIES ACT OF 1933 / X / PRE-EFFECTIVE AMENDMENT NO. 3 / X / ----------------- POST-EFFECTIVE AMENDMENT NO. __ / / OPPENHEIMER CAPITAL APPRECIATION FUND (Exact Name of Registrant as Specified in Charter) 6803 South Tucson Way, Centennial, Colorado 80112-3924 (Address of Principal Executive Offices) 303-768-3200 (Registrant's Area Code and Telephone Number) Robert G. Zack, Esq. Executive Vice President & General Counsel OppenheimerFunds, Inc. Two World Financial Center 225 Liberty Street New York, New York 10148 (212) 323-0250 (Name and Address of Agent for Service) As soon as practicable after the Registration Statement becomes effective. (Approximate Date of Proposed Public Offering) Title of Securities Being Registered: Class A, Class B, Class C, Class N and Class Y shares of Oppenheimer Capital Appreciation Fund. No filing fee is due because of reliance on Section 24(f) of the Investment Company Act of 1940, as amended. The Registrant hereby amends this Registration Statement on such date as may be necessary to delay its effective date until the Registrant shall file a further amendment which specifically states that this Registration Statement shall thereafter become effective in accordance with Section 8(a) of the Securities Act of 1933 or until the Registration Statement shall become effective on such date as the Commission, acting pursuant to said Section 8(a), may determine. This Pre-Effective Amendment is being filed to revise Part B of the Registration Statement to incorporate by reference the semi-annual reports of Capital Appreciation Fund and Growth Fund, both dated February 28, 2007, and to reflect that the pro forma financial statements are as of May 31, 2007. Parts A and C are incorporated herein by reference from the Registration Statement filed on August 17, 2007.SIGNATURES As required by the Securities Act of 1933, as amended, this registration statement has been signed on behalf of the registrant, in the City of New York and State of New York, on the 23rd day of August, 2007. Oppenheimer Capital Appreciation Fund By: /s/ John V. Murphy* --------------------------------------------- John V. Murphy, President, Principal Executive Officer & Trustee Pursuant to the requirements of the Securities Act of 1933, this Registration Statement has been signed below by the following persons in the capacities on the dates indicated: Signatures Title Date /s/ Brian F. Wruble* Chairman of the ------------------------------- Brian F. Wruble Board of Trustees August 23, 2007 /s/ John V. Murphy* President, Principal ------------------------------- John V. Murphy Executive Officer and Trustee August 23, 2007 /s/ Brian W. Wixted* Treasurer, Principal August 23, 2007 ------------------------------- Brian W. Wixted Financial & Accounting Officer /s/ David K. Downes* Trustee August 23, 2007 ------------------------------- David K. Downes /s/ Matthew P. Fink* Trustee August 23, 2007 ------------------------------- Matthew P.Fink /s/ Robert G. Galli* Trustee August 23, 2007 ------------------------------- Robert G. Galli /s/ Phillip A. Griffiths* Trustee August 23, 2007 ------------------------------- Phillip A. Griffiths /s/ Mary F. Miller* Trustee August 23, 2007 ------------------------------- Mary F. Miller /s/ Joel W. Motley* Trustee August 23, 2007 ------------------------------- Joel W. Motley /s/ Russell S. Reynolds, Jr.* Trustee August 23, 2007 ----------------------------- Russell S. Reynolds, Jr. /s/ Joseph M. Wikler* Trustee August 23, 2007 ------------------------------- Joseph M. Wikler /s/ Peter I. Wold* Trustee August 23, 2007 ------------------------------- Peter I. Wold *By: /s/ Mitchell J. Lindauer ---------------------------- Mitchell J. Lindauer, Attorney-in-Fact STATEMENT OF ADDITIONAL INFORMATION TO PROSPECTUS AND PROXY STATEMENT OF OPPENHEIMER CAPITAL APPRECIATION FUND PART B Acquisition of the Assets of OPPENHEIMER GROWTH FUND By and in exchange for Shares of OPPENHEIMER CAPITAL APPRECIATION FUND This Statement of Additional Information to this Prospectus and Proxy Statement (the "SAI") relates specifically to the proposed delivery of substantially all of the assets of Oppenheimer Growth Fund ("Growth Fund") for Class A, Class B, Class C, Class N and Class Y shares of Oppenheimer Capital Appreciation Fund ("Capital Appreciation Fund") (the "Reorganization"). This SAI consists of this Cover Page and the following documents which are incorporated into this SAI by reference: (i) the Statement of Additional Information of Growth Fund dated November 24, 2006, as supplemented on December 15, 2006, June 18, 2007 and July 10, 2007; (ii) the Statement of Additional Information of Capital Appreciation Fund dated October 26, 2006, as supplemented November 24, 2006 and December 15, 2006, which includes audited financial statements of Capital Appreciation Fund for the 12-month period ended August 31, 2006; (iii) the semi-annual report of Capital Appreciation Fund dated February 28, 2007, which includes unaudited financial statements for the 6-month period ended February 28, 2007 (iv) the annual report of Growth Fund which includes audited financial statements of Growth Fund for the 12-month period ended August 31, 2006; and (v) the semi-annual report of Growth Fund dated February 28, 2007, which includes unaudited financial statements for the 6-month period ended February 28, 2007. This SAI is not a Prospectus; you should read this SAI in conjunction with the combined Prospectus and Proxy Statement dated September 6, 2007 relating to the Reorganization. You can request a copy of the Prospectus and Proxy Statement by calling 1.800.647.1963, by visiting the website at www.oppenheimerfunds.com or by writing OppenheimerFunds Services at P.O. Box 5270, Denver, Colorado 80217. The date of this SAI is September 6, 2007. PRO FORMA FINANCIAL STATEMENTS Shown below are unaudited pro forma financial statements for the combined Capital Appreciation Fund, assuming the Reorganization had been consummated as of May 31, 2007. The first table presents pro forma Statements of Assets and Liabilities for the combined Capital Appreciation Fund. The second table presents pro forma Statements of Operations for the combined Capital Appreciation Fund. The third table presents a pro forma Statement of Investments for the combined Capital Appreciation Fund. The unaudited pro forma statement of investments and statement of assets and liabilities reflect the financial position of Growth and Capital Appreciation Funds at May 31, 2007. The unaudited pro forma statement of operations reflects the results of operations of Growth and Capital Appreciation Funds for the year ended May 31, 2007. The unaudited pro forma combined financial statements may not necessarily be representative of what the actual combined financial statements would have been had the Reorganization occurred at May 31, 2007. The historical cost of investment securities will be carried forward to the surviving entity and results of operations of Growth Fund for pre-combination periods will not be restated. The unaudited pro forma statement of investments, and statements of assets and liabilities and operations should be read in conjunction with the historical financial statements of the Funds incorporated by reference in the Statements of Additional Information for each Fund. PRO FORMA COMBINING STATEMENTS OF ASSETS AND LIABILITIES MAY 31, 2007 (UNAUDITED) OPPENHEIMER CAPITAL APPRECIATION FUND AND OPPENHEIMER GROWTH FUND OPPENHEIMER OPPENHEIMER CAPITAL APPRECIATION GROWTH FUND FUND ---------------------------------------------------------- ASSETS: Investments, at value - see accompanying statement of investments: Unaffiliated Companies (cost $6,104,353,746 and $1,085,051,418) $ 8,173,586,220 $ 1,325,715,325 Affiliated Companies (cost $61,553,901 and $557,986) 61,553,901 557,986 Unrealized appreciation on foreign currency contracts 1,444 - Receivables and other assets: Investments sold 60,278,659 5,876,568 Shares of beneficial interest sold 3,399,456 130,695 Interest and dividends 3,289,582 442,462 Other 2,301,632 820,127 ---------------------------------------------------------- Total assets 8,304,410,894 1,333,543,163 ---------------------------------------------------------- LIABILITIES: Bank overdraft 6,774,054 391,803 Bank overdraft - foreign currencies (cost $2,700,876 and $0) 2,703,328 - Options written, at value (premiums received $0 and $348,928) - see accompanying statement of investments - 1,186,080 Unrealized depreciation on foreign currency contracts 2,062 - Payables and other liabilities: Investments purchased 32,657,631 3,751,613 Shares of beneficial interest redeemed 4,262,440 913,880 Distributions and service plan fees 2,927,053 491,144 Trustees' and Directors' fees 1,060,979 263,919 Shareholder reports 682,258 213,159 Transfer and shareholder servicing agent fees 1,461,217 248,425 Other 166,710 45,537 ---------------------------------------------------------- Total liabilities 52,697,732 7,505,560 ---------------------------------------------------------- NET ASSETS $ 8,251,713,162 $ 1,326,037,603 ========================================================== COMPOSITION OF NET ASSETS: Par value of shares of beneficial interest $ 165,786 $ 38,640 Additional paid-in capital 6,288,330,215 1,518,814,682 Undistributed net investment loss (21,588,563) (8,442,783) Accumulated net realized loss from investments and foreign currency transactions (84,382,598) (424,199,692) Net unrealized appreciation on investments and translation of assets and liabilities denominated in foreign currencies 2,069,188,322 239,826,756 ---------------------------------------------------------- NET ASSETS $ 8,251,713,162 $ 1,326,037,603 ========================================================== PRO FORMA COMBINED PROFORMA OPPENHEIMER ADJUSTMENTS CAPITAL APPRECIATION FUND ----------------------------------------------------------- ASSETS: Investments, at value - see accompanying statement of investments: Unaffiliated Companies (cost $6,104,353,746 and $1,085,051,418) $ 9,499,301,545 Affiliated Companies (cost $61,553,901 and $557,986) 62,111,887 Unrealized appreciation on foreign currency contracts 1,444 Receivables and other assets: Investments sold 66,155,227 Shares of beneficial interest sold 3,530,151 Interest and dividends 3,732,044 Other 3,121,759 ----------------------------------------------------------- Total assets 9,637,954,057 ----------------------------------------------------------- LIABILITIES: Bank overdraft 7,165,857 Bank overdraft - foreign currencies (cost $2,700,876 and $0) 2,703,328 Options written, at value (premiums received $0 and $348,928) - see accompanying statement of investments 1,186,080 Unrealized depreciation on foreign currency contracts 2,062 Payables and other liabilities: Investments purchased 36,409,244 Shares of beneficial interest redeemed 5,176,320 Distributions and service plan fees 3,418,197 Trustees' and Directors' fees 1,324,898 Shareholder reports 895,417 Transfer and shareholder servicing agent fees 1,709,642 Other 212,247 ----------------------------------------------------------- Total liabilities - 60,203,292 ----------------------------------------------------------- NET ASSETS - $ 9,577,750,765 =========================================================== COMPOSITION OF NET ASSETS: Par value of shares of beneficial interest (11,975) (1) $ 192,451 Additional paid-in capital 11,975 (1) 7,807,156,872 Undistributed net investment loss (30,031,346) Accumulated net realized loss from investments and foreign currency transactions (508,582,290) Net unrealized appreciation on investments and translation of assets and liabilities denominated in foreign currencies 2,309,015,078 ----------------------------------------------------------- NET ASSETS - $ 9,577,750,765 =========================================================== PRO FORMA COMBINING STATEMENTS OF ASSETS AND LIABILITIES MAY 31, 2007 (UNAUDITED) OPPENHEIMER CAPITAL APPRECIATION FUND AND OPPENHEIMER GROWTH FUND OPPENHEIMER OPPENHEIMER CAPITAL APPRECIATION GROWTH FUND FUND ------------------------------------------------- NET ASSET VALUE PER SHARE Class A Shares: Net asset value and redemption price per share (based on net assets of $5,489,990,576, $1,046,003,991, and $6,535,994,567 and 108,602,491, 29,980,796, and 129,294,458 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $50.55 $34.89 Maximum offering price per share (net asset value plus sales charge of 5.75% of offering price) $53.63 $37.02 Class B Shares: Net asset value and redemption price per share (based on net assets of $796,693,298, $145,225,553, and $941,918,851 and 17,304,340, 4,602,189 and 20,458,669 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $46.04 $31.56 Class C Shares: Net asset value and redemption price per share (based on net assets of $701,984,216, $79,787,875, and $781,772,091 and 15,371,738, 2,486,491 and 17,118,886 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $45.67 $32.09 Class N Shares: Net asset value and redemption price per share (based on net assets of $260,958,913, $16,094,846, and $277,053,759 and 5,247,496, 467,281 and 5,571,139 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $49.73 $34.44 Class Y Shares: Net asset value and redemption price per share (based on net assets of $1,002,086,159, $38,925,338, and $1,041,011,497 and 19,259,578, 1,103,461 and 20,007,703 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $52.03 $35.28 PRO FORMA COMBINED PROFORMA OPPENHEIMER ADJUSTMENTS CAPITAL APPRECIATION FUND ------------------------------------------------ NET ASSET VALUE PER SHARE Class A Shares: Net asset value and redemption price per share (based on net assets of $5,489,990,576, $1,046,003,991, and $6,535,994,567 and 108,602,491, 29,980,796, and 129,294,458 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $50.55 (2) Maximum offering price per share (net asset value plus sales charge of 5.75% of offering price) $53.63 (2) Class B Shares: Net asset value and redemption price per share (based on net assets of $796,693,298, $145,225,553, and $941,918,851 and 17,304,340, 4,602,189 and 20,458,669 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $46.04 (2) Class C Shares: Net asset value and redemption price per share (based on net assets of $701,984,216, $79,787,875, and $781,772,091 and 15,371,738, 2,486,491 and 17,118,886 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $45.67 (2) Class N Shares: Net asset value and redemption price per share (based on net assets of $260,958,913, $16,094,846, and $277,053,759 and 5,247,496, 467,281 and 5,571,139 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $49.73 (2) Class Y Shares: Net asset value and redemption price per share (based on net assets of $1,002,086,159, $38,925,338, and $1,041,011,497 and 19,259,578, 1,103,461 and 20,007,703 shares of beneficial interest outstanding for Oppenheimer Capital Appreciation Fund, Oppenheimer Growth Fund and combined Oppenheimer Capital Appreciation Fund, respectively) $52.03 (2) (1) Represents the issuance of shares of Capital Appreciation Fund in a tax-free exchange. (2) Oppenheimer Growth Fund Class A shares will be exchanged for Oppenheimer Capital Appreciation Fund Class A shares. Oppenheimer Growth Fund Class B shares will be exchanged for Oppenheimer Capital Appreciation Fund Class B shares. Oppenheimer Growth Fund Class C shares will be exchanged for Oppenheimer Capital Appreciation Fund Class C shares. Oppenheimer Growth Fund Class N shares will be exchanged for Oppenheimer Capital Appreciation Fund Class N shares. Oppenheimer Growth Fund Class Y shares will be exchanged for Oppenheimer Capital Appreciation Fund Class Y shares. PRO FORMA COMBINING STATEMENTS OF OPERATIONS FOR THE YEAR ENDED MAY 31, 2007 (UNAUDITED) OPPENHEIMER CAPITAL APPRECIATION FUND AND OPPENHEIMER GROWTH FUND OPPENHEIMER OPPENHEIMER CAPITAL APPRECIATION GROWTH FUND FUND ---------------------------------------------------------- INVESTMENT INCOME: Dividends: Unaffiliated companies (net of foreign withholding taxes of $1,834,603, $70,637 and $1,905,240 $ 59,970,313 $ 5,619,240 Affiliated companies 2,061,830 72,892 Interest 1,853,989 156,268 Portfolio lending fees 123,271 - Other income 205,526 103,694 ---------------------------------------------------------- Total income 64,214,929 5,952,094 ---------------------------------------------------------- EXPENSES: Management fees 44,572,491 8,452,625 Distribution and service plan fees: Class A 12,805,749 2,281,755 Class B 8,321,546 1,498,137 Class C 6,646,077 735,105 Class N 1,283,299 71,172 Transfer and shareholder servicing agent fees: Class A 12,639,803 2,375,002 Class B 2,235,346 408,232 Class C 1,533,530 258,014 Class N 833,582 50,361 Class Y 717,812 114,279 Shareholder communications: Class A 790,532 321,952 Class B 360,744 110,358 Class C 132,203 30,392 Class N 17,999 3,449 Trustees' compensation 367,892 56,105 Custodian fees and expenses 161,453 9,359 Other 253,246 87,284 ---------------------------------------------------------- Total Expenses 93,673,304 16,863,581 Less reduction to custodian expenses (5,184) - Less waivers and reimbursements of expenses (39,046) (16,653) ---------------------------------------------------------- Net Expenses 93,629,074 16,846,928 ---------------------------------------------------------- PRO FORMA COMBINED PROFORMA OPPENHEIMER ADJUSTMENTS CAPITAL APPRECIATION FUND ------------------------------------------------------------- INVESTMENT INCOME: Dividends: Unaffiliated companies (net of foreign withholding taxes of $1,834,603, $70,637 and $1,905,240 $ 65,589,553 Affiliated companies 2,134,722 Interest 2,010,257 Portfolio lending fees 123,271 Other income 309,220 ------------------------------------------------------------- Total income 70,167,023 ------------------------------------------------------------- EXPENSES: Management fees (1,993,334) (1) 51,031,782 Distribution and service plan fees: Class A 15,087,504 Class B 9,819,683 Class C 7,381,182 Class N 1,354,471 Transfer and shareholder servicing agent fees: Class A 15,014,805 Class B 2,643,578 Class C 1,791,544 Class N 883,943 Class Y 832,091 Shareholder communications: Class A 1,112,484 Class B 471,102 Class C 162,595 Class N 21,448 Trustees' compensation 423,997 Custodian fees and expenses 170,812 Other 340,530 ------------------------------------------------------------- Total Expenses (1,993,334) 108,543,551 Less reduction to custodian expenses (5,184) Less waivers and reimbursements of expenses (55,699) ------------------------------------------------------------- Net Expenses (1,993,334) 108,482,668 ------------------------------------------------------------- (1) Decrease due to the elimination of duplicative expenses achieved by merging the funds. (2) Change due to an estimate of the elimination of duplicative expenses achieved by merging the funds. PRO FORMA COMBINING STATEMENTS OF OPERATIONS FOR THE YEAR ENDED MAY 31, 2007 (UNAUDITED) OPPENHEIMER OPPENHEIMER CAPITAL APPRECIATION GROWTH FUND FUND -------------------------------------------------------------- NET INVESTMENT INCOME $ (29,414,145) $ (10,894,834) -------------------------------------------------------------- REALIZED AND UNREALIZED GAIN (LOSS): Net realized gain (loss) on: Investments: Unaffiliated companies 431,323,083 112,257,720 Foreign currency transactions 4,953,343 - -------------------------------------------------------------- Net realized loss 436,276,426 112,257,720 -------------------------------------------------------------- Net change in unrealized appreciation (depreciation) on: Investments 943,128,079 124,001,360 Translation of assets and liabilities denominated in foreign currencies (4,849,769) - -------------------------------------------------------------- Net change in unrealized appreciation 938,278,310 124,001,360 -------------------------------------------------------------- NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS $ 1,345,140,591 $ 225,364,246 ============================================================== PRO FORMA COMBINED PROFORMA OPPENHEIMER ADJUSTMENTS CAPITAL APPRECIATION FUND -------------------------------------------------------------- NET INVESTMENT INCOME $ (40,308,979) -------------------------------------------------------------- REALIZED AND UNREALIZED GAIN (LOSS): Net realized gain (loss) on: Investments: Unaffiliated companies 543,580,803 Foreign currency transactions 4,953,343 -------------------------------------------------------------- Net realized loss 548,534,146 -------------------------------------------------------------- Net change in unrealized appreciation (depreciation) on: Investments 1,067,129,439 Translation of assets and liabilities denominated in foreign currencies (4,849,769) -------------------------------------------------------------- Net change in unrealized appreciation 1,062,279,670 -------------------------------------------------------------- NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS $ 1,570,504,837 ============================================================== PRO FORMA COMBINING STATEMENTS OF CHANGES FOR THE YEAR ENDED MAY 31, 2007 (UNAUDITED) OPPENHEIMER CAPITAL APPRECIATION FUND AND OPPENHEIMER GROWTH FUND OPPENHEIMER OPPENHEIMER CAPITAL APPRECIATION GROWTH OPERATIONS FUND FUND -------------------------------------------------------------- Net investment loss $ (29,414,145) $ (10,894,834) Net realized gain 436,276,426 112,257,720 Net unrealized change in unrealized appreciation 938,278,310 124,001,360 -------------------------------------------------------------- Net increase in net assets resulting from operations 1,345,140,591 225,364,246 BENEFICIAL INTEREST TRANSACTIONS Class A (821,938,267) (122,577,016) Class B (239,860,843) (47,685,883) Class C (68,314,864) (5,752,793) Class N (37,837,738) (87,125) Class Y 314,009,331 (12,096,203) -------------------------------------------------------------- (853,942,381) (188,199,020) NET ASSETS Total increase 491,198,210 37,165,226 -------------------------------------------------------------- Beginning of period 7,760,514,952 1,288,872,377 End of period $ 8,251,713,162 $ 1,326,037,603 ============================================================== PRO FORMA COMBINED PROFORMA OPPENHEIMER OPERATIONS ADJUSTMENTS CAPITAL APPRECIATION FUND -------------------------------------------------------------- Net investment loss $ (40,308,979) Net realized gain 548,534,146 Net unrealized change in unrealized appreciation 1,062,279,670 -------------------------------------------------------------- Net increase in net assets resulting from operations 1,570,504,837 BENEFICIAL INTEREST TRANSACTIONS Class A (944,515,283) Class B (287,546,726) Class C (74,067,657) Class N (37,924,863) Class Y 301,913,128 -------------------------------------------------------------- (1,042,141,401) NET ASSETS Total increase 528,363,436 -------------------------------------------------------------- Beginning of period 9,049,387,329 End of period $ 9,577,750,765 ============================================================== PRO FORMA COMBINING STATEMENTS OF INVESTMENTS MAY 31, 2007 (UNAUDITED) OPPENHEIMER CAPITAL APPRECIATION FUND AND OPPENHEIMER GROWTH FUND OPPENHEIMER OPPENHEIMER CAPITAL OPPENHEIMER CAPITAL OPPENHEIMER APPRECIATION GROWTH COMBINED APPRECIATION GROWTH COMBINED FUND FUND PROFORMA FUND FUND PROFORMA SHARES SHARES SHARES VALUE VALUE VALUE ------------------------------------------------------------------------------------------------------------------------------- COMMON STOCKS--99.2% ------------------------------------------------------------------------------------------------------------------------------- CONSUMER DISCRETIONARY--10.5% ------------------------------------------------------------------------------------------------------------------------------- HOTELS, RESTAURANTS & LEISURE--1.7% International Game Technology 0 303,200 303,200 $ 0 $ 12,185,608 $ 12,185,608 ------------------------------------------------------------------------------------------------------------------------------- Las Vegas Sands Corp. 1 1,007,910 0 1,007,910 78,637,138 0 78,637,138 ------------------------------------------------------------------------------------------------------------------------------- Starbucks Corp. 1 2,053,300 347,800 2,401,100 59,155,573 10,020,118 69,175,691 ------------------------------------------- 137,792,711 22,205,726 159,998,437 ------------------------------------------------------------------------------------------------------------------------------- MEDIA--1.9% Comcast Corp., Cl. A 1 0 618,700 618,700 0 16,958,567 16,958,567 ------------------------------------------------------------------------------------------------------------------------------- Comcast Corp., Cl. A Special, Non-Vtg. 1 4,188,753 0 4,188,753 113,850,293 0 113,850,293 ------------------------------------------------------------------------------------------------------------------------------- XM Satellite Radio Holdings, Inc., Cl. A 1 4,576,630 0 4,576,630 52,997,375 0 52,997,375 ------------------------------------------- 166,847,668 16,958,567 183,806,235 ------------------------------------------------------------------------------------------------------------------------------- MULTILINE RETAIL--3.1% J.C. Penney Co., Inc. (Holding Co.) 1,345,360 157,900 1,503,260 108,274,573 12,707,792 120,982,365 ------------------------------------------------------------------------------------------------------------------------------- Kohl's Corp. 1 615,690 159,000 774,690 46,373,771 11,975,880 58,349,651 ------------------------------------------------------------------------------------------------------------------------------- Target Corp. 1,534,220 302,700 1,836,920 95,781,355 18,897,561 114,678,916 ------------------------------------------- 250,429,699 43,581,233 294,010,932 ------------------------------------------------------------------------------------------------------------------------------- SPECIALTY RETAIL--2.7% Staples, Inc. 4,304,400 1,184,500 5,488,900 107,868,264 29,683,570 137,551,834 ------------------------------------------------------------------------------------------------------------------------------- Tiffany & Co. 926,780 208,200 1,134,980 48,720,825 10,945,074 59,665,899 ------------------------------------------------------------------------------------------------------------------------------- TJX Cos., Inc. (The) 2,152,440 0 2,152,440 60,203,747 0 60,203,747 ------------------------------------------------------------------------------------------------------------------------------- Williams Sonoma, Inc. 0 153,700 153,700 0 5,208,893 5,208,893 ------------------------------------------- 216,792,836 45,837,537 262,630,373 ------------------------------------------------------------------------------------------------------------------------------- TEXTILES, APPAREL & LUXURY GOODS--1.1% Polo Ralph Lauren Corp., Cl. A 900,890 211,900 1,112,790 87,863,802 20,666,607 108,530,409 ------------------------------------------------------------------------------------------------------------------------------- CONSUMER STAPLES--7.2% ------------------------------------------------------------------------------------------------------------------------------- BEVERAGES--1.6% Fomento Economico Mexicano SA de CV, UBD 9,569,500 0 9,569,500 38,137,213 0 38,137,213 ------------------------------------------------------------------------------------------------------------------------------- PepsiCo, Inc. 1,316,010 321,100 1,637,110 89,922,963 21,940,763 111,863,726 ------------------------------------------- 128,060,176 21,940,763 150,000,939 ------------------------------------------------------------------------------------------------------------------------------- FOOD & STAPLES RETAILING--2.0% Costco Wholesale Corp. 2,044,810 0 2,044,810 115,470,421 0 115,470,421 ------------------------------------------------------------------------------------------------------------------------------- Kroger Co. (The) 0 444,000 444,000 0 13,462,080 13,462,080 ------------------------------------------------------------------------------------------------------------------------------- Ruddick Corp. 0 221,500 221,500 0 6,930,735 6,930,735 ------------------------------------------------------------------------------------------------------------------------------- Sysco Corp. 1,765,940 0 1,765,940 58,487,933 0 58,487,933 ------------------------------------------- 173,958,354 20,392,815 194,351,169 ------------------------------------------------------------------------------------------------------------------------------- FOOD PRODUCTS--2.0% Cadbury Schweppes plc 3,587,490 0 3,587,490 50,471,499 0 50,471,499 ------------------------------------------------------------------------------------------------------------------------------- Nestle SA 327,863 0 327,863 127,686,684 0 127,686,684 ------------------------------------------------------------------------------------------------------------------------------- Wm. Wrigley Jr. Co. 0 247,100 247,100 0 14,480,060 14,480,060 ------------------------------------------- 178,158,183 14,480,060 192,638,243 ------------------------------------------------------------------------------------------------------------------------------- HOUSEHOLD PRODUCTS--1.6% Colgate-Palmolive Co. 0 240,000 240,000 0 16,070,400 16,070,400 ------------------------------------------------------------------------------------------------------------------------------- Procter & Gamble Co. (The) 0 505,200 505,200 0 32,105,460 32,105,460 ------------------------------------------------------------------------------------------------------------------------------- Reckitt Benckiser plc 1,884,099 0 1,884,099 102,446,158 0 102,446,158 ------------------------------------------- 102,446,158 48,175,860 150,622,018 ------------------------------------------------------------------------------------------------------------------------------- ENERGY--7.2% ------------------------------------------------------------------------------------------------------------------------------- ENERGY EQUIPMENT & SERVICES--3.6% National Oilwell Varco, Inc. 1 0 155,000 155,000 0 14,639,750 14,639,750 ------------------------------------------------------------------------------------------------------------------------------- Schlumberger Ltd. 2,320,610 283,100 2,603,710 180,705,901 22,044,997 202,750,898 ------------------------------------------------------------------------------------------------------------------------------- Smith International, Inc. 2,231,180 0 2,231,180 123,852,802 0 123,852,802 ------------------------------------------- 304,558,703 36,684,747 341,243,450 ------------------------------------------------------------------------------------------------------------------------------- OIL & GAS--3.6% Apache Corp. 0 230,000 230,000 0 18,572,500 18,572,500 ------------------------------------------------------------------------------------------------------------------------------- Kinder Morgan Management LLC 1 895,214 0 895,214 45,861,813 0 45,861,813 ------------------------------------------------------------------------------------------------------------------------------- Occidental Petroleum Corp. 1,918,670 382,100 2,300,770 105,469,290 21,004,037 126,473,327 ------------------------------------------------------------------------------------------------------------------------------- Range Resources Corp. 1,720,910 276,500 1,997,410 66,668,053 10,711,610 77,379,663 ------------------------------------------------------------------------------------------------------------------------------- XTO Energy, Inc. 1,292,710 0 1,292,710 74,990,107 0 74,990,107 ------------------------------------------- 292,989,263 50,288,147 343,277,410 ------------------------------------------------------------------------------------------------------------------------------- FINANCIALS--11.4% ------------------------------------------------------------------------------------------------------------------------------- CAPITAL MARKETS--5.3% Franklin Resources, Inc. 446,830 0 446,830 60,652,704 0 60,652,704 ------------------------------------------------------------------------------------------------------------------------------- Goldman Sachs Group, Inc. (The) 477,340 62,400 539,740 110,179,619 14,403,168 124,582,787 ------------------------------------------------------------------------------------------------------------------------------- Legg Mason, Inc. 955,400 149,300 1,104,700 96,524,062 15,083,779 111,607,841 ------------------------------------------------------------------------------------------------------------------------------- Nomura Securities Co. Ltd. 675,740 0 675,740 13,888,329 0 13,888,329 ------------------------------------------------------------------------------------------------------------------------------- Northern Trust Corp. 999,630 0 999,630 65,055,920 0 65,055,920 ------------------------------------------------------------------------------------------------------------------------------- TD Ameritrade Holding Corp. 1 0 675,000 675,000 13,857,750 13,857,750 ------------------------------------------------------------------------------------------------------------------------------- UBS AG 1,736,200 0 1,736,200 113,261,251 0 113,261,251 ------------------------------------------- 459,561,885 43,344,697 502,906,582 ------------------------------------------------------------------------------------------------------------------------------- COMMERCIAL BANKS--0.1% Wachovia Corp. 0 236,600 236,600 0 12,821,354 12,821,354 ------------------------------------------------------------------------------------------------------------------------------- DIVERSIFIED FINANCIAL SERVICES--1.4% Chicago Mercantile Exchange (The) 232,500 23,900 256,400 123,457,500 12,690,900 136,148,400 ------------------------------------------------------------------------------------------------------------------------------- INSURANCE--3.8% American International Group, Inc. 1,684,400 746,000 2,430,400 121,849,496 53,965,640 175,815,136 ------------------------------------------------------------------------------------------------------------------------------- Hartford Financial Services Group, Inc. (The) 610,050 0 610,050 62,938,859 0 62,938,859 ------------------------------------------------------------------------------------------------------------------------------- Prudential Financial, Inc. 1,239,560 0 1,239,560 126,459,911 0 126,459,911 ------------------------------------------- 311,248,266 53,965,640 365,213,906 ------------------------------------------------------------------------------------------------------------------------------- REAL ESTATE MANAGEMENT & DEVELOPMENT--0.8% CB Richard Ellis Group, Inc., Cl. A 1 1,774,840 0 1,774,840 66,059,545 0 66,059,545 ------------------------------------------------------------------------------------------------------------------------------- Jones Lang LaSalle, Inc. 0 50,700 50,700 0 5,916,690 5,916,690 ------------------------------------------- 66,059,545 5,916,690 71,976,235 ------------------------------------------------------------------------------------------------------------------------------- HEALTH CARE--13.8% ------------------------------------------------------------------------------------------------------------------------------- BIOTECHNOLOGY--2.8% BioMarin Pharmaceutical, Inc. 1 0 244,400 244,400 0 4,360,096 4,360,096 ------------------------------------------------------------------------------------------------------------------------------- Celgene Corp. 1 1,095,830 256,800 1,352,630 67,108,629 15,726,432 82,835,061 ------------------------------------------------------------------------------------------------------------------------------- Genentech, Inc. 1 1,040,630 177,500 1,218,130 83,011,055 14,159,175 97,170,230 ------------------------------------------------------------------------------------------------------------------------------- Gilead Sciences, Inc. 1 776,850 227,700 1,004,550 64,299,875 18,846,729 83,146,604 ------------------------------------------- 214,419,559 53,092,432 267,511,991 ------------------------------------------------------------------------------------------------------------------------------- HEALTH CARE EQUIPMENT & SUPPLIES--1.6% Bard (C.R.), Inc. 0 165,000 165,000 0 13,927,650 13,927,650 ------------------------------------------------------------------------------------------------------------------------------- St. Jude Medical, Inc. 1 1,549,240 0 1,549,240 66,137,056 0 66,137,056 ------------------------------------------------------------------------------------------------------------------------------- Varian Medical Systems, Inc. 1 1,214,770 667,100 1,881,870 48,955,231 26,884,130 75,839,361 ------------------------------------------- 115,092,287 40,811,780 155,904,067 ------------------------------------------------------------------------------------------------------------------------------- HEALTH CARE PROVIDERS & SERVICES--2.9% Cardinal Health, Inc. 0 164,400 164,400 0 11,912,424 11,912,424 ------------------------------------------------------------------------------------------------------------------------------- Medco Health Solutions, Inc. 1 1,119,120 145,000 1,264,120 87,022,771 11,275,200 98,297,971 ------------------------------------------------------------------------------------------------------------------------------- Schein (Henry), Inc. 1 844,080 0 844,080 45,183,602 0 45,183,602 ------------------------------------------------------------------------------------------------------------------------------- UnitedHealth Group, Inc. 0 294,500 294,500 0 16,129,765 16,129,765 ------------------------------------------------------------------------------------------------------------------------------- WellPoint, Inc. 1 1,334,460 0 1,334,460 108,638,389 0 108,638,389 ------------------------------------------- 240,844,762 39,317,389 280,162,151 ------------------------------------------------------------------------------------------------------------------------------- HEALTH CARE TECHNOLOGY--0.1% Allscripts Healthcare Solutions, Inc. 1 0 276,300 276,300 0 6,785,928 6,785,928 ------------------------------------------------------------------------------------------------------------------------------- LIFE SCIENCES TOOLS & SERVICES--2.4% Covance, Inc. 1 1,106,140 0 1,106,140 73,613,617 0 73,613,617 ------------------------------------------------------------------------------------------------------------------------------- Thermo Fisher Scientific, Inc. 1 2,413,780 326,000 2,739,780 131,792,388 17,799,600 149,591,988 ------------------------------------------- 205,406,005 17,799,600 223,205,605 ------------------------------------------------------------------------------------------------------------------------------- PHARMACEUTICALS--4.0% Allergan, Inc. 429,080 0 429,080 53,433,332 0 53,433,332 ------------------------------------------------------------------------------------------------------------------------------- Medicis Pharmaceutical Corp., Cl. A 0 207,000 207,000 0 6,831,000 6,831,000 ------------------------------------------------------------------------------------------------------------------------------- Merck & Co., Inc. 0 265,000 265,000 0 13,899,250 13,899,250 ------------------------------------------------------------------------------------------------------------------------------- Novartis AG 1,386,330 0 1,386,330 77,930,128 0 77,930,128 ------------------------------------------------------------------------------------------------------------------------------- Roche Holding AG 660,696 0 660,696 121,264,256 0 121,264,256 ------------------------------------------------------------------------------------------------------------------------------- Schering Plough Corp. 334,500 334,500 10,951,530 10,951,530 ------------------------------------------------------------------------------------------------------------------------------- Shionogi & Co. Ltd. 1,878,000 0 1,878,000 32,251,602 0 32,251,602 ------------------------------------------------------------------------------------------------------------------------------- Shire Pharmaceuticals Group plc 1,842,800 0 1,842,800 43,156,630 0 43,156,630 ------------------------------------------------------------------------------------------------------------------------------- Shire Pharmaceuticals Group plc, ADR 0 352,900 352,900 0 24,614,775 24,614,775 ------------------------------------------- 328,035,948 56,296,555 384,332,503 ------------------------------------------------------------------------------------------------------------------------------- INDUSTRIALS--9.2% ------------------------------------------------------------------------------------------------------------------------------- AEROSPACE & DEFENSE--5.8% Boeing Co. 1,423,210 172,800 1,596,010 143,160,694 17,381,952 160,542,646 ------------------------------------------------------------------------------------------------------------------------------- Empresa Brasileira de Aeronautica SA, ADR 1,200,900 0 1,200,900 58,219,632 0 58,219,632 ------------------------------------------------------------------------------------------------------------------------------- General Dynamics Corp. 986,820 143,100 1,129,920 79,182,437 11,482,344 90,664,781 ------------------------------------------------------------------------------------------------------------------------------- Lockheed Martin Corp. 629,770 0 629,770 61,780,437 0 61,780,437 ------------------------------------------------------------------------------------------------------------------------------- Precision Castparts Corp. 0 135,700 135,700 0 16,224,292 16,224,292 ------------------------------------------------------------------------------------------------------------------------------- Rockwell Collins, Inc. 521,710 0 521,710 36,869,246 0 36,869,246 ------------------------------------------------------------------------------------------------------------------------------- United Technologies Corp. 1,891,880 0 1,891,880 133,472,134 0 133,472,134 ------------------------------------------- 512,684,580 45,088,588 557,773,168 ------------------------------------------------------------------------------------------------------------------------------- AIR FREIGHT & LOGISTICS--0.1% Expeditors International of Washington, Inc. 0 230,700 230,700 0 10,072,362 10,072,362 ------------------------------------------------------------------------------------------------------------------------------- COMMERCIAL SERVICES & SUPPLIES--0.8% Corporate Executive Board Co. (The) 1,080,862 0 1,080,862 71,888,132 0 71,888,132 ------------------------------------------------------------------------------------------------------------------------------- CONSTRUCTION & ENGINEERING--0.2% Quanta Services, Inc. 1 0 450,000 450,000 0 13,504,500 13,504,500 ------------------------------------------------------------------------------------------------------------------------------- ELECTRICAL EQUIPMENT--0.7% ABB Ltd. 3,234,565 0 3,234,565 69,191,381 0 69,191,381 ------------------------------------------------------------------------------------------------------------------------------- MACHINERY--0.7% Bucyrus International, Inc., Cl. A 0 89,700 89,700 0 6,364,215 6,364,215 ------------------------------------------------------------------------------------------------------------------------------- Joy Global, Inc. 845,180 0 845,180 47,862,543 0 47,862,543 ------------------------------------------------------------------------------------------------------------------------------- Oshkosh Truck Corp. 0 198,800 198,800 0 12,263,972 12,263,972 ------------------------------------------- 47,862,543 18,628,187 66,490,730 ------------------------------------------------------------------------------------------------------------------------------- TRADING COMPANIES & DISTRIBUTORS--0.9% Fastenal Co. 1,803,090 217,300 2,020,390 78,145,921 9,417,782 87,563,703 ------------------------------------------------------------------------------------------------------------------------------- INFORMATION TECHNOLOGY--33.5% ------------------------------------------------------------------------------------------------------------------------------- COMMUNICATIONS EQUIPMENT--9.0% Cisco Systems, Inc. 1 9,686,150 1,644,400 11,330,550 260,751,158 44,267,248 305,018,406 ------------------------------------------------------------------------------------------------------------------------------- Corning, Inc. 1 5,865,490 1,525,000 7,390,490 146,637,250 38,125,000 184,762,250 ------------------------------------------------------------------------------------------------------------------------------- F5 Networks, Inc. 1 652,570 121,000 773,570 53,027,838 9,832,460 62,860,298 ------------------------------------------------------------------------------------------------------------------------------- QUALCOMM, Inc. 2,070,580 287,700 2,358,280 88,931,411 12,356,715 101,288,126 ------------------------------------------------------------------------------------------------------------------------------- Research in Motion Ltd. 1 656,400 103,900 760,300 109,014,912 17,255,712 126,270,624 ------------------------------------------------------------------------------------------------------------------------------- Telefonaktiebolaget LM Ericsson, Sponsored ADR 2,208,100 0 2,208,100 83,863,638 0 83,863,638 ------------------------------------------- 742,226,207 121,837,135 864,063,342 ------------------------------------------------------------------------------------------------------------------------------- COMPUTERS & PERIPHERALS--4.9% Apple, Inc. 1, 4 1,377,300 423,500 1,800,800 167,424,588 51,480,660 218,905,248 ------------------------------------------------------------------------------------------------------------------------------- EMC Corp. 1 6,921,880 2,625,000 9,546,880 116,910,553 44,336,250 161,246,803 ------------------------------------------------------------------------------------------------------------------------------- Network Appliance, Inc. 1 2,119,860 428,100 2,547,960 68,238,293 13,780,539 82,018,832 ------------------------------------------------------------------------------------------------------------------------------- Sun Microsystems, Inc. 1 0 2,257,100 2,257,100 0 11,511,210 11,511,210 ------------------------------------------- 352,573,434 121,108,659 473,682,093 ------------------------------------------------------------------------------------------------------------------------------- INTERNET SOFTWARE & SERVICES--5.8% Akamai Technologies, Inc. 1 0 145,700 145,700 0 6,441,397 6,441,397 ------------------------------------------------------------------------------------------------------------------------------- eBay, Inc. 1 4,140,240 599,200 4,739,440 134,806,214 19,509,952 154,316,166 ------------------------------------------------------------------------------------------------------------------------------- Google, Inc., Cl. A 1 545,070 85,000 630,070 271,308,593 42,308,750 313,617,343 ------------------------------------------------------------------------------------------------------------------------------- Yahoo!, Inc. 1 2,448,770 458,200 2,906,970 70,279,699 13,150,340 83,430,039 ------------------------------------------- 476,394,506 81,410,439 557,804,945 ------------------------------------------------------------------------------------------------------------------------------- IT SERVICES--3.5% Affiliated Computer Services, Inc., Cl. A 1 2,156,050 0 2,156,050 125,805,518 0 125,805,518 ------------------------------------------------------------------------------------------------------------------------------- Alliance Data Systems Corp. 1 509,300 0 509,300 39,684,656 0 39,684,656 ------------------------------------------------------------------------------------------------------------------------------- Automatic Data Processing, Inc. 1,939,180 0 1,939,180 96,377,246 0 96,377,246 ------------------------------------------------------------------------------------------------------------------------------- Cognizant Technology Solutions Corp. 1 776,340 0 776,340 60,989,270 0 60,989,270 ------------------------------------------------------------------------------------------------------------------------------- VeriFone Holdings, Inc. 1 0 285,200 285,200 0 9,876,476 9,876,476 ------------------------------------------- 322,856,690 9,876,476 332,733,166 ------------------------------------------------------------------------------------------------------------------------------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT--4.0% Advanced Micro Devices, Inc. 1 2,695,310 0 2,695,310 38,462,074 0 38,462,074 ------------------------------------------------------------------------------------------------------------------------------- ASML Holding NV 1 1,888,300 563,700 2,452,000 48,661,491 14,526,549 63,188,040 ------------------------------------------------------------------------------------------------------------------------------- Broadcom Corp., Cl. A 1 3,139,280 573,700 3,712,980 95,936,397 17,532,272 113,468,669 ------------------------------------------------------------------------------------------------------------------------------- Microchip Technology, Inc. 1,728,920 0 1,728,920 70,159,574 0 70,159,574 ------------------------------------------------------------------------------------------------------------------------------- SiRF Technology Holdings, Inc. 1 1,180,210 230,000 1,410,210 25,610,557 4,991,000 30,601,557 ------------------------------------------------------------------------------------------------------------------------------- Texas Instruments, Inc. 1,372,730 448,300 1,821,030 48,539,733 15,851,888 64,391,621 ------------------------------------------------------------------------------------------------------------------------------- Varian Semiconductor Equipment Associates, Inc. 1 0 95,700 95,700 0 4,033,755 4,033,755 ------------------------------------------- 327,369,826 56,935,464 384,305,290 ------------------------------------------------------------------------------------------------------------------------------- SOFTWARE--6.3% Activision, Inc. 1 0 639,500 639,500 0 12,655,705 12,655,705 ------------------------------------------------------------------------------------------------------------------------------- Adobe Systems, Inc. 1 2,596,188 473,400 3,069,588 114,439,967 20,867,472 135,307,439 ------------------------------------------------------------------------------------------------------------------------------- Amdocs Ltd. 1 2,428,890 244,400 2,673,290 94,410,954 9,499,828 103,910,782 ------------------------------------------------------------------------------------------------------------------------------- Autodesk, Inc. 1 2,104,830 457,800 2,562,630 95,664,524 20,807,010 116,471,534 ------------------------------------------------------------------------------------------------------------------------------- Electronic Arts, Inc. 1 678,540 455,100 1,133,640 33,160,250 22,240,737 55,400,987 ------------------------------------------------------------------------------------------------------------------------------- Microsoft Corp. 2,737,811 0 2,737,811 83,968,663 0 83,968,663 ------------------------------------------------------------------------------------------------------------------------------- Red Hat, Inc. 1 2,365,770 515,000 2,880,770 58,103,311 12,648,400 70,751,711 ------------------------------------------------------------------------------------------------------------------------------- Salesforce.com, Inc. 1 506,810 0 506,810 23,946,773 0 23,946,773 ------------------------------------------- 503,694,442 98,719,152 602,413,594 ------------------------------------------------------------------------------------------------------------------------------- MATERIALS--3.4% ------------------------------------------------------------------------------------------------------------------------------- CHEMICALS--3.3% Monsanto Co. 2,775,220 508,700 3,283,920 170,953,552 31,335,920 202,289,472 ------------------------------------------------------------------------------------------------------------------------------- Praxair, Inc. 1,646,900 0 1,646,900 112,137,421 0 112,137,421 ------------------------------------------- 283,090,973 31,335,920 314,426,893 ------------------------------------------------------------------------------------------------------------------------------- METALS & MINING--0.1% Allegheny Technologies, Inc. 0 105,000 105,000 0 12,136,950 12,136,950 ------------------------------------------------------------------------------------------------------------------------------- TELECOMMUNICATION SERVICES--3.0% ------------------------------------------------------------------------------------------------------------------------------- DIVERSIFIED TELECOMMUNICATION SERVICES--0.1% NeuStar, Inc., Cl. A 1 0 378,400 378,400 0 10,996,304 10,996,304 ------------------------------------------------------------------------------------------------------------------------------- WIRELESS TELECOMMUNICATION SERVICES--2.9% America Movil SA de CV, Series L 1,242,600 0 1,242,600 75,239,430 0 75,239,430 ------------------------------------------------------------------------------------------------------------------------------- American Tower Corp. 1 2,187,900 0 2,187,900 94,473,522 0 94,473,522 ------------------------------------------------------------------------------------------------------------------------------- Crown Castle International Corp. 1 1,438,580 0 1,438,580 52,968,516 0 52,968,516 ------------------------------------------------------------------------------------------------------------------------------- NII Holdings, Inc. 1 723,000 0 723,000 58,902,807 0 58,902,807 ------------------------------------------- 281,584,275 0 281,584,275 ------------------------------------------------------------------------------------------------------------------------------- Total Common Stocks (Cost $6,104,353,746, Cost $1,083,142,509, Combined Cost $7,187,496,255) 8,173,586,220 1,325,122,945 9,498,709,165 EXPIRATION STRIKE DATES PRICE CONTRACTS CONTRACTS CONTRACTS -------------------------------------------------------------------------------------------------------------------------------- OPTIONS PURCHASED--0.0% Apple, Inc. Put 1/28/08 $ 105 0 76 76 0 41,040 41,040 -------------------------------------------------------------------------------------------------------------------------------- Apple, Inc. Put 1/12/08 95 0 2,042 2,042 0 551,340 551,340 --------------------- Total Options Purchased (Cost $0, Cost $1,908,909, Combined Cost $1,908,909) 0 592,380 592,380 PRINCIPAL PRINCIPAL PRINCIPAL AMOUNT AMOUNT AMOUNT ------------------------------------------------------------------------------------------------------------------------------------ INVESTMENTS IN AFFILIATED COMPANIES--0.6% Oppenheimer Institutional Money Market Fund, Cl.E, 5.29% 2,3 (Cost $61,553,901, Cost $557,986, Combined Cost $62,111,887) $ 61,553,901 $ 557,986 $ 62,111,887 61,553,901 557,986 62,111,887 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL INVESTMENTS, AT VALUE (COST $6,165,907,647,COST $1,085,609,404, COMBINED COST 7,251,517,051) 99.8% 100.0% 100.0% 8,235,140,121 1,326,273,311 9,561,413,432 ------------------------------------------------------------------------------------------------------------------------------------ OTHER ASSETS NET OF LIABILITIES/LIABILITIES IN EXCESS OF OTHER ASSETS 0.2 0.0 0.0 16,573,041 (235,708) 16,337,333 ------------------------------------------------------------------------------------------ NET ASSETS 100.0% 100.0% 100.0% $8,251,713,162 $1,326,037,603 $9,577,750,765 ========================================================================================== Footnotes to Statement of Investments 1. Non income producing security. 2. Is or was an affiliate, as defined in the Investment Company Act of 1940, at or during the period ended May 31, 2007 by virtue of the Fund, owning at least 5% of the voting securities of the issuer or as a result of the Fund and the issuer having the same investment advisor. Transactions during the period in which the issuer was an affiliate are as follows: OPPENHEIMER CAPITAL APPRECIATION FUND SHARES GROSS GROSS SHARES AUGUST 31, 2006 ADDITIONS REDUCTIONS MAY 31, 2007 ---------------------------------------------------------------------------------------------------------------- Oppenheimer Institutional Money Market Fund, Cl. E -- 845,894,240 784,340,339 61,553,901 DIVIDEND VALUE INCOME ---------------------------------------------------------------------------------------------------------------- Oppenheimer Institutional Money Market Fund, Cl. E $61,553,901 $2,061,830 OPPENHEIMER GROWTH FUND SHARES GROSS GROSS SHARES AUGUST 31, 2006 ADDITIONS REDUCTIONS MAY 31, 2007 ---------------------------------------------------------------------------------------------------------------- Oppenheimer Institutional Money Market Fund, Cl. E -- 111,531,739 110,973,753 557,986 DIVIDEND VALUE INCOME ---------------------------------------------------------------------------------------------------------------- Oppenheimer Institutional Money Market Fund, Cl. E $557,986 $72,892 3. Rate shown is the 7-day yield as of May 31, 2007. 4. A sufficient amount of liquid assets has been designated to cover outstanding written call options, as follows: OPPENHEIMER GROWTH FUND CONTRACTS EXPIRATION EXERCISE PREMIUM SUBJECT TO CALL DATE PRICE RECEIVED VALUE ------------------------------------------------------------------------------- Apple, Inc. 1,059 1/21/08 $ 130 $ 348,928 $ 1,186,080
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N-14/A Filing
Oppenheimer Capital Appreciation Fund N-14/ARegistration statement for investment companies business combination (amended)
Filed: 23 Aug 07, 12:00am