-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, ECgReQjp0PzKUuAVfHJrw+JkJAa1Tgm09wqPtfwQFbFeCb+bP6oGXZ882RsZifek ISlnCTEL3V5JFbaN+2Wv9Q== 0000053417-03-000038.txt : 20031022 0000053417-03-000038.hdr.sgml : 20031022 20030818162132 ACCESSION NUMBER: 0000053417-03-000038 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030814 DATE AS OF CHANGE: 20031022 EFFECTIVENESS DATE: 20030818 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JENNISON ASSOCIATES LLC CENTRAL INDEX KEY: 0000053417 IRS NUMBER: 132631108 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00074 FILM NUMBER: 03853371 BUSINESS ADDRESS: STREET 1: 466 LEXINGTON AVE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2124211000 MAIL ADDRESS: STREET 1: 466 LEXINGTON AVE CITY: NEW YORK STATE: NY ZIP: 10017 FORMER COMPANY: FORMER CONFORMED NAME: JENNISON ASSOCIATES CAPITAL CORP DATE OF NAME CHANGE: 19940511 13F-HR 1 sec13f2q2003.txt FORM 13F LIVE 2Q2003 FILING FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: Jennison Associates LLC Address: 466 Lexington Avenue, New York, NY 10017 Form 13F File Number: 28-74 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: Karen E. Kohler Title: Executive Vice President Phone: 212-421-1000 Signature, Place and Date of Signing: /s/ Karen E. Kohler Karen E. Kohler Executive Vice President New York, New York August 18, 2003 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 06/30/2003 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- x$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D ADC TELECOMMUNICATIONS COMMON 000886101 7784 3384300 SH DEFINED 01 3384300 0 0 D AFLAC INC COMMON 001055102 268 8700 SH DEFINED 01 8700 0 0 D AMLI RESIDENTIAL PROPERTIES SH BEN INT 001735109 1429 60700 SH DEFINED 01 60700 0 0 D AOL TIME WARNER INC COMMON 00184A105 17980 1117457 SH DEFINED 01 1117457 0 0 D AT&T WIRELESS SERVICES INC COMMON 00209A106 27146 3306500 SH DEFINED 01 3306500 0 0 D AAIPHARMA INC COMMON 00252W104 10087 507900 SH DEFINED 01 507900 0 0 D ABBOTT LABORATORIES COMMON 002824100 630759 14414048 SH DEFINED 01 13823848 0 590200 D ABERCROMBIE & FITCH CL A 002896207 9699 341400 SH DEFINED 01 341400 0 0 D ABGENIX INC COMMON 00339B107 7016 671400 SH DEFINED 01 671400 0 0 D ADOLOR CORP. COMMON 00724X102 8821 718900 SH DEFINED 01 718900 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 23367 383700 SH DEFINED 01 383700 0 0 D AETNA INC COMMON 00817Y108 1336 22200 SH DEFINED 01 22200 0 0 D AFFYMETRIX INC COMMON 00826T108 2927 148500 SH DEFINED 01 148500 0 0 D AGERE SYSTEMS INC-CL B CL B 00845V209 54944 23888961 SH DEFINED 01 23420561 0 468400 D AGILENT TECHNOLOGIES,INC COMMON 00846U101 170866 8739957 SH DEFINED 01 8436457 0 303500 D AGRIUM INC. COMMON 008916108 11815 1078000 SH DEFINED 01 1078000 0 0 D AIRGATE PCS INC. COMMON 009367103 1047 872300 SH DEFINED 01 872300 0 0 D ALCOA INC. COMMON 013817101 66751 2617688 SH DEFINED 01 2523488 0 94200 D ALEXANDRIA REAL EST EQUITIES COMMON 015271109 8802 195600 SH DEFINED 01 195600 0 0 D ALIGN TECHNOLOGY INC. COMMON 016255101 7723 612900 SH DEFINED 01 612900 0 0 D ALLEGHENY ENERGY INC COMMON 017361106 23695 2804100 SH DEFINED 01 2804100 0 0 D ALLERGAN INC COMMON 018490102 401191 5203520 SH DEFINED 01 4976420 0 227100 D ALLIANCE ATLANTIS COMMUNIC - B CL B NON-VTG 01853E204 14096 970100 SH DEFINED 01 970100 0 0 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 17702 756500 SH DEFINED 01 756500 0 0 D ALLIED CAPITAL CORP. COMMON 01903Q108 4790 207360 SH DEFINED 01 207360 0 0 D ALLSTATE CORP COMMON 020002101 36278 1017621 SH DEFINED 01 1017621 0 0 D ALPHARMA INC- CL A CL A 020813101 4685 216900 SH DEFINED 01 216900 0 0 D ALTERA CORPORATION COMMON 021441100 179136 10902955 SH DEFINED 01 10451955 0 451000 D ALTRIA GROUP INC COMMON 02209S103 94083 2070493 SH DEFINED 01 2070493 0 0 D AMAZON.COM INC COMMON 023135106 12102 333200 SH DEFINED 01 333200 0 0 D AMBAC FINANCIAL GROUP INC COMMON 023139108 11415 172300 SH DEFINED 01 172300 0 0 D AMERICAN EXPRESS CO. COMMON 025816109 730803 17479141 SH DEFINED 01 16715541 0 763600 D AMERICAN FINANCIAL REALTY TR COMMON 02607P305 7887 529000 SH DEFINED 01 529000 0 0 D AMERICAN INTL. GROUP COMMON 026874107 588238 10660336 SH DEFINED 01 10179989 0 480347 D AMERUS GROUP CO COMMON 03072M108 3702 131313 SH DEFINED 01 131313 0 0 D AMERIGROUP CORP COMMON 03073T102 7529 202400 SH DEFINED 01 202400 0 0 D AMGEN INC. COMMON 031162100 1032830 15663171 SH DEFINED 01 15020471 0 642700 D ANALOG DEVICES INC. COMMON 032654105 168600 4842039 SH DEFINED 01 4674439 0 167600 D ANHEUSER-BUSCH COS INC COMMON 035229103 245014 4799500 SH DEFINED 01 4604900 0 194600 D ANTHEM INC COMMON 03674B104 1558 20200 SH DEFINED 01 20200 0 0 D ANTEON INTERNATIONAL CORP COMMON 03674E108 4309 154400 SH DEFINED 01 154400 0 0 D ANSWERTHINK INC COMMON 036916104 4344 2119000 SH DEFINED 01 2119000 0 0 D ANTIGENICS INC COMMON 037032109 2056 178600 SH DEFINED 01 178600 0 0 D APACHE CORP COMMON 037411105 97399 1497058 SH DEFINED 01 1463703 0 33355 D APOLLO GROUP INC - CL A CL A 037604105 1421 23000 SH DEFINED 01 23000 0 0 D APOGENT TECHNOLOGIES COMMON 03760A101 59260 2962993 SH DEFINED 01 2962993 0 0 D APPLIED BIOSYSTEMS GROUP-APP COMMON 038020103 7296 383400 SH DEFINED 01 383400 0 0 D APPLIED MATERIALS INC. COMMON 038222105 382304 24135306 SH DEFINED 01 22901806 0 1233500 D AQUILA INC COMMON 03840P102 25625 9932300 SH DEFINED 01 9932300 0 0 D ARCH COAL INC. COMMON 039380100 84339 3670074 SH DEFINED 01 3600374 0 69700 D ASCENTIAL SOFTWARE CORP COMMON 04362P207 8366 509525 SH DEFINED 01 509525 0 0 D ASK JEEVES INC COMMON 045174109 12258 898000 SH DEFINED 01 898000 0 0 D ATHEROGENICS INC. COMMON 047439104 1520 101800 SH DEFINED 01 101800 0 0 D AVALONBAY COMMUNITIES INC. COMMON 053484101 8525 199929 SH DEFINED 01 199929 0 0 D AVERY DENNISON CORP COMMON 053611109 14774 294300 SH DEFINED 01 294300 0 0 D AVISTA CORP. COMMON 05379B107 20416 1442800 SH DEFINED 01 1442800 0 0 D AVON PRODUCTS INC COMMON 054303102 245711 3950333 SH DEFINED 01 3820333 0 130000 D BJ SERVICES CO COMMON 055482103 337693 9038886 SH DEFINED 01 8576586 0 462300 D BAKER HUGHES INC COMMON 057224107 28245 841365 SH DEFINED 01 841365 0 0 D BANK OF AMERICA CORP. COMMON 060505104 8954 113300 SH DEFINED 01 113300 0 0 D BANK OF NEW YORK CO INC COMMON 064057102 92962 3233441 SH DEFINED 01 3159741 0 73700 D BANK ONE CORP COMMON 06423A103 271104 7291650 SH DEFINED 01 7047250 0 244400 D BANKUNITED FINANCIAL CORP. -A CL A 06652B103 1798 90000 SH DEFINED 01 90000 0 0 D BARR LABORATORIES INC COMMON 068306109 23754 362650 SH DEFINED 01 362650 0 0 D BEA SYSTEMS INC COMMON 073325102 6862 630100 SH DEFINED 01 630100 0 0 D BEARINGPOINT INC COMMON 074002106 29513 3058381 SH DEFINED 01 3058381 0 0 D BED BATH & BEYOND INC COMMON 075896100 510158 13141607 SH DEFINED 01 12587807 0 553800 D BELDEN INC. COMMON 077459105 9474 596200 SH DEFINED 01 596200 0 0 D BELLSOUTH CORP COMMON 079860102 178651 6708637 SH DEFINED 01 6668837 0 39800 D BEMA GOLD CORP. COMMON 08135F107 638 494200 SH DEFINED 01 494200 0 0 D BIG LOTS INC COMMON 089302103 18565 1234400 SH DEFINED 01 1234400 0 0 D BIOMARIN PHARMACEUTICAL INC. COMMON 09061G101 8619 883100 SH DEFINED 01 883100 0 0 D BOISE CASCADE CORP. COMMON 097383103 86139 3604149 SH DEFINED 01 3529349 0 74800 D BOSTON PRIVATE FINL HOLDING COMMON 101119105 2712 128400 SH DEFINED 01 128400 0 0 D BOSTON SCIENTIFIC CORP COMMON 101137107 235653 3856843 SH DEFINED 01 3714943 0 141900 D BRIGHAM EXPLORATION COMPANY COMMON 109178103 543 108400 SH DEFINED 01 108400 0 0 D BRIGHT HORIZONS FAMILY SOL. COMMON 109195107 10005 298200 SH DEFINED 01 298200 0 0 D BRINKER INTERNATIONAL INC COMMON 109641100 9473 263000 SH DEFINED 01 263000 0 0 D BRISTOL-MYERS SQUIBB CO COMMON 110122108 65961 2429509 SH DEFINED 01 2429509 0 0 D BROCADE COMMUNICATIONS SYS COMMON 111621108 6967 1176900 SH DEFINED 01 1176900 0 0 D BROOKLINE BANCORP INC COMMON 11373M107 6072 433749 SH DEFINED 01 433749 0 0 D BROOKS AUTOMATION INC COMMON 114340102 3095 272900 SH DEFINED 01 272900 0 0 D TOM BROWN INC COM NEW 115660201 4360 156900 SH DEFINED 01 156900 0 0 D CLECO CORPORATION COMMON 12561W105 32032 1849400 SH DEFINED 01 1849400 0 0 D CNA FINANCIAL CORP. COMMON 126117100 19759 803200 SH DEFINED 01 803200 0 0 D CSX CORP COMMON 126408103 37569 1248552 SH DEFINED 01 1192552 0 56000 D CABOT CORP COMMON 127055101 8131 283300 SH DEFINED 01 283300 0 0 D CABOT MICROELECTRONICS CORP COMMON 12709P103 6924 137300 SH DEFINED 01 137300 0 0 D CAMBREX COMMON 132011107 40724 1769089 SH DEFINED 01 1716989 0 52100 D CAPITAL ONE FINANCIAL CORP COMMON 14040H105 575 11700 SH DEFINED 01 11700 0 0 D CARDINAL HEALTH INC COMMON 14149Y108 1890 29400 SH DEFINED 01 29400 0 0 D CAREMARK RX INC COMMON 141705103 2622 102100 SH DEFINED 01 102100 0 0 D CARMAX INC COMMON 143130102 105734 3506914 SH DEFINED 01 3296643 0 210271 D CATERPILLAR INC. COMMON 149123101 166101 2984200 SH DEFINED 01 0 0 2984200 D CENTURY ALUMINUM COMPANY COMMON 156431108 1075 153600 SH DEFINED 01 153600 0 0 D CENTURYTEL INC. COMMON 156700106 57935 1662400 SH DEFINED 01 1662400 0 0 D CEPHALON INC COMMON 156708109 18514 451000 SH DEFINED 01 451000 0 0 D CERIDIAN CORP (NEW) COMMON 156779100 54313 3200540 SH DEFINED 01 3070840 0 129700 D CHARTER ONE FIN INC COMMON 160903100 1378 44180 SH DEFINED 01 44180 0 0 D CHECKFREE CORP COMMON 162813109 9848 351700 SH DEFINED 01 351700 0 0 D CHENIERE ENERGY INC COM NEW 16411R208 1173 260000 SH DEFINED 01 260000 0 0 D CHICO'S FAS INC COMMON 168615102 2511 119300 SH DEFINED 01 119300 0 0 D CHIQUITA BRANDS INTL COMMON 170032809 12854 886500 SH DEFINED 01 886500 0 0 D CINERGY CORP COMMON 172474108 29998 815385 SH DEFINED 01 815385 0 0 D CISCO SYSTEMS INC. COMMON 17275R102 779372 46418787 SH DEFINED 01 44377587 0 2041200 D CITIGROUP INC COMMON 172967101 537434 12556852 SH DEFINED 01 12149620 0 407232 D CLARCOR INC COMMON 179895107 8377 217300 SH DEFINED 01 217300 0 0 D CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 243809 5751590 SH DEFINED 01 5533390 0 218200 D COEUR D'ALENE MINES CORP COMMON 192108108 92 65925 SH DEFINED 01 65925 0 0 D COGNIZANT TECH SOLUTIONS CRP CL A 192446102 2839 116400 SH DEFINED 01 116400 0 0 D COLGATE-PALMOLIVE CO COMMON 194162103 6038 104200 SH DEFINED 01 104200 0 0 D COMCAST CORP-SPECIAL CL A CL A 20030N200 8981 309800 SH DEFINED 01 309800 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 9768 222300 SH DEFINED 01 222300 0 0 D CONAGRA INC. COMMON 205887102 48587 2058791 SH DEFINED 01 2058791 0 0 D CONCORD CAMERA CORP COMMON 206156101 8053 1157100 SH DEFINED 01 1157100 0 0 D CONCUR TECHNOLOGIES INC COMMON 206708109 3512 348800 SH DEFINED 01 348800 0 0 D CONEXANT SYSTEMS INC COMMON 207142100 2780 663600 SH DEFINED 01 663600 0 0 D ASTRAZENECA JUL 2003 40 LONG P NOT REPORTED 21,AZNS.H 1004 10706 SH PUT DEFINED 01 10706 0 0 D PHARM HOLDRS JULY-03 80 CALL O NOT REPORTED 21,PPHG.P 486 2000 SH CALL DEFINED 01 2000 0 0 D CONSTELLATION ENERGY GROUP COMMON 210371100 73752 2150200 SH DEFINED 01 2150200 0 0 D CONTINENTAL AIRLINES-CL B CL B 210795308 4186 279600 SH DEFINED 01 279600 0 0 D COOPER CAMERON CORP COMMON 216640102 4685 93000 SH DEFINED 01 93000 0 0 D CORPORATE EXECUTIVE BOARD CO. COMMON 21988R102 11401 279300 SH DEFINED 01 279300 0 0 D COST PLUS INC/CALIFORNIA COMMON 221485105 10687 299600 SH DEFINED 01 299600 0 0 D COTT CORPORATION COMMON 22163N106 9486 458500 SH DEFINED 01 458500 0 0 D COUSINS PROPERTIES INC. COMMON 222795106 8409 301400 SH DEFINED 01 301400 0 0 D CYMER INC COMMON 232572107 3021 94200 SH DEFINED 01 94200 0 0 D DPL INC COMMON 233293109 28475 1786400 SH DEFINED 01 1786400 0 0 D DST SYSTEMS INC COMMON 233326107 9382 246900 SH DEFINED 01 246900 0 0 D DTE ENERGY COMPANY COMMON 233331107 18967 490854 SH DEFINED 01 490854 0 0 D DELL COMPUTER CORP. COMMON 247025109 559527 17573066 SH DEFINED 01 16765666 0 807400 D DENBURY RESOURCES INC COM NEW 247916208 12201 908500 SH DEFINED 01 908500 0 0 D DOCUMENTUM COMMON 256159104 4271 218000 SH DEFINED 01 218000 0 0 D DOLLAR TREE STORES COMMON 256747106 15736 495300 SH DEFINED 01 495300 0 0 D DOMINION RESOURCES INC/VA COMMON 25746U109 96841 1506778 SH DEFINED 01 1506778 0 0 D DOUBLECLICK INC COMMON 258609304 16902 1827200 SH DEFINED 01 1827200 0 0 D DOW CHEMICAL CO. COMMON 260543103 10873 351200 SH DEFINED 01 351200 0 0 D E.I. DUPONT DE NEMOURS COMMON 263534109 20166 484300 SH DEFINED 01 484300 0 0 D DYNEGY INC. - CLASS A CL A 26816Q101 22397 5332700 SH DEFINED 01 5332700 0 0 D EMC CORP/MASS COMMON 268648102 3134 299300 SH DEFINED 01 299300 0 0 D ENSCO INTERNATIONAL INC COMMON 26874Q100 91004 3383059 SH DEFINED 01 3383059 0 0 D EATON VANCE CORP COMMON NON-VTG 278265103 16179 512000 SH DEFINED 01 512000 0 0 D EBAY INC COMMON 278642103 247322 2378100 SH DEFINED 01 2282600 0 95500 D ECHOSTAR COMMUNICATIONS-A CL A 278762109 2456 70953 SH DEFINED 01 70953 0 0 D EDUCATION MANAGEMENT CORP COMMON 28139T101 12804 241400 SH DEFINED 01 241400 0 0 D EDWARDS AG INC COMMON 281760108 38231 1117868 SH DEFINED 01 1117868 0 0 D EMMIS COMMUNICATIONS -CL A CL A 291525103 13309 575400 SH DEFINED 01 575400 0 0 D ENCORE ACQUISITION CO. COMMON 29255W100 16806 877600 SH DEFINED 01 877600 0 0 D ENERGY EAST CORPORATION COMMON 29266M109 58994 2841700 SH DEFINED 01 2841700 0 0 D ENTERCOM COMMUNICATIONS - A CL A 293639100 6205 126600 SH DEFINED 01 126600 0 0 D ENTERGY CORPORATION COMMON 29364G103 57794 1095000 SH DEFINED 01 1095000 0 0 D ENTRAVISION COMMUNICATIONS -A CL A 29382R107 7356 648100 SH DEFINED 01 648100 0 0 D EQUITABLE RESOURCES INC COMMON 294549100 73870 1813200 SH DEFINED 01 1813200 0 0 D EVERGREEN RESOURCES INC COM NO PAR 299900308 16494 303700 SH DEFINED 01 303700 0 0 D EXELON CORPORATION COMMON 30161N101 37914 633900 SH DEFINED 01 633900 0 0 D EXPEDIA INC. CL. A CL A 302125109 7028 92300 SH DEFINED 01 92300 0 0 D EXULT INC COMMON 302284104 5225 610400 SH DEFINED 01 610400 0 0 D EXXON MOBIL CORPORATION COMMON 30231G102 37762 1051574 SH DEFINED 01 1051574 0 0 D FMC TECHNOLOGIES INC COMMON 30249U101 38570 1832311 SH DEFINED 01 1832311 0 0 D FPL GROUP INC. COMMON 302571104 27522 411700 SH DEFINED 01 411700 0 0 D FTI CONSULTING INC COMMON 302941109 10520 421300 SH DEFINED 01 421300 0 0 D FED HOME LOAN MTG CORP. COMMON 313400301 20125 396400 SH DEFINED 01 396400 0 0 D FANNIE MAE COMMON 313586109 2583 38300 SH DEFINED 01 38300 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 26331 714557 SH DEFINED 01 714557 0 0 D FIRST DATA CORP COMMON 319963104 307295 7415400 SH DEFINED 01 7138600 0 276800 D FIRSTENERGY CORP. COMMON 337932107 126031 3277795 SH DEFINED 01 3272695 0 5100 D FISHER SCIENTIFIC INTL COM NEW 338032204 59164 1695255 SH DEFINED 01 1695255 0 0 D FLEETBOSTON FINANCIAL CORP COMMON 339030108 22939 772104 SH DEFINED 01 772104 0 0 D FLOWSERVE CORPORATION COMMON 34354P105 9135 464400 SH DEFINED 01 464400 0 0 D FOREST LABORATORIES COMMON 345838106 362975 6629681 SH DEFINED 01 6415281 0 214400 D FORMFACTOR INC COMMON 346375108 2009 113500 SH DEFINED 01 113500 0 0 D FREEPORT-MCMORAN COPPER-B CL B 35671D857 150329 6135900 SH DEFINED 01 6028100 0 107800 D FURNITURE BRANDS INTL INC COMMON 360921100 10231 392000 SH DEFINED 01 392000 0 0 D GEMSTAR-TV GUIDE INTL INC COMMON 36866W106 21311 4253600 SH DEFINED 01 4253600 0 0 D GENENTECH INC COM NEW 368710406 457307 6340924 SH DEFINED 01 6111224 0 229700 D GENERAL DYNAMICS CORP COMMON 369550108 54967 758164 SH DEFINED 01 758164 0 0 D GENERAL ELECTRIC CO. COMMON 369604103 13201 460300 SH DEFINED 01 460300 0 0 D GENERAL MOTORS CORP -CLASS H CLASS H NEW 370442832 67840 5295883 SH DEFINED 01 5138483 0 157400 D GILEAD SCIENCES INC COMMON 375558103 391853 7054054 SH DEFINED 01 6782054 0 272000 D GLADSTONE CAPITAL CORP. COMMON 376535100 8975 434400 SH DEFINED 01 434400 0 0 D GOLDEN STAR RESOURCES LTD. COMMON 38119T104 779 295100 SH DEFINED 01 295100 0 0 D GOLDMAN SACHS GROUP INC. COMMON 38141G104 513147 6127123 SH DEFINED 01 5894623 0 232500 D GOODRICH CORP COMMON 382388106 10101 481000 SH DEFINED 01 481000 0 0 D GRACO INC COMMON 384109104 5665 177025 SH DEFINED 01 177025 0 0 D GRANT PRIDECO INC. COMMON 38821G101 3081 262200 SH DEFINED 01 262200 0 0 D GRAY TELEVISION INC COMMON 389375106 4236 341600 SH DEFINED 01 341600 0 0 D GREY WOLF INC. COMMON 397888108 4594 1137200 SH DEFINED 01 1137200 0 0 D HALLIBURTON CO COMMON 406216101 69505 3021938 SH DEFINED 01 3021938 0 0 D HANOVER COMPRESSOR CO COMMON 410768105 16943 1499400 SH DEFINED 01 1499400 0 0 D HARLEY-DAVIDSON INC COMMON 412822108 217308 5451777 SH DEFINED 01 5217077 0 234700 D HARMAN INTERNATIONAL COMMON 413086109 8056 101800 SH DEFINED 01 101800 0 0 D HARRIS CORP. COMMON 413875105 35615 1185200 SH DEFINED 01 1185200 0 0 D THE HARTFORD FINANCIAL SVCS GR COMMON 416515104 166066 3297590 SH DEFINED 01 3218490 0 79100 D HEARTLAND EXPRESS INC COMMON 422347104 12007 530600 SH DEFINED 01 530600 0 0 D HEWLETT-PACKARD CO COMMON 428236103 730883 34313789 SH DEFINED 01 33098610 0 1215179 D HUDSON HIGHLAND GROUP INC COMMON 443792106 7046 373204 SH DEFINED 01 373204 0 0 D HYDRIL COMPANY COMMON 448774109 3263 119700 SH DEFINED 01 119700 0 0 D IDEC PHARMACEUTICALS CORP COMMON 449370105 3590 105700 SH DEFINED 01 105700 0 0 D IMC GLOBAL INC COMMON 449669100 28853 4300000 SH DEFINED 01 4300000 0 0 D IMAX CORP. COMMON 45245E109 11346 1259300 SH DEFINED 01 1259300 0 0 D IMPAX LABORATORIES INC COMMON 45256B101 7298 611200 SH DEFINED 01 611200 0 0 D INSIGHT ENTERPRISES INC COMMON 45765U103 17749 1774900 SH DEFINED 01 1774900 0 0 D INSIGHT COMMUNICATIONS CO. - A CL A 45768V108 12118 908400 SH DEFINED 01 908400 0 0 D INTEL CORP COMMON 458140100 712980 34261376 SH DEFINED 01 32801476 0 1459900 D INT'L BUSINESS MACHINES CORP. COMMON 459200101 296556 3594620 SH DEFINED 01 3429320 0 165300 D INTERNATIONAL PAPER COMMON 460146103 109228 3057040 SH DEFINED 01 2983440 0 73600 D INTL RECTIFIER CORP COMMON 460254105 9728 362700 SH DEFINED 01 362700 0 0 D INTERPUBLIC GROUP COMPANIES COMMON 460690100 14523 1085400 SH DEFINED 01 1085400 0 0 D INTUITIVE SURGICAL INC COMMON 46120E107 7645 1007200 SH DEFINED 01 1007200 0 0 D INVERESK RESEARCH GROUP INC COMMON 461238107 6678 373100 SH DEFINED 01 373100 0 0 D INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 11796 634200 SH DEFINED 01 634200 0 0 D IRON MOUNTAIN COMMON 462846106 7262 195800 SH DEFINED 01 195800 0 0 D ISHARES TR NASDQ BIO INDX 464287556 10253 153047 SH DEFINED 01 153047 0 0 D IVAX CORP COMMON 465823102 5366 300600 SH DEFINED 01 300600 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 22440 656510 SH DEFINED 01 656510 0 0 D JOHNSON AND JOHNSON COMMON 478160104 315275 6098155 SH DEFINED 01 5863055 0 235100 D JOY GLOBAL INC COMMON 481165108 10733 726200 SH DEFINED 01 726200 0 0 D KCS ENERGY INC COMMON 482434206 165 30560 SH DEFINED 01 30560 0 0 D KLA-TENCOR CORPORATION COMMON 482480100 354396 7627979 SH DEFINED 01 7324979 0 303000 D KERR-MCGEE CORP. COMMON 492386107 76772 1713650 SH DEFINED 01 1647250 0 66400 D KEYSPAN CORPORATION COMMON 49337W100 62073 1750992 SH DEFINED 01 1750992 0 0 D KILROY REALTY CORP COMMON 49427F108 6358 231200 SH DEFINED 01 231200 0 0 D KIMBERLY-CLARK CORP COMMON 494368103 92260 1769472 SH DEFINED 01 1769472 0 0 D KINDER MORGAN INC COMMON 49455P101 62223 1138575 SH DEFINED 01 1138575 0 0 D KINDER MORGAN MANAGEMENT LLC SHS 49455U100 9634 257179 SH DEFINED 01 257179 0 0 D KINROSS GOLD CORP COM NEW 496902206 117 17401 SH DEFINED 01 17401 0 0 D KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 55115 799580 SH DEFINED 01 771180 0 28400 D KOHL'S CORP. COMMON 500255104 627165 12206397 SH DEFINED 01 11705897 0 500500 D KRAFT FOODS INC-A CL A 50075N104 31853 978577 SH DEFINED 01 978577 0 0 D LSI LOGIC CORP COMMON 502161102 7941 1121600 SH DEFINED 01 1121600 0 0 D LABRANCHE & CO INC COMMON 505447102 2357 113900 SH DEFINED 01 113900 0 0 D LATTICE SEMICONDUCTOR CORP COMMON 518415104 2480 299100 SH DEFINED 01 299100 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 50992 767034 SH DEFINED 01 767034 0 0 D LIBERTY MEDIA CORP-A COMMON 530718105 97781 8458634 SH DEFINED 01 7875034 0 583600 D LIBERTY PROPERTY TRUST SH BEN INT 531172104 11594 335100 SH DEFINED 01 335100 0 0 D LIN TV CORP-CL A CL A 532774106 11429 485300 SH DEFINED 01 485300 0 0 D LINEAR TECHNOLOGY CORP COMMON 535678106 8743 270000 SH DEFINED 01 270000 0 0 D LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 3432 674200 SH DEFINED 01 674200 0 0 D LIQUIDMETAL TECHNOLOGIES COMMON 53634X100 2734 526800 SH DEFINED 01 526800 0 0 D LOCKHEED MARTIN CORPORATION COMMON 539830109 79513 1671497 SH DEFINED 01 1608797 0 62700 D LOEWS CORP COMMON 540424108 70970 1500748 SH DEFINED 01 1453548 0 47200 D CAROLINA GROUP (TRACKING STOCK COMMON 540424207 11135 412400 SH DEFINED 01 412400 0 0 D LONE STAR TECHNOLOGIES COMMON 542312103 2974 140400 SH DEFINED 01 140400 0 0 D LOWE'S COS COMMON 548661107 160275 3731659 SH DEFINED 01 3609359 0 122300 D LYONDELL CHEMICAL COMPANY COMMON 552078107 11567 854922 SH DEFINED 01 854922 0 0 D MBNA CORP COMMON 55262L100 799 38350 SH DEFINED 01 38350 0 0 D MRO SOFTWARE INC COMMON 55347W105 4401 511100 SH DEFINED 01 511100 0 0 D MANHATTAN ASSOCIATES INC COMMON 562750109 5156 198400 SH DEFINED 01 198400 0 0 D MANPOWER INC COMMON 56418H100 31234 842112 SH DEFINED 01 842112 0 0 D MARSH AND MCLENNAN CO. INC COMMON 571748102 480 9400 SH DEFINED 01 9400 0 0 D MARRIOTT INTERNATIONAL-CL A CL A 571903202 276473 7196066 SH DEFINED 01 6810966 0 385100 D MASSEY ENERGY CO COMMON 576206106 5626 427800 SH DEFINED 01 427800 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2878 84405 SH DEFINED 01 84405 0 0 D MAVERICK TUBE CORP COMMON 577914104 15594 814300 SH DEFINED 01 814300 0 0 D MCDONALD'S CORPORATION COMMON 580135101 41247 1869766 SH DEFINED 01 1869766 0 0 D MCKESSON CORP COMMON 58155Q103 19489 545300 SH DEFINED 01 545300 0 0 D MCMORAN EXPLORATION CO. COMMON 582411104 1566 140600 SH DEFINED 01 140600 0 0 D MEADWESTVACO CORP COMMON 583334107 38924 1575854 SH DEFINED 01 1529754 0 46100 D MEDICIS PHARMACEUTICAL - CL A CL A NEW 584690309 6725 118600 SH DEFINED 01 118600 0 0 D MEDIMMUNE INC COMMON 584699102 271494 7464787 SH DEFINED 01 7201987 0 262800 D MEDTRONIC INC. COMMON 585055106 246009 5128392 SH DEFINED 01 4910492 0 217900 D MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 6180 1457500 SH DEFINED 01 1457500 0 0 D MELLON FINANCIAL CORP COMMON 58551A108 48641 1752825 SH DEFINED 01 1752825 0 0 D MEMBERWORKS INC COMMON 586002107 692 34900 SH DEFINED 01 34900 0 0 D MENTOR GRAPHICS CORP COMMON 587200106 19867 1367300 SH DEFINED 01 1367300 0 0 D MERCK & CO. INC. COMMON 589331107 55829 922024 SH DEFINED 01 922024 0 0 D MERRILL LYNCH & CO., INC. COMMON 590188108 635404 13611907 SH DEFINED 01 13059207 0 552700 D MICROSOFT CORP. COMMON 594918104 1087732 42423271 SH DEFINED 01 40654571 0 1768700 D MIRAMAR MINING CORP COMMON 60466E100 375 295100 SH DEFINED 01 295100 0 0 D MIRANT CORP COMMON 604675108 25015 8625980 SH DEFINED 01 8625980 0 0 D MONOLITHIC SYSTEM TECH. COMMON 609842109 4290 470900 SH DEFINED 01 470900 0 0 D MONSANTO CO / NEW COMMON 61166W101 21920 1012951 SH DEFINED 01 1012951 0 0 D MONSTER WORLDWIDE INC COMMON 611742107 38243 1938300 SH DEFINED 01 1938300 0 0 D MOODY'S CORP COMMON 615369105 480 9100 SH DEFINED 01 9100 0 0 D MORGAN STANLEY COM NEW 617446448 11983 280300 SH DEFINED 01 280300 0 0 D MOTOROLA INC. COMMON 620076109 16570 1757111 SH DEFINED 01 1757111 0 0 D NCO GROUP COMMON 628858102 16772 937500 SH DEFINED 01 937500 0 0 D NATCO GROUP INC-A CL A 63227W203 500 73200 SH DEFINED 01 73200 0 0 D NATIONAL-OILWELL INC COMMON 637071101 5370 244100 SH DEFINED 01 244100 0 0 D NAVISTAR INTERNATIONAL CORP. COMMON 63934E108 295442 9054287 SH DEFINED 01 9054287 0 0 D NDCHEALTH CORP COMMON 639480102 13764 750100 SH DEFINED 01 750100 0 0 D NETWORK ASSOCIATES INC COMMON 640938106 28190 2223206 SH DEFINED 01 2148906 0 74300 D NETIQ CORP COMMON 64115P102 4061 262000 SH DEFINED 01 262000 0 0 D NEW YORK TIMES CLASS A CL A 650111107 230513 5066231 SH DEFINED 01 4943131 0 123100 D NEWFIELD EXPLORATION COMPANY COMMON 651290108 5377 143200 SH DEFINED 01 143200 0 0 D NEWMONT MINING CORP. COMMON 651639106 101275 3120000 SH DEFINED 01 3025800 0 94200 D NEXTEL COMMUNICATIONS INC-A CL A 65332V103 2288 126600 SH DEFINED 01 126600 0 0 D NISOURCE INC. COMMON 65473P105 29238 1538836 SH DEFINED 01 1538836 0 0 D NOBLE ENERGY INC COMMON 655044105 4940 130700 SH DEFINED 01 130700 0 0 D NORDSTROM INC COMMON 655664100 22887 1172469 SH DEFINED 01 1172469 0 0 D NORTHROP GRUMMAN CORP COMMON 666807102 133965 1552499 SH DEFINED 01 1531399 0 21100 D NORTHWEST NATURAL GAS CO COMMON 667655104 545 20000 SH DEFINED 01 20000 0 0 D NOVELLUS SYSTEMS INC COMMON 670008101 382656 10440821 SH DEFINED 01 10030521 0 410300 D OSI PHARMACEUTICALS INC COMMON 671040103 5609 174200 SH DEFINED 01 174200 0 0 D OCCIDENTAL PETROLEUM CORP COMMON 674599105 48937 1458618 SH DEFINED 01 1458618 0 0 D ODYSSEY HEALTHCARE INC COMMON 67611V101 13059 352950 SH DEFINED 01 352950 0 0 D OIL STATES INTERNATIONAL INC. COMMON 678026105 7451 615800 SH DEFINED 01 615800 0 0 D OLIN CORP COMMON 680665205 24253 1418322 SH DEFINED 01 1354122 0 64200 D OMNICARE INC. COMMON 681904108 18889 559000 SH DEFINED 01 559000 0 0 D OMNICOM GROUP COMMON 681919106 257352 3589300 SH DEFINED 01 3447900 0 141400 D ONEOK INC COMMON 682680103 34353 1750000 SH DEFINED 01 1750000 0 0 D ORACLE CORPORATION COMMON 68389X105 1538 128100 SH DEFINED 01 112500 0 15600 D OSHKOSH TRUCK CORP COMMON 688239201 6620 111600 SH DEFINED 01 111600 0 0 D OXFORD HEALTH PLANS, INC. COMMON 691471106 1000 23800 SH DEFINED 01 23800 0 0 D PG&E CORPORATION COMMON 69331C108 51327 2426800 SH DEFINED 01 2426800 0 0 D PNC FINL CORP COMMON 693475105 12456 255200 SH DEFINED 01 255200 0 0 D PNM RESOURCES INC COMMON 69349H107 47901 1790700 SH DEFINED 01 1790700 0 0 D PPL CORPORATION COMMON 69351T106 60643 1410300 SH DEFINED 01 1410300 0 0 D PARAMETRIC TECHNOLOGY CORP COMMON 699173100 12146 4021900 SH DEFINED 01 4021900 0 0 D PAYCHEX INC COMMON 704326107 148167 5041400 SH DEFINED 01 4850800 0 190600 D PEABODY ENERGY CORP. COMMON 704549104 15687 467000 SH DEFINED 01 467000 0 0 D PEGASUS SOLUTIONS INC. COMMON 705906105 13964 859300 SH DEFINED 01 859300 0 0 D PEMSTAR INC COMMON 706552106 8747 2087700 SH DEFINED 01 2087700 0 0 D PENTAIR INC COMMON 709631105 13249 339200 SH DEFINED 01 339200 0 0 D PETCO ANIMAL SUPPLIES INC COMMON 716016209 7613 349200 SH DEFINED 01 349200 0 0 D PFIZER INC. COMMON 717081103 517983 15167878 SH DEFINED 01 14638694 0 529184 D PHARMACEUTICAL RESOURCES INC COMMON 717125108 16214 333200 SH DEFINED 01 333200 0 0 D PHELPS DODGE CORP COMMON 717265102 12982 338600 SH DEFINED 01 338600 0 0 D PINNACLE WEST CAPITAL COMMON 723484101 51730 1381300 SH DEFINED 01 1381300 0 0 D PIONEER NATURAL RESOURCES CO. COMMON 723787107 47589 1823346 SH DEFINED 01 1823346 0 0 D PLACER DOME INC COMMON 725906101 25738 2097658 SH DEFINED 01 2097658 0 0 D POLO RALPH LAUREN CORP CL A 731572103 57822 2242003 SH DEFINED 01 2149303 0 92700 D POWER INTEGRATIONS, INC. COMMON 739276103 2932 120600 SH DEFINED 01 120600 0 0 D T ROWE PRICE GROUP INC COMMON 74144T108 10096 267300 SH DEFINED 01 267300 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 13133 697800 SH DEFINED 01 697800 0 0 D PRIORITY HEALTHCARE CORP. - B CL B 74264T102 11722 630200 SH DEFINED 01 630200 0 0 D PROCTER & GAMBLE CO COMMON 742718109 246929 2768891 SH DEFINED 01 2671791 0 97100 D PROGRESS ENERGY INC COMMON 743263105 23781 541700 SH DEFINED 01 541700 0 0 D PROTEIN DESIGN LABS INC. COMMON 74369L103 4524 318600 SH DEFINED 01 318600 0 0 D PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 41413 980200 SH DEFINED 01 980200 0 0 D PUGET ENERGY INC COMMON 745310102 13129 550000 SH DEFINED 01 550000 0 0 D QUESTAR CORP COMMON 748356102 70013 2091800 SH DEFINED 01 2091800 0 0 D QUICKSILVER RESOURCES INC. COMMON 74837R104 8198 342300 SH DEFINED 01 342300 0 0 D RLI CORP COMMON 749607107 2283 69400 SH DEFINED 01 69400 0 0 D RADIO ONE INC -CL D CLASS D - NON VT 75040P405 443 25000 SH DEFINED 01 25000 0 0 D RAYTHEON CO (NEW) COMMON 755111507 22466 684100 SH DEFINED 01 684100 0 0 D REALNETWORKS INC. COMMON 75605L104 8399 1242400 SH DEFINED 01 1242400 0 0 D REGENT COMMUNICATIONS INC COMMON 758865109 7067 1150900 SH DEFINED 01 1150900 0 0 D REGENERON PHARMACEUTICALS COMMON 75886F107 2219 140800 SH DEFINED 01 140800 0 0 D RELIANT RESOURCES INC COMMON 75952B105 42450 6925000 SH DEFINED 01 6925000 0 0 D REMEC INC. COMMON 759543101 6493 932900 SH DEFINED 01 932900 0 0 D REMINGTON OIL & GAS CORP COMMON 759594302 8991 489200 SH DEFINED 01 489200 0 0 D REYNOLDS & REYNOLDS -CL A CL A 761695105 957 33500 SH DEFINED 01 33500 0 0 D ROBBINS & MYERS, INC. COMMON 770196103 8229 444800 SH DEFINED 01 444800 0 0 D ROBERT HALF INTL INC COMMON 770323103 5517 291300 SH DEFINED 01 291300 0 0 D ROWAN COMPANIES INC COMMON 779382100 38799 1732109 SH DEFINED 01 1651109 0 81000 D ROYAL DUTCH PETRO-NY REG SHARE COM N.Y.REG 780257804 4014 86100 SH DEFINED 01 86100 0 0 D RUBY TUESDAY INC COMMON 781182100 13997 566000 SH DEFINED 01 566000 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 116233 4549248 SH DEFINED 01 4549248 0 0 D SLM CORP COMMON 78442P106 131940 3368400 SH DEFINED 01 3240400 0 128000 D S1 CORPORATION COMMON 78463B101 4231 1057700 SH DEFINED 01 1057700 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 4728 173200 SH DEFINED 01 173200 0 0 D SAPIENT CORPORATION COMMON 803062108 4848 1756500 SH DEFINED 01 1756500 0 0 D SCANA CORP COMMON 80589M102 12118 353500 SH DEFINED 01 353500 0 0 D SCHLUMBERGER, LTD. COM PAR $0.01 806857108 666032 14001097 SH DEFINED 01 13515097 0 486000 D SCHOLASTIC CORP COMMON 807066105 14643 491704 SH DEFINED 01 491704 0 0 D SEMTECH CORP COMMON 816850101 16370 1148800 SH DEFINED 01 1148800 0 0 D SEMPRA ENERGY COMMON 816851109 70693 2477843 SH DEFINED 01 2477843 0 0 D SEPRACOR INC COMMON 817315104 52205 2911600 SH DEFINED 01 2861400 0 50200 D SILICON VALLEY BANCSHARES COMMON 827064106 5162 216800 SH DEFINED 01 216800 0 0 D SKYWEST INC COMMON 830879102 13194 691500 SH DEFINED 01 691500 0 0 D SKYWORKS SOLUTIONS INC COMMON 83088M102 5990 884800 SH DEFINED 01 884800 0 0 D SMITH INT'L INC. COMMON 832110100 62061 1689200 SH DEFINED 01 1689200 0 0 D SOLECTRON CORP COMMON 834182107 56070 14991819 SH DEFINED 01 14610619 0 381200 D SOUTHERN UNION CO COMMON 844030106 6036 356300 SH DEFINED 01 356300 0 0 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 25423 782000 SH DEFINED 01 782000 0 0 D SPARTECH CORP COMMON 847220209 8915 420300 SH DEFINED 01 420300 0 0 D SPEEDWAY MOTORSPORTS, INC. COMMON 847788106 18061 673900 SH DEFINED 01 673900 0 0 D SPINNAKER EXPLORATION CO COMMON 84855W109 47702 1820683 SH DEFINED 01 1768883 0 51800 D SPRINT CORP-PCS GROUP COM SER1 852061506 32819 5707627 SH DEFINED 01 5707627 0 0 D STANCORP FINANCIAL GROUP, INC. COMMON 852891100 16872 323100 SH DEFINED 01 323100 0 0 D STAPLES, INC. COMMON 855030102 7924 431800 SH DEFINED 01 431800 0 0 D STARBUCKS CORP COMMON 855244109 441752 17994001 SH DEFINED 01 17114801 0 879200 D STATE STREET CORPORATION COMMON 857477103 11430 290100 SH DEFINED 01 290100 0 0 D STERICYCLE INC COMMON 858912108 2014 52500 SH DEFINED 01 52500 0 0 D STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 293948 14138944 SH DEFINED 01 13633344 0 505600 D SUNCOR ENERGY INC COMMON 867229106 23944 1277000 SH DEFINED 01 1056400 0 220600 D SUNGARD DATA SYSTEMS COMMON 867363103 13349 515200 SH DEFINED 01 515200 0 0 D SUPERVALU INC. COMMON 868536103 6953 326135 SH DEFINED 01 326135 0 0 D SWIFT ENERGY CO COMMON 870738101 8017 728800 SH DEFINED 01 728800 0 0 D SYBASE INC. COMMON 871130100 29630 2130104 SH DEFINED 01 2130104 0 0 D SYMBOL TECHNOLOGIES INC COMMON 871508107 36565 2810528 SH DEFINED 01 2810528 0 0 D SYNOPSYS INC COMMON 871607107 55674 898975 SH DEFINED 01 898975 0 0 D THQ INC COM NEW 872443403 7799 432800 SH DEFINED 01 432800 0 0 D TXU CORPORATION COMMON 873168108 129554 5770800 SH DEFINED 01 5658800 0 112000 D TECH DATA CORP COMMON 878237106 30431 1137590 SH DEFINED 01 1137590 0 0 D TEKTRONIX INC. COMMON 879131100 4456 206300 SH DEFINED 01 206300 0 0 D TELIK INC COMMON 87959M109 2385 148895 SH DEFINED 01 148895 0 0 D TEMPLE-INLAND COMMON 879868107 105523 2459165 SH DEFINED 01 2385565 0 73600 D TENET HEALTHCARE CORPORATION COMMON 88033G100 14304 1227815 SH DEFINED 01 1227815 0 0 D TEXAS INSTRUMENTS INC. COMMON 882508104 446002 25341004 SH DEFINED 01 24355404 0 985600 D 3M CO COMMON 88579Y101 543938 4217223 SH DEFINED 01 4027723 0 189500 D TIBCO SOFTWARE INC COMMON 88632Q103 4571 892700 SH DEFINED 01 892700 0 0 D TIFFANY & CO. COMMON 886547108 443849 13581670 SH DEFINED 01 12955970 0 625700 D TOYS R US INC COMMON 892335100 43483 3587676 SH DEFINED 01 3587676 0 0 D TRAVELERS PROPERTY CASUALT-A CL A 89420G109 26297 1653885 SH DEFINED 01 1653885 0 0 D TRAVELERS PROP CASUALT-B CL B 89420G406 657 41680 SH DEFINED 01 41680 0 0 D TRIAD HOSPITALS INC. COMMON 89579K109 5809 234059 SH DEFINED 01 234059 0 0 D TYCO INTERNATIONAL LTD COMMON 902124106 37198 1959878 SH DEFINED 01 1959878 0 0 D UCBH HOLDINGS INC COMMON 90262T308 8963 312400 SH DEFINED 01 312400 0 0 D US BANCORP (NEW) COM NEW 902973304 1344 54847 SH DEFINED 01 54847 0 0 D UNION PACIFIC CORP COMMON 907818108 29036 500451 SH DEFINED 01 500451 0 0 D UNISOURCE ENERGY CORP. COMMON 909205106 32380 1722340 SH DEFINED 01 1722340 0 0 D UNITED NATURAL FOODS INC. COMMON 911163103 9798 345500 SH DEFINED 01 345500 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 6191 123200 SH DEFINED 01 123200 0 0 D UNIVISION COMMUNICATIONS CL-A CL A 914906102 376565 12387031 SH DEFINED 01 11903631 0 483400 D UNUMPROVIDENT CORP COMMON 91529Y106 19143 1427500 SH DEFINED 01 1427500 0 0 D UTSTARCOM INC COMMON 918076100 2471 69400 SH DEFINED 01 69400 0 0 D VALERO ENERGY CORP. COMMON 91913Y100 7713 212300 SH DEFINED 01 212300 0 0 D VECTREN CORPORATION COMMON 92240G101 21856 872500 SH DEFINED 01 872500 0 0 D VERISIGN INC COMMON 92343E102 15938 1155800 SH DEFINED 01 1155800 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 128445 3255893 SH DEFINED 01 3230293 0 25600 D VIACOM INC-CL B CL B 925524308 776877 17793786 SH DEFINED 01 17008880 0 784906 D VISHAY INTERTECHNOLOGY INC. COMMON 928298108 15540 1177300 SH DEFINED 01 1177300 0 0 D VISX INC COMMON 92844S105 7627 439600 SH DEFINED 01 439600 0 0 D WGL HOLDINGS INC. COMMON 92924F106 9916 371400 SH DEFINED 01 371400 0 0 D W-H ENERGY SERVICES INC. COMMON 92925E108 4149 212100 SH DEFINED 01 212100 0 0 D WACHOVIA CORP 2ND NEW COMMON 929903102 3365 84200 SH DEFINED 01 84200 0 0 D WAL-MART STORES COMMON 931142103 732879 13655278 SH DEFINED 01 13109178 0 546100 D WASTE CONNECTIONS INC. COMMON 941053100 6470 184600 SH DEFINED 01 184600 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 32388 1344479 SH DEFINED 01 1344479 0 0 D WATSON PHARMACEUTICALS INC. COMMON 942683103 23645 585700 SH DEFINED 01 585700 0 0 D WATSON WYATT & CO HOLDINGS - A CL A 942712100 14780 637600 SH DEFINED 01 637600 0 0 D WEBMD CORPORATION COMMON 94769M105 26076 2398900 SH DEFINED 01 2398900 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 742 8800 SH DEFINED 01 8800 0 0 D WENDY'S INTERNATIONAL INC COMMON 950590109 86681 2992092 SH DEFINED 01 2925392 0 66700 D WEST CORPORATION COMMON 952355105 12104 454200 SH DEFINED 01 454200 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 72175 1822600 SH DEFINED 01 1822600 0 0 D WESTERN WIRELESS CORP. -CL.A CL A 95988E204 55393 4795900 SH DEFINED 01 4795900 0 0 D WESTPORT RESOURCES CORP COMMON 961418100 3601 158300 SH DEFINED 01 158300 0 0 D WHOLE FOODS MARKET INC COMMON 966837106 177012 3724212 SH DEFINED 01 3573312 0 150900 D WISCONSIN ENERGY CORP COMMON 976657106 3941 135900 SH DEFINED 01 135900 0 0 D WYETH COMMON 983024100 27429 602173 SH DEFINED 01 600673 0 1500 D XTO ENERGY INC COMMON 98385X106 6581 327249 SH DEFINED 01 327249 0 0 D XILINX INC COMMON 983919101 225230 8902400 SH DEFINED 01 8474600 0 427800 D XEROX CORP. COMMON 984121103 85102 8036079 SH DEFINED 01 8036079 0 0 D ACE LTD ORD G0070K103 12357 360357 SH DEFINED 01 360357 0 0 D AMDOCS LTD ORD G02602103 15185 632700 SH DEFINED 01 632700 0 0 D APEX SILVER MINES LIMITED ORD G04074103 6121 415000 SH DEFINED 01 415000 0 0 D ACCENTURE LTD-CL A CL A G1150G111 5993 331300 SH DEFINED 01 331300 0 0 D GLOBALSANTAFE CORP SHS G3930E101 68375 2929532 SH DEFINED 01 2929532 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4088 119000 SH DEFINED 01 119000 0 0 D MAX RE CAPITAL LTD SHS G6052F103 6157 414600 SH DEFINED 01 414600 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 32762 828800 SH DEFINED 01 828800 0 0 D PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 1984 73100 SH DEFINED 01 73100 0 0 D SCOTTISH ANNUITY & LIFE HLDG ORD G7885T104 9588 474400 SH DEFINED 01 474400 0 0 D W.P. STEWART & CO. LTD. COMMON G84922106 9798 437400 SH DEFINED 01 437400 0 0 D TRANSOCEAN INC ORD G90078109 99415 4525037 SH DEFINED 01 4372437 0 152600 D WEATHERFORD INTERNATIONAL LTD COMMON G95089101 209123 4991023 SH DEFINED 01 4870823 0 120200 D WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 13272 33600 SH DEFINED 01 33600 0 0 D WILLIS GROUP HOLDINGS LTD SHS G96655108 15988 519939 SH DEFINED 01 519939 0 0 D XL CAPITAL LTD - CLASS A CL A G98255105 474548 5717441 SH DEFINED 01 5541141 0 176300 D MILLICOM INT'L. CELLULAR S.A. SHS NEW L6388F110 14809 564799 SH DEFINED 01 564799 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 3505 235700 SH DEFINED 01 235700 0 0 D ASML HOLDING NV NEW YORK SHS N07059111 11414 1192700 SH DEFINED 01 1105000 0 87700 D AMERICA MOVIL-ADR SERIES L ADR - LISTED 02364W105 27471 1465100 SH DEFINED 01 1465100 0 0 D ANGLOGOLD LIMITED - SPON ADR ADR - LISTED 035128206 4960 155476 SH DEFINED 01 155476 0 0 D ASTRAZENECA PLC-SPONS ADR ADR - LISTED 046353108 270941 6645600 SH DEFINED 01 6328600 0 317000 D CIA VALE DO RIO DOCE - ADR ADR - LISTED 204412209 89121 3004752 SH DEFINED 01 2815952 0 188800 D CRESUD S.A. - SPONS ADR ADR - LISTED 226406106 3299 367000 SH DEFINED 01 367000 0 0 D ENI SPA-SPONSORED ADR ADR - LISTED 26874R108 51920 682800 SH DEFINED 01 682800 0 0 D HARMONY GOLD MNG - SPON ADR ADR - LISTED 413216300 3755 278800 SH DEFINED 01 278800 0 0 D IRSA - SP GDR ADR - LISTED 450047204 3047 336700 SH DEFINED 01 336700 0 0 D KOOKMIN BANK-SPON ADR ADR - LISTED 50049M109 2048 67700 SH DEFINED 01 67700 0 0 D NEWS CORP LTD - SPONS ADR PRF ADR - LISTED 652487802 131941 5267102 SH DEFINED 01 5178802 0 88300 D NOKIA CORP-SPONSORED ADR ADR - LISTED 654902204 447856 27258453 SH DEFINED 01 26208053 0 1050400 D PEARSON PLC - SPONSORED ADR ADR - LISTED 705015105 21314 2220232 SH DEFINED 01 2220232 0 0 D PETROLEO BRASILEIRO S.A. - ADR ADR - LISTED 71654V408 7623 385800 SH DEFINED 01 385800 0 0 D RANDGOLD RESOURCES LTD-ADR ADR - LISTED 752344309 2441 143600 SH DEFINED 01 143600 0 0 D SAP AG-SPONSORED ADR ADR - LISTED 803054204 394051 13485633 SH DEFINED 01 12972333 0 513300 D TELEFONOS DE MEXICO ADR - LISTED 879403780 18271 581500 SH DEFINED 01 581500 0 0 D TEVA PHARMACEUTICAL-ADR ADR - LISTED 881624209 423454 7442071 SH DEFINED 01 7159471 0 282600 D TOTAL S.A. - SPON ADR ADR - LISTED 89151E109 393675 5193599 SH DEFINED 01 4921599 0 272000 D UNIBANCO-ADR GDR REP PFD UT 90458E107 7439 433500 SH DEFINED 01 433500 0 0 D VODAFONE GROUP PLC - ADR ADR - LISTED 92857W100 497565 25321370 SH DEFINED 01 24378870 0 942500 S REPORT SUMMARY 472 DATA RECORDS 36517768 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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