-----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, HqEL9MOYBwoz5oyTTcw5MMqflaW2IgscTqU+4qyKH/XxVoPXVtXmdTt7lBvoicbV T1QMUg3elre6pCMwJZeENA== 0000053417-03-000036.txt : 20030515 0000053417-03-000036.hdr.sgml : 20030515 20030515144706 ACCESSION NUMBER: 0000053417-03-000036 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030515 EFFECTIVENESS DATE: 20030515 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: 03703947 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 sec13f1q2003.txt 1Q2003 FORM 13F FINAL FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2003 Check here if Amendment [ ]; Amendment Number: _____________ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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 May 15, 2003 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 03/31/2003 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 4703 2283100 SH DEFINED 01 2283100 0 0 D AMLI RESIDENTIAL PROPERTIES SH BEN INT 001735109 457 21700 SH DEFINED 01 21700 0 0 D AOL TIME WARNER INC COMMON 00184A105 10073 927500 SH DEFINED 01 927500 0 0 D AT&T CORP COMMON 001957505 60435 3730577 SH DEFINED 01 3730577 0 0 D AT&T WIRELESS SERVICES INC COMMON 00209A106 38869 5889300 SH DEFINED 01 5889300 0 0 D AAIPHARMA INC COMMON 00252W104 431 50000 SH DEFINED 01 50000 0 0 D ABBOTT LABORATORIES COMMON 002824100 597421 15884633 SH DEFINED 01 15198933 0 685700 D ABERCROMBIE & FITCH CL A 002896207 9754 324800 SH DEFINED 01 324800 0 0 D ADOLOR CORP. COMMON 00724X102 2740 276500 SH DEFINED 01 276500 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 23218 502000 SH DEFINED 01 502000 0 0 D AFFYMETRIX INC COMMON 00826T108 6955 267500 SH DEFINED 01 267500 0 0 D AGERE SYSTEMS INC-CL B CL B 00845V209 45523 30348710 SH DEFINED 01 29857810 0 490900 D AGILENT TECHNOLOGIES,INC COMMON 00846U101 8956 681100 SH DEFINED 01 681100 0 0 D AGRIUM INC. COMMON 008916108 11589 1078000 SH DEFINED 01 1078000 0 0 D AIRGATE PCS INC. COMMON 009367103 217 866100 SH DEFINED 01 866100 0 0 D ALCOA INC. COMMON 013817101 50153 2587866 SH DEFINED 01 2524366 0 63500 D ALEXANDRIA REAL EST EQUITIES COMMON 015271109 7838 186400 SH DEFINED 01 186400 0 0 D ALIGN TECHNOLOGY INC. COMMON 016255101 5063 836800 SH DEFINED 01 836800 0 0 D ALLEGHENY ENERGY INC COMMON 017361106 30001 4831000 SH DEFINED 01 4831000 0 0 D ALLERGAN INC COMMON 018490102 243224 3565800 SH DEFINED 01 3438200 0 127600 D ALLIANCE ATLANTIS COMMUNIC - B CL B NON-VTG 01853E204 7904 958100 SH DEFINED 01 958100 0 0 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 10197 599800 SH DEFINED 01 599800 0 0 D ALLIED CAPITAL CORP. COMMON 01903Q108 4377 219060 SH DEFINED 01 219060 0 0 D ALLSTATE CORP COMMON 020002101 78751 2374174 SH DEFINED 01 2374174 0 0 D ALLTEL CORP COMMON 020039103 233 5200 SH DEFINED 01 5200 0 0 D ALPHARMA INC- CL A CL A 020813101 6512 363200 SH DEFINED 01 363200 0 0 D ALTERA CORPORATION COMMON 021441100 154576 11416200 SH DEFINED 01 10996500 0 419700 D ALTRIA GROUP INC COMMON 02209S103 52718 1759605 SH DEFINED 01 1729305 0 30300 D AMAZON.COM INC COMMON 023135106 2884 110800 SH DEFINED 01 110800 0 0 D AMBAC FINANCIAL GROUP INC COMMON 023139108 1319 26100 SH DEFINED 01 26100 0 0 D AMERICAN EXPRESS CO. COMMON 025816109 534602 16087961 SH DEFINED 01 15534261 0 553700 D AMERICAN INTL. GROUP COMMON 026874107 661013 13367294 SH DEFINED 01 12814497 0 552797 D AMERUS GROUP CO COMMON 03072M108 3112 126813 SH DEFINED 01 126813 0 0 D AMERISOURCEBERGEN CORP COMMON 03073E105 252 4800 SH DEFINED 01 4800 0 0 D AMERIGROUP CORP COMMON 03073T102 6923 236600 SH DEFINED 01 236600 0 0 D AMGEN INC. COMMON 031162100 906392 15749650 SH DEFINED 01 15090850 0 658800 D ANALOG DEVICES INC. COMMON 032654105 3099 112706 SH DEFINED 01 112706 0 0 D ANHEUSER-BUSCH COS INC COMMON 035229103 281594 6041500 SH DEFINED 01 5841200 0 200300 D ANTEON INTERNATIONAL CORP COMMON 03674E108 3105 138300 SH DEFINED 01 138300 0 0 D ANSWERTHINK INC COMMON 036916104 4447 2021300 SH DEFINED 01 2021300 0 0 D APACHE CORP COMMON 037411105 91461 1481388 SH DEFINED 01 1457533 0 23855 D APOLLO GROUP INC - CL A CL A 037604105 893 17900 SH DEFINED 01 17900 0 0 D APOGENT TECHNOLOGIES COMMON 03760A101 41760 2864180 SH DEFINED 01 2864180 0 0 D APPLIED BIOSYSTEMS GROUP-APP COMMON 038020103 4322 273000 SH DEFINED 01 273000 0 0 D APPLICA INCORPORATED COMMON 03815A106 1401 286600 SH DEFINED 01 286600 0 0 D APPLIED MATERIALS INC. COMMON 038222105 310828 24708052 SH DEFINED 01 23567452 0 1140600 D AQUILA INC COMMON 03840P102 20587 9897600 SH DEFINED 01 9897600 0 0 D ARCH COAL INC. COMMON 039380100 66400 3492891 SH DEFINED 01 3438591 0 54300 D ARMOR HOLDINGS INC COMMON 042260109 1004 100400 SH DEFINED 01 100400 0 0 D ATHEROGENICS INC. COMMON 047439104 1498 160000 SH DEFINED 01 160000 0 0 D AUTODESK INC COMMON 052769106 31958 2094225 SH DEFINED 01 2094225 0 0 D AVALONBAY COMMUNITIES INC. COMMON 053484101 7377 199929 SH DEFINED 01 199929 0 0 D AVISTA CORP. COMMON 05379B107 15914 1502700 SH DEFINED 01 1502700 0 0 D AVON PRODUCTS INC COMMON 054303102 61735 1082131 SH DEFINED 01 1053131 0 29000 D BJ SERVICES CO COMMON 055482103 175715 5109479 SH DEFINED 01 4833979 0 275500 D BAKER HUGHES INC COMMON 057224107 25279 844591 SH DEFINED 01 844591 0 0 D BANK OF AMERICA CORP. COMMON 060505104 5715 85500 SH DEFINED 01 85500 0 0 D BANK OF NEW YORK CO INC COMMON 064057102 31896 1555900 SH DEFINED 01 1511900 0 44000 D BANK ONE CORP COMMON 06423A103 429712 12412234 SH DEFINED 01 11960734 0 451500 D BARRICK GOLD CORP COMMON 067901108 2304 148100 SH DEFINED 01 148100 0 0 D BARR LABORATORIES INC COMMON 068306109 2705 47450 SH DEFINED 01 47450 0 0 D BAXTER INTERNATIONAL INC COMMON 071813109 38753 2079013 SH DEFINED 01 2025113 0 53900 D BEA SYSTEMS INC COMMON 073325102 5499 542300 SH DEFINED 01 542300 0 0 D BEARINGPOINT INC COMMON 074002106 26239 4119140 SH DEFINED 01 4119140 0 0 D BED BATH & BEYOND INC COMMON 075896100 439358 12720255 SH DEFINED 01 12185055 0 535200 D BELDEN INC. COMMON 077459105 6176 574500 SH DEFINED 01 574500 0 0 D BELLSOUTH CORP COMMON 079860102 156119 7204405 SH DEFINED 01 7171405 0 33000 D BEMA GOLD CORP. COMMON 08135F107 580 504500 SH DEFINED 01 504500 0 0 D BIG LOTS INC COMMON 089302103 13870 1232900 SH DEFINED 01 1232900 0 0 D BIOMARIN PHARMACEUTICAL INC. COMMON 09061G101 4789 421900 SH DEFINED 01 421900 0 0 D BOEING CO COMMON 097023105 9943 396786 SH DEFINED 01 396786 0 0 D BOISE CASCADE CORP. COMMON 097383103 86484 3958108 SH DEFINED 01 3874208 0 83900 D BRIGHAM EXPLORATION COMPANY COMMON 109178103 521 110200 SH DEFINED 01 110200 0 0 D BRIGHT HORIZON FAMILY SOL. COMMON 109195107 9053 323100 SH DEFINED 01 323100 0 0 D BRISTOL-MYERS SQUIBB CO COMMON 110122108 31254 1479140 SH DEFINED 01 1479140 0 0 D BROCADE COMMUNICATIONS SYS COMMON 111621108 6608 1354200 SH DEFINED 01 1354200 0 0 D BROOKLINE BANCORP INC COMMON 11373M107 4736 378250 SH DEFINED 01 378250 0 0 D BROOKS AUTOMATION INC COMMON 114340102 4301 444800 SH DEFINED 01 444800 0 0 D BROWN & BROWN INC COMMON 115236101 698 22300 SH DEFINED 01 22300 0 0 D TOM BROWN INC COM NEW 115660201 4003 165400 SH DEFINED 01 165400 0 0 D CIGNA CORP COMMON 125509109 16640 363952 SH DEFINED 01 363952 0 0 D CLECO CORPORATION COMMON 12561W105 23210 1849400 SH DEFINED 01 1849400 0 0 D CSX CORP COMMON 126408103 32414 1136537 SH DEFINED 01 1085337 0 51200 D CABOT CORP COMMON 127055101 7354 308200 SH DEFINED 01 308200 0 0 D CABOT MICROELECTRONICS CORP COMMON 12709P103 5465 130300 SH DEFINED 01 130300 0 0 D CADENCE DESIGN SYS INC COMMON 127387108 4416 441600 SH DEFINED 01 441600 0 0 D CAMBREX COMMON 132011107 39385 1639680 SH DEFINED 01 1587580 0 52100 D CAREMARK RX INC COMMON 141705103 14231 784100 SH DEFINED 01 784100 0 0 D CARMAX INC COMMON 143130102 31013 2128573 SH DEFINED 01 2057102 0 71471 D CATERPILLAR INC. COMMON 149123101 146823 2984200 SH DEFINED 01 0 0 2984200 D CENTURY ALUMINUM COMPANY COMMON 156431108 986 156200 SH DEFINED 01 156200 0 0 D CENTURYTEL INC. COMMON 156700106 52302 1895000 SH DEFINED 01 1895000 0 0 D CERIDIAN CORP (NEW) COMMON 156779100 50969 3645829 SH DEFINED 01 3517429 0 128400 D CERNER CORP COMMON 156782104 9720 300200 SH DEFINED 01 300200 0 0 D CHARTER ONE FIN INC COMMON 160903100 1141 41245 SH DEFINED 01 41245 0 0 D CHECKFREE CORP COMMON 162813109 10031 446200 SH DEFINED 01 446200 0 0 D CHIQUITA BRANDS INTL COMMON 170032809 10064 917400 SH DEFINED 01 917400 0 0 D CINERGY CORP COMMON 172474108 27438 815385 SH DEFINED 01 815385 0 0 D CISCO SYSTEMS INC. COMMON 17275R102 646539 49810394 SH DEFINED 01 47665394 0 2145000 D CITIGROUP INC COMMON 172967101 525226 15246040 SH DEFINED 01 14720342 0 525698 D CLARCOR INC COMMON 179895107 8721 240900 SH DEFINED 01 240900 0 0 D CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 189792 5595287 SH DEFINED 01 5392687 0 202600 D COACH INC COMMON 189754104 2074 54100 SH DEFINED 01 54100 0 0 D COCA-COLA CO/THE COMMON 191216100 178367 4406319 SH DEFINED 01 4261919 0 144400 D COEUR D'ALENE MINES CORP COMMON 192108108 95 67225 SH DEFINED 01 67225 0 0 D COMCAST CORP-CL A (NEW) CL A 20030N101 30149 1054527 SH DEFINED 01 1054527 0 0 D COMCAST CORP-SPECIAL CL A CL A 20030N200 8318 302600 SH DEFINED 01 302600 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 9239 238000 SH DEFINED 01 238000 0 0 D CONAGRA FOODS INC. COMMON 205887102 54594 2718838 SH DEFINED 01 2718838 0 0 D CONCORD CAMERA CORP COMMON 206156101 5792 1156100 SH DEFINED 01 1156100 0 0 D CONCORD EFS INC COMMON 206197105 5084 540800 SH DEFINED 01 540800 0 0 D CONOCOPHILLIPS COMMON 20825C104 552 10305 SH DEFINED 01 10305 0 0 D CONSTELLATION ENERGY GROUP COMMON 210371100 49179 1773500 SH DEFINED 01 1773500 0 0 D COOPER CAMERON CORP COMMON 216640102 4798 96900 SH DEFINED 01 96900 0 0 D CORPORATE EXECUTIVE BOARD CO. COMMON 21988R102 12171 341700 SH DEFINED 01 341700 0 0 D COST PLUS INC/CALIFORNIA COMMON 221485105 6230 236700 SH DEFINED 01 236700 0 0 D COSTCO WHOLESALE CORPORATION COMMON 22160K105 1825 60764 SH DEFINED 01 60764 0 0 D COTT CORPORATION COMMON 22163N106 9598 546900 SH DEFINED 01 546900 0 0 D COUSINS PROPERTIES INC. COMMON 222795106 7721 298700 SH DEFINED 01 298700 0 0 D COVANCE INC COMMON 222816100 8039 347700 SH DEFINED 01 347700 0 0 D CYTYC CORPORATION COMMON 232946103 425 32600 SH DEFINED 01 32600 0 0 D DPL INC COMMON 233293109 22259 1786400 SH DEFINED 01 1786400 0 0 D DST SYSTEMS INC COMMON 233326107 5269 193700 SH DEFINED 01 193700 0 0 D DTE ENERGY COMPANY COMMON 233331107 18972 490854 SH DEFINED 01 490854 0 0 D DELL COMPUTER CORP. COMMON 247025109 510673 18699128 SH DEFINED 01 17833728 0 865400 D DENBURY RESOURCES INC COMMON 247916208 4982 460000 SH DEFINED 01 460000 0 0 D DENTSPLY INTERNATIONAL INC COMMON 249030107 344 9900 SH DEFINED 01 9900 0 0 D DIAMOND OFFSHORE DRILLING COMMON 25271C102 1846 95100 SH DEFINED 01 95100 0 0 D DIEBOLD, INC COMMON 253651103 14880 438431 SH DEFINED 01 438431 0 0 D DOCUMENTUM COMMON 256159104 3801 289700 SH DEFINED 01 289700 0 0 D DOLLAR TREE STORES COMMON 256747106 591 29700 SH DEFINED 01 29700 0 0 D DOMINION RESOURCES INC/VA COMMON 25746U109 98604 1780812 SH DEFINED 01 1780812 0 0 D DOUBLECLICK INC COMMON 258609304 16721 2151931 SH DEFINED 01 2151931 0 0 D DOW CHEMICAL CO. COMMON 260543103 31569 1143400 SH DEFINED 01 1143400 0 0 D E.I. DUPONT DE NEMOURS COMMON 263534109 18820 484300 SH DEFINED 01 484300 0 0 D DUN & BRADSTREET CORP COMMON 26483E100 5894 154100 SH DEFINED 01 154100 0 0 D DYNEGY INC. - CLASS A CL A 26816Q101 15810 6057600 SH DEFINED 01 6057600 0 0 D EMC CORP/MASS COMMON 268648102 114 15700 SH DEFINED 01 15700 0 0 D ENSCO INTERNATIONAL INC COMMON 26874Q100 87932 3446962 SH DEFINED 01 3446962 0 0 D EATON VANCE CORP COMMON NON-VTG 278265103 11975 448000 SH DEFINED 01 448000 0 0 D EBAY INC COMMON 278642103 71677 840200 SH DEFINED 01 840200 0 0 D ECHOSTAR COMMUNICATIONS-A CL A 278762109 62439 2162005 SH DEFINED 01 2162005 0 0 D EDUCATION MANAGEMENT CORP COMMON 28139T101 9282 233400 SH DEFINED 01 233400 0 0 D J.D. EDWARDS & CO COMMON 281667105 39341 3566745 SH DEFINED 01 3453845 0 112900 D EDWARDS AG INC COMMON 281760108 28896 1115659 SH DEFINED 01 1115659 0 0 D ELECTRONIC ARTS INC COMMON 285512109 10526 179500 SH DEFINED 01 179500 0 0 D EMISPHERE TECHNOLOGIES INC. COMMON 291345106 316 121700 SH DEFINED 01 121700 0 0 D EMMIS COMMUNICATIONS -CL A CL A 291525103 5911 350200 SH DEFINED 01 350200 0 0 D ENCORE ACQUISITION CO. COMMON 29255W100 16035 869100 SH DEFINED 01 869100 0 0 D ENDOCARE INC. COMMON 29264P104 2723 1111500 SH DEFINED 01 1111500 0 0 D ENERGY EAST CORPORATION COMMON 29266M109 50582 2841700 SH DEFINED 01 2841700 0 0 D ENTERCOM COMMUNICATIONS - A CL A 293639100 5260 119800 SH DEFINED 01 119800 0 0 D ENTERGY CORPORATION COMMON 29364G103 58281 1210400 SH DEFINED 01 1210400 0 0 D ENTRAVISION COMMUNICATIONS -A CL A 29382R107 4646 860300 SH DEFINED 01 860300 0 0 D ENZON PHARMACEUTICALS INC COMMON 293904108 1175 103500 SH DEFINED 01 103500 0 0 D EQUITABLE RESOURCES INC COMMON 294549100 71865 1915900 SH DEFINED 01 1915900 0 0 D EVERGREEN RESOURCES INC NO PAR 299900308 11359 250700 SH DEFINED 01 250700 0 0 D EXELON CORPORATION COMMON 30161N101 25896 513700 SH DEFINED 01 513700 0 0 D EXPEDIA INC. CL. A CL A 302125109 4732 91600 SH DEFINED 01 91600 0 0 D EXULT INC COMMON 302284104 4278 583600 SH DEFINED 01 583600 0 0 D EXXON MOBIL CORPORATION COMMON 30231G102 20655 591000 SH DEFINED 01 591000 0 0 D FMC TECHNOLOGIES INC COMMON 30249U101 39494 2056987 SH DEFINED 01 2056987 0 0 D FPL GROUP INC. COMMON 302571104 24261 411700 SH DEFINED 01 411700 0 0 D FED HOME LOAN MTG CORP. COMMON 313400301 2788 52500 SH DEFINED 01 52500 0 0 D FANNIE MAE COMMON 313586109 3039 46500 SH DEFINED 01 46500 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 55317 1974209 SH DEFINED 01 1974209 0 0 D FIRSTENERGY CORP. COMMON 337932107 103400 3282528 SH DEFINED 01 3282528 0 0 D FISHER SCIENTIFIC INTL COM NEW 338032204 46267 1654747 SH DEFINED 01 1654747 0 0 D FLOWSERVE CORPORATION COMMON 34354P105 7833 672400 SH DEFINED 01 672400 0 0 D FOREST LABORATORIES COMMON 345838106 244907 4537832 SH DEFINED 01 4374632 0 163200 D FOX ENTERTAINMENT GROUP INC.-A CL A 35138T107 38154 1430594 SH DEFINED 01 1430594 0 0 D FREEPORT-MCMORAN COPPER-B CL B 35671D857 112190 6580100 SH DEFINED 01 6500200 0 79900 D FURNITURE BRANDS INTL INC COMMON 360921100 7259 371100 SH DEFINED 01 371100 0 0 D ARTHUR J GALLAGHER & CO COMMON 363576109 331 13500 SH DEFINED 01 13500 0 0 D GEMSTAR-TV GUIDE INTL INC COMMON 36866W106 9084 2475800 SH DEFINED 01 2475800 0 0 D GENENTECH INC COM NEW 368710406 221483 6326275 SH DEFINED 01 6084575 0 241700 D GENERAL DYNAMICS CORP COMMON 369550108 40647 738097 SH DEFINED 01 738097 0 0 D GENERAL ELECTRIC CO. COMMON 369604103 11738 460300 SH DEFINED 01 460300 0 0 D GENZYME CORP - GENL DIVISION COMMON 372917104 9692 265900 SH DEFINED 01 265900 0 0 D GILEAD SCIENCES INC COMMON 375558103 59361 1413700 SH DEFINED 01 1369000 0 44700 D GILLETTE CO. COMMON 375766102 76081 2459000 SH DEFINED 01 2374800 0 84200 D GLADSTONE CAPITAL CORP. COMMON 376535100 6825 421800 SH DEFINED 01 421800 0 0 D GLOBAL PAYMENTS INC COMMON 37940X102 211 6900 SH DEFINED 01 6900 0 0 D GOLDEN STAR RESOURCES LTD. COMMON 38119T104 540 300100 SH DEFINED 01 300100 0 0 D GOLDMAN SACHS GROUP INC. COMMON 38141G104 485611 7132940 SH DEFINED 01 6885040 0 247900 D GRACO INC COMMON 384109104 4719 167925 SH DEFINED 01 167925 0 0 D GRANT PRIDECO INC. COMMON 38821G101 3303 273900 SH DEFINED 01 273900 0 0 D GRAY TELEVISION INC COMMON 389375106 4823 535900 SH DEFINED 01 535900 0 0 D GREY WOLF INC. COMMON 397888108 1652 419200 SH DEFINED 01 419200 0 0 D GTECH HOLDING CORP COMMON 400518106 5925 181400 SH DEFINED 01 181400 0 0 D GUIDANT CORP COMMON 401698105 348 9600 SH DEFINED 01 9600 0 0 D HCA INC COMMON 404119109 83685 2023341 SH DEFINED 01 2023341 0 0 D HALLIBURTON CO COMMON 406216101 28125 1356750 SH DEFINED 01 1356750 0 0 D HANOVER COMPRESSOR CO COMMON 410768105 9388 1444300 SH DEFINED 01 1444300 0 0 D HARLEY-DAVIDSON INC COMMON 412822108 339669 8553740 SH DEFINED 01 8187640 0 366100 D HARMAN INTERNATIONAL COMMON 413086109 4832 82500 SH DEFINED 01 82500 0 0 D HARRIS CORP. COMMON 413875105 12305 443100 SH DEFINED 01 443100 0 0 D THE HARTFORD FINANCIAL SVCS GR COMMON 416515104 146235 4143789 SH DEFINED 01 4034389 0 109400 D HEALTH MANAGEMENT ASSOCIATES - CL A 421933102 36471 1919522 SH DEFINED 01 1843322 0 76200 D HEALTH NET INC COMMON 42222G108 201 7500 SH DEFINED 01 7500 0 0 D HEARTLAND EXPRESS INC COMMON 422347104 10125 527900 SH DEFINED 01 527900 0 0 D HEWLETT-PACKARD CO COMMON 428236103 580934 37359085 SH DEFINED 01 36128606 0 1230479 D HILTON HOTELS CORP COMMON 432848109 3098 266800 SH DEFINED 01 266800 0 0 D HOTELS.COM - CL A CL A 44147T108 4666 80900 SH DEFINED 01 80900 0 0 D HUMANA INC COMMON 444859102 124 12900 SH DEFINED 01 12900 0 0 D HYDRIL COMPANY COMMON 448774109 3121 124900 SH DEFINED 01 124900 0 0 D IDEC PHARMACEUTICALS CORP COMMON 449370105 9356 273400 SH DEFINED 01 273400 0 0 D IMC GLOBAL INC COMMON 449669100 11446 1189800 SH DEFINED 01 1189800 0 0 D ITT INDUSTRIES INC COMMON 450911102 369 6900 SH DEFINED 01 6900 0 0 D IMAX CORP. COMMON 45245E109 9957 2036100 SH DEFINED 01 2036100 0 0 D IMCLONE SYSTEMS COMMON 45245W109 605 36600 SH DEFINED 01 36600 0 0 D IMPAX LABORATORIES INC COMMON 45256B101 3208 714400 SH DEFINED 01 714400 0 0 D INSIGHT ENTERPRISES INC COMMON 45765U103 8878 1259300 SH DEFINED 01 1259300 0 0 D INSIGHT COMMUNICATIONS CO. - A CL A 45768V108 10864 909100 SH DEFINED 01 909100 0 0 D INSPIRE PHARMACEUTICALS INC COMMON 457733103 4383 279700 SH DEFINED 01 279700 0 0 D INTEL CORP COMMON 458140100 533172 32750133 SH DEFINED 01 31489933 0 1260200 D INTERGRAPH CORP COMMON 458683109 2412 139100 SH DEFINED 01 139100 0 0 D INT'L BUSINESS MACHINES CORP. COMMON 459200101 361781 4612787 SH DEFINED 01 4429987 0 182800 D INTERNATIONAL PAPER COMMON 460146103 313821 9284645 SH DEFINED 01 8957745 0 326900 D INTUIT INC COMMON 461202103 7421 199500 SH DEFINED 01 199500 0 0 D INTUITIVE SURGICAL INC COMMON 46120E107 4849 750600 SH DEFINED 01 750600 0 0 D IRON MOUNTAIN COMMON 462846106 8935 233600 SH DEFINED 01 233600 0 0 D ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 21844 426647 SH DEFINED 01 426647 0 0 D IVAX CORP COMMON 465823102 4681 382100 SH DEFINED 01 382100 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 22574 952100 SH DEFINED 01 952100 0 0 D JOHNSON AND JOHNSON COMMON 478160104 615960 10643870 SH DEFINED 01 10150570 0 493300 D JOY GLOBAL INC COMMON 481165108 7479 690600 SH DEFINED 01 690600 0 0 D KCS ENERGY INC COMMON 482434206 90 30560 SH DEFINED 01 30560 0 0 D KLA-TENCOR CORPORATION COMMON 482480100 171756 4778716 SH DEFINED 01 4571016 0 207700 D KERR-MCGEE CORP. COMMON 492386107 69011 1699350 SH DEFINED 01 1647250 0 52100 D KEYSPAN CORPORATION COMMON 49337W100 56469 1750992 SH DEFINED 01 1750992 0 0 D KILROY REALTY CORP COMMON 49427F108 4873 220500 SH DEFINED 01 220500 0 0 D KIMBERLY-CLARK CORP COMMON 494368103 38325 843048 SH DEFINED 01 843048 0 0 D KINDER MORGAN INC COMMON 49455P101 51236 1138575 SH DEFINED 01 1138575 0 0 D KINDER MORGAN MANAGEMENT LLC SHS 49455U100 12646 390911 SH DEFINED 01 390911 0 0 D KINROSS GOLD CORP COM NEW 496902206 110 17801 SH DEFINED 01 17801 0 0 D KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 29065 496838 SH DEFINED 01 474238 0 22600 D KOHL'S CORP. COMMON 500255104 659919 11663477 SH DEFINED 01 11159177 0 504300 D KRAFT FOODS INC-A CL A 50075N104 19531 692600 SH DEFINED 01 692600 0 0 D LAMAR ADVERTISING CO. - A CL A 512815101 14143 482043 SH DEFINED 01 482043 0 0 D LATTICE SEMICONDUCTOR CORP COMMON 518415104 6677 885600 SH DEFINED 01 885600 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 47602 824284 SH DEFINED 01 824284 0 0 D LIBERTY MEDIA CORP-A COMMON 530718105 68745 7065191 SH DEFINED 01 6633991 0 431200 D LIBERTY PROPERTY TRUST SH BEN INT 531172104 10113 323100 SH DEFINED 01 323100 0 0 D LIFEPOINT HOSPITALS INC COMMON 53219L109 6682 266100 SH DEFINED 01 266100 0 0 D LILLY (ELI) & CO. COMMON 532457108 42811 749100 SH DEFINED 01 727800 0 21300 D LIN TV CORP-CL A CL A 532774106 9080 442700 SH DEFINED 01 442700 0 0 D LINCOLN NATIONAL CORP. COMMON 534187109 443 15817 SH DEFINED 01 15817 0 0 D LINEAR TECHNOLOGY CORP COMMON 535678106 5341 173000 SH DEFINED 01 173000 0 0 D LIQUIDMETAL TECHNOLOGIES COMMON 53634X100 1668 307700 SH DEFINED 01 307700 0 0 D LOCKHEED MARTIN CORPORATION COMMON 539830109 333253 7008468 SH DEFINED 01 6765468 0 243000 D LOEWS CORP COMMON 540424108 102847 2581511 SH DEFINED 01 2518911 0 62600 D CAROLINA GROUP (TRACKING STOCK COMMON 540424207 7604 411000 SH DEFINED 01 411000 0 0 D LONE STAR TECHNOLOGIES COMMON 542312103 3069 145300 SH DEFINED 01 145300 0 0 D LOWE'S COS COMMON 548661107 237748 5824294 SH DEFINED 01 5602494 0 221800 D LYONDELL CHEMICAL COMPANY COMMON 552078107 17695 1268494 SH DEFINED 01 1268494 0 0 D MBIA INC COMMON 55262C100 1186 30700 SH DEFINED 01 30700 0 0 D MGI PHARMA INC COMMON 552880106 1241 98500 SH DEFINED 01 98500 0 0 D MRO SOFTWARE INC COMMON 55347W105 3388 493900 SH DEFINED 01 493900 0 0 D MANHATTAN ASSOCIATES INC COMMON 562750109 5056 288400 SH DEFINED 01 288400 0 0 D MANPOWER INC COMMON 56418H100 24533 821036 SH DEFINED 01 821036 0 0 D MARKEL CORP COMMON 570535104 4687 20950 SH DEFINED 01 20950 0 0 D MARRIOTT INTERNATIONAL-CL A CL A 571903202 357528 11239493 SH DEFINED 01 10723293 0 516200 D MASSEY ENERGY CO COMMON 576206106 4194 446200 SH DEFINED 01 446200 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 4355 120563 SH DEFINED 01 120563 0 0 D MAVERICK TUBE CORP COMMON 577914104 15780 848400 SH DEFINED 01 848400 0 0 D MCDONALD'S CORPORATION COMMON 580135101 39177 2709352 SH DEFINED 01 2709352 0 0 D MCMORAN EXPLORATION CO. COMMON 582411104 1705 142900 SH DEFINED 01 142900 0 0 D MEADWESTVACO CORP COMMON 583334107 23777 1043770 SH DEFINED 01 1043770 0 0 D MEDICIS PHARMACEUTICAL - CL A CL A 584690309 2379 42800 SH DEFINED 01 42800 0 0 D MEDIMMUNE INC COMMON 584699102 269646 8213387 SH DEFINED 01 7943087 0 270300 D MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 1560 862100 SH DEFINED 01 862100 0 0 D MELLON FINANCIAL CORP COMMON 58551A108 1809 85100 SH DEFINED 01 85100 0 0 D MEMBERWORKS INC COMMON 586002107 723 34900 SH DEFINED 01 34900 0 0 D MERCK & CO. INC. COMMON 589331107 57864 1056300 SH DEFINED 01 938500 0 117800 D MERRILL LYNCH & CO., INC. COMMON 590188108 426366 12044232 SH DEFINED 01 11576832 0 467400 D MICROSOFT CORP. COMMON 594918104 805897 33287771 SH DEFINED 01 31841771 0 1446000 D MICROCHIP TECHNOLOGY INC COMMON 595017104 444 22300 SH DEFINED 01 22300 0 0 D MID ATLANTIC MEDICAL SVCS COMMON 59523C107 260 6400 SH DEFINED 01 6400 0 0 D HERMAN MILLER INC COMMON 600544100 2135 132600 SH DEFINED 01 132600 0 0 D MILLIPORE CORP COMMON 601073109 206 6300 SH DEFINED 01 6300 0 0 D MIRAMAR MINING CORP COMMON 60466E100 291 300000 SH DEFINED 01 300000 0 0 D MIRANT CORP COMMON 604675108 12085 7553080 SH DEFINED 01 7553080 0 0 D MONOLITHIC SYSTEM TECH. COMMON 609842109 3161 449000 SH DEFINED 01 449000 0 0 D MONSANTO CO / NEW COMMON 61166W101 49284 3005100 SH DEFINED 01 3005100 0 0 D MOODY'S CORP COMMON 615369105 254 5500 SH DEFINED 01 5500 0 0 D MORGAN STANLEY COMMON 617446448 12713 331500 SH DEFINED 01 331500 0 0 D MYLAN LABORATORIES COMMON 628530107 8864 308300 SH DEFINED 01 308300 0 0 D NCO GROUP COMMON 628858102 13817 952900 SH DEFINED 01 952900 0 0 D NPS PHARMACEUTICALS INC COMMON 62936P103 2712 175400 SH DEFINED 01 175400 0 0 D NATCO GROUP INC-A CL A 63227W203 420 74400 SH DEFINED 01 74400 0 0 D NATIONAL-OILWELL INC COMMON 637071101 5689 254100 SH DEFINED 01 254100 0 0 D NAVISTAR INTERNATIONAL CORP. COMMON 63934E108 238197 9678902 SH DEFINED 01 9678902 0 0 D NDCHEALTH CORP COMMON 639480102 15470 922500 SH DEFINED 01 922500 0 0 D NETWORKS ASSOCIATES INC COMMON 640938106 36231 2623543 SH DEFINED 01 2533243 0 90300 D NEW YORK TIMES CLASS A CL A 650111107 251379 5825696 SH DEFINED 01 5635496 0 190200 D NEWFIELD EXPLORATION COMPANY COMMON 651290108 6527 192600 SH DEFINED 01 192600 0 0 D NEWMONT MINING CORP. COMMON 651639106 70212 2685000 SH DEFINED 01 2627700 0 57300 D NISOURCE INC. COMMON 65473P105 52644 2892536 SH DEFINED 01 2892536 0 0 D NOBLE ENERGY INC COMMON 655044105 4677 136400 SH DEFINED 01 136400 0 0 D NORDSTROM INC COMMON 655664100 185 11400 SH DEFINED 01 11400 0 0 D NORTHROP GRUMMAN CORP COMMON 666807102 478418 5575969 SH DEFINED 01 5381369 0 194600 D NOVELLUS SYSTEMS INC COMMON 670008101 251672 9228910 SH DEFINED 01 8859810 0 369100 D OCCIDENTAL PETROLEUM CORP COMMON 674599105 43888 1464889 SH DEFINED 01 1464889 0 0 D ODYSSEY HEALTHCARE INC COMMON 67611V101 9323 392200 SH DEFINED 01 392200 0 0 D OIL STATES INTERNATIONAL INC. COMMON 678026105 7704 642000 SH DEFINED 01 642000 0 0 D OLIN CORP COMMON 680665205 13255 729500 SH DEFINED 01 729500 0 0 D OMNICARE INC. COMMON 681904108 20720 761500 SH DEFINED 01 761500 0 0 D OMNICOM GROUP COMMON 681919106 208977 3857800 SH DEFINED 01 3721400 0 136400 D ONEOK INC COMMON 682680103 32095 1750000 SH DEFINED 01 1750000 0 0 D ORACLE CORPORATION COMMON 68389X105 2601 239700 SH DEFINED 01 239700 0 0 D OUTBACK STEAKHOUSE INC COMMON 689899102 463 13100 SH DEFINED 01 13100 0 0 D PC-TEL INC. COMMON 69325Q105 3485 386800 SH DEFINED 01 386800 0 0 D PG&E CORPORATION COMMON 69331C108 52602 3910900 SH DEFINED 01 3910900 0 0 D PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 2209 59700 SH DEFINED 01 59700 0 0 D PNC FINL CORP COMMON 693475105 10815 255200 SH DEFINED 01 255200 0 0 D PNM RESOURCES INC COMMON 69349H107 40273 1790700 SH DEFINED 01 1790700 0 0 D PPL CORPORATION COMMON 69351T106 50221 1410300 SH DEFINED 01 1410300 0 0 D PARAMETRIC TECHNOLOGY CORP COMMON 699173100 10586 4878200 SH DEFINED 01 4878200 0 0 D PATTERSON-UTI ENERGY INC COMMON 703481101 12388 383400 SH DEFINED 01 383400 0 0 D PAYCHEX INC COMMON 704326107 80767 2940200 SH DEFINED 01 2830700 0 109500 D PEABODY ENERGY CORP. COMMON 704549104 13025 467000 SH DEFINED 01 467000 0 0 D PEGASUS SOLUTIONS INC. COMMON 705906105 10249 915100 SH DEFINED 01 915100 0 0 D PEMSTAR INC COMMON 706552106 4344 1983700 SH DEFINED 01 1983700 0 0 D PENTAIR INC COMMON 709631105 12938 366000 SH DEFINED 01 366000 0 0 D PEPSI BOTTLING GROUP INC COMMON 713409100 203 11300 SH DEFINED 01 11300 0 0 D PETSMART INC COMMON 716768106 255 20200 SH DEFINED 01 20200 0 0 D PFIZER INC. COMMON 717081103 252096 8090366 SH DEFINED 01 7710741 0 379625 D PHARMACEUTICAL RESOURCES INC COMMON 717125108 4422 104100 SH DEFINED 01 104100 0 0 D PHARMACIA CORP COMMON 71713U102 439349 10146631 SH DEFINED 01 9787586 0 359045 D PHELPS DODGE CORP COMMON 717265102 11472 353200 SH DEFINED 01 353200 0 0 D PINNACLE WEST CAPITAL COMMON 723484101 45914 1381300 SH DEFINED 01 1381300 0 0 D PIONEER NATURAL RESOURCES CO. COMMON 723787107 53226 2120546 SH DEFINED 01 2120546 0 0 D PLACER DOME INC COMMON 725906101 21225 2165858 SH DEFINED 01 2165858 0 0 D POLO RALPH LAUREN CORP CL A 731572103 54941 2399160 SH DEFINED 01 2286460 0 112700 D POWER INTEGRATIONS, INC. COMMON 739276103 5031 242700 SH DEFINED 01 242700 0 0 D PRAXAIR INC COMMON 74005P104 524 9300 SH DEFINED 01 9300 0 0 D T ROWE PRICE GROUP INC COMMON 74144T108 4014 148000 SH DEFINED 01 148000 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 14789 1096300 SH DEFINED 01 1096300 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 10161 374400 SH DEFINED 01 374400 0 0 D PRIORITY HEALTHCARE CORP. - B CL B 74264T102 15518 582300 SH DEFINED 01 582300 0 0 D PROCTER & GAMBLE CO COMMON 742718109 315619 3544291 SH DEFINED 01 3427291 0 117000 D PROGRESS ENERGY INC COMMON 743263105 21208 541700 SH DEFINED 01 541700 0 0 D PROTEIN DESIGN LABS INC. COMMON 74369L103 4867 655000 SH DEFINED 01 655000 0 0 D PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 60891 1659600 SH DEFINED 01 1659600 0 0 D PUGET ENERGY INC COMMON 745310102 11721 550000 SH DEFINED 01 550000 0 0 D QUESTAR CORP COMMON 748356102 66000 2232000 SH DEFINED 01 2232000 0 0 D QUICKSILVER RESOURCES INC. COMMON 74837R104 5151 216700 SH DEFINED 01 216700 0 0 D RLI CORP COMMON 749607107 1779 66200 SH DEFINED 01 66200 0 0 D RAYTHEON CO (NEW) COMMON 755111507 19408 684100 SH DEFINED 01 684100 0 0 D REALNETWORKS INC. COMMON 75605L104 4294 1039600 SH DEFINED 01 1039600 0 0 D REGENT COMMUNICATIONS INC COMMON 758865109 5164 1087100 SH DEFINED 01 1087100 0 0 D RELIANT RESOURCES INC COMMON 75952B105 27769 7800300 SH DEFINED 01 7800300 0 0 D REMEC INC. COMMON 759543101 4443 925700 SH DEFINED 01 925700 0 0 D REMINGTON OIL & GAS CORP COMMON 759594302 7383 433500 SH DEFINED 01 433500 0 0 D REYNOLDS & REYNOLDS -CL A CL A 761695105 9384 370900 SH DEFINED 01 370900 0 0 D ROBBINS & MYERS, INC. COMMON 770196103 5648 419600 SH DEFINED 01 419600 0 0 D ROWAN COMPANIES INC COMMON 779382100 4730 240600 SH DEFINED 01 240600 0 0 D ROYAL DUTCH PETRO-NY REG SHARE COM N.Y.REG 780257804 3509 86100 SH DEFINED 01 86100 0 0 D RUBY TUESDAY INC COMMON 781182100 8823 432500 SH DEFINED 01 432500 0 0 D RYLAND GROUP INC COMMON 783764103 9152 211900 SH DEFINED 01 211900 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 67591 3369450 SH DEFINED 01 3369450 0 0 D S1 CORPORATION COMMON 78463B101 4563 891200 SH DEFINED 01 891200 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 4532 180900 SH DEFINED 01 180900 0 0 D ST. PAUL COMPANIES COMMON 792860108 7820 245900 SH DEFINED 01 245900 0 0 D SARA LEE CORP COMMON 803111103 21769 1164125 SH DEFINED 01 1164125 0 0 D SCANA CORP COMMON 80589M102 10577 353500 SH DEFINED 01 353500 0 0 D SCHLUMBERGER, LTD. COMMON 806857108 397364 10454213 SH DEFINED 01 10079913 0 374300 D SCHOLASTIC CORP COMMON 807066105 29667 1103263 SH DEFINED 01 1103263 0 0 D SCRIPPS CO (E.W.)-CL A CL A 811054204 318 4200 SH DEFINED 01 4200 0 0 D SEMTECH CORP COMMON 816850101 10137 669100 SH DEFINED 01 669100 0 0 D SEMPRA ENERGY COMMON 816851109 69848 2798392 SH DEFINED 01 2798392 0 0 D SEPRACOR INC COMMON 817315104 71687 5294430 SH DEFINED 01 5258330 0 36100 D SILICON VALLEY BANCSHARES COMMON 827064106 5737 315400 SH DEFINED 01 315400 0 0 D SKYWEST INC COMMON 830879102 6857 663800 SH DEFINED 01 663800 0 0 D SMITH INT'L INC. COMMON 832110100 66324 1882600 SH DEFINED 01 1882600 0 0 D SOLECTRON CORP COMMON 834182107 46975 15554668 SH DEFINED 01 15229268 0 325400 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 22526 750100 SH DEFINED 01 750100 0 0 D SOVEREIGN BANCORP INC COMMON 845905108 1343 97000 SH DEFINED 01 97000 0 0 D SPARTECH CORP COMMON 847220209 7721 399200 SH DEFINED 01 399200 0 0 D SPEEDWAY MOTORSPORTS, INC. COMMON 847788106 15567 659900 SH DEFINED 01 659900 0 0 D SPINNAKER EXPLORATION CO COMMON 84855W109 34052 1753471 SH DEFINED 01 1701671 0 51800 D SPRINT CORP-PCS GROUP COM SER1 852061506 31284 7175307 SH DEFINED 01 7175307 0 0 D STANCORP FINANCIAL GROUP, INC. COMMON 852891100 12150 235700 SH DEFINED 01 235700 0 0 D STAPLES, INC. COMMON 855030102 6395 348900 SH DEFINED 01 348900 0 0 D STARBUCKS CORP COMMON 855244109 379762 14742338 SH DEFINED 01 14169038 0 573300 D STARWOOD HOTELS & RESORTS PAIRED CTF 85590A203 4463 187600 SH DEFINED 01 187600 0 0 D STERIS CORP COMMON 859152100 6365 243300 SH DEFINED 01 243300 0 0 D STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 251406 13301883 SH DEFINED 01 12787883 0 514000 D SUNCOR ENERGY INC COMMON 867229106 20625 1180600 SH DEFINED 01 1056400 0 124200 D SUNGARD DATA SYSTEMS COMMON 867363103 8350 392000 SH DEFINED 01 392000 0 0 D SUPERVALU INC. COMMON 868536103 4837 312035 SH DEFINED 01 312035 0 0 D SWIFT ENERGY CO COMMON 870738101 6194 727800 SH DEFINED 01 727800 0 0 D SYBASE INC. COMMON 871130100 38687 2987454 SH DEFINED 01 2897554 0 89900 D SYMBOL TECHNOLOGIES INC COMMON 871508107 13994 1625300 SH DEFINED 01 1625300 0 0 D SYNOPSYS INC COMMON 871607107 67946 1596071 SH DEFINED 01 1596071 0 0 D THQ INC COM NEW 872443403 2984 228500 SH DEFINED 01 228500 0 0 D TMP WORLDWIDE INC COMMON 872941109 15209 1417400 SH DEFINED 01 1417400 0 0 D TXU CORPORATION COMMON 873168108 98148 5498500 SH DEFINED 01 5418200 0 80300 D TARGET CORP. COMMON 87612E106 12356 422300 SH DEFINED 01 422300 0 0 D TECH DATA CORP COMMON 878237106 34569 1443971 SH DEFINED 01 1443971 0 0 D TEKTRONIX INC. COMMON 879131100 3493 203700 SH DEFINED 01 203700 0 0 D TELIK INC COMMON 87959M109 2478 184400 SH DEFINED 01 184400 0 0 D TEMPLE-INLAND COMMON 879868107 112777 3015440 SH DEFINED 01 2935440 0 80000 D TENET HEALTHCARE CORPORATION COMMON 88033G100 23868 1429212 SH DEFINED 01 1429212 0 0 D TEXAS INSTRUMENTS INC. COMMON 882508104 267229 16324289 SH DEFINED 01 15736589 0 587700 D 3COM CORP COMMON 885535104 21411 4350866 SH DEFINED 01 4350866 0 0 D 3M CO COMMON 88579Y101 624943 4806150 SH DEFINED 01 4598150 0 208000 D TIBCO SOFTWARE INC COMMON 88632Q103 1488 354200 SH DEFINED 01 354200 0 0 D TIFFANY & CO. COMMON 886547108 349471 13978844 SH DEFINED 01 13285644 0 693200 D TOWER AUTOMOTIVE INC. COMMON 891707101 1884 794800 SH DEFINED 01 794800 0 0 D TOYS R US INC COMMON 892335100 32342 3864091 SH DEFINED 01 3864091 0 0 D TRAVELERS PROPERTY CASUALT-A CL A 89420G109 9832 697798 SH DEFINED 01 697798 0 0 D TRIAD HOSPITALS INC. COMMON 89579K109 9223 342859 SH DEFINED 01 342859 0 0 D TRIBUNE CO COMMON 896047107 414 9200 SH DEFINED 01 9200 0 0 D TYCO INTERNATIONAL LTD COMMON 902124106 25266 1964675 SH DEFINED 01 1964675 0 0 D UCBH HOLDINGS INC COMMON 90262T308 7459 169600 SH DEFINED 01 169600 0 0 D USA INTERACTIVE COMMON 902984103 42053 1569739 SH DEFINED 01 1569739 0 0 D UNION PACIFIC CORP COMMON 907818108 9705 176450 SH DEFINED 01 176450 0 0 D UNISOURCE ENERGY CORP. COMMON 909205106 29796 1722340 SH DEFINED 01 1722340 0 0 D UNITED NATURAL FOODS INC. COMMON 911163103 7591 297700 SH DEFINED 01 297700 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 5152 56200 SH DEFINED 01 56200 0 0 D UNIVISION COMMUNICATIONS CL-A CL A 914906102 333542 13608402 SH DEFINED 01 13132602 0 475800 D VALERO ENERGY CORP. COMMON 91913Y100 9149 221100 SH DEFINED 01 221100 0 0 D VECTREN CORPORATION COMMON 92240G101 18767 872500 SH DEFINED 01 872500 0 0 D VERISIGN INC COMMON 92343E102 8297 949300 SH DEFINED 01 949300 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 101445 2869721 SH DEFINED 01 2869721 0 0 D VIACOM INC-CL B CL B 925524308 691426 18932802 SH DEFINED 01 18192996 0 739806 D VISHAY INTERTECHNOLOGY INC. COMMON 928298108 21931 2154276 SH DEFINED 01 2066876 0 87400 D WGL HOLDINGS INC. COMMON 92924F106 9838 371400 SH DEFINED 01 371400 0 0 D W-H ENERGY SERVICES INC. COMMON 92925E108 3790 221400 SH DEFINED 01 221400 0 0 D WACHOVIA CORP COMMON 929903102 2027 59500 SH DEFINED 01 59500 0 0 D WAL-MART STORES COMMON 931142103 751552 14444585 SH DEFINED 01 13917085 0 527500 D WALGREEN CO COMMON 931422109 215647 7315005 SH DEFINED 01 7026005 0 289000 D WASTE CONNECTIONS INC. COMMON 941053100 4271 123800 SH DEFINED 01 123800 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 28588 1349768 SH DEFINED 01 1349768 0 0 D WATSON PHARMACEUTICALS INC. COMMON 942683103 9730 338200 SH DEFINED 01 338200 0 0 D WATSON WYATT & CO HOLDINGS - A CL A 942712100 12161 605000 SH DEFINED 01 605000 0 0 D WEBMD CORPORATION COMMON 94769M105 11430 1267200 SH DEFINED 01 1267200 0 0 D WEIGHT WATCHERS INTL INC COMMON 948626106 2197 47700 SH DEFINED 01 47700 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 2963 38600 SH DEFINED 01 38600 0 0 D WEST CORPORATION COMMON 952355105 8666 489900 SH DEFINED 01 489900 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 60224 1850200 SH DEFINED 01 1850200 0 0 D WESTERN WIRELESS CORP. -CL.A CL A 95988E204 32748 5827000 SH DEFINED 01 5827000 0 0 D WESTPORT RESOURCES CORP COMMON 961418100 3325 165000 SH DEFINED 01 165000 0 0 D WEYERHAEUSER CO COMMON 962166104 215217 4499623 SH DEFINED 01 4332023 0 167600 D WHOLE FOODS MARKET INC COMMON 966837106 64259 1154900 SH DEFINED 01 1108500 0 46400 D WILLIAMS-SONOMA INC COMMON 969904101 288 13200 SH DEFINED 01 13200 0 0 D WYETH COMMON 983024100 258103 6824494 SH DEFINED 01 6602394 0 222100 D XTO ENERGY INC COMMON 98385X106 6480 341047 SH DEFINED 01 341047 0 0 D XILINX INC COMMON 983919101 204536 8737100 SH DEFINED 01 8299300 0 437800 D XEROX CORP. COMMON 984121103 34366 3950060 SH DEFINED 01 3950060 0 0 D YUM! BRANDS INC COMMON 988498101 326 13400 SH DEFINED 01 13400 0 0 D ZIMMER HOLDINGS INC COMMON 98956P102 4955 101900 SH DEFINED 01 101900 0 0 D ACE LTD ORD G0070K103 24551 848057 SH DEFINED 01 848057 0 0 D AMDOCS LTD ORD G02602103 5757 433500 SH DEFINED 01 433500 0 0 D APEX SILVER MINES LIMITED ORD G04074103 9113 680100 SH DEFINED 01 680100 0 0 D ACCENTURE LTD-CL A CL A G1150G111 8392 541400 SH DEFINED 01 541400 0 0 D EVEREST RE GROUP LTD COMMON G3223R108 48844 853760 SH DEFINED 01 853760 0 0 D GLOBALSANTAFE CORP SHS G3930E101 60362 2923076 SH DEFINED 01 2923076 0 0 D MAX RE CAPITAL LTD SHS G6052F103 8151 646900 SH DEFINED 01 646900 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 21745 545400 SH DEFINED 01 545400 0 0 D PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 1303 51400 SH DEFINED 01 51400 0 0 D SCOTTISH ANNUITY & LIFE HLDG ORD G7885T104 8630 495400 SH DEFINED 01 495400 0 0 D W.P. STEWART & CO. LTD. COMMON G84922106 5451 320100 SH DEFINED 01 320100 0 0 D TRANSOCEAN INC ORD G90078109 115296 5637959 SH DEFINED 01 5395259 0 242700 D WEATHERFORD INTERNATIONAL LTD COMMON G95089101 134906 3571765 SH DEFINED 01 3536165 0 35600 D WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 11254 33100 SH DEFINED 01 33100 0 0 D WILLIS GROUP HOLDINGS LTD SHS G96655108 32692 1180234 SH DEFINED 01 1180234 0 0 D XL CAPITAL LTD - CLASS A CL A G98255105 488584 6902856 SH DEFINED 01 6693556 0 209300 D ALCON INC COM SHS H01301102 4615 112500 SH DEFINED 01 112500 0 0 D MILLICOM INT'L. CELLULAR S.A. ORD L6388F110 3502 564799 SH DEFINED 01 564799 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 1527 153000 SH DEFINED 01 153000 0 0 D ASML HOLDING NV NEW YORK SHS N07059111 7771 1182700 SH DEFINED 01 1067700 0 115000 D ANGLOGOLD LIMITED - SPON ADR ADR - LISTED 035128206 4949 163976 SH DEFINED 01 163976 0 0 D ASTRAZENECA PLC-SPONS ADR ADR - LISTED 046353108 199838 5824500 SH DEFINED 01 5588500 0 236000 D AVENTIS - SPON ADR ADR - LISTED 053561106 15479 350600 SH DEFINED 01 350600 0 0 D CIA VALE DO RIO DOCE - ADR ADR - LISTED 204412209 79597 2953500 SH DEFINED 01 2806000 0 147500 D CRESUD S.A. - SPONS ADR ADR - LISTED 226406106 2137 312000 SH DEFINED 01 312000 0 0 D ENI SPA-SPONSORED ADR ADR - LISTED 26874R108 23783 356200 SH DEFINED 01 356200 0 0 D HARMONY GOLD MNG - SPON ADR ADR - LISTED 413216300 3596 294000 SH DEFINED 01 294000 0 0 D IRSA - SP GDR ADR - LISTED 450047204 2672 337800 SH DEFINED 01 337800 0 0 D KT CORP-SP ADR ADR - LISTED 48268K101 9062 527800 SH DEFINED 01 527800 0 0 D NDS GROUP PLC - SPONS ADR ADR - LISTED 628891103 780 95100 SH DEFINED 01 95100 0 0 D NEWS CORP LTD - SPONS ADR PRF ADR - LISTED 652487802 89342 4176810 SH DEFINED 01 4083210 0 93600 D NOKIA CORP-SPONSORED ADR ADR - LISTED 654902204 376529 26875687 SH DEFINED 01 25859287 0 1016400 D PEARSON PLC - SPONSORED ADR ADR - LISTED 705015105 21720 2784569 SH DEFINED 01 2784569 0 0 D PETROLEO BRASILEIRO S.A. - ADR ADR - LISTED 71654V408 6105 403000 SH DEFINED 01 403000 0 0 D RANDGOLD RESOURCES LTD-ADR ADR - LISTED 752344309 1956 149800 SH DEFINED 01 149800 0 0 D SAP AG-SPONSORED ADR ADR - LISTED 803054204 225321 11884035 SH DEFINED 01 11437035 0 447000 D TELEFONOS DE MEXICO ADR - LISTED 879403780 16281 547800 SH DEFINED 01 547800 0 0 D TEVA PHARMACEUTICAL-ADR ADR - LISTED 881624209 192335 4617900 SH DEFINED 01 4441400 0 176500 D TOTAL FINA ELF S.A. - SPON ADR ADR - LISTED 89151E109 349115 5517862 SH DEFINED 01 5241062 0 276800 D VODAFONE GROUP PLC - ADR ADR - LISTED 92857W100 409866 22495400 SH DEFINED 01 21703700 0 791700 S REPORT SUMMARY 493 DATA RECORDS 31895142 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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