-----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, EvsVZtYc3Ez/LBFs46vKh73K+ivx2sgKpfRkuD6MppITTMxqR8/lqPGoYWt9urLM N6fgN5jND4Hb12bSa9/8BQ== 0000053417-03-000004.txt : 20030214 0000053417-03-000004.hdr.sgml : 20030214 20030214115247 ACCESSION NUMBER: 0000053417-03-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030214 EFFECTIVENESS DATE: 20030214 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: 03564207 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 sec13f4q2002.txt 4Q2002 FORM13F TEST FILING FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2002 Check here if Amendment [ ]; Amendment Number: _____________ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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 February 14, 2003 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 12/31/2002 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 AMN HEALTHCARE SERVICES INC COMMON 001744101 2902 171600 SH DEFINED 01 171600 0 0 D AOL TIME WARNER INC COMMON 00184A105 22470 1715300 SH DEFINED 01 1715300 0 0 D AT&T WIRELESS SERVICES INC COMMON 00209A106 30294 5361800 SH DEFINED 01 5361800 0 0 D ABBOTT LABORATORIES COMMON 002824100 627214 15680348 SH DEFINED 01 15050648 0 629700 D ABERCROMBIE & FITCH CL A 002896207 10756 525700 SH DEFINED 01 525700 0 0 D ADOLOR CORP. COMMON 00724X102 3151 226500 SH DEFINED 01 226500 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 23829 487300 SH DEFINED 01 487300 0 0 D AGERE SYSTEMS INC-CL B CL B 00845V209 37627 26876397 SH DEFINED 01 26876397 0 0 D AGILENT TECHNOLOGIES,INC COMMON 00846U101 10122 563600 SH DEFINED 01 563600 0 0 D AGRIUM INC. COMMON 008916108 12192 1078000 SH DEFINED 01 1078000 0 0 D AIRGATE PCS INC. COMMON 009367103 1624 2618600 SH DEFINED 01 2618600 0 0 D ALAMOSA HOLDINGS INC COMMON 011589108 355 682000 SH DEFINED 01 682000 0 0 D ALCOA INC. COMMON 013817101 58690 2576386 SH DEFINED 01 2576386 0 0 D ALEXANDRIA REAL EST EQUITIES COMMON 015271109 7907 185600 SH DEFINED 01 185600 0 0 D ALIGN TECHNOLOGY INC. COMMON 016255101 3563 1290600 SH DEFINED 01 1290600 0 0 D ALLEGHENY ENERGY INC COMMON 017361106 3527 466600 SH DEFINED 01 466600 0 0 D ALLERGAN INC COMMON 018490102 1792 31100 SH DEFINED 01 31100 0 0 D ALLIANCE ATLANTIS COMMUNIC - B CL B NON-VTG 01853E204 10263 959200 SH DEFINED 01 959200 0 0 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 10457 590100 SH DEFINED 01 590100 0 0 D ALLIED CAPITAL CORP. COMMON 01903Q108 5332 244260 SH DEFINED 01 244260 0 0 D ALLSCRIPTS HEALTHCARE SOLUTION COMMON 01988P108 332 139100 SH DEFINED 01 139100 0 0 D ALLSTATE CORP COMMON 020002101 95446 2580313 SH DEFINED 01 2580313 0 0 D ALLTEL CORP COMMON 020039103 26302 515716 SH DEFINED 01 515716 0 0 D ALPHARMA INC- CL A CL A 020813101 8373 703000 SH DEFINED 01 703000 0 0 D ALTERA CORPORATION COMMON 021441100 139157 11286100 SH DEFINED 01 11012500 0 273600 D AMERICAN EXPRESS CO. COMMON 025816109 568084 16070250 SH DEFINED 01 15582650 0 487600 D AMERICAN INTL. GROUP COMMON 026874107 759947 13136515 SH DEFINED 01 12653918 0 482597 D AMERUS GROUP CO COMMON 03072M108 6245 220913 SH DEFINED 01 220913 0 0 D AMERISOURCEBERGEN CORP COMMON 03073E105 7745 142600 SH DEFINED 01 142600 0 0 D AMERIGROUP CORP COMMON 03073T102 5438 179400 SH DEFINED 01 179400 0 0 D AMGEN INC. COMMON 031162100 808813 16731753 SH DEFINED 01 16086153 0 645600 D ANADARKO PETROLEUM CORP COMMON 032511107 90406 1887400 SH DEFINED 01 1887400 0 0 D ANALOG DEVICES INC. COMMON 032654105 2675 112050 SH DEFINED 01 112050 0 0 D ANHEUSER-BUSCH COS INC COMMON 035229103 274791 5677500 SH DEFINED 01 5482300 0 195200 D ANTHEM INC COMMON 03674B104 10875 172900 SH DEFINED 01 172900 0 0 D ANTEON INTERNATIONAL CORP COMMON 03674E108 3329 138700 SH DEFINED 01 138700 0 0 D ANSWERTHINK INC COMMON 036916104 5064 2025600 SH DEFINED 01 2025600 0 0 D APACHE CORP COMMON 037411105 4502 78990 SH DEFINED 01 78990 0 0 D APOGENT TECHNOLOGIES COMMON 03760A101 65341 3141405 SH DEFINED 01 3141405 0 0 D APPLICA INCORPORATED COMMON 03815A106 1833 366500 SH DEFINED 01 366500 0 0 D APPLIED MATERIALS INC. COMMON 038222105 262545 20149292 SH DEFINED 01 19358892 0 790400 D AQUILA INC COMMON 03840P102 17525 9901400 SH DEFINED 01 9901400 0 0 D ARCH COAL INC. COMMON 039380100 61363 2842178 SH DEFINED 01 2842178 0 0 D ARMOR HOLDINGS INC COMMON 042260109 7371 535300 SH DEFINED 01 535300 0 0 D AURORA FOODS INC COMMON 05164B106 179 229586 SH DEFINED 01 229586 0 0 D AUTODESK INC COMMON 052769106 25741 1800052 SH DEFINED 01 1800052 0 0 D AVALONBAY COMMUNITIES INC. COMMON 053484101 7379 188529 SH DEFINED 01 188529 0 0 D AVISTA CORP. COMMON 05379B107 17371 1502700 SH DEFINED 01 1502700 0 0 D AVON PRODUCTS COMMON 054303102 703 13057 SH DEFINED 01 13057 0 0 D BJ SERVICES CO COMMON 055482103 159381 4932870 SH DEFINED 01 4750970 0 181900 D BMC SOFTWARE INC COMMON 055921100 31919 1865522 SH DEFINED 01 1865522 0 0 D BAKER HUGHES INC COMMON 057224107 48960 1520959 SH DEFINED 01 1520959 0 0 D BANK OF AMERICA CORP. COMMON 060505104 6533 93900 SH DEFINED 01 93900 0 0 D BANK OF NEW YORK COMMON 064057102 2166 90400 SH DEFINED 01 90400 0 0 D BANK ONE CORP COMMON 06423A103 424464 11613238 SH DEFINED 01 11255938 0 357300 D BARR LABORATORIES INC COMMON 068306109 8462 130000 SH DEFINED 01 130000 0 0 D BAXTER INTERNATIONAL INC COMMON 071813109 56105 2003753 SH DEFINED 01 1947553 0 56200 D BEA SYSTEMS INC COMMON 073325102 5486 478300 SH DEFINED 01 478300 0 0 D BEARINGPOINT INC COMMON 074002106 26735 3874579 SH DEFINED 01 3874579 0 0 D BED BATH & BEYOND INC COMMON 075896100 417158 12081031 SH DEFINED 01 11647331 0 433700 D BELDEN INC. COMMON 077459105 8319 546600 SH DEFINED 01 546600 0 0 D BELLSOUTH CORP COMMON 079860102 171349 6623472 SH DEFINED 01 6623472 0 0 D BELO CORPORATION-A COM SER A 080555105 4079 191300 SH DEFINED 01 191300 0 0 D BEMA GOLD CORP. COMMON 08135F107 656 504500 SH DEFINED 01 504500 0 0 D BEST BUY CO INC COMMON 086516101 3866 160100 SH DEFINED 01 160100 0 0 D BIG LOTS INC COMMON 089302103 17830 1347700 SH DEFINED 01 1347700 0 0 D BIOGEN INC COMMON 090597105 6133 153100 SH DEFINED 01 153100 0 0 D BIOMARIN PHARMACEUTICAL INC. COMMON 09061G101 4491 637000 SH DEFINED 01 637000 0 0 D H&R BLOCK INC COMMON 093671105 8884 221000 SH DEFINED 01 221000 0 0 D BOEING CO COMMON 097023105 13164 399036 SH DEFINED 01 399036 0 0 D BOISE CASCADE CORP. COMMON 097383103 101560 4026967 SH DEFINED 01 3937467 0 89500 D BRIGHAM EXPLORATION COMPANY COMMON 109178103 542 110200 SH DEFINED 01 110200 0 0 D BRIGHT HORIZONS FAMILY SOL. COMMON 109195107 11428 406400 SH DEFINED 01 406400 0 0 D BRINKER INTERNATIONAL INC COMMON 109641100 5399 167400 SH DEFINED 01 167400 0 0 D BRISTOL-MYERS SQUIBB CO COMMON 110122108 24425 1055056 SH DEFINED 01 1055056 0 0 D BROCADE COMMUNICATIONS SYS COMMON 111621108 5076 1226100 SH DEFINED 01 1226100 0 0 D BROOKLINE BANCORP INC COMMON 11373M107 4148 348550 SH DEFINED 01 348550 0 0 D BROOKS-PRI AUTOMATION INC COMMON 11442E102 5108 445700 SH DEFINED 01 445700 0 0 D TOM BROWN INC COM NEW 115660201 4360 173700 SH DEFINED 01 173700 0 0 D CIGNA CORP COMMON 125509109 14530 353344 SH DEFINED 01 353344 0 0 D CLECO CORPORATION COMMON 12561W105 25892 1849400 SH DEFINED 01 1849400 0 0 D CABOT CORP COMMON 127055101 5473 206200 SH DEFINED 01 206200 0 0 D CACI INTERNATIONAL INC -CL A CL A 127190304 4526 127000 SH DEFINED 01 127000 0 0 D CADENCE DESIGN SYS INC COMMON 127387108 5544 470200 SH DEFINED 01 470200 0 0 D CAMBREX COMMON 132011107 42253 1398650 SH DEFINED 01 1365850 0 32800 D CAREMARK RX INC COMMON 141705103 6073 373700 SH DEFINED 01 373700 0 0 D CARMAX INC COMMON 143130102 24630 1377509 SH DEFINED 01 1377509 0 0 D CATERPILLAR INC. COMMON 149123101 136438 2984200 SH DEFINED 01 0 0 2984200 D CENTURY ALUMINUM COMPANY COMMON 156431108 1157 156200 SH DEFINED 01 156200 0 0 D CENTURYTEL INC. COMMON 156700106 55675 1895000 SH DEFINED 01 1895000 0 0 D CERIDIAN CORP (NEW) COMMON 156779100 49964 3464959 SH DEFINED 01 3361459 0 103500 D CERNER CORP COMMON 156782104 8859 283400 SH DEFINED 01 283400 0 0 D CHARTER ONE FIN INC COMMON 160903100 25137 874955 SH DEFINED 01 874955 0 0 D CHECKFREE CORP COMMON 162813109 4192 262000 SH DEFINED 01 262000 0 0 D CHICAGO MERCANTILE EXCHANGE CL A 167760107 2270 52000 SH DEFINED 01 52000 0 0 D CHIQUITA BRANDS INTL COMMON 170032809 10719 808400 SH DEFINED 01 808400 0 0 D CINERGY CORP COMMON 172474108 40339 1196285 SH DEFINED 01 1196285 0 0 D CIRCUIT CITY STORE INC. COMMON 172737108 65329 8804367 SH DEFINED 01 8669367 0 135000 D CISCO SYSTEMS INC. COMMON 17275R102 670551 51187124 SH DEFINED 01 49164224 0 2022900 D CITIGROUP INC COMMON 172967101 738414 20983640 SH DEFINED 01 20285942 0 697698 D CLARCOR INC COMMON 179895107 9868 305800 SH DEFINED 01 305800 0 0 D CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 174742 4686031 SH DEFINED 01 4538231 0 147800 D COACH INC COMMON 189754104 15894 482800 SH DEFINED 01 482800 0 0 D COCA-COLA CO/THE COMMON 191216100 286477 6534599 SH DEFINED 01 6151899 0 382700 D COEUR D'ALENE MINES CORP COMMON 192108108 129 67225 SH DEFINED 01 67225 0 0 D COMCAST CORP-CL A (NEW) CL A 20030N101 33892 1437928 SH DEFINED 01 1437928 0 0 D COMCAST CORP-SPECIAL CL A CL A 20030N200 6734 298100 SH DEFINED 01 298100 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 8749 244100 SH DEFINED 01 244100 0 0 D COMMSCOPE INC. COMMON 203372107 3865 489200 SH DEFINED 01 489200 0 0 D COMPUTER SCIENCES CORP COMMON 205363104 6711 194800 SH DEFINED 01 194800 0 0 D CONAGRA INC. COMMON 205887102 46272 1850121 SH DEFINED 01 1850121 0 0 D CONCORD CAMERA CORP COMMON 206156101 7243 1333900 SH DEFINED 01 1333900 0 0 D CONOCOPHILLIPS COMMON 20825C104 481 9937 SH DEFINED 01 9937 0 0 D CONSTELLATION ENERGY GROUP COMMON 210371100 49339 1773500 SH DEFINED 01 1773500 0 0 D COOPER CAMERON CORP COMMON 216640102 9894 198600 SH DEFINED 01 198600 0 0 D CORPORATE EXECUTIVE BOARD CO. COMMON 21988R102 15976 500500 SH DEFINED 01 500500 0 0 D COSTCO WHOLESALE CORPORATION COMMON 22160K105 242279 8634348 SH DEFINED 01 8374748 0 259600 D COTT CORPORATION COMMON 22163N106 10754 603500 SH DEFINED 01 603500 0 0 D COUSINS PROPERTIES INC. COMMON 222795106 7148 289400 SH DEFINED 01 289400 0 0 D COVANCE INC COMMON 222816100 6162 250600 SH DEFINED 01 250600 0 0 D CYMER INC COMMON 232572107 726 22500 SH DEFINED 01 22500 0 0 D DPL INC COMMON 233293109 19983 1302700 SH DEFINED 01 1302700 0 0 D DTE ENERGY COMPANY COMMON 233331107 45006 969954 SH DEFINED 01 969954 0 0 D DELL COMPUTER CORP. COMMON 247025109 485748 18165583 SH DEFINED 01 17281283 0 884300 D DELTA AIR LINES INC. COMMON 247361108 34328 2836979 SH DEFINED 01 2753679 0 83300 D DENBURY RESOURCES INC COMMON 247916208 3729 330000 SH DEFINED 01 330000 0 0 D DIAMOND OFFSHORE DRILLING COMMON 25271C102 2078 95100 SH DEFINED 01 95100 0 0 D DIEBOLD, INC COMMON 253651103 18122 439631 SH DEFINED 01 439631 0 0 D DOCUMENTUM COMMON 256159104 4285 273600 SH DEFINED 01 273600 0 0 D DOLLAR TREE STORES COMMON 256747106 6317 257100 SH DEFINED 01 257100 0 0 D DOMINION RESOURCES INC/VA COMMON 25746U109 115569 2105084 SH DEFINED 01 2105084 0 0 D DOUBLECLICK INC COMMON 258609304 9423 1664831 SH DEFINED 01 1664831 0 0 D DOW CHEMICAL CO. COMMON 260543103 33894 1141200 SH DEFINED 01 1141200 0 0 D E.I. DUPONT DE NEMOURS COMMON 263534109 20411 481400 SH DEFINED 01 481400 0 0 D DUN & BRADSTREET CORP COMMON 26483E100 5253 152300 SH DEFINED 01 152300 0 0 D EMC CORP/MASS COMMON 268648102 22542 3671300 SH DEFINED 01 3671300 0 0 D ENSCO INTERNATIONAL INC COMMON 26874Q100 58812 1997011 SH DEFINED 01 1997011 0 0 D EATON VANCE CORP COMMON NON-VTG 278265103 11783 417100 SH DEFINED 01 417100 0 0 D EBAY INC COMMON 278642103 6612 97500 SH DEFINED 01 97500 0 0 D ECHOSTAR COMMUNICATIONS-A CL A 278762109 130914 5881122 SH DEFINED 01 5756522 0 124600 D EDUCATION MANAGEMENT CORP COMMON 28139T101 9693 257800 SH DEFINED 01 257800 0 0 D J.D. EDWARDS & CO COMMON 281667105 35497 3146881 SH DEFINED 01 3051381 0 95500 D EDWARDS AG INC COMMON 281760108 49766 1509903 SH DEFINED 01 1509903 0 0 D ELECTRONIC ARTS INC COMMON 285512109 10740 215800 SH DEFINED 01 215800 0 0 D EMISPHERE TECHNOLOGIES INC. COMMON 291345106 1607 461800 SH DEFINED 01 461800 0 0 D ENCORE ACQUISITION CO. COMMON 29255W100 16278 883700 SH DEFINED 01 883700 0 0 D ENDOCARE INC. COMMON 29264P104 2779 1111500 SH DEFINED 01 1111500 0 0 D ENERGY EAST CORPORATION COMMON 29266M109 67763 3067600 SH DEFINED 01 3067600 0 0 D ENTERCOM COMMUNICATIONS - A CL A 293639100 6705 142900 SH DEFINED 01 142900 0 0 D ENTERGY CORPORATION COMMON 29364G103 66944 1468400 SH DEFINED 01 1468400 0 0 D ENTRAVISION COMMUNICATIONS -A CL A 29382R107 11758 1178200 SH DEFINED 01 1178200 0 0 D EQUITABLE RESOURCES INC COMMON 294549100 88798 2534200 SH DEFINED 01 2534200 0 0 D EVERGREEN RESOURCES INC COM NO PAR 299900308 10064 224400 SH DEFINED 01 224400 0 0 D EXPEDIA INC. CL. A CL A 302125109 12188 182100 SH DEFINED 01 182100 0 0 D EXULT INC COMMON 302284104 4476 1407600 SH DEFINED 01 1407600 0 0 D EXXON MOBIL CORPORATION COMMON 30231G102 20650 591000 SH DEFINED 01 591000 0 0 D FMC TECHNOLOGIES INC COMMON 30249U101 49919 2443421 SH DEFINED 01 2443421 0 0 D FPL GROUP INC. COMMON 302571104 41574 691400 SH DEFINED 01 691400 0 0 D FACTSET RESEARCH SYSTEMS INC COMMON 303075105 2909 102900 SH DEFINED 01 102900 0 0 D FAIR ISSAC & COMPANY INC COMMON 303250104 8075 189100 SH DEFINED 01 189100 0 0 D FASTENAL CO COMMON 311900104 5010 134000 SH DEFINED 01 134000 0 0 D FANNIE MAE COMMON 313586109 5777 89800 SH DEFINED 01 89800 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 59443 2066870 SH DEFINED 01 2066870 0 0 D FIRSTENERGY CORP. COMMON 337932107 140106 4249495 SH DEFINED 01 4249495 0 0 D FISHER SCIENTIFIC INTL COM NEW 338032204 50211 1669233 SH DEFINED 01 1669233 0 0 D FLOWSERVE CORPORATION COMMON 34354P105 13283 898100 SH DEFINED 01 898100 0 0 D FOREST LABORATORIES COMMON 345838106 95666 974000 SH DEFINED 01 934800 0 39200 D FOX ENTERTAINMENT GROUP INC.-A CL A 35138T107 56298 2171154 SH DEFINED 01 2171154 0 0 D FREEPORT-MCMORAN COPPER-B CL B 35671D857 142526 8493800 SH DEFINED 01 8493800 0 0 D FURNITURE BRANDS INTL INC COMMON 360921100 8457 354600 SH DEFINED 01 354600 0 0 D GANNETT CO. COMMON 364730101 10468 145800 SH DEFINED 01 145800 0 0 D GEMSTAR-TV GUIDE INTL INC COMMON 36866W106 5469 1682800 SH DEFINED 01 1682800 0 0 D GENENTECH INC COM NEW 368710406 207926 6270389 SH DEFINED 01 6027989 0 242400 D GENERAL DYNAMICS CORP COMMON 369550108 37920 477762 SH DEFINED 01 477762 0 0 D GENERAL ELECTRIC CO. COMMON 369604103 11208 460300 SH DEFINED 01 460300 0 0 D GILEAD SCIENCES INC COMMON 375558103 2924 86000 SH DEFINED 01 86000 0 0 D GILLETTE CO. COMMON 375766102 187473 6174998 SH DEFINED 01 5972498 0 202500 D GLADSTONE CAPITAL CORP. COMMON 376535100 6968 423100 SH DEFINED 01 423100 0 0 D GLAMIS GOLD LTD COMMON 376775102 5138 453100 SH DEFINED 01 453100 0 0 D GOLDEN STAR RESOURCES LTD. COMMON 38119T104 561 300100 SH DEFINED 01 300100 0 0 D GOLDMAN SACHS GROUP INC. COMMON 38141G104 498801 7324538 SH DEFINED 01 7095138 0 229400 D GRACO INC COMMON 384109104 6613 230825 SH DEFINED 01 230825 0 0 D GRANT PRIDECO INC. COMMON 38821G101 3188 273900 SH DEFINED 01 273900 0 0 D GRAY TELEVISION INC COMMON 389375106 6849 702500 SH DEFINED 01 702500 0 0 D GREY WOLF INC. COMMON 397888108 1673 419200 SH DEFINED 01 419200 0 0 D HCA INC COMMON 404119109 85010 2048426 SH DEFINED 01 2048426 0 0 D HANOVER COMPRESSOR CO COMMON 410768105 12893 1404500 SH DEFINED 01 1404500 0 0 D HARLEY-DAVIDSON INC COMMON 412822108 415165 8986262 SH DEFINED 01 8601262 0 385000 D HARRIS CORP. COMMON 413875105 14055 534395 SH DEFINED 01 534395 0 0 D THE HARTFORD FINANCIAL SVCS GR COMMON 416515104 431436 9496710 SH DEFINED 01 9226810 0 269900 D HEALTH MANAGEMENT ASSOCIATES - CL A 421933102 33524 1872842 SH DEFINED 01 1796642 0 76200 D HEARTLAND EXPRESS INC COMMON 422347104 9765 426200 SH DEFINED 01 426200 0 0 D HEWLETT-PACKARD CO COMMON 428236103 645189 37165233 SH DEFINED 01 36190933 0 974300 D HOTELS.COM - CL A CL A 44147T108 17624 322600 SH DEFINED 01 322600 0 0 D HYDRIL COMPANY COMMON 448774109 2944 124900 SH DEFINED 01 124900 0 0 D IDEC PHARMACEUTICALS CORP COMMON 449370105 2803 84500 SH DEFINED 01 84500 0 0 D IMC GLOBAL INC COMMON 449669100 12658 1186300 SH DEFINED 01 1186300 0 0 D IMAX CORP. COMMON 45245E109 8133 2013000 SH DEFINED 01 2013000 0 0 D IMPAX LABORATORIES INC COMMON 45256B101 3810 950100 SH DEFINED 01 950100 0 0 D INGRAM MICRO INC. - CLASS A CL A 457153104 33956 2749453 SH DEFINED 01 2673353 0 76100 D INSIGHT ENTERPRISES INC COMMON 45765U103 9142 1100100 SH DEFINED 01 1100100 0 0 D INSIGHT COMMUNICATIONS CO. - A CL A 45768V108 11293 912200 SH DEFINED 01 912200 0 0 D INTEL CORP COMMON 458140100 489756 31455074 SH DEFINED 01 30426074 0 1029000 D INT'L BUSINESS MACHINES CORP. COMMON 459200101 275683 3557199 SH DEFINED 01 3419399 0 137800 D INTERNATIONAL PAPER COMMON 460146103 346753 9915743 SH DEFINED 01 9630343 0 285400 D INTERNET SECURITY SYSTEMS COMMON 46060X107 2302 125600 SH DEFINED 01 125600 0 0 D INTUITIVE SURGICAL INC COMMON 46120E107 4426 718500 SH DEFINED 01 718500 0 0 D INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 5474 244800 SH DEFINED 01 244800 0 0 D IRON MOUNTAIN COMMON 462846106 13537 410100 SH DEFINED 01 410100 0 0 D ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 20241 410147 SH DEFINED 01 410147 0 0 D ISIS PHARMACEUTICALS INC COMMON 464330109 2345 355800 SH DEFINED 01 355800 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 10522 438400 SH DEFINED 01 438400 0 0 D JOHNSON AND JOHNSON COMMON 478160104 652570 12149883 SH DEFINED 01 11672283 0 477600 D JONES APPAREL GROUP INC COMMON 480074103 4820 136000 SH DEFINED 01 136000 0 0 D JOY GLOBAL INC COMMON 481165108 7435 660300 SH DEFINED 01 660300 0 0 D KCS ENERGY INC COMMON 482434206 43 25020 SH DEFINED 01 25020 0 0 D KLA-TENCOR CORPORATION COMMON 482480100 61445 1737190 SH DEFINED 01 1625290 0 111900 D KERR-MCGEE CORP. COMMON 492386107 74918 1691150 SH DEFINED 01 1691150 0 0 D KEYSPAN CORPORATION COMMON 49337W100 66131 1876592 SH DEFINED 01 1876592 0 0 D KILROY REALTY CORP COMMON 49427F108 5011 217400 SH DEFINED 01 217400 0 0 D KIMBERLY-CLARK CORP COMMON 494368103 28311 596389 SH DEFINED 01 596389 0 0 D KINDER MORGAN INC COMMON 49455P101 48128 1138575 SH DEFINED 01 1138575 0 0 D KINDER MORGAN MANAGEMENT LLC SHS 49455U100 27341 865490 SH DEFINED 01 865490 0 0 D KING PHARMACEUTICALS INC COMMON 495582108 6955 404600 SH DEFINED 01 404600 0 0 D KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 25201 398438 SH DEFINED 01 375838 0 22600 D KOHL'S CORP. COMMON 500255104 599680 10718150 SH DEFINED 01 10239950 0 478200 D LSI LOGIC CORP COMMON 502161102 2163 374800 SH DEFINED 01 374800 0 0 D L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 8995 200300 SH DEFINED 01 200300 0 0 D LAMAR ADVERTISING CO. - A CL A 512815101 19602 582539 SH DEFINED 01 582539 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 54391 1020656 SH DEFINED 01 1020656 0 0 D LIBERTY MEDIA CORP-A COMMON 530718105 98082 10971109 SH DEFINED 01 10536809 0 434300 D LIBERTY PROPERTY TRUST SH BEN INT 531172104 10246 320800 SH DEFINED 01 320800 0 0 D LILLY (ELI) & CO. COMMON 532457108 47473 747600 SH DEFINED 01 747600 0 0 D LIN TV CORP-CL A CL A 532774106 6158 252900 SH DEFINED 01 252900 0 0 D LINCOLN NATIONAL CORP. COMMON 534187109 86056 2725023 SH DEFINED 01 2725023 0 0 D LIQUIDMETAL TECHNOLOGIES COMMON 53634X100 3171 308500 SH DEFINED 01 308500 0 0 D LOCKHEED MARTIN CORPORATION COMMON 539830109 340619 5898177 SH DEFINED 01 5701877 0 196300 D LOEWS CORP COMMON 540424108 97534 2193744 SH DEFINED 01 2193744 0 0 D CAROLINA GROUP (TRACKING STOCK COMMON 540424207 8116 400400 SH DEFINED 01 400400 0 0 D LONE STAR TECHNOLOGIES COMMON 542312103 2164 145300 SH DEFINED 01 145300 0 0 D LOWE'S COS COMMON 548661107 297514 7933707 SH DEFINED 01 7634207 0 299500 D LYONDELL CHEMICAL COMPANY COMMON 552078107 17188 1359793 SH DEFINED 01 1359793 0 0 D MBIA INC COMMON 55262C100 1825 41600 SH DEFINED 01 41600 0 0 D MBNA CORP COMMON 55262L100 1759 92500 SH DEFINED 01 92500 0 0 D MRO SOFTWARE INC COMMON 55347W105 6006 494500 SH DEFINED 01 494500 0 0 D MACROVISION CORP COMMON 555904101 5771 359800 SH DEFINED 01 359800 0 0 D MANHATTAN ASSOCIATES INC COMMON 562750109 3838 162200 SH DEFINED 01 162200 0 0 D MANPOWER INC COMMON 56418H100 17194 539000 SH DEFINED 01 539000 0 0 D MARKEL CORP COMMON 570535104 8816 42900 SH DEFINED 01 42900 0 0 D MARRIOTT INTERNATIONAL-CL A CL A 571903202 369872 11252560 SH DEFINED 01 10754460 0 498100 D MASSEY ENERGY CO COMMON 576206106 4337 446200 SH DEFINED 01 446200 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2859 86539 SH DEFINED 01 86539 0 0 D MAVERICK TUBE CORP COMMON 577914104 13932 1069200 SH DEFINED 01 1069200 0 0 D MCDONALD'S CORPORATION COMMON 580135101 31051 1931012 SH DEFINED 01 1931012 0 0 D MCMORAN EXPLORATION CO. COMMON 582411104 729 142900 SH DEFINED 01 142900 0 0 D MEADWESTVACO CORP COMMON 583334107 22097 894235 SH DEFINED 01 894235 0 0 D MEDIMMUNE INC COMMON 584699102 219639 8083887 SH DEFINED 01 7861787 0 222100 D MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 5665 872900 SH DEFINED 01 872900 0 0 D MELLON FINANCIAL CORP COMMON 58551A108 2222 85100 SH DEFINED 01 85100 0 0 D MERCK & CO. INC. COMMON 589331107 192530 3401000 SH DEFINED 01 3259800 0 141200 D MERRILL LYNCH & CO., INC. COMMON 590188108 453291 11944420 SH DEFINED 01 11488920 0 455500 D MICROSOFT CORP. COMMON 594918104 984112 19035032 SH DEFINED 01 18305832 0 729200 D MICRON TECHNOLOGY INC COMMON 595112103 11471 1177700 SH DEFINED 01 1177700 0 0 D HERMAN MILLER INC COMMON 600544100 3433 186600 SH DEFINED 01 186600 0 0 D MILLIPORE CORP COMMON 601073109 21292 626240 SH DEFINED 01 626240 0 0 D MIRANT CORP COMMON 604675108 14124 7553080 SH DEFINED 01 7553080 0 0 D MONOLITHIC SYSTEM TECH. COMMON 609842109 3352 277500 SH DEFINED 01 277500 0 0 D MONSANTO CO / NEW COMMON 61166W101 54286 2820036 SH DEFINED 01 2820036 0 0 D MORGAN STANLEY COMMON 617446448 22910 573900 SH DEFINED 01 573900 0 0 D MYLAN LABORATORIES COMMON 628530107 2569 73600 SH DEFINED 01 73600 0 0 D NCO GROUP COMMON 628858102 15170 951100 SH DEFINED 01 951100 0 0 D NPS PHARMACEUTICALS INC COMMON 62936P103 3776 150000 SH DEFINED 01 150000 0 0 D NATCO GROUP INC-A CL A 63227W203 467 74400 SH DEFINED 01 74400 0 0 D NATIONAL FUEL GAS CO COMMON 636180101 28089 1355000 SH DEFINED 01 1355000 0 0 D NATIONAL-OILWELL INC COMMON 637071101 5550 254100 SH DEFINED 01 254100 0 0 D NAVISTAR INTERNATIONAL CORP. COMMON 63934E108 21788 896273 SH DEFINED 01 896273 0 0 D NAVISTAR CORP-PRIVATE PLACEMEN NOT REPORTED 63934E108 175326 7755030 SH DEFINED 01 7755030 0 0 D NDCHEALTH CORP COMMON 639480102 16808 844600 SH DEFINED 01 844600 0 0 D NETWORK ASSOCIATES INC COMMON 640938106 26315 1635483 SH DEFINED 01 1635483 0 0 D NEW YORK TIMES CLASS A CL A 650111107 373837 8174875 SH DEFINED 01 7941675 0 233200 D NEWFIELD EXPLORATION COMPANY COMMON 651290108 42205 1170734 SH DEFINED 01 1170734 0 0 D NEWMONT MINING CORP. COMMON 651639106 77562 2671800 SH DEFINED 01 2671800 0 0 D NISOURCE INC. COMMON 65473P105 59191 2959536 SH DEFINED 01 2959536 0 0 D NOBLE ENERGY INC COMMON 655044105 5122 136400 SH DEFINED 01 136400 0 0 D NORTHEAST UTILITIES COMMON 664397106 24463 1612600 SH DEFINED 01 1612600 0 0 D NORTHROP GRUMMAN CORP COMMON 666807102 538637 5552962 SH DEFINED 01 5394262 0 158700 D NOVELLUS SYSTEMS INC COMMON 670008101 162766 5796509 SH DEFINED 01 5586509 0 210000 D OCCIDENTAL PETROLEUM CORP COMMON 674599105 41644 1463768 SH DEFINED 01 1463768 0 0 D ODYSSEY HEALTHCARE INC COMMON 67611V101 10986 316600 SH DEFINED 01 316600 0 0 D OIL STATES INTERNATIONAL INC. COMMON 678026105 6798 527000 SH DEFINED 01 527000 0 0 D OMNICARE INC. COMMON 681904108 18556 778700 SH DEFINED 01 778700 0 0 D OMNICOM GROUP COMMON 681919106 234744 3633800 SH DEFINED 01 3529100 0 104700 D PC-TEL INC. COMMON 69325Q105 2625 387200 SH DEFINED 01 387200 0 0 D PG&E CORPORATION COMMON 69331C108 54815 3943500 SH DEFINED 01 3943500 0 0 D PNC FINL CORP COMMON 693475105 10693 255200 SH DEFINED 01 255200 0 0 D PNM RESOURCES INC COMMON 69349H107 42654 1790700 SH DEFINED 01 1790700 0 0 D PPL CORPORATION COMMON 69351T106 52710 1519900 SH DEFINED 01 1519900 0 0 D PARAMETRIC TECHNOLOGY CORP. COMMON 699173100 12643 5017100 SH DEFINED 01 5017100 0 0 D PATTERSON-UTI ENERGY INC COMMON 703481101 12662 419700 SH DEFINED 01 419700 0 0 D PEABODY ENERGY CORP. COMMON 704549104 13650 467000 SH DEFINED 01 467000 0 0 D PEGASUS SOLUTIONS INC. COMMON 705906105 9201 917300 SH DEFINED 01 917300 0 0 D PEMSTAR INC COMMON 706552106 4493 1988100 SH DEFINED 01 1988100 0 0 D PENTAIR INC COMMON 709631105 14584 422100 SH DEFINED 01 422100 0 0 D PEOPLESOFT INC COMMON 712713106 5067 276900 SH DEFINED 01 276900 0 0 D PFIZER INC. COMMON 717081103 403242 13190789 SH DEFINED 01 12703339 0 487450 D PHARMACEUTICAL RESOURCES INC COMMON 717125108 2596 87100 SH DEFINED 01 87100 0 0 D PHARMACIA CORP COMMON 71713U102 418321 10007681 SH DEFINED 01 9713836 0 293845 D PHELPS DODGE CORP COMMON 717265102 11179 353200 SH DEFINED 01 353200 0 0 D PHILIP MORRIS COMPANIES INC COMMON 718154107 70217 1732473 SH DEFINED 01 1732473 0 0 D PINNACLE WEST CAPITAL COMMON 723484101 61774 1812100 SH DEFINED 01 1812100 0 0 D PIONEER NATURAL RESOURCES CO. COMMON 723787107 55690 2205546 SH DEFINED 01 2205546 0 0 D PLACER DOME INC COMMON 725906101 22326 1941378 SH DEFINED 01 1941378 0 0 D POLO RALPH LAUREN CORP CL A 731572103 36522 1678418 SH DEFINED 01 1678418 0 0 D POWER INTEGRATIONS, INC. COMMON 739276103 4408 259300 SH DEFINED 01 259300 0 0 D PRAXAIR INC COMMON 74005P104 10939 189350 SH DEFINED 01 189350 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 16375 1099000 SH DEFINED 01 1099000 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 11859 393600 SH DEFINED 01 393600 0 0 D PRIORITY HEALTHCARE CORP. - B CL B 74264T102 12605 543300 SH DEFINED 01 543300 0 0 D PROCTER & GAMBLE CO COMMON 742718109 245074 2851691 SH DEFINED 01 2742091 0 109600 D PROGRESS ENERGY INC COMMON 743263105 41287 952400 SH DEFINED 01 952400 0 0 D PROTEIN DESIGN LABS INC. COMMON 74369L103 3240 381200 SH DEFINED 01 381200 0 0 D PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 60752 1892600 SH DEFINED 01 1892600 0 0 D PUGET ENERGY INC COMMON 745310102 12128 550000 SH DEFINED 01 550000 0 0 D QUESTAR CORP COMMON 748356102 83877 3015000 SH DEFINED 01 3015000 0 0 D QUICKSILVER RESOURCES INC. COMMON 74837R104 4861 216700 SH DEFINED 01 216700 0 0 D RADIAN GROUP INC COMMON 750236101 2181 58700 SH DEFINED 01 58700 0 0 D RAYTHEON CO (NEW) COMMON 755111507 80788 2627264 SH DEFINED 01 2627264 0 0 D REALNETWORKS INC. COMMON 75605L104 3910 1026300 SH DEFINED 01 1026300 0 0 D REGENT COMMUNICATIONS INC COMMON 758865109 6373 1078400 SH DEFINED 01 1078400 0 0 D REMEC INC. COMMON 759543101 3601 928100 SH DEFINED 01 928100 0 0 D REMINGTON OIL & GAS CORP COMMON 759594302 7132 434600 SH DEFINED 01 434600 0 0 D RENAL CARE GROUP, INC. COMMON 759930100 9308 294200 SH DEFINED 01 294200 0 0 D REYNOLDS & REYNOLDS -CL A CL A 761695105 9309 365500 SH DEFINED 01 365500 0 0 D RIBAPHARM INC COMMON 762537108 1048 160000 SH DEFINED 01 160000 0 0 D ROBBINS & MYERS, INC. COMMON 770196103 7121 387000 SH DEFINED 01 387000 0 0 D ROWAN COMPANIES INC COMMON 779382100 5462 240600 SH DEFINED 01 240600 0 0 D ROYAL DUTCH PETRO-NY REG SHARE COM N.Y.REG 780257804 3790 86100 SH DEFINED 01 86100 0 0 D RUBY TUESDAY INC COMMON 781182100 4717 272800 SH DEFINED 01 272800 0 0 D RYDER SYSTEM INC COMMON 783549108 24535 1093348 SH DEFINED 01 1093348 0 0 D RYLAND GROUP INC COMMON 783764103 8654 259500 SH DEFINED 01 259500 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 118792 4381843 SH DEFINED 01 4381843 0 0 D S1 CORPORATION COMMON 78463B101 3980 892300 SH DEFINED 01 892300 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 4523 180900 SH DEFINED 01 180900 0 0 D ST. PAUL COMPANIES COMMON 792860108 8373 245900 SH DEFINED 01 245900 0 0 D SAKS INCORPORATED COMMON 79377W108 17457 1486962 SH DEFINED 01 1486962 0 0 D SARA LEE CORP COMMON 803111103 26337 1170008 SH DEFINED 01 1170008 0 0 D SCANA CORP COMMON 80589M102 10944 353500 SH DEFINED 01 353500 0 0 D SCHLUMBERGER, LTD. COMMON 806857108 603986 14349861 SH DEFINED 01 13832861 0 517000 D SCHOLASTIC CORP COMMON 807066105 36484 1014858 SH DEFINED 01 1014858 0 0 D SCHWAB (CHARLES) CORP COMMON 808513105 259 23900 SH DEFINED 01 23900 0 0 D SCRIPPS CO (E.W.)-CL A CL A 811054204 5602 72800 SH DEFINED 01 72800 0 0 D SEALED AIR CORP COMMON 81211K100 4498 120600 SH DEFINED 01 120600 0 0 D SEMTECH CORP COMMON 816850101 5264 481200 SH DEFINED 01 481200 0 0 D SEMPRA ENERGY COMMON 816851109 67674 2861480 SH DEFINED 01 2861480 0 0 D SEPRACOR INC COMMON 817315104 56077 5799113 SH DEFINED 01 5799113 0 0 D SEPRACOR INC CALL 817315904 230 1000 SH CALL DEFINED 01 1000 0 0 D SICOR INC COMMON 825846108 5202 328200 SH DEFINED 01 328200 0 0 D SILICON VALLEY BANCSHARES COMMON 827064106 5771 316200 SH DEFINED 01 316200 0 0 D SKYWEST INC COMMON 830879102 8686 664600 SH DEFINED 01 664600 0 0 D SMITH INT'L INC. COMMON 832110100 60288 1848200 SH DEFINED 01 1848200 0 0 D SOLECTRON CORP COMMON 834182107 58023 16344655 SH DEFINED 01 16043755 0 300900 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 18862 654700 SH DEFINED 01 654700 0 0 D SPARTECH CORP COMMON 847220209 8163 395700 SH DEFINED 01 395700 0 0 D SPEEDWAY MOTORSPORTS, INC. COMMON 847788106 16943 657200 SH DEFINED 01 657200 0 0 D SPINNAKER EXPLORATION CO COMMON 84855W109 16035 727200 SH DEFINED 01 727200 0 0 D STANCORP FINANCIAL GROUP, INC. COMMON 852891100 10234 209500 SH DEFINED 01 209500 0 0 D STAPLES, INC. COMMON 855030102 6425 351100 SH DEFINED 01 351100 0 0 D STARBUCKS CORP COMMON 855244109 234105 11487023 SH DEFINED 01 11080823 0 406200 D STILLWATER MINING COMPANY COMMON 86074Q102 5632 1052750 SH DEFINED 01 1052750 0 0 D STILWELL FINANCIAL INC COMMON 860831106 5846 447300 SH DEFINED 01 447300 0 0 D STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 181652 9310708 SH DEFINED 01 9005708 0 305000 D STOLT OFFSHORE SA - ADR COMMON 861567105 519 363200 SH DEFINED 01 363200 0 0 D STUDENT ADVANTAGE INC. COMMON 86386Q204 72 311210 SH DEFINED 01 311210 0 0 D SUNCOR ENERGY INC COMMON 867229106 14796 944200 SH DEFINED 01 944200 0 0 D SUNGARD DATA SYSTEMS COMMON 867363103 9257 392900 SH DEFINED 01 392900 0 0 D SUPERVALU INC. COMMON 868536103 4808 291235 SH DEFINED 01 291235 0 0 D SWIFT ENERGY CO COMMON 870738101 9217 953200 SH DEFINED 01 953200 0 0 D SYBASE INC. COMMON 871130100 42038 3137184 SH DEFINED 01 3014484 0 122700 D SYMBOL TECHNOLOGIES INC COMMON 871508107 5899 717700 SH DEFINED 01 717700 0 0 D SYNOPSYS INC COMMON 871607107 79525 1723190 SH DEFINED 01 1690790 0 32400 D TMP WORLDWIDE INC COMMON 872941109 3603 318600 SH DEFINED 01 318600 0 0 D TXU CORPORATION COMMON 873168108 39168 2096800 SH DEFINED 01 2096800 0 0 D TARGET CORP. COMMON 87612E106 39219 1307300 SH DEFINED 01 1277300 0 30000 D TECH DATA CORP COMMON 878237106 29214 1083591 SH DEFINED 01 1083591 0 0 D TELIK INC COMMON 87959M109 1095 93900 SH DEFINED 01 93900 0 0 D TEMPLE-INLAND COMMON 879868107 154949 3457918 SH DEFINED 01 3421018 0 36900 D TENET HEALTHCARE CORPORATION COMMON 88033G100 22826 1391800 SH DEFINED 01 1391800 0 0 D TEXAS INSTRUMENTS INC. COMMON 882508104 339061 22588946 SH DEFINED 01 21688046 0 900900 D 3COM CORP COMMON 885535104 36293 7838737 SH DEFINED 01 7838737 0 0 D 3M CO COMMON 88579Y101 499407 4050339 SH DEFINED 01 3918239 0 132100 D TICKETMASTER-B COMMON 88633P203 5048 237900 SH DEFINED 01 237900 0 0 D TIFFANY & CO. COMMON 886547108 330591 13826469 SH DEFINED 01 13153069 0 673400 D TOWER AUTOMOTIVE INC. COMMON 891707101 3583 796300 SH DEFINED 01 796300 0 0 D TOYS R US INC COMMON 892335100 48410 4841046 SH DEFINED 01 4727046 0 114000 D TRANSKARYOTIC THERAPIES INC. COMMON 893735100 1315 132800 SH DEFINED 01 132800 0 0 D TRAVELERS PROPERTY CASUALT-A CL A 89420G109 10920 745398 SH DEFINED 01 745398 0 0 D TRIAD HOSPITALS INC. COMMON 89579K109 10013 335659 SH DEFINED 01 335659 0 0 D TRIMERIS INC COMMON 896263100 1213 28100 SH DEFINED 01 28100 0 0 D TUPPERWARE CORPORATION COMMON 899896104 7735 512900 SH DEFINED 01 512900 0 0 D TYCO INTERNATIONAL LTD COMMON 902124106 19639 1149800 SH DEFINED 01 1149800 0 0 D UCBH HOLDINGS INC COMMON 90262T308 7217 170000 SH DEFINED 01 170000 0 0 D USA INTERACTIVE COMMON 902984103 58018 2531318 SH DEFINED 01 2531318 0 0 D US UNWIRED INC. COMMON 90338R104 664 1355700 SH DEFINED 01 1355700 0 0 D UNION PACIFIC CORP COMMON 907818108 10420 174050 SH DEFINED 01 174050 0 0 D UNISOURCE ENERGY CORP. COMMON 909205106 29779 1722340 SH DEFINED 01 1722340 0 0 D UNITED NATURAL FOODS INC. COMMON 911163103 8791 346800 SH DEFINED 01 346800 0 0 D UNITED TECHNOLOGIES COMMON 913017109 10672 172300 SH DEFINED 01 172300 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 4467 53500 SH DEFINED 01 53500 0 0 D UNIVISION COMMUNICATIONS CL-A CL A 914906102 320588 13085215 SH DEFINED 01 12641315 0 443900 D UNOCAL CORP. COMMON 915289102 32957 1077726 SH DEFINED 01 1077726 0 0 D VALERO ENERGY CORP. COMMON 91913Y100 12560 340000 SH DEFINED 01 340000 0 0 D VECTREN CORPORATION COMMON 92240G101 20068 872500 SH DEFINED 01 872500 0 0 D VERITAS SOFTWARE CORP COMMON 923436109 6257 400600 SH DEFINED 01 400600 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 110923 2862525 SH DEFINED 01 2862525 0 0 D VIACOM INC-CL B CL B 925524308 755022 18523584 SH DEFINED 01 17817878 0 705706 D VISHAY INTERTECHNOLOGY INC. COMMON 928298108 22512 2013628 SH DEFINED 01 1926228 0 87400 D WGL HOLDINGS INC. COMMON 92924F106 8884 371400 SH DEFINED 01 371400 0 0 D W-H ENERGY SERVICES INC. COMMON 92925E108 3230 221400 SH DEFINED 01 221400 0 0 D WACHOVIA CORP COMMON 929903102 2850 78200 SH DEFINED 01 78200 0 0 D WAL-MART STORES COMMON 931142103 723359 14321114 SH DEFINED 01 13850314 0 470800 D WALGREEN CO COMMON 931422109 220512 7554362 SH DEFINED 01 7276462 0 277900 D WASTE CONNECTIONS INC. COMMON 941053100 6089 157700 SH DEFINED 01 157700 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 31050 1354733 SH DEFINED 01 1354733 0 0 D WATERS CORP. COMMON 941848103 4820 221300 SH DEFINED 01 221300 0 0 D WATSON PHARMACEUTICALS INC. COMMON 942683103 4255 150500 SH DEFINED 01 150500 0 0 D WATSON WYATT & CO HOLDINGS - A CL A 942712100 13711 630400 SH DEFINED 01 630400 0 0 D WEBMD CORPORATION COMMON 94769M105 9465 1107000 SH DEFINED 01 1107000 0 0 D WEST CORPORATION COMMON 952355105 8051 485000 SH DEFINED 01 485000 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 66297 1799100 SH DEFINED 01 1799100 0 0 D WESTERN WIRELESS CORP. -CL.A CL A 95988E204 35302 6660800 SH DEFINED 01 6660800 0 0 D WESTPORT RESOURCES CORP COMMON 961418100 3432 165000 SH DEFINED 01 165000 0 0 D WEYERHAEUSER CO COMMON 962166104 318418 6470589 SH DEFINED 01 6276689 0 193900 D WYETH COMMON 983024100 460759 12319757 SH DEFINED 01 11977057 0 342700 D XTO ENERGY INC COMMON 98385X106 7849 317787 SH DEFINED 01 317787 0 0 D XILINX INC COMMON 983919101 158462 7692300 SH DEFINED 01 7406300 0 286000 D XEROX CORP. COMMON 984121103 34411 4274636 SH DEFINED 01 4274636 0 0 D ZIMMER HOLDINGS INC COMMON 98956P102 5360 129100 SH DEFINED 01 129100 0 0 D ACE LTD ORD G0070K103 681 23200 SH DEFINED 01 23200 0 0 D AMDOCS LTD ORD G02602103 8885 904800 SH DEFINED 01 904800 0 0 D APEX SILVER MINES LIMITED ORD G04074103 10065 680100 SH DEFINED 01 680100 0 0 D EVEREST RE GROUP LTD COMMON G3223R108 47527 859435 SH DEFINED 01 859435 0 0 D GLOBALSANTAFE CORP SHS G3930E101 55806 2294669 SH DEFINED 01 2294669 0 0 D MAX RE CAPITAL LTD SHS G6052F103 7410 672400 SH DEFINED 01 672400 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 9466 268400 SH DEFINED 01 268400 0 0 D PARTNERRE LTD. COMMON G6852T105 24419 471227 SH DEFINED 01 471227 0 0 D SCOTTISH ANNUITY & LIFE HLDG ORD G7885T104 8374 479900 SH DEFINED 01 479900 0 0 D W.P. STEWART & CO. LTD. COMMON G84922106 6048 337500 SH DEFINED 01 337500 0 0 D TRANSOCEAN INC ORD G90078109 128635 5544576 SH DEFINED 01 5385976 0 158600 D WEATHERFORD INTERNATIONAL LTD COMMON G95089101 122139 3058820 SH DEFINED 01 3023220 0 35600 D WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 10110 31300 SH DEFINED 01 31300 0 0 D XL CAPITAL LTD - CLASS A CL A G98255105 488192 6319634 SH DEFINED 01 6138434 0 181200 D ALCON INC COM SHS H01301102 4943 125300 SH DEFINED 01 125300 0 0 D MILLICOM INT'L. CELLULAR S.A. ORD L6388F102 3016 1694400 SH DEFINED 01 1694400 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 1883 146000 SH DEFINED 01 146000 0 0 D ASML HOLDING NV NEW YORK SHS N07059111 10365 1239900 SH DEFINED 01 1126100 0 113800 D GENERAL MARITIME CORP. SHS Y2692M103 1658 222500 SH DEFINED 01 222500 0 0 D TEEKAY SHIPPING CORP COMMON Y8564W103 12470 306400 SH DEFINED 01 306400 0 0 D ANGLOGOLD LIMITED - SPON ADR ADR - LISTED 035128206 5618 163976 SH DEFINED 01 163976 0 0 D CIA VALE DO RIO DOCE - ADR ADR - LISTED 204412209 83530 2889300 SH DEFINED 01 2889300 0 0 D ENI SPA-SPONSORED ADR ADR - LISTED 26874R108 5439 69300 SH DEFINED 01 69300 0 0 D HARMONY GOLD MNG - SPON ADR ADR - LISTED 413216300 4942 294000 SH DEFINED 01 294000 0 0 D KOREA ELEC POWER CORP ADR ADR - LISTED 500631106 11047 1299700 SH DEFINED 01 1299700 0 0 D NDS GROUP PLC - SPONS ADR ADR - LISTED 628891103 723 95100 SH DEFINED 01 95100 0 0 D NOKIA CORP-SPONSORED ADR ADR - LISTED 654902204 364260 23500615 SH DEFINED 01 22686615 0 814000 D PEARSON PLC - SPONSORED ADR ADR - LISTED 705015105 34698 3711041 SH DEFINED 01 3619241 0 91800 D PETROLEO BRASILEIRO S.A. - ADR ADR - LISTED 71654V408 5620 376200 SH DEFINED 01 376200 0 0 D RANDGOLD RESOURCES LTD-ADR ADR - LISTED 752344309 2199 74900 SH DEFINED 01 74900 0 0 D SAP AG-SPONSORED ADR ADR - LISTED 803054204 20019 1026600 SH DEFINED 01 986400 0 40200 D TELEFONOS DE MEXICO ADR - LISTED 879403780 17346 542400 SH DEFINED 01 542400 0 0 D TEVA PHARMACEUTICAL-ADR ADR - LISTED 881624209 141922 3675800 SH DEFINED 01 3554400 0 121400 D TOTAL FINA ELF S.A. - SPON ADR ADR - LISTED 89151E109 362703 5072771 SH DEFINED 01 4840171 0 232600 D VODAFONE GROUP PLC - ADR ADR - LISTED 92857W100 58230 3213600 SH DEFINED 01 3213600 0 0 S REPORT SUMMARY 471 DATA RECORDS 32762705 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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