-----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, HWcauJM3WJOmGBLpIRYB3wo6DHPJvUH3ZJekFT7E7sVLc4RLtjQiUKvYe9V+H4q6 TYFnohs+PtT05rHG1EJ+5Q== 0000053417-02-000057.txt : 20021118 0000053417-02-000057.hdr.sgml : 20021118 20021115121852 ACCESSION NUMBER: 0000053417-02-000057 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021114 EFFECTIVENESS DATE: 20021115 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: 02829064 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 sec13f3q2002.txt FORM 13F 3Q2002 FILING FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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 November 15, 2002 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 09/30/2002 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 2033 109900 SH DEFINED 01 109900 0 0 D AT&T CORP COMMON 001957109 170463 14193462 SH DEFINED 01 14193462 0 0 D AT&T WIRELESS SERVICES INC COMMON 00209A106 17838 4329600 SH DEFINED 01 4329600 0 0 D ABBOTT LABORATORIES COMMON 002824100 659248 16318027 SH DEFINED 01 15683127 0 634900 D ABERCROMBIE & FITCH CL A 002896207 12254 623000 SH DEFINED 01 623000 0 0 D ADOBE SYSTEMS INC COMMON 00724F101 133224 6975096 SH DEFINED 01 6756096 0 219000 D ADOLOR CORP. COMMON 00724X102 1932 137800 SH DEFINED 01 137800 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 19002 360300 SH DEFINED 01 360300 0 0 D ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 3319 250100 SH DEFINED 01 250100 0 0 D AGERE SYSTEMS INC-CL A CL A 00845V100 890 809300 SH DEFINED 01 809300 0 0 D AGERE SYSTEMS INC-CL B CL B 00845V209 17072 17244700 SH DEFINED 01 17227600 0 17100 D AGNICO-EAGLE MINES LTD COMMON 008474108 5325 332600 SH DEFINED 01 332600 0 0 D AGRIUM INC. COMMON 008916108 8693 950100 SH DEFINED 01 950100 0 0 D AIRGATE PCS INC. COMMON 009367103 1163 2643100 SH DEFINED 01 2643100 0 0 D ALAMOSA HOLDINGS INC COMMON 011589108 157 682000 SH DEFINED 01 682000 0 0 D ALCOA INC. COMMON 013817101 49785 2579558 SH DEFINED 01 2579558 0 0 D ALEXANDRIA REAL EST EQUITIES COMMON 015271109 8012 188600 SH DEFINED 01 188600 0 0 D ALIGN TECHNOLOGY INC. COMMON 016255101 3563 1291500 SH DEFINED 01 1291500 0 0 D ALLIANCE ATLANTIS COMMUNIC - B CL B NON-VTG 01853E204 9532 961000 SH DEFINED 01 961000 0 0 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 9016 595100 SH DEFINED 01 595100 0 0 D ALLIED CAPITAL CORP. COMMON 01903Q108 5715 261100 SH DEFINED 01 261100 0 0 D ALLSCRIPTS HEALTHCARE SOLUTION COMMON 01988P108 398 139100 SH DEFINED 01 139100 0 0 D ALLSTATE CORP COMMON 020002101 94403 2655520 SH DEFINED 01 2591120 0 64400 D ALLTEL CORP COMMON 020039103 10664 265740 SH DEFINED 01 265740 0 0 D ALPHARMA INC- CL A CL A 020813101 3562 371000 SH DEFINED 01 371000 0 0 D ALTERA CORPORATION COMMON 021441100 52907 6102300 SH DEFINED 01 5879000 0 223300 D AMAZON.COM INC COMMON 023135106 5188 325700 SH DEFINED 01 325700 0 0 D AMERADA HESS CORP COMMON 023551104 63315 932747 SH DEFINED 01 932747 0 0 D AMERICAN EXPRESS CO. COMMON 025816109 485147 15559572 SH DEFINED 01 15025472 0 534100 D AMERICAN INTL. GROUP COMMON 026874107 732746 13395727 SH DEFINED 01 12866717 0 529010 D AMERUS GROUP CO COMMON 03072M108 7550 266213 SH DEFINED 01 266213 0 0 D AMERISOURCEBERGEN CORP COMMON 03073E105 190955 2673700 SH DEFINED 01 2591100 0 82600 D AMGEN INC. COMMON 031162100 464223 11132457 SH DEFINED 01 10678757 0 453700 D AMPHENOL CORP-CL A CL A 032095101 4985 160800 SH DEFINED 01 160800 0 0 D ANADARKO PETROLEUM CORP COMMON 032511107 92821 2084000 SH DEFINED 01 2084000 0 0 D ANALOG DEVICES INC. COMMON 032654105 106907 5426764 SH DEFINED 01 5217064 0 209700 D ANTHEM INC COMMON 03674B104 14755 227000 SH DEFINED 01 227000 0 0 D ANSWERTHINK INC COMMON 036916104 2967 2045900 SH DEFINED 01 2045900 0 0 D APACHE CORP COMMON 037411105 4702 79090 SH DEFINED 01 79090 0 0 D APOGENT TECHNOLOGIES COMMON 03760A101 51929 2782910 SH DEFINED 01 2782910 0 0 D APPLICA INCORPORATED COMMON 03815A106 1981 373700 SH DEFINED 01 373700 0 0 D APPLIED MATERIALS INC. COMMON 038222105 183708 15905477 SH DEFINED 01 15372377 0 533100 D AQUILA INC COMMON 03840P102 39112 9539500 SH DEFINED 01 9539500 0 0 D ARCH COAL INC. COMMON 039380100 21341 1289500 SH DEFINED 01 1289500 0 0 D ARMOR HOLDINGS INC COMMON 042260109 7347 490100 SH DEFINED 01 490100 0 0 D AUTODESK INC COMMON 052769106 20893 1649000 SH DEFINED 01 1649000 0 0 D AVALONBAY COMMUNITIES INC. COMMON 053484101 7191 172030 SH DEFINED 01 172030 0 0 D AVISTA CORP. COMMON 05379B107 19802 1768000 SH DEFINED 01 1768000 0 0 D BJ SERVICES CO COMMON 055482103 111672 4295086 SH DEFINED 01 4129286 0 165800 D BMC SOFTWARE INC COMMON 055921100 61142 4678023 SH DEFINED 01 4510523 0 167500 D BAKER HUGHES INC COMMON 057224107 20190 695500 SH DEFINED 01 695500 0 0 D BANK OF AMERICA CORP. COMMON 060505104 29935 469200 SH DEFINED 01 467866 0 1334 D BANK OF NEW YORK COMMON 064057102 3308 115100 SH DEFINED 01 115100 0 0 D BANK ONE CORP COMMON 06423A103 425893 11387524 SH DEFINED 01 11013824 0 373700 D BARR LABORATORIES INC COMMON 068306109 6354 102000 SH DEFINED 01 102000 0 0 D BAXTER INTERNATIONAL INC COMMON 071813109 433701 14196403 SH DEFINED 01 13648203 0 548200 D BE AEROSPACE INC. COMMON 073302101 2382 500500 SH DEFINED 01 500500 0 0 D BED BATH & BEYOND INC COMMON 075896100 408539 12543435 SH DEFINED 01 12058835 0 484600 D BELDEN INC. COMMON 077459105 7174 534600 SH DEFINED 01 534600 0 0 D BELLSOUTH CORP COMMON 079860102 113141 6162338 SH DEFINED 01 6162338 0 0 D BELO CORPORATION-A COM SER A 080555105 5275 241100 SH DEFINED 01 241100 0 0 D BEMA GOLD CORP. COMMON 08135F107 636 504500 SH DEFINED 01 504500 0 0 D BIG LOTS INC COMMON 089302103 19558 1235500 SH DEFINED 01 1235500 0 0 D BIOMARIN PHARMACEUTICAL INC. COMMON 09061G101 3280 566500 SH DEFINED 01 566500 0 0 D BOEING CO COMMON 097023105 132585 3884701 SH DEFINED 01 3753801 0 130900 D BOISE CASCADE CORP. COMMON 097383103 90421 3965840 SH DEFINED 01 3866840 0 99000 D BOSTON PROPERTIES INC COMMON 101121101 9546 256600 SH DEFINED 01 256600 0 0 D BRIGHAM EXPLORATION COMPANY COMMON 109178103 397 110500 SH DEFINED 01 110500 0 0 D BRIGHT HORIZONS FAMILY SOL. COMMON 109195107 11560 413900 SH DEFINED 01 413900 0 0 D BRINKER INTERNATIONAL INC COMMON 109641100 5960 230100 SH DEFINED 01 230100 0 0 D BRISTOL-MYERS SQUIBB CO COMMON 110122108 586 24616 SH DEFINED 01 24616 0 0 D BROOKLINE BANCORP INC COMMON 11373M107 4167 354634 SH DEFINED 01 354634 0 0 D BROOKS-PRI AUTOMATION INC COMMON 11442E102 5435 474700 SH DEFINED 01 474700 0 0 D TOM BROWN INC COM NEW 115660201 3978 173700 SH DEFINED 01 173700 0 0 D CIGNA CORP COMMON 125509109 108733 1536858 SH DEFINED 01 1536858 0 0 D CLECO CORPORATION COMMON 12561W105 24911 1849400 SH DEFINED 01 1849400 0 0 D CMS ENERGY CORP COMMON 125896100 16176 2007000 SH DEFINED 01 2007000 0 0 D CNA FINANCIAL CORP. COMMON 126117100 14386 575438 SH DEFINED 01 572810 0 2628 D CABOT MICROELECTRONICS CORP COMMON 12709P103 4134 111000 SH DEFINED 01 111000 0 0 D CACI INTERNATIONAL INC -CL A CL A 127190304 8083 228000 SH DEFINED 01 228000 0 0 D CAMBREX COMMON 132011107 43311 1176925 SH DEFINED 01 1174625 0 2300 D THE CARBIDE/GRAPHITE GROUP COMMON 140777103 8 750800 SH DEFINED 01 750800 0 0 D CAREMARK RX INC COMMON 141705103 1564 92000 SH DEFINED 01 92000 0 0 D CELGENE CORP COMMON 151020104 2991 177600 SH DEFINED 01 177600 0 0 D CENTURY ALUMINUM COMPANY COMMON 156431108 1089 156500 SH DEFINED 01 156500 0 0 D CENTURYTEL INC. COMMON 156700106 42505 1895000 SH DEFINED 01 1895000 0 0 D CEPHALON INC COMMON 156708109 4707 115300 SH DEFINED 01 115300 0 0 D CERIDIAN CORP (NEW) COMMON 156779100 40798 2863035 SH DEFINED 01 2863035 0 0 D CERNER CORP COMMON 156782104 7771 220700 SH DEFINED 01 220700 0 0 D CHARTER ONE FIN INC COMMON 160903100 39504 1329200 SH DEFINED 01 1329200 0 0 D CHECKFREE CORP COMMON 162813109 9741 856000 SH DEFINED 01 856000 0 0 D CHIQUITA BRANDS INTL COMMON 170032809 2997 194000 SH DEFINED 01 194000 0 0 D CHOICEPOINT INC COMMON 170388102 4423 124100 SH DEFINED 01 124100 0 0 D CINERGY CORP COMMON 172474108 44064 1401985 SH DEFINED 01 1401985 0 0 D CIRCUIT CITY STORE INC. COMMON 172737108 89238 5900552 SH DEFINED 01 5827352 0 73200 D CISCO SYSTEMS INC. COMMON 17275R102 384542 36692994 SH DEFINED 01 34936094 0 1756900 D CITIGROUP INC COMMON 172967101 488657 16480851 SH DEFINED 01 15949620 0 531231 D CLARCOR INC COMMON 179895107 10269 334500 SH DEFINED 01 334500 0 0 D COACH INC COMMON 189754104 11013 430200 SH DEFINED 01 430200 0 0 D COCA-COLA CO/THE COMMON 191216100 543869 11340065 SH DEFINED 01 10802465 0 537600 D COEUR D'ALENE MINES CORP COMMON 192108108 106 67225 SH DEFINED 01 67225 0 0 D COGNIZANT TECH SOLUTIONS CRP CL A 192446102 1879 32700 SH DEFINED 01 32700 0 0 D COMCAST CORP-SPECIAL CL A CL A 200300200 13578 650900 SH DEFINED 01 650900 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 7441 214000 SH DEFINED 01 214000 0 0 D COMMSCOPE INC. COMMON 203372107 3713 547700 SH DEFINED 01 547700 0 0 D CONAGRA INC. COMMON 205887102 26157 1052579 SH DEFINED 01 1052579 0 0 D CONCORD CAMERA CORP COMMON 206156101 6289 1349500 SH DEFINED 01 1349500 0 0 D CONOCOPHILLIPS COMMON 20825C104 507 10954 SH DEFINED 01 10954 0 0 D CONSTELLATION ENERGY GROUP COMMON 210371100 47604 1920300 SH DEFINED 01 1920300 0 0 D COOPER CAMERON CORP COMMON 216640102 8273 198100 SH DEFINED 01 198100 0 0 D CORPORATE EXECUTIVE BOARD CO. COMMON 21988R102 14326 501800 SH DEFINED 01 501800 0 0 D COSTCO WHOLESALE CORPORATION COMMON 22160K105 344002 10627177 SH DEFINED 01 10267777 0 359400 D COTT CORPORATION COMMON 22163N106 11638 768200 SH DEFINED 01 768200 0 0 D COUSINS PROPERTIES INC. COMMON 222795106 8873 385800 SH DEFINED 01 385800 0 0 D CROMPTON CORPORATION COMMON 227116100 5227 520100 SH DEFINED 01 520100 0 0 D DJ ORTHOPEDICS INC COMMON 23325G104 1193 312200 SH DEFINED 01 312200 0 0 D DPL INC COMMON 233293109 21429 1302700 SH DEFINED 01 1302700 0 0 D DQE INC COMMON 23329J104 11252 750100 SH DEFINED 01 750100 0 0 D DTE ENERGY COMPANY COMMON 233331107 30543 750454 SH DEFINED 01 750454 0 0 D DARDEN RESTAURANTS INC. COMMON 237194105 56807 2343531 SH DEFINED 01 2343531 0 0 D DELL COMPUTER CORP. COMMON 247025109 379781 16154057 SH DEFINED 01 15323157 0 830900 D DELTA AIR LINES INC. COMMON 247361108 23991 2582516 SH DEFINED 01 2499616 0 82900 D DEVON ENERGY CORPORATION COMMON 25179M103 5710 118336 SH DEFINED 01 118336 0 0 D DIAMOND OFFSHORE DRILLING COMMON 25271C102 4793 240274 SH DEFINED 01 240274 0 0 D DIEBOLD, INC. COMMON 253651103 43076 1308516 SH DEFINED 01 1248816 0 59700 D DOCUMENTUM COMMON 256159104 5098 441400 SH DEFINED 01 441400 0 0 D DOLLAR TREE STORES COMMON 256747106 5190 235500 SH DEFINED 01 235500 0 0 D DOMINION RESOURCES INC/VA COMMON 25746U109 34578 681600 SH DEFINED 01 681600 0 0 D DOUBLECLICK INC COMMON 258609304 7492 1457500 SH DEFINED 01 1457500 0 0 D DUKE ENERGY CORP COMMON 264399106 41055 2100000 SH DEFINED 01 2100000 0 0 D DUN & BRADSTREET CORP COMMON 26483E100 7801 232100 SH DEFINED 01 232100 0 0 D EMC CORP/MASS COMMON 268648102 112513 24619705 SH DEFINED 01 23880205 0 739500 D ENSCO INTERNATIONAL INC COMMON 26874Q100 40181 1604680 SH DEFINED 01 1604680 0 0 D EATON VANCE CORP COMMON NON-VTG 278265103 12695 459300 SH DEFINED 01 459300 0 0 D ECHOSTAR COMMUNICATIONS-A CL A 278762109 27936 1614800 SH DEFINED 01 1614800 0 0 D EDUCATION MANAGEMENT CORP. COMMON 28139T101 12148 274400 SH DEFINED 01 274400 0 0 D J.D. EDWARDS & CO COMMON 281667105 28107 3038547 SH DEFINED 01 3038547 0 0 D EDWARDS AG INC COMMON 281760108 46272 1446895 SH DEFINED 01 1446895 0 0 D EL PASO ELECTRIC CO. COM NEW 283677854 4990 420000 SH DEFINED 01 420000 0 0 D ELECTRONIC ARTS INC. COMMON 285512109 2150 32600 SH DEFINED 01 32600 0 0 D EMISPHERE TECHNOLOGIES INC. COMMON 291345106 1367 461800 SH DEFINED 01 461800 0 0 D EMMIS COMMUNICATIONS -CL A CL A 291525103 5833 307000 SH DEFINED 01 307000 0 0 D ENCORE ACQUISITION CO. COMMON 29255W100 15672 952700 SH DEFINED 01 952700 0 0 D ENDOCARE INC. COMMON 29264P104 14978 1046700 SH DEFINED 01 1046700 0 0 D ENERGY EAST CORPORATION COMMON 29266M109 60769 3067600 SH DEFINED 01 3067600 0 0 D ENGELHARD CORP COMMON 292845104 15776 662048 SH DEFINED 01 660148 0 1900 D ENTERCOM COMMUNICATIONS - A CL A 293639100 16366 345500 SH DEFINED 01 345500 0 0 D ENTERGY CORPORATION COMMON 29364G103 68345 1642900 SH DEFINED 01 1642900 0 0 D ENTRAVISION COMMUNICATIONS -A CL A 29382R107 17017 1284300 SH DEFINED 01 1284300 0 0 D EQUITABLE RESOURCES INC COMMON 294549100 93458 2705000 SH DEFINED 01 2705000 0 0 D EVERGREEN RESOURCES INC NO PAR 299900308 9221 225000 SH DEFINED 01 225000 0 0 D EXPRESSJET HOLDINGS INC CL A 30218U108 4491 488100 SH DEFINED 01 488100 0 0 D EXULT INC COMMON 302284104 3987 1351400 SH DEFINED 01 1351400 0 0 D EXXON MOBIL CORPORATION COMMON 30231G102 265673 8328300 SH DEFINED 01 8006100 0 322200 D FMC TECHNOLOGIES INC COMMON 30249U101 36678 2188442 SH DEFINED 01 2188442 0 0 D FPL GROUP INC. COMMON 302571104 42039 781400 SH DEFINED 01 781400 0 0 D FACTSET RESEARCH SYSTEMS INC COMMON 303075105 5076 191200 SH DEFINED 01 191200 0 0 D FAIR ISSAC & COMPANY INC COMMON 303250104 6035 184550 SH DEFINED 01 184550 0 0 D FED HOME LOAN MTG CORP. COMMON 313400301 21354 382001 SH DEFINED 01 382001 0 0 D FANNIE MAE COMMON 313586109 5549 93200 SH DEFINED 01 93200 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 55612 1888991 SH DEFINED 01 1886391 0 2600 D FIRSTENERGY CORP. COMMON 337932107 108201 3619979 SH DEFINED 01 3619979 0 0 D FISHER SCIENTIFIC INTL COM NEW 338032204 56250 1853374 SH DEFINED 01 1853374 0 0 D FLOWSERVE CORPORATION COMMON 34354P105 9943 994300 SH DEFINED 01 994300 0 0 D FOREST LABORATORIES COMMON 345838106 2075 25300 SH DEFINED 01 25300 0 0 D FOX ENTERTAINMENT GROUP INC.-A CL A 35138T107 45024 2043740 SH DEFINED 01 2043740 0 0 D FREEPORT-MCMORAN COPPER-B CL B 35671D857 111575 8289400 SH DEFINED 01 8289400 0 0 D FURNITURE BRANDS INTL INC COMMON 360921100 8271 360400 SH DEFINED 01 360400 0 0 D GENENTECH INC COM NEW 368710406 257774 7899889 SH DEFINED 01 7582889 0 317000 D GENERAL DYNAMICS CORP COMMON 369550108 13395 164700 SH DEFINED 01 164700 0 0 D GENERAL MOTORS CL H CLASS H NEW 370442832 7523 822200 SH DEFINED 01 822200 0 0 D GILEAD SCIENCES INC COMMON 375558103 7581 226100 SH DEFINED 01 226100 0 0 D GILLETTE CO. COMMON 375766102 331580 11202051 SH DEFINED 01 10750151 0 451900 D GLADSTONE CAPITAL CORP. COMMON 376535100 7177 425200 SH DEFINED 01 425200 0 0 D GLAMIS GOLD LTD COMMON 376775102 2325 251300 SH DEFINED 01 251300 0 0 D GLOBESPAN VIRATA INC COMMON 37957V106 2684 1137400 SH DEFINED 01 1137400 0 0 D GOLDCORP INC COMMON 380956409 10699 970000 SH DEFINED 01 970000 0 0 D GOLDEN STAR RESOURCES LTD. COMMON 38119T104 376 300800 SH DEFINED 01 300800 0 0 D GOLDMAN SACHS GROUP INC. COMMON 38141G104 415854 6297952 SH DEFINED 01 6072252 0 225700 D GRACO INC COMMON 384109104 5842 235575 SH DEFINED 01 235575 0 0 D GRANT PRIDECO INC. COMMON 38821G101 2344 274500 SH DEFINED 01 274500 0 0 D GREY WOLF INC. COMMON 397888108 1513 420200 SH DEFINED 01 420200 0 0 D HCA INC COMMON 404119109 379934 7980129 SH DEFINED 01 7709929 0 270200 D HANOVER COMPRESSOR CO COMMON 410768105 11841 1426600 SH DEFINED 01 1426600 0 0 D HARLEY-DAVIDSON INC COMMON 412822108 398492 8578947 SH DEFINED 01 8189447 0 389500 D HARMAN INTERNATIONAL COMMON 413086109 8554 165300 SH DEFINED 01 165300 0 0 D HARRIS CORP. COMMON 413875105 16081 480160 SH DEFINED 01 480160 0 0 D THE HARTFORD FINANCIAL SVCS GR COMMON 416515104 386491 9426618 SH DEFINED 01 9173618 0 253000 D HEALTH MANAGEMENT ASSOCIATES - CL A 421933102 44794 2215327 SH DEFINED 01 2161427 0 53900 D HEARTLAND EXPRESS INC COMMON 422347104 7415 395700 SH DEFINED 01 395700 0 0 D HEWLETT-PACKARD CO COMMON 428236103 442931 37954664 SH DEFINED 01 36854064 0 1100600 D HOME DEPOT INC COMMON 437076102 5199 199200 SH DEFINED 01 199200 0 0 D HOTELS.COM COMMON 44147T108 3541 70000 SH DEFINED 01 70000 0 0 D HUMANA INC. COMMON 444859102 11438 922443 SH DEFINED 01 922443 0 0 D HYDRIL COMPANY COMMON 448774109 3115 125200 SH DEFINED 01 125200 0 0 D IDEC PHARMACEUTICALS CORP COMMON 449370105 11601 279400 SH DEFINED 01 279400 0 0 D IMC GLOBAL INC COMMON 449669100 29126 2417100 SH DEFINED 01 2417100 0 0 D IMAX CORP. COMMON 45245E109 9284 2040400 SH DEFINED 01 2040400 0 0 D IMPAX LABORATORIES INC COMMON 45256B101 4701 967200 SH DEFINED 01 967200 0 0 D INGRAM MICRO INC. - CLASS A CL A 457153104 49455 3718427 SH DEFINED 01 3658527 0 59900 D INSIGHT ENTERPRISES INC COMMON 45765U103 6123 603300 SH DEFINED 01 603300 0 0 D INSIGHT COMMUNICATIONS CO. - A CL A 45768V108 8571 928600 SH DEFINED 01 928600 0 0 D INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 4954 474500 SH DEFINED 01 474500 0 0 D INTEL CORP COMMON 458140100 299692 21576120 SH DEFINED 01 20758520 0 817600 D INTERMUNE INC COMMON 45884X103 6403 195100 SH DEFINED 01 195100 0 0 D INTERNATIONAL PAPER COMMON 460146103 381199 11416556 SH DEFINED 01 11053056 0 363500 D INTERPUBLIC GROUP COMPANIES COMMON 460690100 2389 150700 SH DEFINED 01 150700 0 0 D INTUITIVE SURGICAL INC COMMON 46120E107 5848 731900 SH DEFINED 01 731900 0 0 D INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 2291 78300 SH DEFINED 01 78300 0 0 D INVITROGEN CORPORATION COMMON 46185R100 32315 948471 SH DEFINED 01 930871 0 17600 D IRON MOUNTAIN COMMON 462846106 10137 405650 SH DEFINED 01 405650 0 0 D ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 15198 328600 SH DEFINED 01 328600 0 0 D JDS UNIPHASE CORP COMMON 46612J101 4372 2244300 SH DEFINED 01 2244300 0 0 D JACK IN THE BOX INC COMMON 466367109 7736 339300 SH DEFINED 01 339300 0 0 D JOHNSON AND JOHNSON COMMON 478160104 571421 10566218 SH DEFINED 01 10125818 0 440400 D JONES APPAREL GROUP INC COMMON 480074103 3377 110000 SH DEFINED 01 110000 0 0 D JOY GLOBAL INC COMMON 481165108 3552 427900 SH DEFINED 01 427900 0 0 D KCS ENERGY INC COMMON 482434206 24 15963 SH DEFINED 01 15963 0 0 D KLA-TENCOR CORPORATION COMMON 482480100 21638 774430 SH DEFINED 01 730230 0 44200 D KPMG CONSULTING INC COMMON 48265R109 12825 1985352 SH DEFINED 01 1985352 0 0 D KERR-MCGEE CORP. COMMON 492386107 73355 1688650 SH DEFINED 01 1688650 0 0 D KEYSPAN CORPORATION COMMON 49337W100 62866 1876592 SH DEFINED 01 1876592 0 0 D KILROY REALTY CORP COMMON 49427F108 6096 257100 SH DEFINED 01 257100 0 0 D KINDER MORGAN INC COMMON 49455P101 40362 1138575 SH DEFINED 01 1138575 0 0 D KINDER MORGAN MANAGEMENT LLC SHS 49455U100 31624 1063000 SH DEFINED 01 1063000 0 0 D KING PHARMACEUTICALS INC COMMON 495582108 7619 419300 SH DEFINED 01 419300 0 0 D KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 57677 1022474 SH DEFINED 01 987774 0 34700 D KOHL'S CORP. COMMON 500255104 650252 10693179 SH DEFINED 01 10213979 0 479200 D L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 7041 133600 SH DEFINED 01 133600 0 0 D LAMAR ADVERTISING CO. - A CL A 512815101 24323 801421 SH DEFINED 01 801421 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 42189 860113 SH DEFINED 01 860113 0 0 D LIBERTY MEDIA CORP-A COMMON 530718105 132479 18451156 SH DEFINED 01 17899756 0 551400 D LIBERTY PROPERTY TRUST SH BEN INT 531172104 11191 361000 SH DEFINED 01 361000 0 0 D LILLY (ELI) & CO. COMMON 532457108 26497 478800 SH DEFINED 01 478800 0 0 D LIN TV CORP-CL A CL A 532774106 7918 319900 SH DEFINED 01 319900 0 0 D LINCOLN NATIONAL CORP. 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COMMON 63934E108 10069 464425 SH DEFINED 01 464425 0 0 D NDCHEALTH CORP COMMON 639480102 10108 650000 SH DEFINED 01 650000 0 0 D NETWORK ASSOCIATES INC COMMON 640938106 19174 1803742 SH DEFINED 01 1803742 0 0 D NEW YORK TIMES CLASS A CL A 650111107 476696 10488366 SH DEFINED 01 10172766 0 315600 D NEWFIELD EXPLORATION COMPANY COMMON 651290108 42858 1275900 SH DEFINED 01 1274800 0 1100 D NEWMONT MINING CORP. COMMON 651639106 89702 3260700 SH DEFINED 01 3260700 0 0 D NISOURCE INC. COMMON 65473P105 61995 3598106 SH DEFINED 01 3598106 0 0 D NOBLE ENERGY INC COMMON 655044105 4644 136700 SH DEFINED 01 136700 0 0 D NORTHEAST UTILITIES COMMON 664397106 61633 3646900 SH DEFINED 01 3646900 0 0 D NORTHROP GRUMMAN CORP COMMON 666807102 697277 5621388 SH DEFINED 01 5438988 0 182400 D NOVELLUS SYSTEMS INC COMMON 670008101 25922 1245635 SH DEFINED 01 1182635 0 63000 D NSTAR COMMON 67019E107 18510 468005 SH DEFINED 01 468005 0 0 D OAK TECHNOLOGY, INC COMMON 671802106 3631 1141900 SH DEFINED 01 1141900 0 0 D OCCIDENTAL PETROLEUM CORP COMMON 674599105 21110 743847 SH DEFINED 01 743847 0 0 D ODYSSEY HEALTHCARE INC COMMON 67611V101 11213 374400 SH DEFINED 01 374400 0 0 D OIL STATES INTERNATIONAL INC. COMMON 678026105 5281 528100 SH DEFINED 01 528100 0 0 D OMNICARE INC. COMMON 681904108 16093 762000 SH DEFINED 01 762000 0 0 D OMNICOM GROUP COMMON 681919106 133348 2394900 SH DEFINED 01 2323700 0 71200 D PC-TEL INC. COMMON 69325Q105 2500 479800 SH DEFINED 01 479800 0 0 D PG&E CORPORATION COMMON 69331C108 55995 4972900 SH DEFINED 01 4972900 0 0 D PNM RESOURCES INC COMMON 69349H107 35456 1790700 SH DEFINED 01 1790700 0 0 D PPL CORPORATION COMMON 69351T106 64904 1994600 SH DEFINED 01 1994600 0 0 D PARAMETRIC TECHNOLOGY CORP. COMMON 699173100 8168 4537800 SH DEFINED 01 4537800 0 0 D PATTERSON-UTI ENERGY INC COMMON 703481101 12635 495300 SH DEFINED 01 495300 0 0 D PAYCHEX INC COMMON 704326107 3235 133300 SH DEFINED 01 133300 0 0 D PEABODY ENERGY CORP. COMMON 704549104 11909 467000 SH DEFINED 01 467000 0 0 D PEGASUS SOLUTIONS INC. COMMON 705906105 9443 895100 SH DEFINED 01 895100 0 0 D PEMSTAR INC COMMON 706552106 2361 1951300 SH DEFINED 01 1951300 0 0 D PENTAIR INC COMMON 709631105 15760 424000 SH DEFINED 01 424000 0 0 D PEPSICO, INC. COMMON 713448108 258445 6994438 SH DEFINED 01 6795638 0 198800 D PFIZER INC. COMMON 717081103 460014 15851599 SH DEFINED 01 15189649 0 661950 D PHARMACEUTICAL RESOURCES INC COMMON 717125108 2437 87100 SH DEFINED 01 87100 0 0 D PHARMACIA CORP COMMON 71713U102 512940 13192909 SH DEFINED 01 12774187 0 418722 D PHILIP MORRIS COMPANIES INC COMMON 718154107 61988 1597622 SH DEFINED 01 1597622 0 0 D PINNACLE WEST CAPITAL COMMON 723484101 50376 1814700 SH DEFINED 01 1814700 0 0 D PIONEER NATURAL RESOURCES CO. COMMON 723787107 53511 2206646 SH DEFINED 01 2206646 0 0 D PLACER DOME INC COMMON 725906101 2451 268500 SH DEFINED 01 268500 0 0 D POLO RALPH LAUREN CORP CL A 731572103 36485 1755777 SH DEFINED 01 1752277 0 3500 D POWER INTEGRATIONS, INC. COMMON 739276103 3575 293300 SH DEFINED 01 293300 0 0 D PREMCOR INC COMMON 74045Q104 1351 86100 SH DEFINED 01 86100 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 15456 1188900 SH DEFINED 01 1188900 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 8954 342000 SH DEFINED 01 342000 0 0 D PRIORITY HEALTHCARE CORP. - B CL B 74264T102 11597 460200 SH DEFINED 01 460200 0 0 D PROCTER & GAMBLE CO COMMON 742718109 290717 3252601 SH DEFINED 01 3135401 0 117200 D PROQUEST COMPANY COMMON 74346P102 3684 121400 SH DEFINED 01 121400 0 0 D PROTEIN DESIGN LABS INC. COMMON 74369L103 2199 264900 SH DEFINED 01 264900 0 0 D PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 32214 1056200 SH DEFINED 01 1056200 0 0 D QUESTAR CORP COMMON 748356102 68863 3015000 SH DEFINED 01 3015000 0 0 D QUICKSILVER RESOURCES INC. 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COMMON 778296103 9484 266100 SH DEFINED 01 266100 0 0 D ROWAN COMPANIES INC COMMON 779382100 4502 241500 SH DEFINED 01 241500 0 0 D RYLAND GROUP INC COMMON 783764103 4773 128400 SH DEFINED 01 128400 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 80525 4006217 SH DEFINED 01 4006217 0 0 D S1 CORPORATION COMMON 78463B101 1927 359600 SH DEFINED 01 359600 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 4333 181300 SH DEFINED 01 181300 0 0 D SAKS INCORPORATED COMMON 79377W108 21186 2012000 SH DEFINED 01 1896500 0 115500 D SARA LEE CORP COMMON 803111103 11780 644075 SH DEFINED 01 644075 0 0 D SCHERING PLOUGH CORP. COMMON 806605101 643 30150 SH DEFINED 01 30150 0 0 D SCHLUMBERGER, LTD. COMMON 806857108 538598 14004117 SH DEFINED 01 13452417 0 551700 D SCHOLASTIC CORP COMMON 807066105 33327 745896 SH DEFINED 01 745896 0 0 D SCRIPPS CO (E.W.)-CL A CL A 811054204 9695 139900 SH DEFINED 01 139900 0 0 D SEMPRA ENERGY COMMON 816851109 72046 3666469 SH DEFINED 01 3666469 0 0 D SEPRACOR INC COMMON 817315104 20076 3831300 SH DEFINED 01 3831300 0 0 D SICOR INC COMMON 825846108 4837 318000 SH DEFINED 01 318000 0 0 D SILICON LABORATORIES INC. COMMON 826919102 7642 416900 SH DEFINED 01 416900 0 0 D SILICON VALLEY BANCSHARES COMMON 827064106 6670 394000 SH DEFINED 01 394000 0 0 D SKYWEST INC COMMON 830879102 8135 621000 SH DEFINED 01 621000 0 0 D SMITH INT'L INC. COMMON 832110100 43156 1472400 SH DEFINED 01 1472400 0 0 D SOLECTRON CORP COMMON 834182107 25205 11945311 SH DEFINED 01 11691811 0 253500 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 8039 220800 SH DEFINED 01 220800 0 0 D SPARTECH CORP COM NEW 847220209 7063 333800 SH DEFINED 01 333800 0 0 D SPEEDWAY MOTORSPORTS, INC. COMMON 847788106 16127 684800 SH DEFINED 01 684800 0 0 D STANCORP FINANCIAL GROUP, INC. COMMON 852891100 10374 196100 SH DEFINED 01 196100 0 0 D STANLEY WORKS/THE COMMON 854616109 4071 124600 SH DEFINED 01 124600 0 0 D STAPLES, INC. COMMON 855030102 4960 387800 SH DEFINED 01 387800 0 0 D STARBUCKS CORP COMMON 855244109 242352 11741848 SH DEFINED 01 11287448 0 454400 D THE STEAK N SHAKE CO COMMON 857873103 3230 293630 SH DEFINED 01 293630 0 0 D STERIS CORP COMMON 859152100 5077 203800 SH DEFINED 01 203800 0 0 D STILLWATER MINING COMPANY COMMON 86074Q102 22765 3794150 SH DEFINED 01 3794150 0 0 D STILWELL FINANCIAL INC COMMON 860831106 7077 586300 SH DEFINED 01 586300 0 0 D STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 7350 543248 SH DEFINED 01 527148 0 16100 D STOLT OFFSHORE SA - ADR COMMON 861567105 801 363900 SH DEFINED 01 363900 0 0 D STUDENT ADVANTAGE INC. COMMON 86386Q204 98 124340 SH DEFINED 01 124340 0 0 D SUNGARD DATA SYSTEMS COMMON 867363103 3787 194700 SH DEFINED 01 194700 0 0 D SUPERVALU INC. COMMON 868536103 3213 198935 SH DEFINED 01 198935 0 0 D SWIFT ENERGY CO COMMON 870738101 10025 963900 SH DEFINED 01 963900 0 0 D SYBASE INC. COMMON 871130100 35388 3045360 SH DEFINED 01 2917860 0 127500 D SYMBOL TECHNOLOGIES INC COMMON 871508107 3330 434100 SH DEFINED 01 434100 0 0 D SYNOPSYS INC COMMON 871607107 76178 1996805 SH DEFINED 01 1960105 0 36700 D THQ INC COM NEW 872443403 6428 309050 SH DEFINED 01 309050 0 0 D TMP WORLDWIDE INC COMMON 872941109 11175 1241700 SH DEFINED 01 1241700 0 0 D TTM TECHNOLOGIES COMMON 87305R109 471 300100 SH DEFINED 01 300100 0 0 D TALISMAN ENERGY INC COMMON 87425E103 37922 945698 SH DEFINED 01 945698 0 0 D TARGET CORP. COMMON 87612E106 39569 1340400 SH DEFINED 01 1300300 0 40100 D TECH DATA CORP COMMON 878237106 12947 490400 SH DEFINED 01 490400 0 0 D TEMPLE-INLAND COMMON 879868107 136382 3530465 SH DEFINED 01 3481465 0 49000 D TENET HEALTHCARE CORPORATION COMMON 88033G100 105761 2136600 SH DEFINED 01 2051300 0 85300 D TEXAS INSTRUMENTS INC. COMMON 882508104 331194 22423474 SH DEFINED 01 21466374 0 957100 D 3COM CORP COMMON 885535104 32451 8236170 SH DEFINED 01 8228670 0 7500 D 3M CO COMMON 88579Y101 404727 3680342 SH DEFINED 01 3555942 0 124400 D TICKETMASTER CL B 88633P203 4512 295900 SH DEFINED 01 295900 0 0 D TIFFANY & CO. COMMON 886547108 303637 14168767 SH DEFINED 01 13443867 0 724900 D TORCH OFFSHORE INC COMMON 891019101 367 71200 SH DEFINED 01 71200 0 0 D TOWER AUTOMOTIVE INC. COMMON 891707101 4958 740000 SH DEFINED 01 740000 0 0 D TOYS R US INC COMMON 892335100 42517 4176493 SH DEFINED 01 4105393 0 71100 D TRANSKARYOTIC THERAPIES INC. COMMON 893735100 2016 62200 SH DEFINED 01 62200 0 0 D TRIAD HOSPITALS INC. COMMON 89579K109 10793 284410 SH DEFINED 01 284410 0 0 D TRIMERIS INC COMMON 896263100 7532 168700 SH DEFINED 01 168700 0 0 D TUPPERWARE CORPORATION COMMON 899896104 12723 765500 SH DEFINED 01 765500 0 0 D UCBH HOLDINGS INC COMMON 90262T308 6169 157000 SH DEFINED 01 157000 0 0 D USA INTERACTIVE COMMON 902984103 200052 10322597 SH DEFINED 01 10009697 0 312900 D US UNWIRED INC. COMMON 90338R104 963 1376400 SH DEFINED 01 1376400 0 0 D UNISOURCE ENERGY CORP. COMMON 909205106 26266 1722340 SH DEFINED 01 1722340 0 0 D UNITED NATURAL FOODS INC. COMMON 911163103 12547 544800 SH DEFINED 01 544800 0 0 D UNITED STATES STEEL CORP COMMON 912909108 10094 869400 SH DEFINED 01 869400 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 4413 50600 SH DEFINED 01 50600 0 0 D UNIVISION COMMUNICATIONS CL-A CL A 914906102 280001 12280739 SH DEFINED 01 11803039 0 477700 D UNOCAL CORP. 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COMMON 941053100 11888 341700 SH DEFINED 01 341700 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 20678 886693 SH DEFINED 01 886693 0 0 D WATSON PHARMACEUTICALS INC. COMMON 942683103 5912 241200 SH DEFINED 01 241200 0 0 D WATSON WYATT & CO HOLDINGS - A CL A 942712100 13228 661400 SH DEFINED 01 661400 0 0 D WEBEX COMMUNICATIONS INC COMMON 94767L109 745 66600 SH DEFINED 01 66600 0 0 D WEBMD CORPORATION COMMON 94769M105 6499 1287000 SH DEFINED 01 1287000 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 81979 1118400 SH DEFINED 01 1118400 0 0 D WEST CORPORATION COMMON 952355105 6457 461200 SH DEFINED 01 461200 0 0 D WESTERN DIGITAL CORP COMMON 958102105 4869 1036000 SH DEFINED 01 1036000 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 58756 1880200 SH DEFINED 01 1880200 0 0 D WESTERN WIRELESS CORP. -CL.A CL A 95988E204 15382 5697200 SH DEFINED 01 5697200 0 0 D WEYERHAUSER CO COMMON 962166104 259285 5923797 SH DEFINED 01 5726297 0 197500 D WILLIAMS-SONOMA INC COMMON 969904101 4601 194700 SH DEFINED 01 194700 0 0 D WYETH COMMON 983024100 459626 14453627 SH DEFINED 01 13988827 0 464800 D XTO ENERGY INC COMMON 98385X106 6564 318487 SH DEFINED 01 318487 0 0 D XILINX INC COMMON 983919101 78444 4952900 SH DEFINED 01 4754900 0 198000 D XEROX CORP. COMMON 984121103 32662 6598289 SH DEFINED 01 6598289 0 0 D APEX SILVER MINES LIMITED ORD G04074103 9451 682400 SH DEFINED 01 682400 0 0 D APEX SILVER MINES-WTS WT EXP G04074111 33 235000 SH DEFINED 01 235000 0 0 D EVEREST RE GROUP LTD COMMON G3223R108 54779 998527 SH DEFINED 01 997627 0 900 D GLOBALSANTAFE CORP SHS G3930E101 39440 1764637 SH DEFINED 01 1764637 0 0 D MAX RE CAPITAL LTD SHS G6052F103 6971 684800 SH DEFINED 01 684800 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 8888 271400 SH DEFINED 01 271400 0 0 D SCOTTISH ANNUITY & LIFE HLDG ORD G7885T104 7466 437900 SH DEFINED 01 437900 0 0 D W.P. STEWART & CO. LTD. COMMON G84922106 5081 298000 SH DEFINED 01 298000 0 0 D TRANSOCEAN INC ORD G90078109 105920 5092311 SH DEFINED 01 4934811 0 157500 D WEATHERFORD INTERNATIONAL LTD COMMON G95089101 90926 2448200 SH DEFINED 01 2448200 0 0 D WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 8541 29000 SH DEFINED 01 29000 0 0 D XL CAPITAL LTD - CLASS A CL A G98255105 517239 7037269 SH DEFINED 01 6822969 0 214300 D ALCON INC COM SHS H01301102 6068 156600 SH DEFINED 01 156600 0 0 D MILLICOM INT'L. CELLULAR S.A. ORD L6388F102 1120 1694400 SH DEFINED 01 1694400 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 7281 804500 SH DEFINED 01 804500 0 0 D ASML HOLDING NV NEW YORK SHS N07059111 5810 938700 SH DEFINED 01 835100 0 103600 D GENERAL MARITIME CORP. SHS Y2692M103 1843 292500 SH DEFINED 01 292500 0 0 D TEEKAY SHIPPING CORP COMMON Y8564W103 8969 314700 SH DEFINED 01 314700 0 0 D ANGLOGOLD LIMITED - SPON ADR ADR - LISTED 035128206 4370 163976 SH DEFINED 01 163976 0 0 D BRITISH GAS PLC - SPON ADR ADR - LISTED 055434203 27423 1350892 SH DEFINED 01 1350892 0 0 D CABLE AND WIRELESS PLC - ADR ADR - LISTED 126830207 24991 4627945 SH DEFINED 01 4429645 0 198300 D CIA VALE DO RIO DOCE - ADR ADR - LISTED 204412209 65786 2891700 SH DEFINED 01 2891700 0 0 D DURBAN ROODEPORT DEEP - SP ADR ADR - LISTED 266597301 8582 2063100 SH DEFINED 01 2063100 0 0 D FLETCHER CHAL FORESTS SP ADR ADR - LISTED 339324402 298 310800 SH DEFINED 01 310800 0 0 D GOLD FIELDS LTD - SP ADR ADR - LISTED 38059T106 3562 278319 SH DEFINED 01 278319 0 0 D HARMONY GOLD MNG - SPON ADR ADR - LISTED 413216300 8478 541700 SH DEFINED 01 541700 0 0 D KOOKMIN BANK-SPON ADR ADR - LISTED 50049M109 8528 240700 SH DEFINED 01 240700 0 0 D KOREA ELEC POWER CORP ADR ADR - LISTED 500631106 12126 1299700 SH DEFINED 01 1299700 0 0 D NEWS CORP LTD - SPONS ADR PRF ADR - LISTED 652487802 57788 3481207 SH DEFINED 01 3342607 0 138600 D NOKIA CORP-SPONSORED ADR ADR - LISTED 654902204 26639 2010485 SH DEFINED 01 1941785 0 68700 D PEARSON PLC - SPONSORED ADR ADR - LISTED 705015105 44664 5407348 SH DEFINED 01 5250648 0 156700 D PETROLEO BRASILEIRO S.A. - ADR ADR - LISTED 71654V408 2980 277700 SH DEFINED 01 277700 0 0 D RANDGOLD RESOURCES LTD-ADR ADR - LISTED 752344309 1357 75000 SH DEFINED 01 75000 0 0 D SAP AG ADR ADR - LISTED 803054204 10290 914600 SH DEFINED 01 811600 0 103000 D SMARTFORCE PLC - SPONSORED ADR ADR - LISTED 83170A206 614 186000 SH DEFINED 01 186000 0 0 D TAIWAN SEMICONDUCTOR-SP ADR ADR - LISTED 874039100 54267 8546002 SH DEFINED 01 7964397 0 581605 D TELEFONICA DE ESPANA ADR - LISTED 879382208 1381 61800 SH DEFINED 01 61800 0 0 D TELEFONOS DE MEXICO ADR - LISTED 879403780 15148 538100 SH DEFINED 01 538100 0 0 D TEVA PHARMACEUTICAL-ADR ADR - LISTED 881624209 10613 158400 SH DEFINED 01 158400 0 0 D TOTAL FINA ELF S.A. - SPON ADR ADR - LISTED 89151E109 151201 2296142 SH DEFINED 01 2213742 0 82400 D VODAFONE GROUP PLC - ADR ADR - LISTED 92857W100 26526 2067500 SH DEFINED 01 2067500 0 0 S REPORT SUMMARY 471 DATA RECORDS 30315776 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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