-----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, DTphlWFbXy13cn74ujMfgC4PA4QCJljVPBaOvahd1/7qnHre8FTFK8CHx76s8Ev7 0NJX6kiMkVr5OCjL0bj3wA== 0000053417-02-000050.txt : 20020815 0000053417-02-000050.hdr.sgml : 20020815 20020815120012 ACCESSION NUMBER: 0000053417-02-000050 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020815 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: 02739238 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 sec13f2q2002text.txt SEC13FTEST 2Q2002 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 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: Karen E. Kohler Executive Vice President New York, New York August 15, 2002 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 06/28/2002 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 3771 107700 SH DEFINED 01 107700 0 0 D AOL TIME WARNER INC COMMON 00184A105 193052 13123868 SH DEFINED 01 12719268 0 404600 D AT&T CORP. COMMON 001957109 153316 14328615 SH DEFINED 01 14328615 0 0 D AT&T WIRELESS SERVICES INC COMMON 00209A106 56460 9651200 SH DEFINED 01 9651200 0 0 D ABBOTT LABORATORIES COMMON 002824100 455640 12101994 SH DEFINED 01 11723994 0 378000 D ABERCROMBIE & FITCH CL A 002896207 8442 350000 SH DEFINED 01 350000 0 0 D ADOBE SYSTEMS INC COMMON 00724F101 161236 5657390 SH DEFINED 01 5482090 0 175300 D ADOLOR CORP. COMMON 00724X102 1552 137800 SH DEFINED 01 137800 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 17574 322400 SH DEFINED 01 322400 0 0 D ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 4209 254500 SH DEFINED 01 254500 0 0 D AGERE SYSTEMS INC-CL A CL A 00845V100 1181 843700 SH DEFINED 01 843700 0 0 D AGERE SYSTEMS INC-CL B CL B 00845V209 19121 12746685 SH DEFINED 01 12215685 0 531000 D AGNICO-EAGLE MINES LTD COMMON 008474108 4846 332600 SH DEFINED 01 332600 0 0 D AGRIUM INC. COMMON 008916108 7294 776000 SH DEFINED 01 776000 0 0 D AIRGATE PCS INC. COMMON 009367103 2522 2521600 SH DEFINED 01 2521600 0 0 D ALAMOSA HOLDINGS INC COMMON 011589108 962 682000 SH DEFINED 01 682000 0 0 D ALCAN INC COMMON 013716105 10033 267400 SH DEFINED 01 267400 0 0 D ALCOA INC. COMMON 013817101 113000 3408749 SH DEFINED 01 3408749 0 0 D ALEXANDRIA REAL EST EQUITIES COMMON 015271109 7909 160300 SH DEFINED 01 160300 0 0 D ALIGN TECHNOLOGY INC. COMMON 016255101 5302 1312000 SH DEFINED 01 1312000 0 0 D ALLEGHENY ENERGY INC COMMON 017361106 40404 1569100 SH DEFINED 01 1569100 0 0 D ALLERGAN INC COMMON 018490102 7970 119400 SH DEFINED 01 119400 0 0 D ALLIANCE ATLANTIS COMMUNIC - B CL B NON-VTG 01853E204 12127 978000 SH DEFINED 01 978000 0 0 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 11909 466100 SH DEFINED 01 466100 0 0 D ALLIED CAPITAL CORP. COMMON 01903Q108 11207 494800 SH DEFINED 01 494800 0 0 D ALLSCRIPTS HEALTHCARE SOLUTION COMMON 01988P108 520 139100 SH DEFINED 01 139100 0 0 D ALLSTATE CORP COMMON 020002101 136490 3690901 SH DEFINED 01 3605801 0 85100 D ALLTEL CORP COMMON 020039103 15860 337452 SH DEFINED 01 337452 0 0 D ALPHARMA INC- CL A CL A 020813101 2871 169100 SH DEFINED 01 169100 0 0 D ALTERA CORPORATION COMMON 021441100 3488 256500 SH DEFINED 01 256500 0 0 D AMAZON.COM INC COMMON 023135106 6572 404400 SH DEFINED 01 404400 0 0 D AMERADA HESS CORP COMMON 023551104 76737 930148 SH DEFINED 01 930148 0 0 D AMERICAN EXPRESS CO. COMMON 025816109 447802 12329346 SH DEFINED 01 11883746 0 445600 D AMERICAN HEALTHWAYS INC. COMMON 02649V104 1545 86800 SH DEFINED 01 86800 0 0 D AMERICAN INTL. GROUP COMMON 026874107 1017118 14907201 SH DEFINED 01 14349391 0 557810 D AMERUS GROUP CO COMMON 03072M108 10715 288813 SH DEFINED 01 288813 0 0 D AMERISOURCEBERGEN CORP COMMON 03073E105 197312 2596200 SH DEFINED 01 2500600 0 95600 D AMGEN INC. COMMON 031162100 393568 9397520 SH DEFINED 01 9073420 0 324100 D AMGEN INC. CALL 031162900 434 1400 CALL DEFINED 01 1400 0 0 D ANADARKO PETROLEUM CORP COMMON 032511107 102574 2080600 SH DEFINED 01 2080600 0 0 D ANALOG DEVICES INC. COMMON 032654105 91194 3070511 SH DEFINED 01 2956611 0 113900 D ANTHEM INC COMMON 03674B104 25265 374400 SH DEFINED 01 374400 0 0 D ANSWERTHINK INC COMMON 036916104 5610 1480300 SH DEFINED 01 1480300 0 0 D AON CORP COMMON 037389103 28062 951905 SH DEFINED 01 949905 0 2000 D APACHE CORP COMMON 037411105 29366 510890 SH DEFINED 01 510890 0 0 D APOLLO GROUP INC - CL A CL A 037604105 10955 277900 SH DEFINED 01 277900 0 0 D APOGENT TECHNOLOGIES COMMON 03760A101 50219 2441370 SH DEFINED 01 2441370 0 0 D APPLICA INCORPORATED COMMON 03815A106 5498 443400 SH DEFINED 01 443400 0 0 D APPLIED MATERIALS INC. COMMON 038222105 197843 10401887 SH DEFINED 01 10034987 0 366900 D AQUILA INC COMMON 03840P102 42000 5250000 SH DEFINED 01 5250000 0 0 D ARCH COAL INC. COMMON 039380100 29285 1289500 SH DEFINED 01 1289500 0 0 D ARMOR HOLDINGS INC COMMON 042260109 10254 402100 SH DEFINED 01 402100 0 0 D ARROW ELECTRONICS INC COMMON 042735100 19570 943156 SH DEFINED 01 943156 0 0 D AUTODESK INC COMMON 052769106 21974 1658400 SH DEFINED 01 1658400 0 0 D AVALONBAY COMMUNITIES INC. COMMON 053484101 6695 143359 SH DEFINED 01 143359 0 0 D AVISTA CORP. COMMON 05379B107 24398 1768000 SH DEFINED 01 1768000 0 0 D BJ SERVICES CO COMMON 055482103 181003 5342475 SH DEFINED 01 5146375 0 196100 D BJ'S WHOLESALE CLUB INC. COMMON 05548J106 7354 191000 SH DEFINED 01 191000 0 0 D BMC SOFTWARE INC COMMON 055921100 69143 4165212 SH DEFINED 01 3997712 0 167500 D BAKER HUGHES INC COMMON 057224107 23153 695500 SH DEFINED 01 695500 0 0 D BANK OF AMERICA CORP. COMMON 060505104 7027 99870 SH DEFINED 01 98536 0 1334 D BANK OF NEW YORK COMMON 064057102 3885 115100 SH DEFINED 01 115100 0 0 D BANK ONE CORP COMMON 06423A103 430506 11187765 SH DEFINED 01 10842065 0 345700 D BAXTER INTERNATIONAL INC COMMON 071813109 345559 7774103 SH DEFINED 01 7482803 0 291300 D BE AEROSPACE INC. COMMON 073302101 10255 778100 SH DEFINED 01 778100 0 0 D BEAR STEARNS CO INC COMMON 073902108 3617 59100 SH DEFINED 01 59100 0 0 D BED BATH & BEYOND INC COMMON 075896100 537008 14229129 SH DEFINED 01 13752829 0 476300 D BELDEN INC. COMMON 077459105 11304 542400 SH DEFINED 01 542400 0 0 D BELLSOUTH CORP COMMON 079860102 235088 7463107 SH DEFINED 01 7463107 0 0 D BELO CORPORATION-A COM SER A 080555105 5417 239600 SH DEFINED 01 239600 0 0 D BEMA GOLD CORP. COMMON 08135F107 676 504500 SH DEFINED 01 504500 0 0 D BIG LOTS INC COMMON 089302103 27666 1405800 SH DEFINED 01 1405800 0 0 D BIOMARIN PHARMACEUTICAL INC. COMMON 09061G101 2957 566500 SH DEFINED 01 566500 0 0 D BOEING CO COMMON 097023105 125663 2792500 SH DEFINED 01 2707100 0 85400 D BOISE CASCADE CORP. COMMON 097383103 110026 3186410 SH DEFINED 01 3087410 0 99000 D BOSTON PROPERTIES INC COMMON 101121101 18521 463600 SH DEFINED 01 463600 0 0 D BRIGHAM EXPLORATION COMPANY COMMON 109178103 470 110500 SH DEFINED 01 110500 0 0 D BRIGHT HORIZON FAMILY SOL. COMMON 109195107 13658 412500 SH DEFINED 01 412500 0 0 D BRINKER INTERNATIONAL INC COMMON 109641100 7122 224300 SH DEFINED 01 224300 0 0 D BRISTOL-MYERS SQUIBB CO COMMON 110122108 680 26465 SH DEFINED 01 26465 0 0 D BROOKLINE BANCORP INC COMMON 113739106 4390 173500 SH DEFINED 01 173500 0 0 D BROOK-PRI AUTOMATION INC COMMON 11442E102 5863 229400 SH DEFINED 01 229400 0 0 D TOM BROWN INC COM NEW 115660201 4924 173700 SH DEFINED 01 173700 0 0 D BRUNSWICK CORP COMMON 117043109 2590 92500 SH DEFINED 01 92500 0 0 D CIGNA CORP COMMON 125509109 142500 1462741 SH DEFINED 01 1462741 0 0 D CLECO CORPORATION COMMON 12561W105 40502 1849400 SH DEFINED 01 1849400 0 0 D CMS ENERGY CORP COMMON 125896100 18559 1690300 SH DEFINED 01 1690300 0 0 D CSK AUTO CORP COMMON 125965103 857 61500 SH DEFINED 01 61500 0 0 D CNA FINANCIAL CORP. COMMON 126117100 23031 869071 SH DEFINED 01 866443 0 2628 D CABLEVISION SYS - NY GRP - A CL A 12686C109 408 43100 SH DEFINED 01 43100 0 0 D CABOT MICROELECTRONICS CORP COMMON 12709P103 5947 137800 SH DEFINED 01 137800 0 0 D CACI INTERNATIONAL INC -CL A CL A 127190304 9590 251100 SH DEFINED 01 251100 0 0 D CALPINE CORPORATION COMMON 131347106 29878 4250000 SH DEFINED 01 4250000 0 0 D CAMBREX COMMON 132011107 45708 1139850 SH DEFINED 01 1137550 0 2300 D CAPITAL ONE FINANCIAL CORP COMMON 14040H105 186172 3049500 SH DEFINED 01 2952200 0 97300 D CAREMARK RX INC COMMON 141705103 6635 402100 SH DEFINED 01 402100 0 0 D CELGENE CORP COMMON 151020104 2050 134000 SH DEFINED 01 134000 0 0 D CENTERPOINT PROPERTIES CORP SH BEN INT 151895109 7414 127800 SH DEFINED 01 127800 0 0 D CENTURY ALUMINUM COMPANY COMMON 156431108 2330 156500 SH DEFINED 01 156500 0 0 D CENTURYTEL INC. COMMON 156700106 55903 1895000 SH DEFINED 01 1895000 0 0 D CEPHALON INC COMMON 156708109 1794 39700 SH DEFINED 01 39700 0 0 D CERIDIAN CORP (NEW) COMMON 156779100 43255 2278965 SH DEFINED 01 2278965 0 0 D CHARTER ONE FIN INC COMMON 160903100 40297 1172100 SH DEFINED 01 1172100 0 0 D CHECKFREE CORP COMMON 162813109 11464 733000 SH DEFINED 01 733000 0 0 D CINERGY CORP COMMON 172474108 62885 1747285 SH DEFINED 01 1747285 0 0 D CIRCUIT CITY STORE INC COMMON 172737108 87834 4684513 SH DEFINED 01 4603213 0 81300 D CISCO SYSTEMS INC. COMMON 17275R102 476452 34154272 SH DEFINED 01 32596272 0 1558000 D CITIGROUP INC COMMON 172967101 985103 25422024 SH DEFINED 01 24546051 0 875973 D CLARCOR INC COMMON 179895107 10989 347200 SH DEFINED 01 347200 0 0 D COACH INC COMMON 189754104 13654 248700 SH DEFINED 01 248700 0 0 D COCA-COLA CO/THE COMMON 191216100 239932 4284500 SH DEFINED 01 4121300 0 163200 D COEUR D'ALENE MINES CORP COMMON 192108108 114 67225 SH DEFINED 01 67225 0 0 D COGNIZANT TECH SOLUTIONS CRP CL A 192446102 11062 205800 SH DEFINED 01 205800 0 0 D COMCAST SPECIAL CL A CL A 200300200 15632 655700 SH DEFINED 01 655700 0 0 D COMERICA INC. COMMON 200340107 9799 159600 SH DEFINED 01 159600 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 8756 217600 SH DEFINED 01 217600 0 0 D COMMSCOPE INC. COMMON 203372107 8531 682500 SH DEFINED 01 682500 0 0 D COMMUNITY HEALTH SYSTEMS COMMON 203668108 9415 351300 SH DEFINED 01 351300 0 0 D COMMUNITY FIRST BANKSHARES COMMON 203902101 6807 260900 SH DEFINED 01 260900 0 0 D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3204 346000 SH DEFINED 01 346000 0 0 D CONAGRA INC. COMMON 205887102 27243 985276 SH DEFINED 01 985276 0 0 D CONCORD CAMERA CORP COMMON 206156101 7078 1387500 SH DEFINED 01 1387500 0 0 D CONCORD EFS INC COMMON 206197105 210231 6975161 SH DEFINED 01 6723461 0 251700 D CONOCO INC. COMMON 208251504 140813 5065229 SH DEFINED 01 4977929 0 87300 D CONSTELLATION ENERGY GROUP COMMON 210371100 60308 2055500 SH DEFINED 01 2055500 0 0 D CONTINENTAL AIRLINES-CL B CL B 210795308 10805 684700 SH DEFINED 01 684700 0 0 D CONVERGYS CORPORATION COMMON 212485106 36905 1894500 SH DEFINED 01 1894500 0 0 D COOPER CAMERON CORP COMMON 216640102 10304 212800 SH DEFINED 01 212800 0 0 D CORPORATE EXECUTIVE BOARD CO. COMMON 21988R102 18269 533400 SH DEFINED 01 533400 0 0 D COSTCO WHOLESALE CORPORATION COMMON 22160K105 338213 8757466 SH DEFINED 01 8511166 0 246300 D COTT CORPORATION QUE COMMON 22163N106 11590 610300 SH DEFINED 01 610300 0 0 D COUSINS PROPERTIES INC. COMMON 222795106 10421 420900 SH DEFINED 01 420900 0 0 D CROMPTON CORPORATION COMMON 227116100 9012 706800 SH DEFINED 01 706800 0 0 D DJ ORTHOPEDICS INC COMMON 23325G104 5945 725000 SH DEFINED 01 725000 0 0 D DPL INC COMMON 233293109 34456 1302700 SH DEFINED 01 1302700 0 0 D DQE INC COMMON 23329J104 12810 915000 SH DEFINED 01 915000 0 0 D DST SYSTEMS INC COMMON 233326107 4086 89400 SH DEFINED 01 89400 0 0 D DTE ENERGY COMPANY COMMON 233331107 33500 750454 SH DEFINED 01 750454 0 0 D DARDEN RESTAURANTS INC. COMMON 237194105 93388 3780902 SH DEFINED 01 3780902 0 0 D DELL COMPUTER CORP. COMMON 247025109 444492 17004270 SH DEFINED 01 16181470 0 822800 D DELTA AIR LINES INC. COMMON 247361108 49876 2493802 SH DEFINED 01 2417102 0 76700 D DEVON ENERGY CORPORATION COMMON 25179M103 6310 128036 SH DEFINED 01 128036 0 0 D DIAMOND OFFSHORE DRILLING COMMON 25271C102 45441 1594415 SH DEFINED 01 1493115 0 101300 D DIEBOLD, INC. COMMON 253651103 46838 1257730 SH DEFINED 01 1193430 0 64300 D DOCUMENTUM COMMON 256159104 5387 448900 SH DEFINED 01 448900 0 0 D DOLLAR TREE STORES COMMON 256747106 7043 178700 SH DEFINED 01 178700 0 0 D DOMINION RESOURCES INC COMMON 25746U109 50107 756900 SH DEFINED 01 756900 0 0 D DOUBLECLICK INC COMMON 258609304 9913 1367300 SH DEFINED 01 1367300 0 0 D DUN & BRADSTREET CORP COMMON 26483E100 7502 227000 SH DEFINED 01 227000 0 0 D EMC CORP/MASS COMMON 268648102 159356 21106731 SH DEFINED 01 20471731 0 635000 D ENSCO INTERNATIONAL INC COMMON 26874Q100 43420 1592809 SH DEFINED 01 1592809 0 0 D E-TRADE GROUP INC COMMON 269246104 4046 741100 SH DEFINED 01 741100 0 0 D EAST WEST BANCORP INC COMMON 27579R104 2054 59500 SH DEFINED 01 59500 0 0 D EATON VANCE CORP COMMON NON-VTG 278265103 9922 318000 SH DEFINED 01 318000 0 0 D EBAY INC. COMMON 278642103 212514 3448769 SH DEFINED 01 3413269 0 35500 D ECHOSTAR COMMUNICATIONS-A CL A 278762109 11114 598800 SH DEFINED 01 598800 0 0 D EDUCATION MANAGEMENT CORP. COMMON 28139T101 20723 508800 SH DEFINED 01 508800 0 0 D J.D. EDWARDS & CO COMMON 281667105 33981 2796800 SH DEFINED 01 2796800 0 0 D EDWARDS AG INC COMMON 281760108 55174 1419455 SH DEFINED 01 1419455 0 0 D EL PASO CORPORATION COMMON 28336L109 100765 4889143 SH DEFINED 01 4889143 0 0 D EL PASO ELECTRIC CO. COM NEW 283677854 7386 533300 SH DEFINED 01 533300 0 0 D ELECTRONIC ARTS INC. COMMON 285512109 9425 142700 SH DEFINED 01 142700 0 0 D EMISPHERE TECHNOLOGIES INC. COMMON 291345106 1935 461800 SH DEFINED 01 461800 0 0 D EMMIS COMMUNICATIONS -CL A CL A 291525103 3064 144600 SH DEFINED 01 144600 0 0 D ENCORE ACQUISITION CO. COMMON 29255W100 16617 963300 SH DEFINED 01 963300 0 0 D ENDOCARE INC. COMMON 29264P104 14065 1064700 SH DEFINED 01 1064700 0 0 D ENERGY EAST CORPORATION COMMON 29266M109 73992 3274000 SH DEFINED 01 3274000 0 0 D ENGELHARD CORP COMMON 292845104 28573 1008950 SH DEFINED 01 1006550 0 2400 D ENTERCOM COMMUNICATIONS - A CL A 293639100 16281 354700 SH DEFINED 01 354700 0 0 D ENTERGY CORPORATION COMMON 29364G103 72980 1719600 SH DEFINED 01 1719600 0 0 D ENTRAVISION COMMUNICATIONS -A CL A 29382R107 16087 1313200 SH DEFINED 01 1313200 0 0 D EON LABS INC COMMON 29412E100 1215 68300 SH DEFINED 01 68300 0 0 D EQUITABLE RESOURCES INC COMMON 294549100 100413 2927500 SH DEFINED 01 2927500 0 0 D EVERGREEN RESOURCES INC COMMON NO PAR 299900308 4675 110000 SH DEFINED 01 110000 0 0 D EXPRESSJET HOLDINGS INC CL A 30218U108 20428 1565360 SH DEFINED 01 1565360 0 0 D EXULT INC COMMON 302284104 6710 1032300 SH DEFINED 01 1032300 0 0 D EXXON MOBIL CORPORATION COMMON 30231G102 248360 6069400 SH DEFINED 01 5837000 0 232400 D FMC CORP COM NEW 302491303 14695 487065 SH DEFINED 01 487065 0 0 D FMC TECHNOLOGIES INC COMMON 30249U101 41060 1977853 SH DEFINED 01 1977853 0 0 D FPL GROUP INC. COMMON 302571104 46876 781400 SH DEFINED 01 781400 0 0 D FACTSET RESEARCH SYSTEMS INC COMMON 303075105 5379 180700 SH DEFINED 01 180700 0 0 D FAIR ISSAC & COMPANY INC COMMON 303250104 9695 294950 SH DEFINED 01 294950 0 0 D FAIRCHILD SEMICON INTL -CL A CL A 303726103 3801 156400 SH DEFINED 01 156400 0 0 D FED HOME LOAN MTG CORP. COMMON 313400301 31598 516313 SH DEFINED 01 516313 0 0 D FANNIE MAE COMMON 313586109 4137 56100 SH DEFINED 01 56100 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 105815 2665365 SH DEFINED 01 2603465 0 61900 D FIRST DATA CORP COMMON 319963104 618 16600 SH DEFINED 01 16600 0 0 D FIRSTENERGY CORP. COMMON 337932107 113652 3404779 SH DEFINED 01 3404779 0 0 D FISHER SCIENTIFIC INTL COM NEW 338032204 62112 2218295 SH DEFINED 01 2218295 0 0 D FLOWSERVE CORPORATION COMMON 34354P105 19757 663000 SH DEFINED 01 663000 0 0 D FOREST LABS INC COMMON 345838106 11137 157300 SH DEFINED 01 157300 0 0 D FOX ENTERTAINMENT GROUP INC.-A CL A 35138T107 40366 1855910 SH DEFINED 01 1855910 0 0 D FREEPORT-MCMORAN COPPER-B CL B 35671D857 147786 8279300 SH DEFINED 01 8279300 0 0 D GAMESTOP CORP CL A 36466R101 3644 173600 SH DEFINED 01 173600 0 0 D GEMSTAR-TV GUIDE INT'L INC COMMON 36866W106 4534 841238 SH DEFINED 01 841238 0 0 D GENENTECH INC COM NEW 368710406 404238 12066798 SH DEFINED 01 11518298 0 548500 D GENENTECH INC. CALL 368710906 620 2500 CALL DEFINED 01 2500 0 0 D GENERAL ELECTRIC CO. COMMON 369604103 181449 6246067 SH DEFINED 01 6015267 0 230800 D GENERAL MOTORS CL H CLASS H NEW 370442832 8570 824000 SH DEFINED 01 824000 0 0 D GEORGIA-PACIFIC CORP. COMMON 373298108 22686 922964 SH DEFINED 01 922964 0 0 D GILEAD SCIENCES INC COMMON 375558103 8999 273700 SH DEFINED 01 273700 0 0 D GILLETTE CO. COMMON 375766102 349745 10326100 SH DEFINED 01 10028600 0 297500 D GLADSTONE CAPITAL CORP. COMMON 376535100 7994 442900 SH DEFINED 01 442900 0 0 D GLAMIS GOLD LTD COMMON 376775102 1266 144000 SH DEFINED 01 144000 0 0 D GLOBESPAN VIRATA INC COMMON 37957V106 4685 1210600 SH DEFINED 01 1210600 0 0 D GOLDCORP INC COMMON 380956409 11769 1182800 SH DEFINED 01 1182800 0 0 D GOLDMAN SACHS GROUP INC. COMMON 38141G104 540806 7372942 SH DEFINED 01 7125842 0 247100 D GRACO INC COMMON 384109104 8208 326475 SH DEFINED 01 326475 0 0 D GRANT PRIDECO INC. COMMON 38821G101 3733 274500 SH DEFINED 01 274500 0 0 D GREY WOLF INC. COMMON 397888108 1719 420200 SH DEFINED 01 420200 0 0 D HCA INC COMMON 404119109 247096 5202015 SH DEFINED 01 5053415 0 148600 D HANOVER COMPRESSOR CO COMMON 410768105 18162 1345300 SH DEFINED 01 1345300 0 0 D HARLEY-DAVIDSON INC COMMON 412822108 452147 8818934 SH DEFINED 01 8445234 0 373700 D HARMAN INTERNATIONAL COMMON 413086109 7516 152600 SH DEFINED 01 152600 0 0 D HARRIS CORP. COMMON 413875105 14488 399788 SH DEFINED 01 399788 0 0 D THE HARTFORD FINANCIAL SVCS GR COMMON 416515104 577304 9707472 SH DEFINED 01 9470972 0 236500 D HEALTHSOUTH CORP COMMON 421924101 6706 524300 SH DEFINED 01 524300 0 0 D HEALTH MANAGEMENT ASSOCIATES - CL A 421933102 32722 1623900 SH DEFINED 01 1623900 0 0 D HEARTLAND EXPRESS INC COMMON 422347104 6940 290000 SH DEFINED 01 290000 0 0 D HEWLETT-PACKARD CO COMMON 428236103 626620 41009165 SH DEFINED 01 39830265 0 1178900 D HOME DEPOT INC COMMON 437076102 175955 4790500 SH DEFINED 01 4650800 0 139700 D HUMANA INC. COMMON 444859102 14357 918569 SH DEFINED 01 918569 0 0 D HYDRIL COMPANY COMMON 448774109 9723 362800 SH DEFINED 01 362800 0 0 D ICN PHARMACEUTICALS INC COMMON 448924100 22024 909710 SH DEFINED 01 883310 0 26400 D IDEC PHARMACEUTICALS CORP COMMON 449370105 7969 224800 SH DEFINED 01 224800 0 0 D IMC GLOBAL INC COMMON 449669100 34653 2772200 SH DEFINED 01 2772200 0 0 D IMAX CORP. COMMON 45245E109 11862 2095400 SH DEFINED 01 2095400 0 0 D IMPAX LABORATORIES INC COMMON 45256B101 7364 983200 SH DEFINED 01 983200 0 0 D INGRAM MICRO INC. - CLASS A CL A 457153104 55354 4025715 SH DEFINED 01 4023115 0 2600 D INSIGHT COMMUNICATIONS INC - A CL A 45768V108 10233 872400 SH DEFINED 01 872400 0 0 D INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 4927 271600 SH DEFINED 01 271600 0 0 D INTEL CORP COMMON 458140100 346194 18948773 SH DEFINED 01 18238073 0 710700 D INTERMUNE INC COMMON 45884X103 1135 53800 SH DEFINED 01 53800 0 0 D INTERNATIONAL PAPER COMMON 460146103 466731 10709753 SH DEFINED 01 10389653 0 320100 D INTL RECTIFIER CORP COMMON 460254105 19959 684700 SH DEFINED 01 684700 0 0 D INTERPUBLIC GROUP COMPANIES COMMON 460690100 11273 455300 SH DEFINED 01 455300 0 0 D INTERSIL CORP - CL A CL A 46069S109 4398 205700 SH DEFINED 01 205700 0 0 D INTUIT INC COMMON 461202103 4032 81100 SH DEFINED 01 81100 0 0 D INTUITIVE SURGICAL INC COMMON 46120E107 6227 735200 SH DEFINED 01 735200 0 0 D INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 7492 229100 SH DEFINED 01 229100 0 0 D INVITROGEN CORPORATION COMMON 46185R100 28272 883235 SH DEFINED 01 851235 0 32000 D INVESTORS FINANCIAL SVCS CP COMMON 461915100 10864 323900 SH DEFINED 01 323900 0 0 D IRON MOUNTAIN COMMON 462846106 8377 271550 SH DEFINED 01 271550 0 0 D JDA SOFTWARE GROUP INC COMMON 46612K108 4770 168800 SH DEFINED 01 168800 0 0 D JACK IN THE BOX INC COMMON 466367109 14113 443800 SH DEFINED 01 443800 0 0 D JOHNSON AND JOHNSON COMMON 478160104 595038 11386106 SH DEFINED 01 10912106 0 474000 D JONES APPAREL GROUP INC COMMON 480074103 8404 224100 SH DEFINED 01 224100 0 0 D JOY GLOBAL INC COMMON 481165108 6072 350200 SH DEFINED 01 350200 0 0 D KLA-TENCOR CORPORATION COMMON 482480100 114331 2599021 SH DEFINED 01 2507121 0 91900 D KERR-MCGEE CORP. COMMON 492386107 90202 1684450 SH DEFINED 01 1684450 0 0 D KEYSPAN CORPORATION COMMON 49337W100 72536 1926592 SH DEFINED 01 1926592 0 0 D KILROY REALTY CORP COMMON 49427F108 7616 284700 SH DEFINED 01 284700 0 0 D KINDER MORGAN INC COMMON 49455P101 64846 1705575 SH DEFINED 01 1705575 0 0 D KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 72316 1148774 SH DEFINED 01 1103774 0 45000 D KOHL'S CORP. 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COMMON 534187109 70877 1687543 SH DEFINED 01 1687543 0 0 D LINEAR TECHNOLOGY CORPORATION COMMON 535678106 387 12300 SH DEFINED 01 12300 0 0 D LIQUIDMETAL TECHNOLOGIES COMMON 53634X100 3704 319300 SH DEFINED 01 319300 0 0 D LOCKHEED MARTIN CORPORATION COMMON 539830109 266046 3828000 SH DEFINED 01 3682600 0 145400 D LOEWS CORP COMMON 540424108 133538 2520063 SH DEFINED 01 2520063 0 0 D LOEWS CORP CAROLINA GP STK 540424207 17355 641600 SH DEFINED 01 641600 0 0 D LONE STAR TECHNOLOGIES COMMON 542312103 3341 145900 SH DEFINED 01 145900 0 0 D LOWE'S COS COMMON 548661107 705187 15532747 SH DEFINED 01 14861047 0 671700 D LYONDELL CHEMICAL COMPANY COMMON 552078107 20062 1328578 SH DEFINED 01 1328578 0 0 D MBNA CORP COMMON 55262L100 335728 10152029 SH DEFINED 01 9846529 0 305500 D MRO SOFTWARE INC COMMON 55347W105 4920 432300 SH DEFINED 01 432300 0 0 D MACROVISION CORP COMMON 555904101 5506 420000 SH DEFINED 01 420000 0 0 D MANHATTAN ASSOCIATES INC COMMON 562750109 5651 175700 SH DEFINED 01 175700 0 0 D MANPOWER INC COMMON 56418H100 4608 125400 SH DEFINED 01 125400 0 0 D MARKEL CORP COMMON 570535104 13298 67500 SH DEFINED 01 67500 0 0 D MARRIOTT INTERNATIONAL-CL A CL A 571903202 405809 10665153 SH DEFINED 01 10165453 0 499700 D MASCO CORP COMMON 574599106 5696 210100 SH DEFINED 01 210100 0 0 D MAXTOR CORP COM NEW 577729205 11935 2640400 SH DEFINED 01 2640400 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 142227 3710591 SH DEFINED 01 3591691 0 118900 D MAVERICK TUBE CORP COMMON 577914104 20505 1367000 SH DEFINED 01 1367000 0 0 D MCDERMOTT INTL INC COMMON 580037109 13661 1686503 SH DEFINED 01 1686503 0 0 D MCDONALD'S CORPORATION COMMON 580135101 41828 1470243 SH DEFINED 01 1470243 0 0 D MCKESSON CORP COMMON 58155Q103 10955 335000 SH DEFINED 01 335000 0 0 D MCMORAN EXPLORATION CO. COMMON 582411104 616 143300 SH DEFINED 01 143300 0 0 D MEADWESTVACO CORP COMMON 583334107 6766 201601 SH DEFINED 01 201601 0 0 D MEDIMMUNE INC COMMON 584699102 171620 6500764 SH DEFINED 01 6316564 0 184200 D MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 9254 755400 SH DEFINED 01 755400 0 0 D MELLON FINANCIAL CORP COMMON 58551A108 1917 61000 SH DEFINED 01 61000 0 0 D MENTOR GRAPHICS CORP COMMON 587200106 8976 631200 SH DEFINED 01 631200 0 0 D MERRILL LYNCH & CO., INC. COMMON 590188108 489011 12074344 SH DEFINED 01 11560044 0 514300 D MICROSOFT CORP. COMMON 594918104 1075021 19653034 SH DEFINED 01 18919734 0 733300 D MICRON TECHNOLOGY INC COMMON 595112103 22962 1135600 SH DEFINED 01 1135600 0 0 D MILLIPORE CORP COMMON 601073109 33340 1042514 SH DEFINED 01 979414 0 63100 D MIRANT CORP COMMON 604675108 23269 3187580 SH DEFINED 01 3187580 0 0 D MONOLITHIC SYSTEM TECH. COMMON 609842109 3348 298900 SH DEFINED 01 298900 0 0 D MONSANTO CO / NEW COMMON 61166W101 13617 765021 SH DEFINED 01 765021 0 0 D MOODY'S CORP COMMON 615369105 2776 55800 SH DEFINED 01 55800 0 0 D MORGAN STANLEY COMMON 617446448 100794 2339700 SH DEFINED 01 2249700 0 90000 D MOTOROLA INC. COMMON 620076109 64934 4450572 SH DEFINED 01 4450572 0 0 D NCO GROUP COMMON 628858102 12571 577200 SH DEFINED 01 577200 0 0 D NATCO GROUP INC-A CL A 63227W203 648 74500 SH DEFINED 01 74500 0 0 D NATIONAL FUEL GAS CO COMMON 636180101 30501 1355000 SH DEFINED 01 1355000 0 0 D NATIONAL-OILWELL INC COMMON 637071101 5364 254800 SH DEFINED 01 254800 0 0 D NATIONAL SEMICONDUCTOR CORP. COMMON 637640103 14787 506908 SH DEFINED 01 506908 0 0 D NAVISTAR INTERNATIONAL CORP. COMMON 63934E108 14846 463953 SH DEFINED 01 463953 0 0 D NDCHEALTH CORP COMMON 639480102 11827 423900 SH DEFINED 01 423900 0 0 D NETWORKS ASSOCIATES INC COMMON 640938106 6326 328300 SH DEFINED 01 328300 0 0 D NETFLIX.COM INC COMMON 64110L106 1796 128400 SH DEFINED 01 128400 0 0 D NEW YORK TIMES CLASS A CL A 650111107 539416 10474096 SH DEFINED 01 10181996 0 292100 D NEWFIELD EXPLORATION COMPANY COMMON 651290108 39151 1053300 SH DEFINED 01 1052200 0 1100 D NEWMONT MINING CORP. COMMON 651639106 85759 3257100 SH DEFINED 01 3257100 0 0 D NEWPORT CORP COMMON 651824104 3527 225200 SH DEFINED 01 225200 0 0 D NEXTEL COMMUNICATIONS INC-A CL A 65332V103 9866 3073400 SH DEFINED 01 3073400 0 0 D NICOR INC COMMON 654086107 31906 697400 SH DEFINED 01 697400 0 0 D NISOURCE INC. COMMON 65473P105 93345 4275999 SH DEFINED 01 4275999 0 0 D NOBLE ENERGY INC COMMON 655044105 4928 136700 SH DEFINED 01 136700 0 0 D NORTHEAST UTILIES COMMON 664397106 83473 4437700 SH DEFINED 01 4437700 0 0 D NORTHROP GRUMMAN CORP COMMON 666807102 572721 4581769 SH DEFINED 01 4461969 0 119800 D NOVELLUS SYSTEMS INC COMMON 670008101 37898 1114641 SH DEFINED 01 1070441 0 44200 D NSTAR COMMON 67019E107 33558 749405 SH DEFINED 01 749405 0 0 D OSI PHARMACEUTICALS, INC. COMMON 671040103 1235 51400 SH DEFINED 01 51400 0 0 D OAK TECHNOLOGY, INC COMMON 671802106 5250 1158900 SH DEFINED 01 1158900 0 0 D OCCIDENTAL PETROLEUM CORP COMMON 674599105 21335 711393 SH DEFINED 01 711393 0 0 D OCULAR SCIENCES INC COMMON 675744106 7918 298800 SH DEFINED 01 298800 0 0 D ODYSSEY HEALTHCARE INC COMMON 67611V101 8145 224700 SH DEFINED 01 224700 0 0 D OIL STATES INTERNATIONAL INC. COMMON 678026105 6284 528100 SH DEFINED 01 528100 0 0 D OMNICARE INC. COMMON 681904108 20359 775300 SH DEFINED 01 775300 0 0 D ORACLE CORPORATION COMMON 68389X105 261 27600 SH DEFINED 01 27600 0 0 D PC-TEL INC. COMMON 69325Q105 4246 627300 SH DEFINED 01 627300 0 0 D PG&E CORPORATION COMMON 69331C108 83598 4672900 SH DEFINED 01 4672900 0 0 D PNM RESOURCES INC COMMON 69349H107 43335 1790700 SH DEFINED 01 1790700 0 0 D PPL CORPORATION COMMON 69351T106 58975 1782800 SH DEFINED 01 1782800 0 0 D PALL CORP. COMMON 696429307 22122 1066100 SH DEFINED 01 1063600 0 2500 D PARAMETRIC TECHNOLOGY CORP. COMMON 699173100 7932 2312600 SH DEFINED 01 2312600 0 0 D PATTERSON-UTI ENERGY INC COMMON 703481101 15786 559200 SH DEFINED 01 559200 0 0 D PEABODY ENERGY CORP. COMMON 704549104 13216 467000 SH DEFINED 01 467000 0 0 D PEGASUS SOLUTIONS INC. COMMON 705906105 17211 983500 SH DEFINED 01 983500 0 0 D PEMSTAR INC COMMON 706552106 3128 2351800 SH DEFINED 01 2351800 0 0 D PENTAIR INC COMMON 709631105 21194 440800 SH DEFINED 01 440800 0 0 D PEPSICO, INC. COMMON 713448108 887056 18403665 SH DEFINED 01 17640565 0 763100 D PEROT SYSTEMS CORP. - CLASS A CL A 714265105 1247 114500 SH DEFINED 01 114500 0 0 D PFIZER INC. COMMON 717081103 431185 12319567 SH DEFINED 01 11943217 0 376350 D PHARMACEUTICAL RESOURCES INC COMMON 717125108 1625 58500 SH DEFINED 01 58500 0 0 D PHARMACIA CORP COMMON 71713U102 385544 10294908 SH DEFINED 01 9992686 0 302222 D PHILIP MORRIS COMPANIES INC COMMON 718154107 140211 3209948 SH DEFINED 01 3209948 0 0 D PHILLIPS PETROLEUM CO. COMMON 718507106 36123 613500 SH DEFINED 01 613500 0 0 D PINNACLE WEST CAPITAL COMMON 723484101 71681 1814700 SH DEFINED 01 1814700 0 0 D PIONEER NATURAL RESOURCES CO. COMMON 723787107 62532 2400446 SH DEFINED 01 2400446 0 0 D PLACER DOME INC COMMON 725906101 3010 268500 SH DEFINED 01 268500 0 0 D POLO RALPH LAUREN CORP. CL A 731572103 34135 1523895 SH DEFINED 01 1520395 0 3500 D POWER INTEGRATIONS, INC. COMMON 739276103 6000 335200 SH DEFINED 01 335200 0 0 D PREMCOR INC COMMON 74045Q104 6996 272000 SH DEFINED 01 272000 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 18142 1158500 SH DEFINED 01 1158500 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 17279 557400 SH DEFINED 01 557400 0 0 D PRIORITY HEALTHCARE CORP. - B CL B 74264T102 10568 449700 SH DEFINED 01 449700 0 0 D PROCTER & GAMBLE CO COMMON 742718109 200783 2248400 SH DEFINED 01 2183400 0 65000 D PROQUEST COMPANY COMMON 74346P102 2744 77300 SH DEFINED 01 77300 0 0 D PROTEIN DESIGN LABS INC. COMMON 74369L103 1051 96800 SH DEFINED 01 96800 0 0 D PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 37437 864600 SH DEFINED 01 864600 0 0 D QUALCOMM INC COMMON 747525103 2185 79500 SH DEFINED 01 79500 0 0 D QUEST DIAGNOSTICS INC COMMON 74834L100 69176 803900 SH DEFINED 01 774000 0 29900 D QUESTAR CORP COMMON 748356102 81979 3319000 SH DEFINED 01 3319000 0 0 D QUICKSILVER RESOURCES INC. COMMON 74837R104 5612 217100 SH DEFINED 01 217100 0 0 D RGS ENERGY GROUP INC COMMON 74956K104 9541 243400 SH DEFINED 01 243400 0 0 D RADIAN GROUP INC COMMON 750236101 8094 165700 SH DEFINED 01 165700 0 0 D RAYTHEON CO (NEW) COMMON 755111507 75640 1856186 SH DEFINED 01 1856186 0 0 D READER'S DIGEST ASSN-CL A CL A 755267101 618 33000 SH DEFINED 01 33000 0 0 D REALNETWORKS INC. COMMON 75605L104 6186 1519800 SH DEFINED 01 1519800 0 0 D REEBOK INTERNATIONAL LTD COMMON 758110100 6676 226300 SH DEFINED 01 226300 0 0 D REGENT COMMUNICATIONS INC COMMON 758865109 7873 1115300 SH DEFINED 01 1115300 0 0 D REMEC INC. COMMON 759543101 6830 1217500 SH DEFINED 01 1217500 0 0 D REMINGTON OIL & GAS CORP COMMON 759594302 6918 347300 SH DEFINED 01 347300 0 0 D RENAL CARE GROUP, INC. COMMON 759930100 14070 451700 SH DEFINED 01 451700 0 0 D RETEK INC. COMMON 76128Q109 1533 63100 SH DEFINED 01 63100 0 0 D REYNOLDS & REYNOLDS -CL A CL A NON VTG 761695105 10478 374900 SH DEFINED 01 374900 0 0 D ROBBINS & MYERS, INC. COMMON 770196103 10377 395300 SH DEFINED 01 395300 0 0 D ROPER INDUSTRIES, INC. COMMON 776696106 2659 71300 SH DEFINED 01 71300 0 0 D ROSS STORES, INC. COMMON 778296103 11862 291100 SH DEFINED 01 291100 0 0 D ROWAN COMPANIES INC COMMON 779382100 5180 241500 SH DEFINED 01 241500 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 126277 4140230 SH DEFINED 01 4140230 0 0 D SLM CORP COMMON 78442P106 8750 90300 SH DEFINED 01 89600 0 700 D SAFECO CORP COMMON 786429100 4738 153392 SH DEFINED 01 153392 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 4338 181300 SH DEFINED 01 181300 0 0 D ST. PAUL COMPANIES COMMON 792860108 16440 422400 SH DEFINED 01 422400 0 0 D SAKS INCORPORATED COMMON 79377W108 25893 2016600 SH DEFINED 01 1888200 0 128400 D SANMINA-SCI CORP COMMON 800907107 1871 296500 SH DEFINED 01 296500 0 0 D SARA LEE CORP COMMON 803111103 14921 722922 SH DEFINED 01 722922 0 0 D SCHERING PLOUGH CORP. COMMON 806605101 796 32367 SH DEFINED 01 32367 0 0 D SCHLUMBERGER, LTD. COMMON 806857108 562674 12100531 SH DEFINED 01 11694331 0 406200 D SCHOLASTIC CORP COMMON 807066105 12101 319300 SH DEFINED 01 319300 0 0 D SCHWAB (CHARLES) CORP COMMON 808513105 4882 435900 SH DEFINED 01 435900 0 0 D SCRIPPS CO (E.W.)-CL A CL A 811054204 13544 175900 SH DEFINED 01 175900 0 0 D SEMPRA ENERGY COMMON 816851109 84928 3837698 SH DEFINED 01 3837698 0 0 D SEPRACOR INC COMMON 817315104 70923 7426500 SH DEFINED 01 7338200 0 88300 D SICOR INC COMMON 825846108 9048 488000 SH DEFINED 01 488000 0 0 D SIGMA-ALDRICH COMMON 826552101 6274 125100 SH DEFINED 01 125100 0 0 D SILICON LABORATORIES INC. COMMON 826919102 5371 198500 SH DEFINED 01 198500 0 0 D SILICON VALLEY BANCSHARES COMMON 827064106 11198 424800 SH DEFINED 01 424800 0 0 D SKYWEST INC COMMON 830879102 12525 535500 SH DEFINED 01 535500 0 0 D SMITH INT'L INC. COMMON 832110100 52595 771300 SH DEFINED 01 771300 0 0 D SOLECTRON CORP COMMON 834182107 51937 8444975 SH DEFINED 01 8242075 0 202900 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 13032 359800 SH DEFINED 01 359800 0 0 D SPARTECH CORP COMMON 847220209 9531 350000 SH DEFINED 01 350000 0 0 D SPEEDWAY MOTORSPORTS, INC. COMMON 847788106 18274 718600 SH DEFINED 01 718600 0 0 D SPRINT CORP. (PCS GROUP) COM SER1 852061506 13087 2927700 SH DEFINED 01 2927700 0 0 D STANCORP FINANCIAL GROUP, INC. COMMON 852891100 14791 266500 SH DEFINED 01 266500 0 0 D STARBUCKS CORP COMMON 855244109 213640 8597190 SH DEFINED 01 8274890 0 322300 D STARWOOD HOTELS & RESORTS PAIRED CTF 85590A203 7828 238000 SH DEFINED 01 238000 0 0 D THE STEAK N SHAKE CO COMMON 857873103 7753 495430 SH DEFINED 01 495430 0 0 D STILLWATER MINING COMPANY COMMON 86074Q102 66001 4054130 SH DEFINED 01 4054130 0 0 D STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 170366 7002276 SH DEFINED 01 6741576 0 260700 D STOLT OFFSHORE SA - ADR SP ADR REG COM 861567105 2256 363900 SH DEFINED 01 363900 0 0 D STUDENT ADVANTAGE INC. COMMON 86386Q105 959 5057400 SH DEFINED 01 5057400 0 0 D SUNGARD DATA SYSTEMS COMMON 867363103 7981 301400 SH DEFINED 01 301400 0 0 D SUPERVALU INC. COMMON 868536103 4958 202135 SH DEFINED 01 202135 0 0 D SWIFT ENERGY CO COMMON 870738101 15389 974600 SH DEFINED 01 974600 0 0 D SYBASE INC. COMMON 871130100 23531 2230420 SH DEFINED 01 2100720 0 129700 D SYNOPSYS INC COMMON 871607107 80057 1460615 SH DEFINED 01 1459015 0 1600 D THQ INC COM NEW 872443403 10242 343450 SH DEFINED 01 343450 0 0 D TMP WORLDWIDE INC COMMON 872941109 7106 330500 SH DEFINED 01 330500 0 0 D TTM TECHNOLOGIES COMMON 87305R109 3415 651700 SH DEFINED 01 651700 0 0 D TVX GOLD INC COM NEW 87308K200 115 82160 SH DEFINED 01 82160 0 0 D TALISMAN ENERGY INC COMMON 87425E103 42599 943489 SH DEFINED 01 943489 0 0 D TARGET CORP. COMMON 87612E106 22578 592600 SH DEFINED 01 592600 0 0 D TEMPLE-INLAND COMMON 879868107 199753 3452347 SH DEFINED 01 3410647 0 41700 D TENET HEALTHCARE CORPORATION COMMON 88033G100 4193 58600 SH DEFINED 01 58600 0 0 D TEXAS INSTRUMENTS INC. COMMON 882508104 572666 24163102 SH DEFINED 01 23259602 0 903500 D 3COM CORP COMMON 885535104 34049 7738350 SH DEFINED 01 7501350 0 237000 D THREE-FIVE SYSTEMS INC. COMMON 88554L108 3957 347100 SH DEFINED 01 347100 0 0 D 3M CO COMMON 88579Y101 561950 4568703 SH DEFINED 01 4419003 0 149700 D TIBCO SOFTWARE INC COMMON 88632Q103 3296 592800 SH DEFINED 01 592800 0 0 D TICKETMASTER-B COMMON 88633P203 5488 293300 SH DEFINED 01 293300 0 0 D TIFFANY & CO. COMMON 886547108 494091 14036679 SH DEFINED 01 13353079 0 683600 D TORCH OFFSHORE INC COMMON 891019101 513 71200 SH DEFINED 01 71200 0 0 D TOWER AUTOMOTIVE INC. COMMON 891707101 10502 752800 SH DEFINED 01 752800 0 0 D TOYS R US INC COMMON 892335100 56286 3221858 SH DEFINED 01 3221858 0 0 D TRIAD HOSPITALS INC. COMMON 89579K109 19305 455510 SH DEFINED 01 455510 0 0 D TRIMERIS INC COMMON 896263100 4364 98300 SH DEFINED 01 98300 0 0 D TUPPERWARE CORPORATION COMMON 899896104 12553 603800 SH DEFINED 01 603800 0 0 D UCBH HOLDINGS INC COMMON 90262T308 4576 120400 SH DEFINED 01 120400 0 0 D USA INTERACTIVE COMMON 902984103 217021 9254628 SH DEFINED 01 8997528 0 257100 D US UNWIRED INC. COMMON 90338R104 3377 1206100 SH DEFINED 01 1206100 0 0 D UNISOURCE ENERGY CORP. COMMON 909205106 32739 1760140 SH DEFINED 01 1760140 0 0 D UNITED NATURAL FOODS INC. COMMON 911163103 8701 446200 SH DEFINED 01 446200 0 0 D UNITED STATES STEEL CORP COMMON 912909108 21601 1086000 SH DEFINED 01 1086000 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 2966 32400 SH DEFINED 01 32400 0 0 D UNIVISION COMMUNICATIONS CL-A CL A 914906102 314079 10002500 SH DEFINED 01 9690400 0 312100 D UNOCAL CORP. COMMON 915289102 19633 531490 SH DEFINED 01 530290 0 1200 D VALERO ENERGY CORP. COMMON 91913Y100 8300 221800 SH DEFINED 01 221800 0 0 D VECTREN CORPORATION COMMON 92240G101 21900 872500 SH DEFINED 01 872500 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 113779 2833843 SH DEFINED 01 2833843 0 0 D VIACOM INC-CL B CL B 925524308 931632 20996869 SH DEFINED 01 20227440 0 769429 D VISHAY INTERTECHNOLOGY INC. COMMON 928298108 23816 1082545 SH DEFINED 01 1024645 0 57900 D VISUAL NETWORKS INC. COMMON 928444108 844 594700 SH DEFINED 01 594700 0 0 D VITRIA TECHNOLOGY INC. COMMON 92849Q104 487 507000 SH DEFINED 01 507000 0 0 D WGL HOLDINGS INC. COMMON 92924F106 9619 371400 SH DEFINED 01 371400 0 0 D W-H ENERGY SERVICES INC. COMMON 92925E108 4920 222000 SH DEFINED 01 222000 0 0 D WACHOVIA CORP COMMON 929903102 2512 65800 SH DEFINED 01 65800 0 0 D WAL-MART STORES COMMON 931142103 778196 14146450 SH DEFINED 01 13683750 0 462700 D WASTE CONNECTIONS INC. COMMON 941053100 14602 467400 SH DEFINED 01 467400 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 23020 883671 SH DEFINED 01 883671 0 0 D WATSON WYATT & CO HOLDINGS - A CL A 942712100 16295 672800 SH DEFINED 01 672800 0 0 D WEBEX COMMUNICATIONS INC COMMON 94767L109 1323 83200 SH DEFINED 01 83200 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 91956 1181800 SH DEFINED 01 1181800 0 0 D WEST CORPORATION COMMON 952355105 8409 381200 SH DEFINED 01 381200 0 0 D WESTERN DIGITAL CORP COMMON 958102105 8709 2679700 SH DEFINED 01 2679700 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 70319 1880200 SH DEFINED 01 1880200 0 0 D WESTERN WIRELESS CORP. -CL.A CL A 95988E204 17018 5318200 SH DEFINED 01 5318200 0 0 D WEYERHAUSER CO COMMON 962166104 302962 4744900 SH DEFINED 01 4597600 0 147300 D WHOLE FOODS MARKET INC. COMMON 966837106 6490 134600 SH DEFINED 01 134600 0 0 D WILLIAMS COS INC COMMON 969457100 9643 1609800 SH DEFINED 01 1609800 0 0 D WILLIAMS-SONOMA INC COMMON 969904101 8628 281400 SH DEFINED 01 281400 0 0 D WYETH COMMON 983024100 823761 16089081 SH DEFINED 01 15551881 0 537200 D XTO ENERGY INC COMMON 98385X106 6561 318487 SH DEFINED 01 318487 0 0 D XCEL ENERGY INC. COMMON 98389B100 44004 2624000 SH DEFINED 01 2624000 0 0 D XILINX INC COMMON 983919101 1684 75100 SH DEFINED 01 75100 0 0 D XEROX CORP. COMMON 984121103 41072 5892701 SH DEFINED 01 5892701 0 0 D APEX SILVER MINES LIMITED ORD G04074103 9895 682400 SH DEFINED 01 682400 0 0 D APEX SILVER MINES-WTS WT EXP G04074111 237 235000 SH DEFINED 01 235000 0 0 D EVEREST RE GROUP LTD COMMON G3223R108 37860 676675 SH DEFINED 01 676675 0 0 D GLOBALSANTAFE CORP SHS G3930E101 27979 1022997 SH DEFINED 01 1022997 0 0 D MAX RE CAPITAL LTD SHS G6052F103 9700 718500 SH DEFINED 01 718500 0 0 D NABORS INDUSTRIES LTD COMMON G6359F103 10534 298400 SH DEFINED 01 298400 0 0 D SCOTTISH ANNUITY & LIFE HLDG ORD G7885T104 5724 300000 SH DEFINED 01 300000 0 0 D W.P. STEWART & CO. LTD. COMMON G84922106 7717 302400 SH DEFINED 01 302400 0 0 D TRANSOCEAN INC ORD G90078109 128974 4140400 SH DEFINED 01 4068400 0 72000 D WEATHERFORD INTERNATIONAL LTD COMMON G95089101 71453 1654000 SH DEFINED 01 1654000 0 0 D WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 9147 28900 SH DEFINED 01 28900 0 0 D XL CAPITAL LTD - CLASS A CL A G98255105 580767 6856751 SH DEFINED 01 6665151 0 191600 D ALCON INC COM SHS H01301102 5244 153100 SH DEFINED 01 153100 0 0 D MILLICOM INT'L. CELLULAR S.A. ORD L6388F102 2711 1694400 SH DEFINED 01 1694400 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 2342 135700 SH DEFINED 01 135700 0 0 D ASML HOLDING NV NEW YORK SHS N07059111 11120 735400 SH DEFINED 01 655400 0 80000 D GENERAL MARITIME CORP. SHS Y2692M103 2808 292500 SH DEFINED 01 292500 0 0 D TEEKAY SHIPPING CORP COMMON Y8564W103 11616 314700 SH DEFINED 01 314700 0 0 D ANGLOGOLD LIMITED - SPON ADR ADR - LISTED 035128206 4276 163976 SH DEFINED 01 163976 0 0 D BRITISH GAS PLC - SPON ADR ADR - LISTED 055434203 38914 1797392 SH DEFINED 01 1797392 0 0 D BOUYGUES OFFSHORES SA - ADR ADR - LISTED 102112109 4634 156300 SH DEFINED 01 156300 0 0 D CABLE AND WIRELESS PLC - ADR ADR - LISTED 126830207 33045 4274895 SH DEFINED 01 4059295 0 215600 D CIA VALE DO RIO DOCE - ADR ADR - LISTED 204412209 79734 2881600 SH DEFINED 01 2881600 0 0 D DURBAN ROODEPORT DEEP - SP ADR ADR - LISTED 266597301 11029 2595100 SH DEFINED 01 2595100 0 0 D FLETCHER CHAL FORESTS SP ADR ADR - LISTED 339324402 345 310800 SH DEFINED 01 310800 0 0 D GOLD FIELDS LTD - SP ADR ADR - LISTED 38059T106 3123 278319 SH DEFINED 01 278319 0 0 D HARMONY GOLD MNG - SPON ADR ADR - LISTED 413216300 7329 541700 SH DEFINED 01 541700 0 0 D IONA TECHNOLOGIES PLC - ADR ADR - LISTED 46206P109 4521 853200 SH DEFINED 01 853200 0 0 D KOOKMIN BANK-SPON ADR ADR - LISTED 50049M109 13207 268700 SH DEFINED 01 268700 0 0 D KOREA ELEC POWER CORP ADR ADR - LISTED 500631106 10156 970000 SH DEFINED 01 970000 0 0 D NEWS CORP LTD - SPONS ADR PRF ADR - LISTED 652487802 20316 1028700 SH DEFINED 01 890100 0 138600 D NOKIA CORP-SPONSORED ADR ADR - LISTED 654902204 226217 15622738 SH DEFINED 01 15151538 0 471200 D PEARSON PLC - SPONSORED ADR ADR - LISTED 705015105 47139 4536975 SH DEFINED 01 4529375 0 7600 D SAP AG ADR ADR - LISTED 803054204 22498 926200 SH DEFINED 01 823200 0 103000 D TAIWAN SEMICONDUCTOR-SP ADR ADR - LISTED 874039100 90910 6993040 SH DEFINED 01 6474500 0 518540 D TELEFONOS DE MEXICO ADR - LISTED 879403780 17394 542200 SH DEFINED 01 542200 0 0 D TEVA PHARMACEUTICAL-ADR ADR - LISTED 881624209 11493 172100 SH DEFINED 01 172100 0 0 D TOTAL FINA ELF S.A. - SPON ADR ADR - LISTED 89151E109 24428 301955 SH DEFINED 01 301955 0 0 D VODAFONE GROUP PLC - ADR ADR - LISTED 92857W100 28219 2067300 SH DEFINED 01 2067300 0 0 S REPORT SUMMARY 521 DATA RECORDS 38710823 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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