-----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, SkZkg2xJ5iJtLOa7lqU9xfygVyhIoQ+0RMd3cBkoRQq+A29D105yLJD2bbwLw7Yc bP3qMXIZ5llPlPKdMIUdjA== 0000053417-02-000046.txt : 20020515 0000053417-02-000046.hdr.sgml : 20020515 20020515151938 ACCESSION NUMBER: 0000053417-02-000046 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020515 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: 02651609 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 sec13f1q2002.txt SEC FORM 13F 1Q 2002 LIVE FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 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 May 15, 2002 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 03/28/2002 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 AOL TIME WARNER INC COMMON 00184A105 21145 894100 SH DEFINED 01 894100 0 0 D AT&T CORP. COMMON 001957109 136482 8693120 SH DEFINED 01 8693120 0 0 D AT&T WIRELESS SERVICES INC COMMON 00209A106 79329 8863615 SH DEFINED 01 8863615 0 0 D ABBOTT LABORATORIES COMMON 002824100 609656 11590418 SH DEFINED 01 11172618 0 417800 D ABERCROMBIE & FITCH CL A 002896207 15415 500500 SH DEFINED 01 500500 0 0 D ADELPHIA COMMUNICATIONS - CL A CL A 006848105 26950 1808751 SH DEFINED 01 1808751 0 0 D ADOBE SYSTEMS INC COMMON 00724F101 172630 4284700 SH DEFINED 01 4162600 0 122100 D ADOLOR CORP. COMMON 00724X102 2816 252600 SH DEFINED 01 252600 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 18225 396200 SH DEFINED 01 396200 0 0 D ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 4776 248900 SH DEFINED 01 248900 0 0 D AFFILIATED COMPUTER SVCS-A CL A 008190100 13275 236500 SH DEFINED 01 236500 0 0 D AGNICO-EAGLE MINES LTD COMMON 008474108 4440 332600 SH DEFINED 01 332600 0 0 D AGRIUM INC. COMMON 008916108 8236 782900 SH DEFINED 01 782900 0 0 D AIRGATE PCS INC. COMMON 009367103 25416 1815400 SH DEFINED 01 1815400 0 0 D ALAMOSA HOLDINGS INC COMMON 011589108 3430 682000 SH DEFINED 01 682000 0 0 D ALCAN INC COMMON 013716105 11338 286100 SH DEFINED 01 286100 0 0 D ALCOA INC. COMMON 013817101 128555 3406342 SH DEFINED 01 3406342 0 0 D ALEXANDRIA REAL EST EQUITIES COMMON 015271109 8603 192900 SH DEFINED 01 192900 0 0 D ALIGN TECHNOLOGY INC. COMMON 016255101 4130 779300 SH DEFINED 01 779300 0 0 D ALLEGHENY ENERGY INC COMMON 017361106 79413 1920500 SH DEFINED 01 1920500 0 0 D ALLERGAN COMMON 018490102 20494 317000 SH DEFINED 01 317000 0 0 D ALLIANCE ATLANTIS COMMUNIC - B CL B NON-VTG 01853E204 10753 953300 SH DEFINED 01 953300 0 0 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 11348 451400 SH DEFINED 01 451400 0 0 D ALLIED CAPITAL CORP. COMMON 01903Q108 10002 363700 SH DEFINED 01 363700 0 0 D ALLSCRIPTS HEALTHCARE SOLUTION COMMON 01988P108 876 139100 SH DEFINED 01 139100 0 0 D ALLSTATE CORP COMMON 020002101 142431 3770990 SH DEFINED 01 3667290 0 103700 D ALLTEL CORP COMMON 020039103 21516 387332 SH DEFINED 01 387332 0 0 D ALTERA CORPORATION COMMON 021441100 13513 617900 SH DEFINED 01 617900 0 0 D AMAZON.COM INC COMMON 023135106 37780 2642000 SH DEFINED 01 2600300 0 41700 D AMERADA HESS CORP COMMON 023551104 103730 1307079 SH DEFINED 01 1307079 0 0 D AMERICAN EXPRESS CO. COMMON 025816109 5005 122200 SH DEFINED 01 122200 0 0 D AMERICAN HEALTHWAYS INC. COMMON 02649V104 7029 259000 SH DEFINED 01 259000 0 0 D AMERICAN INTL. GROUP COMMON 026874107 1170650 16227466 SH DEFINED 01 15550869 0 676597 D AMERUS GROUP CO COMMON 03072M108 13024 338713 SH DEFINED 01 338713 0 0 D AMGEN INC. COMMON 031162100 503837 8442314 SH DEFINED 01 8086914 0 355400 D ANADARKO PETROLEUM CORP COMMON 032511107 116690 2067500 SH DEFINED 01 2067500 0 0 D ANALOG DEVICES INC. COMMON 032654105 5843 129729 SH DEFINED 01 129729 0 0 D ANTHEM INC COMMON 03674B104 33431 580700 SH DEFINED 01 580700 0 0 D ANSWERTHINK INC COMMON 036916104 7401 1136900 SH DEFINED 01 1136900 0 0 D AON CORP COMMON 037389103 33688 962500 SH DEFINED 01 960500 0 2000 D APACHE CORP COMMON 037411105 36590 643290 SH DEFINED 01 643290 0 0 D APOLLO GROUP INC. - CLASS A CL A 037604105 11337 211700 SH DEFINED 01 211700 0 0 D APOGENT TECHNOLOGIES COMMON 03760A101 56567 2292000 SH DEFINED 01 2292000 0 0 D APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 4372 195600 SH DEFINED 01 195600 0 0 D APPLICA INCORPORATED COMMON 03815A106 11269 1310400 SH DEFINED 01 1310400 0 0 D APPLIED MATERIALS INC. COMMON 038222105 187448 3453983 SH DEFINED 01 3323583 0 130400 D ARCH COAL INC. COMMON 039380100 27570 1289500 SH DEFINED 01 1289500 0 0 D ARMOR HOLDINGS INC COMMON 042260109 10832 399700 SH DEFINED 01 399700 0 0 D ARROW ELECTRONICS INC COMMON 042735100 26085 932617 SH DEFINED 01 932617 0 0 D AUTODESK INC COMMON 052769106 13582 290900 SH DEFINED 01 290900 0 0 D AVALONBAY COMMUNITIES INC. COMMON 053484101 9186 184459 SH DEFINED 01 184459 0 0 D AVIGEN INC. COMMON 053690103 1225 110400 SH DEFINED 01 110400 0 0 D AVISTA CORP. COMMON 05379B107 27457 1768000 SH DEFINED 01 1768000 0 0 D AVNET INC. COMMON 053807103 844 31200 SH DEFINED 01 31200 0 0 D BJ SERVICES CO COMMON 055482103 131303 3809184 SH DEFINED 01 3613084 0 196100 D BJ'S WHOLESALE CLUB INC. COMMON 05548J106 115352 2580568 SH DEFINED 01 2482568 0 98000 D BMC SOFTWARE INC COMMON 055921100 76767 3946888 SH DEFINED 01 3782188 0 164700 D BAKER HUGHES INC COMMON 057224107 26848 701900 SH DEFINED 01 701900 0 0 D BANK OF AMERICA CORP. COMMON 060505104 406 5970 SH DEFINED 01 4636 0 1334 D BANK OF NEW YORK COMMON 064057102 3118 74200 SH DEFINED 01 74200 0 0 D BANK ONE CORP COMMON 06423A103 464011 11106059 SH DEFINED 01 10709759 0 396300 D BANKNORTH GROUP INC COMMON 06646R107 11381 431900 SH DEFINED 01 431900 0 0 D BARNES & NOBLE COMMON 067774109 6809 219700 SH DEFINED 01 219700 0 0 D BARR LABORATORIES INC COMMON 068306109 5555 84400 SH DEFINED 01 84400 0 0 D BAXTER INTERNATIONAL INC COMMON 071813109 538934 9054665 SH DEFINED 01 8654565 0 400100 D BE AEROSPACE INC. COMMON 073302101 10638 1071300 SH DEFINED 01 1071300 0 0 D BEAR STEARNS CO INC COMMON 073902108 3709 59100 SH DEFINED 01 59100 0 0 D BED BATH & BEYOND INC COMMON 075896100 463053 13720112 SH DEFINED 01 13200012 0 520100 D BELDEN INC. COMMON 077459105 12801 537200 SH DEFINED 01 537200 0 0 D BELLSOUTH CORP COMMON 079860102 82419 2236000 SH DEFINED 01 2236000 0 0 D BELO CORPORATION-A COM SER A 080555105 5720 246000 SH DEFINED 01 246000 0 0 D BEMA GOLD CORP. COMMON 08135F107 323 504500 SH DEFINED 01 504500 0 0 D BIG LOTS INC COMMON 089302103 19751 1405800 SH DEFINED 01 1405800 0 0 D BIOMARIN PHARMACEUTICAL INC. COMMON 09061G101 12055 1151400 SH DEFINED 01 1151400 0 0 D BIOVAIL CORP COMMON 09067J109 10021 200500 SH DEFINED 01 200500 0 0 D BOISE CASCADE CORP. COMMON 097383103 105470 2910300 SH DEFINED 01 2800900 0 109400 D BOSTON PROPERTIES INC COMMON 101121101 4024 102000 SH DEFINED 01 102000 0 0 D BRIGHAM EXPLORATION COMPANY COMMON 109178103 386 110500 SH DEFINED 01 110500 0 0 D BRIGHT HORIZONS FAMILY SOL. COMMON 109195107 12369 419700 SH DEFINED 01 419700 0 0 D BRISTOL-MYERS SQUIBB CO COMMON 110122108 538566 13301227 SH DEFINED 01 12894727 0 406500 D BROADCOM CORP. - CL. A CL A 111320107 81783 2278100 SH DEFINED 01 2179400 0 98700 D TOM BROWN INC COM NEW 115660201 5629 206200 SH DEFINED 01 206200 0 0 D BRUNSWICK CORP COMMON 117043109 6532 239100 SH DEFINED 01 239100 0 0 D CIGNA CORP. COMMON 125509109 187746 1851725 SH DEFINED 01 1851725 0 0 D CLECO CORPORATION COMMON 12561W105 46624 1950800 SH DEFINED 01 1950800 0 0 D CNA FINANCIAL CORP. COMMON 126117100 31919 1074701 SH DEFINED 01 1071973 0 2728 D CP HOLDRS DEP RCPTS CP 12616K106 26674 599829 SH DEFINED 01 599829 0 0 D CABLEVISION SYS - NY GRP - A CL A 12686C109 170337 5009922 SH DEFINED 01 4955122 0 54800 D CABLEVISION SYS CORP-RAINBOW CL A 12686C844 10955 443900 SH DEFINED 01 443900 0 0 D CABOT MICROELECTRONICS CORP COMMON 12709P103 4654 68800 SH DEFINED 01 68800 0 0 D CACI INTERNATIONAL INC -CL A CL A 127190304 4189 119300 SH DEFINED 01 119300 0 0 D CAMBREX COMMON 132011107 41649 989300 SH DEFINED 01 987200 0 2100 D CAPITAL ONE FINANCIAL CORP COMMON 14040H105 6992 109500 SH DEFINED 01 109500 0 0 D CARRAMERICA REALTY CORP COMMON 144418100 1938 61700 SH DEFINED 01 61700 0 0 D CELGENE CORP COMMON 151020104 8516 344100 SH DEFINED 01 344100 0 0 D CENTERPOINT PROPERTIES CORP SH BEN INT 151895109 6918 128000 SH DEFINED 01 128000 0 0 D CENTURY ALUMINUM COMPANY COMMON 156431108 2543 156500 SH DEFINED 01 156500 0 0 D CENTURYTEL INC. COMMON 156700106 88893 2614500 SH DEFINED 01 2614500 0 0 D CERIDIAN CORP (NEW) COMMON 156779100 54565 2474600 SH DEFINED 01 2474600 0 0 D CINERGY CORP COMMON 172474108 75242 2104685 SH DEFINED 01 2104685 0 0 D CISCO SYSTEMS INC. COMMON 17275R102 601812 35547132 SH DEFINED 01 34036532 0 1510600 D CITIGROUP INC COMMON 172967101 1305057 26354146 SH DEFINED 01 25313840 0 1040306 D CLARCOR INC COMMON 179895107 14189 443400 SH DEFINED 01 443400 0 0 D COACH INC. COMMON 189754104 14457 285100 SH DEFINED 01 285100 0 0 D COEUR D'ALENE MINES CORP COMMON 192108108 98 67225 SH DEFINED 01 67225 0 0 D COGNIZANT TECH SOLUTIONS CRP CL A 192446102 4269 101400 SH DEFINED 01 101400 0 0 D COMCAST SPECIAL CL A CL A 200300200 22298 701200 SH DEFINED 01 701200 0 0 D COMERICA INC. COMMON 200340107 20789 332257 SH DEFINED 01 332257 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 7994 209000 SH DEFINED 01 209000 0 0 D COMMSCOPE INC. COMMON 203372107 11886 683100 SH DEFINED 01 683100 0 0 D COMMUNITY HEALTH SYSTEMS COMMON 203668108 3969 179500 SH DEFINED 01 179500 0 0 D COMMUNITY FIRST BANKSHARES COMMON 203902101 6656 257400 SH DEFINED 01 257400 0 0 D COMPAQ COMPUTER CORP COMMON 204493100 62660 5996200 SH DEFINED 01 5996200 0 0 D CONAGRA INC. COMMON 205887102 1930 79594 SH DEFINED 01 79594 0 0 D CONCORD CAMERA CORP COMMON 206156101 13489 1497100 SH DEFINED 01 1497100 0 0 D CONCORD EFS INC COMMON 206197105 152122 4575114 SH DEFINED 01 4387614 0 187500 D CONOCO INC. COMMON 208251504 160730 5508238 SH DEFINED 01 5420938 0 87300 D CONSTELLATION ENERGY GROUP COMMON 210371100 65482 2122600 SH DEFINED 01 2122600 0 0 D CONTINENTAL AIRLINES-CL B CL B 210795308 18991 670600 SH DEFINED 01 670600 0 0 D CONVERGYS CORPORATION COMMON 212485106 56189 1900200 SH DEFINED 01 1900200 0 0 D COOPER CAMERON CORP COMMON 216640102 5765 112800 SH DEFINED 01 112800 0 0 D CORINTHIAN COLLEGES INC COMMON 218868107 4398 87000 SH DEFINED 01 87000 0 0 D CORPORATE EXECUTIVE BOARD CO. COMMON 21988R102 19746 526400 SH DEFINED 01 526400 0 0 D COSTCO WHOLESALE CORPORATION COMMON 22160K105 613 15400 SH DEFINED 01 15400 0 0 D COTT CORPORATION COMMON 22163N106 7088 375200 SH DEFINED 01 375200 0 0 D COUSINS PROPERTIES INC. COMMON 222795106 10769 413400 SH DEFINED 01 413400 0 0 D COX RADIO INC-CL A CL A 224051102 2380 83800 SH DEFINED 01 83800 0 0 D CROMPTON CORPORATION COMMON 227116100 9889 800700 SH DEFINED 01 800700 0 0 D CYTYC CORP. COMMON 232946103 7621 283100 SH DEFINED 01 283100 0 0 D DJ ORTHOPEDICS INC COMMON 23325G104 6874 859300 SH DEFINED 01 859300 0 0 D DPL INC COMMON 233293109 37546 1469500 SH DEFINED 01 1469500 0 0 D DST SYSTEMS INC COMMON 233326107 15483 310900 SH DEFINED 01 310900 0 0 D DTE ENERGY COMPANY COMMON 233331107 34146 750454 SH DEFINED 01 750454 0 0 D DARDEN RESTAURANTS INC. COMMON 237194105 101502 2500655 SH DEFINED 01 2500655 0 0 D DEAN FOODS CO COMMON 242370104 8950 118200 SH DEFINED 01 118200 0 0 D DECODE GENETICS INC COMMON 243586104 455 80000 SH DEFINED 01 80000 0 0 D DELL COMPUTER CORP. COMMON 247025109 512879 19643008 SH DEFINED 01 18579708 0 1063300 D DELTA AIR LINES INC. COMMON 247361108 61167 1869392 SH DEFINED 01 1869392 0 0 D DENTSPLY INTERNATIONAL INC COMMON 249030107 14805 399500 SH DEFINED 01 399500 0 0 D DEVON ENERGY CORPORATION COMMON 25179M103 80965 1677336 SH DEFINED 01 1677336 0 0 D DIAMOND OFFSHORE DRILLING COMMON 25271C102 62311 1993315 SH DEFINED 01 1892015 0 101300 D DIEBOLD, INC. COMMON 253651103 37974 932100 SH DEFINED 01 868300 0 63800 D DOCUMENTUM COMMON 256159104 5640 221600 SH DEFINED 01 221600 0 0 D DOLLAR TREE STORES COMMON 256747106 7113 216800 SH DEFINED 01 216800 0 0 D DREYER'S GRAND ICE CREAM INC COMMON 261878102 4457 108200 SH DEFINED 01 108200 0 0 D DUKE ENERGY CORP COMMON 264399106 5830 154220 SH DEFINED 01 154220 0 0 D DUN & BRADSTREET CORP COMMON 26483E100 9022 225500 SH DEFINED 01 225500 0 0 D DYNEGY INC. - CLASS A CL A 26816Q101 81014 2793600 SH DEFINED 01 2793600 0 0 D EMC CORP/MASS COMMON 268648102 13665 1146389 SH DEFINED 01 1086389 0 60000 D ENSCO INTERNATIONAL INC COMMON 26874Q100 23963 795049 SH DEFINED 01 795049 0 0 D E-TRADE GROUP INC COMMON 269246104 12293 1305000 SH DEFINED 01 1305000 0 0 D EATON VANCE CORP COMMON NON-VTG 278265103 28588 715600 SH DEFINED 01 715600 0 0 D EBAY INC. COMMON 278642103 129604 2288200 SH DEFINED 01 2264300 0 23900 D EDUCATION MANAGEMENT CORP. COMMON 28139T101 28676 680000 SH DEFINED 01 680000 0 0 D J.D. EDWARDS & CO COMMON 281667105 18143 1005700 SH DEFINED 01 1005700 0 0 D EDWARDS AG INC COMMON 281760108 53484 1216100 SH DEFINED 01 1216100 0 0 D EL PASO CORPORATION COMMON 28336L109 278820 6332492 SH DEFINED 01 6332492 0 0 D EL PASO ELECTRIC CO. COM NEW 283677854 7512 480000 SH DEFINED 01 480000 0 0 D ELECTRONIC ARTS INC. COMMON 285512109 13346 219500 SH DEFINED 01 219500 0 0 D EMISPHERE TECHNOLOGIES INC. COMMON 291345106 8787 516600 SH DEFINED 01 516600 0 0 D EMMIS COMMUNICATIONS -CL A CL A 291525103 4442 166100 SH DEFINED 01 166100 0 0 D ENCORE ACQUISITION CO. COMMON 29255W100 14209 963300 SH DEFINED 01 963300 0 0 D ENDOCARE INC. COMMON 29264P104 19274 977900 SH DEFINED 01 977900 0 0 D ENERGY EAST CORPORATION COMMON 29266M109 90212 4147700 SH DEFINED 01 4147700 0 0 D ENGELHARD CORP COMMON 292845104 23390 753800 SH DEFINED 01 751700 0 2100 D ENTERASYS NETWORKS INC COMMON 293637104 22883 5409700 SH DEFINED 01 5409700 0 0 D ENTERCOM COMMUNICATIONS - A CL A 293639100 15095 275100 SH DEFINED 01 275100 0 0 D ENTERGY CORPORATION COMMON 29364G103 98450 2267900 SH DEFINED 01 2267900 0 0 D ENTRAVISION COMMUNICATIONS -A CL A 29382R107 21942 1482600 SH DEFINED 01 1482600 0 0 D EQUITABLE RESOURCES INC COMMON 294549100 128219 3683400 SH DEFINED 01 3683400 0 0 D EQUITY OFFICE PROPERTIES TR. COMMON 294741103 28251 942021 SH DEFINED 01 942021 0 0 D EVERGREEN RESOURCES INC NO PAR 299900308 4587 110000 SH DEFINED 01 110000 0 0 D EXELON CORPORATION COMMON 30161N101 62241 1175025 SH DEFINED 01 1175025 0 0 D EXPRESS SCRIPTS CL A 302182100 20324 352900 SH DEFINED 01 352900 0 0 D EXULT INC COMMON 302284104 7315 670500 SH DEFINED 01 670500 0 0 D FMC CORP COM NEW 302491303 22373 533700 SH DEFINED 01 533700 0 0 D FMC TECHNOLOGIES INC COMMON 30249U101 51389 2578478 SH DEFINED 01 2578478 0 0 D FX ENERGY INC. COMMON 302695101 391 130000 SH DEFINED 01 130000 0 0 D FACTSET RESEARCH SYSTEMS INC COMMON 303075105 5685 140900 SH DEFINED 01 140900 0 0 D FAIR ISSAC & COMPANY INC COMMON 303250104 9749 153800 SH DEFINED 01 153800 0 0 D FAIRCHILD SEMICONDUCTOR CORP. CL A 303726103 9181 321000 SH DEFINED 01 321000 0 0 D FED HOME LOAN MTG CORP. COMMON 313400301 32858 518511 SH DEFINED 01 518511 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 93802 2296248 SH DEFINED 01 2234948 0 61300 D FIDELITY NATIONAL FINL INC COMMON 316326107 1884 71440 SH DEFINED 01 71440 0 0 D FIRSTENERGY CORP. COMMON 337932107 135366 3914579 SH DEFINED 01 3914579 0 0 D FISHER SCIENTIFIC INTL COM NEW 338032204 64925 2310500 SH DEFINED 01 2310500 0 0 D FLUOR CORP (NEW) COMMON 343412102 18845 462000 SH DEFINED 01 462000 0 0 D FLOWSERVE CORPORATION COMMON 34354P105 18022 563000 SH DEFINED 01 563000 0 0 D FOREST LABORATORIES COMMON 345838106 20384 249500 SH DEFINED 01 249500 0 0 D FOX ENTERTAINMENT GROUP INC.-A CL A 35138T107 30889 1306100 SH DEFINED 01 1306100 0 0 D FREEPORT-MCMORAN COPPER-A CL A 35671D105 161471 9184900 SH DEFINED 01 9184900 0 0 D FREEPORT-MCMORAN COPPER-B CL B 35671D857 35721 2027300 SH DEFINED 01 2027300 0 0 D FURNITURE BRANDS INTL INC COMMON 360921100 9903 271700 SH DEFINED 01 271700 0 0 D GAMESTOP CORP CL A 36466R101 11112 550100 SH DEFINED 01 550100 0 0 D GEMSTAR-TV GUIDE INT'L INC COMMON 36866W106 11825 799538 SH DEFINED 01 799538 0 0 D GENAERA CORPORATION COMMON 36867G100 399 125200 SH DEFINED 01 125200 0 0 D GENENTECH INC. COM NEW 368710406 614644 12183240 SH DEFINED 01 11591440 0 591800 D GENERAL ELECTRIC CO. COMMON 369604103 590407 15765228 SH DEFINED 01 15087328 0 677900 D GENERAL MOTORS CL H CLASS H NEW 370442832 25327 1539600 SH DEFINED 01 1537500 0 2100 D GENESIS MICROCHIP INC COMMON 37184C103 10135 389800 SH DEFINED 01 389800 0 0 D GENZYME CORP - GENL DIVISION COMMON 372917104 6904 158100 SH DEFINED 01 158100 0 0 D GEORGIA-PACIFIC CORP. COMMON 373298108 22839 762577 SH DEFINED 01 762577 0 0 D GILLETTE CO. COMMON 375766102 257513 7571692 SH DEFINED 01 7312792 0 258900 D GLADSTONE CAPITAL CORP. COMMON 376535100 7784 437300 SH DEFINED 01 437300 0 0 D GLOBESPAN VIRATA INC COMMON 37957V106 5744 385000 SH DEFINED 01 385000 0 0 D GOLDCORP INC COMMON 380956409 10320 591400 SH DEFINED 01 591400 0 0 D GOLDMAN SACHS GROUP INC. COMMON 38141G104 643596 7131255 SH DEFINED 01 6866455 0 264800 D GRACO INC COMMON 384109104 10643 260550 SH DEFINED 01 260550 0 0 D GRANT PRIDECO INC. COMMON 38821G101 3755 274500 SH DEFINED 01 274500 0 0 D GREY WOLF INC. COMMON 397888108 1664 420200 SH DEFINED 01 420200 0 0 D GUIDANT CORP COMMON 401698105 3037 70100 SH DEFINED 01 70100 0 0 D HCA INC COMMON 404119109 55975 1269850 SH DEFINED 01 1268250 0 1600 D HALLIBURTON CO. COMMON 406216101 13830 810200 SH DEFINED 01 808100 0 2100 D HANOVER COMPRESSOR CO COMMON 410768105 10758 598000 SH DEFINED 01 598000 0 0 D HARLEY-DAVIDSON INC COMMON 412822108 334910 6074914 SH DEFINED 01 5833714 0 241200 D HARRIS CORP. COMMON 413875105 14427 401741 SH DEFINED 01 401741 0 0 D THE HARTFORD FINANCIAL SVCS GR COMMON 416515104 617822 9069619 SH DEFINED 01 8797819 0 271800 D HEALTH MANAGEMENT ASSOCIATES - CL A 421933102 16516 796700 SH DEFINED 01 796700 0 0 D HEALTH NET INC COMMON 42222G108 69931 2548500 SH DEFINED 01 2548500 0 0 D HEWLETT-PACKARD CO COMMON 428236103 542209 30223442 SH DEFINED 01 29082142 0 1141300 D HOME DEPOT INC COMMON 437076102 1075655 22128275 SH DEFINED 01 21180878 0 947397 D HUMANA INC. COMMON 444859102 23074 1705369 SH DEFINED 01 1705369 0 0 D HYDRIL COMPANY COMMON 448774109 12129 497700 SH DEFINED 01 497700 0 0 D ICN PHARMACEUTICALS INC COMMON 448924100 43148 1359000 SH DEFINED 01 1330200 0 28800 D IMC GLOBAL INC COMMON 449669100 35652 2417100 SH DEFINED 01 2417100 0 0 D I-MANY INC COMMON 44973Q103 2312 466200 SH DEFINED 01 466200 0 0 D IMAX CORP. COMMON 45245E109 14322 3053800 SH DEFINED 01 3053800 0 0 D IMCLONE SYSTEMS COMMON 45245W109 1756 71300 SH DEFINED 01 71300 0 0 D IMPAX LABORATORIES INC COMMON 45256B101 6823 983200 SH DEFINED 01 983200 0 0 D INGRAM MICRO INC. - CLASS A CL A 457153104 53290 3219962 SH DEFINED 01 3219962 0 0 D INSIGHT COMMUNICATIONS CO. - A CL A 45768V108 11359 542200 SH DEFINED 01 542200 0 0 D INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 4929 148300 SH DEFINED 01 148300 0 0 D INTEL CORP COMMON 458140100 905322 29770522 SH DEFINED 01 28353722 0 1416800 D INTEGRATED DEFENSE TECHNOLOGY COMMON 45819B101 2900 104500 SH DEFINED 01 104500 0 0 D INT'L BUSINESS MACHINES CORP. COMMON 459200101 750516 7216508 SH DEFINED 01 6903408 0 313100 D INTERNATIONAL PAPER COMMON 460146103 2254 52400 SH DEFINED 01 52400 0 0 D INTL RECTIFIER CORP COMMON 460254105 17365 382400 SH DEFINED 01 382400 0 0 D INTERPUBLIC GROUP COMPANIES COMMON 460690100 19886 580100 SH DEFINED 01 580100 0 0 D INTERSIL CORP - CL A CL A 46069S109 16684 588500 SH DEFINED 01 588500 0 0 D INTUIT INC. COMMON 461202103 9444 246200 SH DEFINED 01 246200 0 0 D INTUITIVE SURGICAL INC COMMON 46120E107 6911 735200 SH DEFINED 01 735200 0 0 D INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 8217 155800 SH DEFINED 01 155800 0 0 D INVESTORS FINANCIAL SVCS CP COMMON 461915100 15050 197900 SH DEFINED 01 197900 0 0 D IRON MOUNTAIN COMMON 462846106 8601 271150 SH DEFINED 01 271150 0 0 D JACK IN THE BOX INC COMMON 466367109 14677 495000 SH DEFINED 01 495000 0 0 D JOHNSON AND JOHNSON COMMON 478160104 1044103 16075483 SH DEFINED 01 15336283 0 739200 D KLA-TENCOR CORPORATION COMMON 482480100 69557 1045967 SH DEFINED 01 1001767 0 44200 D KERR-MCGEE CORP. COMMON 492386107 103473 1646350 SH DEFINED 01 1646350 0 0 D KEYSPAN CORPORATION COMMON 49337W100 70109 1926592 SH DEFINED 01 1926592 0 0 D KILROY REALTY CORP COMMON 49427F108 8003 283700 SH DEFINED 01 283700 0 0 D KINDER MORGAN INC COMMON 49455P101 139172 2873675 SH DEFINED 01 2873675 0 0 D KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 85495 1244647 SH DEFINED 01 1199647 0 45000 D KOHL'S CORP. COMMON 500255104 923371 12977812 SH DEFINED 01 12323912 0 653900 D LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 17274 180200 SH DEFINED 01 180200 0 0 D LAM RESEARCH CORP COMMON 512807108 17360 592100 SH DEFINED 01 592100 0 0 D LAMAR ADVERTISING CO. - A CL A 512815101 29077 715834 SH DEFINED 01 715834 0 0 D LEGGETT & PLATT INC COMMON 524660107 7482 301700 SH DEFINED 01 301700 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 41990 649594 SH DEFINED 01 649594 0 0 D LEXMARK INT'L INC. CL A 529771107 16885 295300 SH DEFINED 01 295300 0 0 D LIBERTY MEDIA CORP-A COMMON 530718105 643158 50882738 SH DEFINED 01 48916538 0 1966200 D LIBERTY PROPERTY TRUST SH BEN INT 531172104 13709 425100 SH DEFINED 01 425100 0 0 D LILLY (ELI) & CO. COMMON 532457108 27036 354800 SH DEFINED 01 354800 0 0 D LINCOLN NATIONAL CORP. COMMON 534187109 20604 406160 SH DEFINED 01 406160 0 0 D LINEAR TECHNOLOGY CORPORATION COMMON 535678106 10785 243900 SH DEFINED 01 243900 0 0 D LOEWS CORP COMMON 540424108 163317 2787925 SH DEFINED 01 2787925 0 0 D CAROLINA GROUP (TRACKING STOCK COMMON 540424207 19242 641600 SH DEFINED 01 641600 0 0 D LONE STAR TECHNOLOGIES COMMON 542312103 3328 145900 SH DEFINED 01 145900 0 0 D LOWE'S COS COMMON 548661107 342587 7877384 SH DEFINED 01 7563284 0 314100 D LYONDELL CHEMICAL COMPANY COMMON 552078107 11137 670522 SH DEFINED 01 670522 0 0 D MBNA CORP COMMON 55262L100 491382 12739991 SH DEFINED 01 12350991 0 389000 D MRO SOFTWARE INC COMMON 55347W105 3481 279800 SH DEFINED 01 279800 0 0 D MANHATTAN ASSOCIATES INC COMMON 562750109 7875 206700 SH DEFINED 01 206700 0 0 D MARKEL CORP COMMON 570535104 16260 79900 SH DEFINED 01 79900 0 0 D MARRIOTT INTERNATIONAL-CL A CL A 571903202 323341 7193334 SH DEFINED 01 6895634 0 297700 D MAXTOR CORP. COM NEW 577729205 16239 2336600 SH DEFINED 01 2336600 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 161136 2892400 SH DEFINED 01 2784700 0 107700 D MAVERICK TUBE CORP COMMON 577914104 21710 1330300 SH DEFINED 01 1330300 0 0 D MCDERMOTT INTL INC COMMON 580037109 39004 2508292 SH DEFINED 01 2508292 0 0 D MCKESSON CORP COMMON 58155Q103 22963 613500 SH DEFINED 01 613500 0 0 D MCMORAN EXPLORATION CO. COMMON 582411104 473 143300 SH DEFINED 01 143300 0 0 D MEADWESTVACO CORP COM PAR $0.01 583334107 6784 204658 SH DEFINED 01 204658 0 0 D MEDIACOM COMMUNICATIONS CORP - CL A 58446K105 9462 675400 SH DEFINED 01 675400 0 0 D MEDIMMUNE INC COMMON 584699102 382094 9715074 SH DEFINED 01 9248974 0 466100 D MERRILL LYNCH & CO., INC. COMMON 590188108 521862 9423287 SH DEFINED 01 8894487 0 528800 D METLIFE INC COMMON 59156R108 1802 57200 SH DEFINED 01 57200 0 0 D MICROSOFT CORP. COMMON 594918104 1350687 22395739 SH DEFINED 01 21455039 0 940700 D MILLER EXPLORATION CO. COMMON 600533103 60 127600 SH DEFINED 01 127600 0 0 D MINNESOTA MINING & MANUFACTURI COMMON 604059105 422205 3671032 SH DEFINED 01 3537032 0 134000 D MIRANT CORP COMMON 604675108 78793 5452780 SH DEFINED 01 5452780 0 0 D MONOLITHIC SYSTEM TECH. COMMON 609842109 3150 273900 SH DEFINED 01 273900 0 0 D MOTOROLA INC. COMMON 620076109 139282 9808578 SH DEFINED 01 9626878 0 181700 D NCO GROUP COMMON 628858102 18374 661900 SH DEFINED 01 661900 0 0 D NRG ENERGY INC COMMON 629377102 21527 1785000 SH DEFINED 01 1785000 0 0 D NABORS INDUSTRIES INC COMMON 629568106 10770 254900 SH DEFINED 01 254900 0 0 D NATCO GROUP INC-A CL A 63227W203 603 74500 SH DEFINED 01 74500 0 0 D NATIONAL FUEL GAS CO COMMON 636180101 32994 1355000 SH DEFINED 01 1355000 0 0 D NATIONAL-OILWELL INC COMMON 637071101 6001 236900 SH DEFINED 01 236900 0 0 D NATIONAL SEMICONDUCTOR CORP. COMMON 637640103 22201 658971 SH DEFINED 01 658971 0 0 D NAVISTAR INTERNATIONAL CORP. COMMON 63934E108 17834 402568 SH DEFINED 01 402568 0 0 D NDCHEALTH CORP COMMON 639480102 18737 514900 SH DEFINED 01 514900 0 0 D NETWORKS ASSOCIATES INC COMMON 640938106 7434 307200 SH DEFINED 01 307200 0 0 D NEUROCRINE BIOSCIENCES INC COMMON 64125C109 1920 47300 SH DEFINED 01 47300 0 0 D NEW YORK TIMES CLASS A CL A 650111107 494748 10337403 SH DEFINED 01 10002703 0 334700 D NEWFIELD EXPLORATION COMPANY COMMON 651290108 39546 1069100 SH DEFINED 01 1068000 0 1100 D NEWMONT MINING CORP. COMMON 651639106 159827 5772000 SH DEFINED 01 5772000 0 0 D NEWPORT CORP COMMON 651824104 10585 442900 SH DEFINED 01 442900 0 0 D NEXTEL COMMUNICATIONS INC-A CL A 65332V103 21275 3954400 SH DEFINED 01 3954400 0 0 D NICOR INC COMMON 654086107 36180 794300 SH DEFINED 01 794300 0 0 D NISOURCE INC. COMMON 65473P105 140991 6143390 SH DEFINED 01 6143390 0 0 D NOBLE AFFILIATES, INC. COMMON 654894104 13023 333400 SH DEFINED 01 333400 0 0 D NORTHEAST UTILIES COMMON 664397106 113891 5731800 SH DEFINED 01 5731800 0 0 D NORTHROP GRUMMAN CORP COMMON 666807102 438255 3876647 SH DEFINED 01 3770647 0 106000 D NOVA CHEMICALS CORP COMMON 66977W109 26776 1070600 SH DEFINED 01 1070600 0 0 D NSTAR COMMON 67019E107 49239 1086005 SH DEFINED 01 1086005 0 0 D OSI PHARMACEUTICALS, INC. COMMON 671040103 3680 94000 SH DEFINED 01 94000 0 0 D OAK TECHNOLOGY, INC COMMON 671802106 16576 1114000 SH DEFINED 01 1114000 0 0 D OIL STATES INTERNATIONAL INC. COMMON 678026105 5703 528100 SH DEFINED 01 528100 0 0 D OLD REPUBLIC INTERNATIONAL COR COMMON 680223104 8273 258784 SH DEFINED 01 258784 0 0 D OMNICARE INC. COMMON 681904108 21986 849200 SH DEFINED 01 849200 0 0 D OMNICOM GROUP COMMON 681919106 747038 7913532 SH DEFINED 01 7605632 0 307900 D OMNICELL INC. COMMON 68213N109 2400 323000 SH DEFINED 01 323000 0 0 D ORACLE CORPORATION COMMON 68389X105 248656 19426286 SH DEFINED 01 18706486 0 719800 D PC-TEL INC. COMMON 69325Q105 5990 692500 SH DEFINED 01 692500 0 0 D PG&E CORPORATION COMMON 69331C108 130972 5559100 SH DEFINED 01 5559100 0 0 D PNM RESOURCES INC COMMON 69349H107 70233 2290700 SH DEFINED 01 2290700 0 0 D PPL CORPORATION COMMON 69351T106 121016 3055200 SH DEFINED 01 3055200 0 0 D PSS WORLD MEDICAL INC COMMON 69366A100 2890 294900 SH DEFINED 01 294900 0 0 D PALL CORP. COMMON 696429307 29369 1433300 SH DEFINED 01 1342200 0 91100 D PARAMETRIC TECHNOLOGY CORP. COMMON 699173100 21005 3477600 SH DEFINED 01 3477600 0 0 D PATTERSON-UTI ENERGY INC COMMON 703481101 9862 331600 SH DEFINED 01 331600 0 0 D PEABODY ENERGY CORP. COMMON 704549104 13520 467000 SH DEFINED 01 467000 0 0 D PEGASUS SOLUTIONS INC. COMMON 705906105 18766 1014400 SH DEFINED 01 1014400 0 0 D PEMSTAR INC COMMON 706552106 13394 1395200 SH DEFINED 01 1395200 0 0 D PENTAIR INC COMMON 709631105 21891 486800 SH DEFINED 01 486800 0 0 D PEPSICO, INC. COMMON 713448108 985066 19127481 SH DEFINED 01 18255681 0 871800 D PEROT SYSTEMS CORP. - CLASS A CL A 714265105 8834 442800 SH DEFINED 01 442800 0 0 D PFIZER INC. COMMON 717081103 1015261 25547574 SH DEFINED 01 24466474 0 1081100 D PHARMACIA CORP COMMON 71713U102 572521 12700103 SH DEFINED 01 12234693 0 465410 D PHELPS DODGE CORP COMMON 717265102 80302 1907400 SH DEFINED 01 1907400 0 0 D PHILIP MORRIS COMPANIES INC COMMON 718154107 230121 4369103 SH DEFINED 01 4369103 0 0 D PHILLIPS PETROLEUM CO. COMMON 718507106 54065 860900 SH DEFINED 01 860900 0 0 D PIER 1 IMPORTS INC-DEL COMMON 720279108 4645 225600 SH DEFINED 01 225600 0 0 D PINNACLE WEST CAPITAL COMMON 723484101 84396 1861000 SH DEFINED 01 1861000 0 0 D PIONEER NATURAL RESOURCES CO. COMMON 723787107 42813 1920746 SH DEFINED 01 1920746 0 0 D POLO RALPH LAUREN CORP. CL A 731572103 28955 992300 SH DEFINED 01 988800 0 3500 D POTASH CORP SASKATCHEWAN INC COMMON 73755L107 4797 73500 SH DEFINED 01 73500 0 0 D POWER INTEGRATIONS, INC. COMMON 739276103 10098 530100 SH DEFINED 01 530100 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 22173 1394500 SH DEFINED 01 1394500 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 32182 1272000 SH DEFINED 01 1272000 0 0 D PRIORITY HEALTHCARE CORP. - B CL B 74264T102 6066 233200 SH DEFINED 01 233200 0 0 D PROTEIN DESIGN LABS INC. COMMON 74369L103 16738 977100 SH DEFINED 01 977100 0 0 D PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 39599 864600 SH DEFINED 01 864600 0 0 D QUESTAR CORP COMMON 748356102 98022 3812600 SH DEFINED 01 3812600 0 0 D QUICKSILVER RESOURCES INC. COMMON 74837R104 4993 217100 SH DEFINED 01 217100 0 0 D RGS ENERGY GROUP INC COMMON 74956K104 9553 243400 SH DEFINED 01 243400 0 0 D RPM INC/OHIO COMMON 749685103 6998 450000 SH DEFINED 01 450000 0 0 D RADIO ONE INC- CL D CLASS D - NON VT 75040P405 927 45000 SH DEFINED 01 45000 0 0 D RAYTHEON CO (NEW) COMMON 755111507 73833 1798601 SH DEFINED 01 1798601 0 0 D REALNETWORKS INC. COMMON 75605L104 5001 712400 SH DEFINED 01 712400 0 0 D REEBOK INTERNATIONAL LTD COMMON 758110100 8023 296800 SH DEFINED 01 296800 0 0 D REGENERON PHARMACEUTICALS COMMON 75886F107 3798 152000 SH DEFINED 01 152000 0 0 D RELIANT RESOURCES INC. COMMON 75952B105 32205 1904500 SH DEFINED 01 1904500 0 0 D REMEC INC. COMMON 759543101 11262 1217500 SH DEFINED 01 1217500 0 0 D REMINGTON OIL & GAS CORP COMMON 759594302 4032 200000 SH DEFINED 01 200000 0 0 D RENAL CARE GROUP, INC. COMMON 759930100 19611 597900 SH DEFINED 01 597900 0 0 D RETEK INC. COMMON 76128Q109 441 16800 SH DEFINED 01 16800 0 0 D REYNOLDS & REYNOLDS -CL A CL A 761695105 9681 322700 SH DEFINED 01 322700 0 0 D RJ REYNOLDS TOBACCO HOLDINGS I COMMON 76182K105 21395 330432 SH DEFINED 01 330432 0 0 D RIVERSTONE NETWORKS INC COMMON 769320102 734 122300 SH DEFINED 01 122300 0 0 D ROBBINS & MYERS, INC. COMMON 770196103 11326 414100 SH DEFINED 01 414100 0 0 D ROCKWELL COLLINS COMMON 774341101 8260 327500 SH DEFINED 01 326600 0 900 D ROPER INDUSTRIES, INC. COMMON 776696106 7073 142200 SH DEFINED 01 142200 0 0 D ROSS STORES, INC. COMMON 778296103 16857 445600 SH DEFINED 01 445600 0 0 D ROWAN COMPANIES INC COMMON 779382100 4944 214600 SH DEFINED 01 214600 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 77228 2062717 SH DEFINED 01 2062717 0 0 D SAFECO CORP. COMMON 786429100 4982 155489 SH DEFINED 01 155489 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 3936 181300 SH DEFINED 01 181300 0 0 D ST. PAUL COMPANIES COMMON 792860108 1683 36700 SH DEFINED 01 36700 0 0 D SAKS INCORPORATED COMMON 79377W108 25195 1916000 SH DEFINED 01 1748300 0 167700 D SARA LEE CORP COMMON 803111103 14894 717437 SH DEFINED 01 717437 0 0 D SCANA CORP COMMON 80589M102 13810 451300 SH DEFINED 01 451300 0 0 D SCHERING PLOUGH CORP. COMMON 806605101 1041 33271 SH DEFINED 01 33271 0 0 D SCHLUMBERGER, LTD. COMMON 806857108 945040 16066655 SH DEFINED 01 15403455 0 663200 D SCHWAB (CHARLES) CORP COMMON 808513105 17283 1320300 SH DEFINED 01 1320300 0 0 D SCRIPPS CO (E.W.)-CL A CL A 811054204 14125 172000 SH DEFINED 01 172000 0 0 D SEMPRA ENERGY COMMON 816851109 63479 2524000 SH DEFINED 01 2524000 0 0 D SEPRACOR INC. COMMON 817315104 149890 7726264 SH DEFINED 01 7617964 0 108300 D SICOR INC COMMON 825846108 13826 809500 SH DEFINED 01 809500 0 0 D SIERRA PACIFIC RESOURCES COMMON 826428104 56081 3716440 SH DEFINED 01 3716440 0 0 D SIGMA-ALDRICH COMMON 826552101 2301 49000 SH DEFINED 01 49000 0 0 D SILICON VALLEY BANCSHARES COMMON 827064106 15751 520700 SH DEFINED 01 520700 0 0 D SIX FLAGS INC COMMON 83001P109 3945 220900 SH DEFINED 01 220900 0 0 D SKYWEST INC COMMON 830879102 7397 296700 SH DEFINED 01 296700 0 0 D SMITH INT'L INC. COMMON 832110100 50447 744600 SH DEFINED 01 744600 0 0 D SOLECTRON CORP COMMON 834182107 21288 2729300 SH DEFINED 01 2612600 0 116700 D SOUTHWEST AIRLINES COMMON 844741108 6852 354100 SH DEFINED 01 354100 0 0 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 11266 337900 SH DEFINED 01 337900 0 0 D SPEEDWAY MOTORSPORTS, INC. COMMON 847788106 20276 711200 SH DEFINED 01 711200 0 0 D SPRINT CORP. (FON GROUP) COMMON 852061100 8962 586156 SH DEFINED 01 586156 0 0 D SPRINT CORP. (PCS GROUP) COM SER1 852061506 20473 1989600 SH DEFINED 01 1988000 0 1600 D STANCORP FINANCIAL GROUP, INC. COMMON 852891100 14471 263100 SH DEFINED 01 263100 0 0 D THE STEAK N SHAKE CO COMMON 857873103 8725 621030 SH DEFINED 01 621030 0 0 D STILLWATER MINING COMPANY COMMON 86074Q102 72896 3867150 SH DEFINED 01 3867150 0 0 D STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 193895 5716251 SH DEFINED 01 5458751 0 257500 D STOLT OFFSHORE SA - ADR COMMON 861567105 3086 363900 SH DEFINED 01 363900 0 0 D STUDENT ADVANTAGE INC. COMMON 86386Q105 3713 5057400 SH DEFINED 01 5057400 0 0 D SUN MICROSYSTEMS COMMON 866810104 103858 11775223 SH DEFINED 01 11204623 0 570600 D SUNGARD DATA SYSTEMS COMMON 867363103 8147 247100 SH DEFINED 01 247100 0 0 D SUPERVALU INC. COMMON 868536103 12222 473735 SH DEFINED 01 473735 0 0 D SWIFT ENERGY CO COMMON 870738101 15289 776100 SH DEFINED 01 776100 0 0 D SYBASE INC. COMMON 871130100 27049 1548300 SH DEFINED 01 1426200 0 122100 D SYNOPSYS INC COMMON 871607107 81080 1469898 SH DEFINED 01 1467998 0 1900 D THQ INC COM NEW 872443403 14327 291800 SH DEFINED 01 291800 0 0 D TTM TECHNOLOGIES COMMON 87305R109 7271 733700 SH DEFINED 01 733700 0 0 D TVX GOLD INC COM NEW 87308K200 62 82160 SH DEFINED 01 82160 0 0 D TALISMAN ENERGY INC COMMON 87425E103 62554 1498665 SH DEFINED 01 1498665 0 0 D TARGET CORP. COMMON 87612E106 320381 7430002 SH DEFINED 01 7193002 0 237000 D TELIK INC. COMMON 87959M109 570 47000 SH DEFINED 01 47000 0 0 D TEMPLE-INLAND COMMON 879868107 166655 2938219 SH DEFINED 01 2936519 0 1700 D TEXAS INSTRUMENTS INC. COMMON 882508104 713335 21550896 SH DEFINED 01 20665396 0 885500 D 3COM CORP COMMON 885535104 39820 6517225 SH DEFINED 01 6280225 0 237000 D THREE-FIVE SYSTEMS INC. COMMON 88554L108 7195 485500 SH DEFINED 01 485500 0 0 D TIBCO SOFTWARE INC COMMON 88632Q103 2434 207000 SH DEFINED 01 207000 0 0 D TIFFANY & CO. COMMON 886547108 552412 15538996 SH DEFINED 01 14694196 0 844800 D TORCH OFFSHORE INC COMMON 891019101 634 71200 SH DEFINED 01 71200 0 0 D TORCHMARK CORP. COMMON 891027104 2470 61300 SH DEFINED 01 59400 0 1900 D TOWER AUTOMOTIVE INC. COMMON 891707101 9832 702800 SH DEFINED 01 702800 0 0 D TRIAD HOSPITALS INC. COMMON 89579K109 14701 427610 SH DEFINED 01 427610 0 0 D TRIMERIS INC COMMON 896263100 2506 58000 SH DEFINED 01 58000 0 0 D TUPPERWARE CORPORATION COMMON 899896104 31766 1396300 SH DEFINED 01 1396300 0 0 D UCBH HOLDINGS INC COMMON 90262T308 4332 120400 SH DEFINED 01 120400 0 0 D USA NETWORKS INC COMMON 902984103 192657 6064100 SH DEFINED 01 5897500 0 166600 D US UNWIRED INC. - CLASS A CL A 90338R104 6346 1149600 SH DEFINED 01 1149600 0 0 D UBIQUITEL INC. COMMON 903474302 2195 896000 SH DEFINED 01 896000 0 0 D USA EDUCATION INC. COMMON 90390U102 8547 87400 SH DEFINED 01 86700 0 700 D UNISOURCE ENERGY CORP. COMMON 909205106 36012 1760140 SH DEFINED 01 1760140 0 0 D UNITED NATURAL FOODS INC. COMMON 911163103 10960 440000 SH DEFINED 01 440000 0 0 D UNITED STATES STEEL CORP COMMON 912909108 7059 388900 SH DEFINED 01 388900 0 0 D UNITRIN INC COMMON 913275103 2480 61700 SH DEFINED 01 61700 0 0 D UNIVISION COMMUNICATIONS CL-A CL A 914906102 316440 7534300 SH DEFINED 01 7262700 0 271600 D UNOCAL CORP. COMMON 915289102 34039 873900 SH DEFINED 01 845900 0 28000 D UNUMPROVIDENT CORP COMMON 91529Y106 3287 117700 SH DEFINED 01 117700 0 0 D VALERO ENERGY CORP. COMMON 91913Y100 11112 224400 SH DEFINED 01 224400 0 0 D VECTREN CORPORATION COMMON 92240G101 17485 680600 SH DEFINED 01 680600 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 50928 1104735 SH DEFINED 01 1104735 0 0 D VERTEX PHARMACEUTICALS INC COMMON 92532F100 13587 487700 SH DEFINED 01 487700 0 0 D VIACOM INC-CL B CL B 925524308 1086765 22467752 SH DEFINED 01 21495985 0 971767 D VISHAY INTERTECHNOLOGY INC. COMMON 928298108 35686 1754500 SH DEFINED 01 1644400 0 110100 D VISUAL NETWORKS INC. COMMON 928444108 3449 1173100 SH DEFINED 01 1173100 0 0 D VITRIA TECHNOLOGY INC. COMMON 92849Q104 4751 1202700 SH DEFINED 01 1202700 0 0 D WGL HOLDINGS INC. COMMON 92924F106 12960 482500 SH DEFINED 01 482500 0 0 D W-H ENERGY SERVICES INC. COMMON 92925E108 4795 222000 SH DEFINED 01 222000 0 0 D WACHOVIA CORP COMMON 929903102 2440 65800 SH DEFINED 01 65800 0 0 D WAL-MART STORES COMMON 931142103 1055371 17216485 SH DEFINED 01 16555785 0 660700 D WASTE CONNECTIONS INC. COMMON 941053100 12560 374800 SH DEFINED 01 374800 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 16114 591350 SH DEFINED 01 591350 0 0 D WATSON WYATT & CO HOLDINGS - A CL A 942712100 16900 617900 SH DEFINED 01 617900 0 0 D WEATHERFORD INTERNATIONAL, INC COMMON 947074100 50231 1054600 SH DEFINED 01 1054600 0 0 D WEBEX COMMUNICATIONS INC COMMON 94767L109 1369 83200 SH DEFINED 01 83200 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 121183 1903300 SH DEFINED 01 1903300 0 0 D WEST CORPORATION COMMON 952355105 7989 252500 SH DEFINED 01 252500 0 0 D WESTERN DIGITAL CORP COMMON 958102105 15181 2436700 SH DEFINED 01 2436700 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 74764 2008700 SH DEFINED 01 2008700 0 0 D WESTERN WIRELESS CORP. -CL.A CL A 95988E204 43162 4938500 SH DEFINED 01 4938500 0 0 D WHOLE FOODS MARKET INC. COMMON 966837106 8905 194900 SH DEFINED 01 194900 0 0 D WILLIAMS COS INC COMMON 969457100 137855 5851220 SH DEFINED 01 5851220 0 0 D WYETH COMMON 983024100 914087 13923639 SH DEFINED 01 13430739 0 492900 D XTO ENERGY INC COMMON 98385X106 6386 318487 SH DEFINED 01 318487 0 0 D XCEL ENERGY INC. COMMON 98389B100 25350 1000000 SH DEFINED 01 1000000 0 0 D XEROX CORP. COMMON 984121103 43111 4010326 SH DEFINED 01 4010326 0 0 D APEX SILVER MINES LIMITED ORD G04074103 9151 682400 SH DEFINED 01 682400 0 0 D APEX SILVER MINES-WTS WT EXP G04074111 106 235000 SH DEFINED 01 235000 0 0 D EVEREST RE GROUP LTD COMMON G3223R108 53995 778700 SH DEFINED 01 778700 0 0 D GLOBALSANTAFE CORP SHS G3930E101 12279 375500 SH DEFINED 01 375500 0 0 D IPC HOLDINGS LTD ORD G4933P101 3189 98000 SH DEFINED 01 98000 0 0 D MAX RE CAPITAL LTD SHS G6052F103 14462 892700 SH DEFINED 01 892700 0 0 D PARTNERRE LTD. COMMON G6852T105 19405 355400 SH DEFINED 01 355400 0 0 D W.P. STEWART & CO. LTD. COMMON G84922106 11138 375000 SH DEFINED 01 375000 0 0 D TRANSOCEAN SEDCO FOREX INC ORD G90078109 134407 4044745 SH DEFINED 01 3973145 0 71600 D TRENWICK GROUP LTD. COMMON G9032C109 8362 932200 SH DEFINED 01 932200 0 0 D WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 2072 6000 SH DEFINED 01 6000 0 0 D XL CAPITAL LTD - CLASS A CL A G98255105 640046 6856412 SH DEFINED 01 6629312 0 227100 D MILLICOM INT'L. CELLULAR S.A. ORD L6388F102 15390 2290200 SH DEFINED 01 2288500 0 1700 D TARO PHARMACEUTICAL INDUSTRIES ORD M8737E108 2092 73800 SH DEFINED 01 73800 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 3830 146700 SH DEFINED 01 146700 0 0 D ASML HOLDING NV NEW YORK SHS N07059111 335 13200 SH DEFINED 01 13200 0 0 D ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 10159 450500 SH DEFINED 01 450500 0 0 D GENERAL MARITIME CORP. SHS Y2692M103 3510 292500 SH DEFINED 01 292500 0 0 D OMI CORP-NEW COMMON Y6476W104 830 207400 SH DEFINED 01 207400 0 0 D TEEKAY SHIPPING CORP COMMON Y8564W103 11996 314700 SH DEFINED 01 314700 0 0 D AMERICA MOVIL- SERIES L - ADR ADR - LISTED 02364W105 14929 751700 SH DEFINED 01 751700 0 0 D ANGLOGOLD LIMITED - SPON ADR ADR - LISTED 035128206 4129 163976 SH DEFINED 01 163976 0 0 D ARM HOLDINGS PLC - SPONS ADR ADR - LISTED 042068106 50290 4072100 SH DEFINED 01 3906800 0 165300 D AVENTIS - SPON ADR ADR - LISTED 053561106 152974 2225078 SH DEFINED 01 2130478 0 94600 D BRITISH GAS PLC - SPON ADR ADR - LISTED 055434203 40082 1797392 SH DEFINED 01 1797392 0 0 D BOUYGUES OFFSHORES SA - ADR ADR - LISTED 102112109 3220 156300 SH DEFINED 01 156300 0 0 D CABLE AND WIRELESS PLC - ADR ADR - LISTED 126830207 26711 2714500 SH DEFINED 01 2551300 0 163200 D DURBAN ROODEPORT DEEP - SP ADR ADR - LISTED 266597301 9290 2595100 SH DEFINED 01 2595100 0 0 D FLETCHER CHAL FORESTS SP ADR ADR - LISTED 339324402 351 310800 SH DEFINED 01 310800 0 0 D GOLD FIELDS LTD - SP ADR ADR - LISTED 38059T106 2900 278319 SH DEFINED 01 278319 0 0 D HARMONY GOLD MNG - SPON ADR ADR - LISTED 413216300 6121 541700 SH DEFINED 01 541700 0 0 D IONA TECHNOLOGIES PLC - ADR ADR - LISTED 46206P109 10393 613900 SH DEFINED 01 613900 0 0 D NEWS CORP LTD - SPONS ADR PRF ADR - LISTED 652487802 17604 733500 SH DEFINED 01 660100 0 73400 D NOKIA CORP-SPONSORED ADR ADR - LISTED 654902204 541792 26123044 SH DEFINED 01 25125744 0 997300 D NOVARTIS AG-ADR ADR - LISTED 66987V109 16474 416000 SH DEFINED 01 416000 0 0 D PEARSON PLC - SPONSORED ADR ADR - LISTED 705015105 52883 3967200 SH DEFINED 01 3960400 0 6800 D SAP AG ADR ADR - LISTED 803054204 118225 3178100 SH DEFINED 01 3018100 0 160000 D TELEFONOS DE MEXICO ADR - LISTED 879403780 23418 579800 SH DEFINED 01 579800 0 0 D TOTAL FINA ELF S.A. - SPON ADR ADR - LISTED 89151E109 35273 460485 SH DEFINED 01 460485 0 0 D VODAFONE GROUP PLC - ADR ADR - LISTED 92857W100 78825 4277000 SH DEFINED 01 4115300 0 161700 S REPORT SUMMARY 510 DATA RECORDS 45480202 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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