-----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, KhTV9w+3M3FKwiurMJ37zCAIyhzbjl9ZnfZPqqdexD+t26XIVdGc6Ho3Qv5/H/XR SumSlLt/nlMZAZXA/THANA== 0000053417-02-000039.txt : 20020414 0000053417-02-000039.hdr.sgml : 20020414 ACCESSION NUMBER: 0000053417-02-000039 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020207 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: 02529721 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 sec13f4q2001.txt QUARTERLY 13F 12/31/01 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2001 Check here if Amendment [ ]; Amendment Number: _____________ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Jennison Associates LLC Address: 466 Lexington Avenue, New York, NY 10017 Form 13F File Number: 28-74 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Karen E. Kohler Title: Executive Vice President Phone: 212-421-1000 Signature, Place and Date of Signing: /s/ Karen E. Kohler Karen E. Kohler Executive Vice President New York, New York February 7, 2002 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 541 Form 13F Information Table Value Total: 47,185,202 List of Other Included Managers: No. 13F File Number Name 01 28-256 Prudential Insurance Company of America 12/31/2001 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 5661 206600 SH DEFINED 01 206600 0 0 D AOL TIME WARNER INC COMMON 00184A105 368810 11489409 SH DEFINED 01 11015909 0 473500 D AT&T CORP. COMMON 001957109 144518 7966805 SH DEFINED 01 7966805 0 0 D AT&T WIRELESS SERVICES INC COMMON 00209A106 59996 4175115 SH DEFINED 01 3978015 0 197100 D ABBOTT LABORATORIES COMMON 002824100 784473 14071260 SH DEFINED 01 13601260 0 470000 D ABERCROMBIE & FITCH CL A 002896207 10227 385500 SH DEFINED 01 385500 0 0 D ADELPHIA COMMUNICATIONS - CL A CL A 006848105 33715 1081300 SH DEFINED 01 1081300 0 0 D ADOBE SYSTEMS INC COMMON 00724F101 32140 1035100 SH DEFINED 01 1035100 0 0 D ADOLOR CORP. COMMON 00724X102 4534 252600 SH DEFINED 01 252600 0 0 D ADVANCED LIGHTING TECHS COMMON 00753C102 1369 912700 SH DEFINED 01 912700 0 0 D AFFILIATED COMPUTER SVCS-A CL A 008190100 11526 108600 SH DEFINED 01 108600 0 0 D AGNICO-EAGLE MINES LTD COMMON 008474108 3283 332600 SH DEFINED 01 332600 0 0 D AGRIUM INC. COMMON 008916108 8358 788500 SH DEFINED 01 788500 0 0 D AIRGATE PCS INC. COMMON 009367103 10217 224300 SH DEFINED 01 224300 0 0 D ALCAN INC COMMON 013716105 8727 242900 SH DEFINED 01 242900 0 0 D ALCOA INC. COMMON 013817101 119162 3351946 SH DEFINED 01 3351946 0 0 D ALEXANDRIA REAL EST EQUITIES COMMON 015271109 6095 148300 SH DEFINED 01 148300 0 0 D ALIGN TECHNOLOGY INC. COMMON 016255101 2694 598600 SH DEFINED 01 598600 0 0 D ALLEGHENY ENERGY INC COMMON 017361106 69561 1920500 SH DEFINED 01 1920500 0 0 D ALLERGAN COMMON 018490102 17749 236500 SH DEFINED 01 236500 0 0 D ALLIANCE ATLANTIS COMMUNIC - B CL B NON-VTG 01853E204 9400 830400 SH DEFINED 01 830400 0 0 D ALLIANT TECHSYSTEMS INC COMMON 018804104 500 6478 SH DEFINED 01 6478 0 0 D ALLIED CAPITAL CORP. COMMON 01903Q108 9126 351000 SH DEFINED 01 351000 0 0 D ALLSCRIPTS HEALTHCARE SOLUTION COMMON 01988P108 451 139100 SH DEFINED 01 139100 0 0 D ALLSTATE INSURANCE COMMON 020002101 120665 3580570 SH DEFINED 01 3478070 0 102500 D ALLTEL CORP COMMON 020039103 23243 376530 SH DEFINED 01 376530 0 0 D ALTERA CORP COMMON 021441100 3000 141376 SH DEFINED 01 141376 0 0 D AMAZON.COM INC. COMMON 023135106 3038 280800 SH DEFINED 01 280800 0 0 D AMERADA HESS CORP COMMON 023551104 64857 1037715 SH DEFINED 01 1037715 0 0 D AMERICAN EXPRESS CO. COMMON 025816109 5182 145200 SH DEFINED 01 122200 0 23000 D AMERICAN FINANCIAL GROUP INC. COMMON 025932104 1360 55400 SH DEFINED 01 55400 0 0 D AMERICAN HEALTHWAYS INC. COMMON 02649V104 4759 149000 SH DEFINED 01 149000 0 0 D AMERICAN HOME PRODUCTS COMMON 026609107 873321 14232745 SH DEFINED 01 13753945 0 478800 D AMERICAN INTL. GROUP COMMON 026874107 1202294 15142243 SH DEFINED 01 14520346 0 621897 D AMERUS GROUP CO COMMON 03072M108 11480 320313 SH DEFINED 01 320313 0 0 D AMERISOURCEBERGEN CORP COMMON 03073E105 18010 283400 SH DEFINED 01 283400 0 0 D AMGEN INC. COMMON 031162100 429096 7602707 SH DEFINED 01 7282607 0 320100 D ANADARKO PETROLEUM CORP COMMON 032511107 117053 2058986 SH DEFINED 01 2058986 0 0 D ANALOG DEVICES INC. COMMON 032654105 14132 318366 SH DEFINED 01 318366 0 0 D ANDRX HOLDING-ANDRX GROUP COMMON 034553107 15723 223300 SH DEFINED 01 223300 0 0 D ANHEUSER BUSCH COS INC. COMMON 035229103 1130 25000 SH DEFINED 01 0 0 25000 D ANTHEM INC COMMON 03674B104 29576 597500 SH DEFINED 01 597500 0 0 D ANSWERTHINK INC COMMON 036916104 3396 520000 SH DEFINED 01 520000 0 0 D AON CORP COMMON 037389103 32465 914000 SH DEFINED 01 912000 0 2000 D APACHE CORP COMMON 037411105 30696 615390 SH DEFINED 01 615390 0 0 D APOLLO GROUP INC. - CLASS A CL A 037604105 14246 316500 SH DEFINED 01 316500 0 0 D APOGENT TECHNOLOGIES COMMON 03760A101 25248 978600 SH DEFINED 01 978600 0 0 D APRIA HEALTHCARE GROUP INC. COMMON 037933108 6860 274500 SH DEFINED 01 274500 0 0 D APPLICA INCORPORATED COMMON 03815A106 10600 1176500 SH DEFINED 01 1176500 0 0 D APPLIED MATERIALS INC. COMMON 038222105 209343 5220524 SH DEFINED 01 5000324 0 220200 D APPLIED MICRO CIRCUITS CORP COMMON 03822W109 273 24080 SH DEFINED 01 0 0 24080 D ARAMARK CORP - CL B CL B 038521100 6738 250500 SH DEFINED 01 250500 0 0 D ARCH COAL INC. COMMON 039380100 34558 1522400 SH DEFINED 01 1522400 0 0 D ARMOR HOLDINGS INC COMMON 042260109 7152 265000 SH DEFINED 01 265000 0 0 D ARROW ELECTRONICS INC COMMON 042735100 13084 437579 SH DEFINED 01 437579 0 0 D ATMEL CORP COMMON 049513104 399 54180 SH DEFINED 01 0 0 54180 D AUTODESK INC COMMON 052769106 10273 275620 SH DEFINED 01 252500 0 23120 D AUTONATION INC. COMMON 05329W102 3461 280700 SH DEFINED 01 280700 0 0 D AVALONBAY COMMUNITIES INC. COMMON 053484101 8873 187559 SH DEFINED 01 187559 0 0 D AVIGEN INC. COMMON 053690103 1271 110400 SH DEFINED 01 110400 0 0 D AVIRON COMMON 053762100 50252 1010500 SH DEFINED 01 1010500 0 0 D AVISTA CORP. COMMON 05379B107 23590 1779000 SH DEFINED 01 1779000 0 0 D AVNET INC. COMMON 053807103 795 31200 SH DEFINED 01 31200 0 0 D THE BISYS GROUP INC COMMON 055472104 806 12600 SH DEFINED 01 0 0 12600 D BJ SERVICES CO COMMON 055482103 73603 2268178 SH DEFINED 01 2086278 0 181900 D BJ'S WHOLESALE CLUB INC. COMMON 05548J106 235576 5341866 SH DEFINED 01 5143066 0 198800 D BMC SOFTWARE INC COMMON 055921100 74409 4545461 SH DEFINED 01 4380761 0 164700 D BAKER HUGHES INC COMMON 057224107 29857 818680 SH DEFINED 01 818680 0 0 D BAM! ENTERTAINMENT INC COMMON 059361105 836 100600 SH DEFINED 01 100600 0 0 D BANK OF AMERICA CORP. COMMON 060505104 1383 21970 SH DEFINED 01 4636 0 17334 D BANK OF NEW YORK COMMON 064057102 20898 512200 SH DEFINED 01 512200 0 0 D BANK ONE CORP COMMON 06423A103 668888 17129013 SH DEFINED 01 16363413 0 765600 D BANKNORTH GROUP INC COMMON 06646R107 14766 655700 SH DEFINED 01 655700 0 0 D BARNES & NOBLE COMMON 067774109 11695 395100 SH DEFINED 01 395100 0 0 D BARR LABORATORIES INC COMMON 068306109 11174 140800 SH DEFINED 01 140800 0 0 D BAXTER INTERNATIONAL INC COMMON 071813109 482845 9003263 SH DEFINED 01 8623463 0 379800 D BE AEROSPACE INC. COMMON 073302101 9712 1059100 SH DEFINED 01 1059100 0 0 D BEAR STEARNS CO INC COMMON 073902108 3466 59100 SH DEFINED 01 59100 0 0 D BED BATH & BEYOND INC COMMON 075896100 278418 8212904 SH DEFINED 01 7873504 0 339400 D BELDEN INC. COMMON 077459105 11288 479300 SH DEFINED 01 479300 0 0 D BELLSOUTH CORP COMMON 079860102 33976 890600 SH DEFINED 01 890600 0 0 D BEMA GOLD CORP. COMMON 08135F107 161 504500 SH DEFINED 01 504500 0 0 D BIG LOTS INC COMMON 089302103 12681 1219300 SH DEFINED 01 1219300 0 0 D BIOMARIN PHARMACEUTICAL INC. COMMON 09061G101 16488 1226800 SH DEFINED 01 1226800 0 0 D BIOVAIL CORP COMMON 09067J109 9141 162500 SH DEFINED 01 162500 0 0 D BOISE CASCADE CORP. COMMON 097383103 80876 2378000 SH DEFINED 01 2268600 0 109400 D BORG WARNER INC COMMON 099724106 11286 216000 SH DEFINED 01 216000 0 0 D BRIGHAM EXPLORATION COMPANY COMMON 109178103 332 110500 SH DEFINED 01 110500 0 0 D BRIGHT HORIZONS FAMILY SOL. COMMON 109195107 10519 375800 SH DEFINED 01 375800 0 0 D BRIGHTPOINT INC. COMMON 109473108 6662 2121800 SH DEFINED 01 2121800 0 0 D BRISTOL-MYERS SQUIBB CO COMMON 110122108 158169 3101351 SH DEFINED 01 3026551 0 74800 D BROADWING INC. COMMON 111620100 37478 3945100 SH DEFINED 01 3945100 0 0 D BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 9466 285800 SH DEFINED 01 285800 0 0 D TOM BROWN INC COMMON 115660201 5569 206200 SH DEFINED 01 206200 0 0 D BURLINGTON RESOURCES INC. COMMON 122014103 7632 203300 SH DEFINED 01 203300 0 0 D CBRL GROUP INC COMMON 12489V106 1004 34100 SH DEFINED 01 0 0 34100 D CIGNA CORP. COMMON 125509109 154326 1665689 SH DEFINED 01 1665689 0 0 D CLECO CORPORATION COMMON 12561W105 42859 1950800 SH DEFINED 01 1950800 0 0 D CMS ENERGY CORP COMMON 125896100 37576 1563700 SH DEFINED 01 1563700 0 0 D CNA FINANCIAL CORP. COMMON 126117100 32087 1100001 SH DEFINED 01 1097273 0 2728 D CP HOLDRS DEP RCPTS CP 12616K106 23405 596614 SH DEFINED 01 596614 0 0 D CABLEVISION SYS - NY GRP - A CL A 12686C109 80309 1692500 SH DEFINED 01 1633400 0 59100 D CABLEVISION SYS CORP-RAINBOW COMMON 12686C844 18666 755700 SH DEFINED 01 755700 0 0 D CABOT OIL & GAS CORP. - CLASS CL A 127097103 3617 150400 SH DEFINED 01 150400 0 0 D CALPINE CORPORATION COMMON 131347106 26945 1604800 SH DEFINED 01 1604800 0 0 D CAMBREX COMMON 132011107 38194 876000 SH DEFINED 01 873900 0 2100 D THE CARBIDE/GRAPHITE GROUP COMMON 140777103 1 750800 SH DEFINED 01 750800 0 0 D CAREMARK RX INC. COMMON 141705103 22017 1349900 SH DEFINED 01 1349900 0 0 D CARRAMERICA REALTY CORP COMMON 144418100 1857 61700 SH DEFINED 01 61700 0 0 D CELESTICA INC. SUB VOTING SHARE 15101Q108 729 18060 SH DEFINED 01 0 0 18060 D CENDANT CORPORATION COMMON 151313103 23426 1194617 SH DEFINED 01 1194617 0 0 D CENTERPOINT PROPERTIES CORP SH BEN INT 151895109 7440 149400 SH DEFINED 01 149400 0 0 D CENTURY ALUMINUM COMPANY COMMON 156431108 2091 156500 SH DEFINED 01 156500 0 0 D CENTURYTEL INC. COMMON 156700106 88524 2698900 SH DEFINED 01 2698900 0 0 D CEPHALON INC. COMMON 156708109 967 12800 SH DEFINED 01 0 0 12800 D CERIDIAN CORP (NEW) COMMON 156779100 36885 1967200 SH DEFINED 01 1967200 0 0 D CHECKFREE CORPORATION COMMON 162813109 10706 594800 SH DEFINED 01 594800 0 0 D CHUBB CORPORATION COMMON 171232101 8523 123515 SH DEFINED 01 123515 0 0 D CINERGY CORP COMMON 172474108 80743 2415285 SH DEFINED 01 2415285 0 0 D CIRCUIT CITY STORES COMMON 172737108 8909 343300 SH DEFINED 01 343300 0 0 D CISCO SYSTEMS INC. COMMON 17275R102 518210 28614567 SH DEFINED 01 27384247 0 1230320 D CITIGROUP INC COMMON 172967101 1446095 28646894 SH DEFINED 01 27533388 0 1113506 D CLARCOR INC COMMON 179895107 11254 414500 SH DEFINED 01 414500 0 0 D CLOROX CO-DEL COMMON 189054109 898 22700 SH DEFINED 01 0 0 22700 D COACH INC. COMMON 189754104 14415 369800 SH DEFINED 01 369800 0 0 D COCA-COLA CO. COMMON 191216100 405 8600 SH DEFINED 01 0 0 8600 D COEUR D'ALENE MINES CORP COMMON 192108108 54 67225 SH DEFINED 01 67225 0 0 D COMCAST SPECIAL CL A CL A 200300200 21442 595600 SH DEFINED 01 595600 0 0 D COMERICA INC. COMMON 200340107 18943 330591 SH DEFINED 01 330591 0 0 D COMMSCOPE INC. COMMON 203372107 13372 628700 SH DEFINED 01 628700 0 0 D COMMUNITY HEALTH SYSTEMS COMMON 203668108 4577 179500 SH DEFINED 01 179500 0 0 D COMMUNITY FIRST BANKSHARES COMMON 203902101 6001 233600 SH DEFINED 01 233600 0 0 D COMPAQ COMPUTER CORP COMMON 204493100 40316 4130700 SH DEFINED 01 4130700 0 0 D CONCORD CAMERA CORP COMMON 206156101 12109 1528900 SH DEFINED 01 1528900 0 0 D CONCORD EFS INC COMMON 206197105 158285 4828721 SH DEFINED 01 4645221 0 183500 D CONOCO INC. COMMON 208251504 158914 5615310 SH DEFINED 01 5528010 0 87300 D CONSTELLATION ENERGY GROUP COMMON 210371100 60523 2279600 SH DEFINED 01 2279600 0 0 D CONVERGYS CORPORATION COMMON 212485106 73022 1947767 SH DEFINED 01 1947767 0 0 D COOPER CAMERON CORP COMMON 216640102 4553 112800 SH DEFINED 01 112800 0 0 D CORPORATE EXECUTIVE BOARD CO. COMMON 21988R102 1835 50000 SH DEFINED 01 50000 0 0 D COUNTRYWIDE CREDIT IND INC COMMON 222372104 7325 178800 SH DEFINED 01 178800 0 0 D COUSINS PROPERTIES INC. COMMON 222795106 8314 341300 SH DEFINED 01 341300 0 0 D CROMPTON CORPORATION COMMON 227116100 8660 962200 SH DEFINED 01 962200 0 0 D CROSS COUNTRY INC. COMMON 22748P105 3167 119500 SH DEFINED 01 119500 0 0 D CYTYC CORP. COMMON 232946103 7446 285300 SH DEFINED 01 285300 0 0 D DJ ORTHOPEDICS INC COMMON 23325G104 10214 768000 SH DEFINED 01 768000 0 0 D DPL INC COMMON 233293109 41406 1719500 SH DEFINED 01 1719500 0 0 D DST SYSTEMS INC COMMON 233326107 21715 435600 SH DEFINED 01 435600 0 0 D DTE ENERGY COMPANY COMMON 233331107 31474 750454 SH DEFINED 01 750454 0 0 D DARDEN RESTAURANTS INC. COMMON 237194105 103800 2932217 SH DEFINED 01 2932217 0 0 D DEAN FOODS CO COMMON 242370104 13524 198300 SH DEFINED 01 198300 0 0 D DECODE GENETICS INC COMMON 243586104 784 80000 SH DEFINED 01 80000 0 0 D DELL COMPUTER CORP. COMMON 247025109 611837 22510548 SH DEFINED 01 21425148 0 1085400 D DELTA AIR LINES INC. COMMON 247361108 33596 1148200 SH DEFINED 01 1148200 0 0 D DENTSPLY INTERNATIONAL INC COMMON 249030107 13685 272600 SH DEFINED 01 272600 0 0 D DEVON ENERGY CORPORATION COMMON 25179M103 65693 1699696 SH DEFINED 01 1699696 0 0 D THE DIAL CORPORATION COMMON 25247D101 1046 61000 SH DEFINED 01 0 0 61000 D DIAMOND OFFSHORE DRILLING COMMON 25271C102 63152 2077368 SH DEFINED 01 1976068 0 101300 D DIEBOLD, INC. COMMON 253651103 34431 851400 SH DEFINED 01 787600 0 63800 D DOCUMENTUM COMMON 256159104 7283 335300 SH DEFINED 01 335300 0 0 D DOLLAR TREE STORES COMMON 256747106 12642 409000 SH DEFINED 01 409000 0 0 D DOW CHEMICAL CO. COMMON 260543103 4495 133061 SH DEFINED 01 133061 0 0 D DYNEGY INC. - CLASS A CL A 26816Q101 71301 2796100 SH DEFINED 01 2796100 0 0 D ENSCO INTERNATIONAL INC COMMON 26874Q100 27162 1093058 SH DEFINED 01 1093058 0 0 D EATON VANCE CORP COMMON NON-VTG 278265103 28639 805600 SH DEFINED 01 805600 0 0 D EBAY INC. COMMON 278642103 125036 1869000 SH DEFINED 01 1869000 0 0 D EDUCATION MANAGEMENT CORP. COMMON 28139T101 15849 437200 SH DEFINED 01 437200 0 0 D J.D. EDWARDS & CO COMMON 281667105 6128 372500 SH DEFINED 01 372500 0 0 D EDWARDS AG INC COMMON 281760108 57805 1308700 SH DEFINED 01 1308700 0 0 D EL PASO CORPORATION COMMON 28336L109 297878 6677381 SH DEFINED 01 6677381 0 0 D EL PASO ELECTRIC CO. COMMON 283677854 6292 433900 SH DEFINED 01 433900 0 0 D EMISPHERE TECHNOLOGIES INC. COMMON 291345106 10923 342300 SH DEFINED 01 342300 0 0 D ENCORE ACQUISITION CO. COMMON 29255W100 11027 828500 SH DEFINED 01 828500 0 0 D ENDOCARE INC. COMMON 29264P104 12058 672500 SH DEFINED 01 672500 0 0 D ENERGY EAST CORPORATION COMMON 29266M109 83622 4403500 SH DEFINED 01 4403500 0 0 D ENGELHARD CORP COMMON 292845104 20464 739300 SH DEFINED 01 737200 0 2100 D ENTERASYS NETWORKS INC COMMON 293637104 310 35000 SH DEFINED 01 35000 0 0 D ENTERCOM COMMUNICATIONS - A CL A 293639100 6575 131500 SH DEFINED 01 131500 0 0 D ENTERGY CORPORATION COMMON 29364G103 88698 2267900 SH DEFINED 01 2267900 0 0 D ENTRAVISION COMMUNICATIONS -A CL A 29382R107 9899 828400 SH DEFINED 01 828400 0 0 D EQUITABLE RESOURCES INC COMMON 294549100 125493 3683400 SH DEFINED 01 3683400 0 0 D EQUITY OFFICE PROPERTIES TR. COMMON 294741103 28163 936285 SH DEFINED 01 936285 0 0 D EQUITY RESIDENTIAL PROPS TR SH BEN INT 29476L107 10387 361800 SH DEFINED 01 361800 0 0 D EXELON CORPORATION COMMON 30161N101 71250 1488092 SH DEFINED 01 1488092 0 0 D EXPRESS SCRIPTS CL A 302182100 35673 762900 SH DEFINED 01 762900 0 0 D FMC CORP COMMON 302491303 33332 560200 SH DEFINED 01 560200 0 0 D FMC TECHNOLOGIES INC COMMON 30249U101 21295 1294500 SH DEFINED 01 1294500 0 0 D FX ENERGY INC. COMMON 302695101 255 130000 SH DEFINED 01 130000 0 0 D FED HOME LOAN MTG CORP. COMMON 313400301 46432 709981 SH DEFINED 01 636581 0 73400 D FANNIE MAE COMMON 313586109 12267 154300 SH DEFINED 01 105600 0 48700 D FEDERATED DEPARTMENT STORES COMMON 31410H101 81878 2001909 SH DEFINED 01 1941409 0 60500 D FIDELITY NATIONAL FINL INC COMMON 316326107 1772 71440 SH DEFINED 01 71440 0 0 D FIRSTENERGY CORP. COMMON 337932107 145974 4173079 SH DEFINED 01 4173079 0 0 D FISHER SCIENTIFIC INTL COMMON 338032204 50405 1726200 SH DEFINED 01 1726200 0 0 D FLEET BOSTON FINANCIAL CORP COMMON 339030108 71037 1946200 SH DEFINED 01 1944400 0 1800 D FLUOR CORP (NEW) COMMON 343412102 17279 462000 SH DEFINED 01 462000 0 0 D FLOWSERVE CORPORATION COMMON 34354P105 12807 481300 SH DEFINED 01 481300 0 0 D FOREST LABORATORIES COMMON 345838106 30043 366600 SH DEFINED 01 366600 0 0 D FORRESTER RESEARCH INC. COMMON 346563109 4902 243400 SH DEFINED 01 243400 0 0 D FREEPORT-MCMORAN COPPER-A CL A 35671D105 117842 9135000 SH DEFINED 01 9135000 0 0 D FREEPORT-MCMORAN COPPER-B CL B 35671D857 27394 2045860 SH DEFINED 01 2045860 0 0 D FURNITURE BRANDS INTL INC COMMON 360921100 11780 367900 SH DEFINED 01 367900 0 0 D GEMSTAR-TV GUIDE INT'L INC COMMON 36866W106 23668 854438 SH DEFINED 01 854438 0 0 D GENAERA CORPORATION COMMON 36867G100 488 125200 SH DEFINED 01 125200 0 0 D GENENTECH INC. COMMON 368710406 571956 10542969 SH DEFINED 01 10027769 0 515200 D GENERAL ELECTRIC CO. COMMON 369604103 936570 23367496 SH DEFINED 01 22421896 0 945600 D GENERAL MOTORS CORP COMMON 370442105 471 9700 SH DEFINED 01 0 0 9700 D GENERAL MOTORS CL H CLASS H 370442832 30154 1951700 SH DEFINED 01 1949000 0 2700 D GEORGIA-PACIFIC CORP. COMMON 373298108 21122 765027 SH DEFINED 01 765027 0 0 D GETTY IMAGES, INC. COMMON 374276103 7096 308800 SH DEFINED 01 308800 0 0 D GILLETTE CO. COMMON 375766102 256585 7682184 SH DEFINED 01 7441784 0 240400 D GLADSTONE CAPITAL CORP. COMMON 376535100 6209 335600 SH DEFINED 01 335600 0 0 D GLOBESPAN VIRATA INC COMMON 37957V106 3142 242600 SH DEFINED 01 242600 0 0 D GOLDCORP INC COMMON 380956409 7197 591400 SH DEFINED 01 591400 0 0 D GOLDEN STAR RESOURCES LTD. COMMON 38119T104 174 300800 SH DEFINED 01 300800 0 0 D GOLDMAN SACHS GROUP INC. COMMON 38141G104 512989 5530880 SH DEFINED 01 5321980 0 208900 D GRACO INC COMMON 384109104 13041 333950 SH DEFINED 01 333950 0 0 D GRANT PRIDECO INC. COMMON 38821G101 3157 274500 SH DEFINED 01 274500 0 0 D GREY WOLF INC. COMMON 397888108 1248 420200 SH DEFINED 01 420200 0 0 D HCA INC COMMON 404119109 25558 663149 SH DEFINED 01 661549 0 1600 D HALLIBURTON CO. COMMON 406216101 130883 9991100 SH DEFINED 01 9692900 0 298200 D HARLEY-DAVIDSON INC COMMON 412822108 236736 4358988 SH DEFINED 01 4176088 0 182900 D HARMAN INTERNATIONAL COMMON 413086109 5326 118100 SH DEFINED 01 118100 0 0 D HARRIS CORP. COMMON 413875105 5223 171199 SH DEFINED 01 171199 0 0 D THE HARTFORD FINANCIAL SVCS GR COMMON 416515104 486568 7744197 SH DEFINED 01 7522197 0 222000 D HEALTHSOUTH CORP COMMON 421924101 11883 801800 SH DEFINED 01 801800 0 0 D HEALTH NET INC COMMON 42222G108 78955 3625100 SH DEFINED 01 3625100 0 0 D HEWLETT-PACKARD CO COMMON 428236103 224806 10944832 SH DEFINED 01 10521832 0 423000 D HOME DEPOT INC COMMON 437076102 1024963 20093361 SH DEFINED 01 19249064 0 844297 D HOUSEHOLD INTERNATIONAL COMMON 441815107 554422 9568906 SH DEFINED 01 9176306 0 392600 D HUMANA INC. COMMON 444859102 34973 2966311 SH DEFINED 01 2966311 0 0 D HUMAN GENOME SCIENCES INC COMMON 444903108 8882 263400 SH DEFINED 01 263400 0 0 D HYDRIL COMPANY COMMON 448774109 8172 463500 SH DEFINED 01 463500 0 0 D ICN PHARMACEUTICALS INC COMMON 448924100 73385 2190600 SH DEFINED 01 2096300 0 94300 D IMC GLOBAL INC COMMON 449669100 14992 1153200 SH DEFINED 01 1153200 0 0 D ISTA PHARMACEUTICALS INC. COMMON 45031X105 1613 240000 SH DEFINED 01 240000 0 0 D ITT INDUSTRIES INC. COMMON 450911102 12483 247200 SH DEFINED 01 246500 0 700 D IMAX CORP. COMMON 45245E109 5947 2944300 SH DEFINED 01 2944300 0 0 D IMCLONE SYSTEMS COMMON 45245W109 10556 227200 SH DEFINED 01 227200 0 0 D IMPAX LABORATORIES INC COMMON 45256B101 8853 658700 SH DEFINED 01 658700 0 0 D INGRAM MICRO INC. - CLASS A CL A 457153104 49213 2841400 SH DEFINED 01 2841400 0 0 D INSIGHT COMMUNICATIONS CO. - A CL A 45768V108 2658 110000 SH DEFINED 01 110000 0 0 D INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 19868 747200 SH DEFINED 01 747200 0 0 D INTEL CORP COMMON 458140100 890868 28326469 SH DEFINED 01 27028069 0 1298400 D INT'L BUSINESS MACHINES CORP. COMMON 459200101 1161221 9600043 SH DEFINED 01 9229743 0 370300 D INTERNATIONAL PAPER COMMON 460146103 2114 52400 SH DEFINED 01 52400 0 0 D INTERPUBLIC GROUP COMPANIES COMMON 460690100 9471 320600 SH DEFINED 01 320600 0 0 D INTERWOVEN INC. COMMON 46114T102 6052 621400 SH DEFINED 01 621400 0 0 D INTUIT INC. COMMON 461202103 18893 441640 SH DEFINED 01 416700 0 24940 D INTUITIVE SURGICAL INC COMMON 46120E107 6034 601600 SH DEFINED 01 601600 0 0 D INVITROGEN CORPORATION COMMON 46185R100 8119 131100 SH DEFINED 01 131100 0 0 D INVESTORS FINANCIAL SVCS CP COMMON 461915100 18466 278900 SH DEFINED 01 278900 0 0 D IRON MOUNTAIN COMMON 462846106 12076 275700 SH DEFINED 01 275700 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 23168 637350 SH DEFINED 01 637350 0 0 D JACK IN THE BOX INC COMMON 466367109 12101 439400 SH DEFINED 01 439400 0 0 D JOHNSON AND JOHNSON COMMON 478160104 897356 15183693 SH DEFINED 01 14509093 0 674600 D KLA-TENCOR CORPORATION COMMON 482480100 189674 3827166 SH DEFINED 01 3688366 0 138800 D KPMG CONSULTING INC. COMMON 48265R109 994 60000 SH DEFINED 01 60000 0 0 D KAISER ALUMUNIUM CORP. COMMON 483007100 2823 1742500 SH DEFINED 01 1742500 0 0 D KERR-MCGEE CORP. COMMON 492386107 90568 1652698 SH DEFINED 01 1652698 0 0 D KEYSPAN CORPORATION COMMON 49337W100 68316 1971592 SH DEFINED 01 1971592 0 0 D KILROY REALTY CORP COMMON 49427F108 6591 250900 SH DEFINED 01 250900 0 0 D KIMBERLY-CLARK CORP COMMON 494368103 974 16294 SH DEFINED 01 16294 0 0 D KINDER MORGAN INC COMMON 49455P101 178079 3197675 SH DEFINED 01 3197675 0 0 D KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 86142 1326685 SH DEFINED 01 1276685 0 50000 D KOHL'S CORP. COMMON 500255104 913591 12969769 SH DEFINED 01 12320069 0 649700 D KOS PHARMACEUTICALS INC COMMON 500648100 1183 34200 SH DEFINED 01 34200 0 0 D LSI LOGIC CORP COMMON 502161102 13541 858100 SH DEFINED 01 858100 0 0 D LAMAR ADVERTISING CO. - A CL A 512815101 26949 636500 SH DEFINED 01 636500 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 44286 662962 SH DEFINED 01 645962 0 17000 D LEXMARK INT'L INC. CL A 529771107 9818 166400 SH DEFINED 01 166400 0 0 D LIBERTY MEDIA CORP-A COMMON 530718105 737804 52700288 SH DEFINED 01 50843588 0 1856700 D LIBERTY PROPERTY TRUST SH BEN INT 531172104 11510 385600 SH DEFINED 01 385600 0 0 D LILLY (ELI) & CO. COMMON 532457108 27832 354370 SH DEFINED 01 354370 0 0 D LINCOLN NATIONAL CORP. COMMON 534187109 19785 407354 SH DEFINED 01 407354 0 0 D LINEAR TECHNOLOGY CORPORATION COMMON 535678106 12792 327680 SH DEFINED 01 312200 0 15480 D LIZ CLAIBORNE INC. COMMON 539320101 3328 66900 SH DEFINED 01 66900 0 0 D LOEWS CORP COMMON 540424108 137251 2478352 SH DEFINED 01 2478352 0 0 D LONE STAR TECHNOLOGIES COMMON 542312103 2568 145900 SH DEFINED 01 145900 0 0 D LOWE'S COS COMMON 548661107 205002 4417200 SH DEFINED 01 4227900 0 189300 D LYONDELL CHEMICAL COMPANY COMMON 552078107 9739 679623 SH DEFINED 01 679623 0 0 D MBNA CORP COMMON 55262L100 471185 13385946 SH DEFINED 01 13000696 0 385250 D MRO SOFTWARE INC COMMON 55347W105 7870 336600 SH DEFINED 01 336600 0 0 D MARKEL CORP COMMON 570535104 13366 74400 SH DEFINED 01 74400 0 0 D MARRIOTT INTERNATIONAL-CL A CL A 571903202 276527 6802634 SH DEFINED 01 6531634 0 271000 D MASSEY ENERGY COMPANY COMMON 576206106 12658 610600 SH DEFINED 01 610600 0 0 D MAXTOR CORP. COMMON 577729205 7893 1244900 SH DEFINED 01 1244900 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 71120 1354400 SH DEFINED 01 1313400 0 41000 D MAVERICK TUBE CORP COMMON 577914104 15501 1197000 SH DEFINED 01 1197000 0 0 D MCDERMOTT INTL INC COMMON 580037109 20490 1669948 SH DEFINED 01 1669948 0 0 D MCKESSON CORP COMMON 58155Q103 14612 390700 SH DEFINED 01 390700 0 0 D MCMORAN EXPLORATION CO. COMMON 582411104 830 143300 SH DEFINED 01 143300 0 0 D MEAD CORP. COMMON 582834107 6127 198349 SH DEFINED 01 198349 0 0 D MEDIACOM COMMUNICATIONS CORP - CL A 58446K105 6148 336700 SH DEFINED 01 336700 0 0 D MEDIMMUNE INC COMMON 584699102 319301 6888910 SH DEFINED 01 6542010 0 346900 D MERRILL LYNCH & CO., INC. COMMON 590188108 373954 7174863 SH DEFINED 01 6851463 0 323400 D METLIFE INC COMMON 59156R108 2731 86200 SH DEFINED 01 57200 0 29000 D METRO-GOLDWYN-MAYER INC. COMMON 591610100 18446 842300 SH DEFINED 01 842300 0 0 D MICROSOFT CORP. COMMON 594918104 1376604 20778937 SH DEFINED 01 19976637 0 802300 D MICROMUSE INC. COMMON 595094103 9396 626400 SH DEFINED 01 626400 0 0 D MICRON TECHNOLOGY, INC. COMMON 595112103 95026 3065340 SH DEFINED 01 3044700 0 20640 D MICROSEMI CORP COMMON 595137100 4981 167700 SH DEFINED 01 167700 0 0 D MILLER EXPLORATION CO. COMMON 600533103 100 127600 SH DEFINED 01 127600 0 0 D MINNESOTA MINING & MANUFACTURI COMMON 604059105 432757 3660917 SH DEFINED 01 3534217 0 126700 D MIRANT CORP COMMON 604675108 26277 1640286 SH DEFINED 01 1640286 0 0 D MONOLITHIC SYSTEM TECH. COMMON 609842109 7585 368200 SH DEFINED 01 368200 0 0 D MONSANTO CO / NEW COMMON 61166W101 63764 1886500 SH DEFINED 01 1827600 0 58900 D MORGAN STANLEY DEAN WITTER & C COMMON 617446448 438402 7837001 SH DEFINED 01 7529891 0 307110 D NCO GROUP COMMON 628858102 24597 1074100 SH DEFINED 01 1074100 0 0 D NABORS INDUSTRIES INC COMMON 629568106 8751 254900 SH DEFINED 01 254900 0 0 D NASDAQ - 100 SHARES UNIT SER 1 631100104 25676 659900 SH DEFINED 01 606200 0 53700 D NASSDA CORP COMMON 63172M101 405 18000 SH DEFINED 01 18000 0 0 D NATCO GROUP INC-A CL A 63227W203 522 74500 SH DEFINED 01 74500 0 0 D NATIONAL FUEL GAS CO COMMON 636180101 33469 1355000 SH DEFINED 01 1355000 0 0 D NATIONAL-OILWELL INC COMMON 637071101 4883 236900 SH DEFINED 01 236900 0 0 D NATIONAL SEMICONDUCTOR CORP. COMMON 637640103 20216 656570 SH DEFINED 01 656570 0 0 D NAVISTAR INTERNATIONAL CORP. COMMON 63934E108 16861 426869 SH DEFINED 01 426869 0 0 D NETWORKS ASSOCIATES, INC. COMMON 640938106 18873 730100 SH DEFINED 01 730100 0 0 D NETSCREEN TECHNOLOGIES INC COMMON 64117V107 3419 154500 SH DEFINED 01 154500 0 0 D NEW YORK TIMES CLASS A CL A 650111107 391452 9050911 SH DEFINED 01 8769611 0 281300 D NEWFIELD EXPLORATION COMPANY COMMON 651290108 41785 1176700 SH DEFINED 01 1175300 0 1400 D NEWMONT MINING CORP. COMMON 651639106 116191 6080095 SH DEFINED 01 6080095 0 0 D NEXTEL COMMUNICATIONS INC-A CL A 65332V103 51787 4725100 SH DEFINED 01 4725100 0 0 D NICOR INC COMMON 654086107 33075 794300 SH DEFINED 01 794300 0 0 D NISOURCE INC. COMMON 65473P105 155067 6724514 SH DEFINED 01 6724514 0 0 D NOBLE AFFILIATES, INC. COMMON 654894104 16507 467758 SH DEFINED 01 467758 0 0 D NORFOLK SOUTHERN CORPORATION COMMON 655844108 1045 57000 SH DEFINED 01 0 0 57000 D NORTHEAST UTILIES COMMON 664397106 105203 5967300 SH DEFINED 01 5967300 0 0 D NORTHROP GRUMMAN CORP COMMON 666807102 517197 5130416 SH DEFINED 01 4995916 0 134500 D NOVA CHEMICALS CORP COMMON 66977W109 20630 1070600 SH DEFINED 01 1070600 0 0 D NOVELLUS SYSTEMS INC COMMON 670008101 195906 4965934 SH DEFINED 01 4738234 0 227700 D NSTAR COMMON 67019E107 61126 1362905 SH DEFINED 01 1362905 0 0 D NVIDIA CORP COMMON 67066G104 910 13600 SH DEFINED 01 0 0 13600 D OSI PHARMACEUTICALS, INC. COMMON 671040103 4300 94000 SH DEFINED 01 94000 0 0 D OAK TECHNOLOGY, INC COMMON 671802106 15824 1150800 SH DEFINED 01 1150800 0 0 D OIL STATES INTERNATIONAL INC. COMMON 678026105 4806 528100 SH DEFINED 01 528100 0 0 D OLD REPUBLIC INTERNATIONAL COR COMMON 680223104 7339 262022 SH DEFINED 01 262022 0 0 D OMNICARE INC. COMMON 681904108 15107 607200 SH DEFINED 01 607200 0 0 D OMNICOM GROUP COMMON 681919106 666800 7462790 SH DEFINED 01 7158690 0 304100 D OMNICELL INC. COMMON 68213N109 2875 323000 SH DEFINED 01 323000 0 0 D OPENWAVE SYSTEMS INC COMMON 683718100 5265 537800 SH DEFINED 01 537800 0 0 D ORACLE CORPORATION COMMON 68389X105 328092 23757576 SH DEFINED 01 22858816 0 898760 D PC-TEL INC. COMMON 69325Q105 7091 730300 SH DEFINED 01 730300 0 0 D PG&E CORPORATION COMMON 69331C108 125147 6504500 SH DEFINED 01 6504500 0 0 D PNC FINL CORP COMMON 693475105 21170 376691 SH DEFINED 01 376691 0 0 D PPL CORPORATION COMMON 69351T106 86006 2467900 SH DEFINED 01 2467900 0 0 D PSS WORLD MEDICAL INC COMMON 69366A100 3313 406000 SH DEFINED 01 406000 0 0 D PALL CORP. COMMON 696429307 45606 1895500 SH DEFINED 01 1800000 0 95500 D PARAMETRIC TECHNOLOGY CORP. COMMON 699173100 22288 2853800 SH DEFINED 01 2853800 0 0 D PEABODY ENERGY CORP. COMMON 704549104 19547 693400 SH DEFINED 01 693400 0 0 D PEGASUS SOLUTIONS INC. COMMON 705906105 14960 1053500 SH DEFINED 01 1053500 0 0 D PEMSTAR INC COMMON 706552106 9438 786500 SH DEFINED 01 786500 0 0 D PENTAIR INC COMMON 709631105 18058 494600 SH DEFINED 01 494600 0 0 D PEPSICO, INC. COMMON 713448108 930326 19107137 SH DEFINED 01 18267737 0 839400 D PFIZER INC. COMMON 717081103 846625 21245290 SH DEFINED 01 20257990 0 987300 D PHARMACIA CORP COMMON 71713U102 538836 12633908 SH DEFINED 01 12181088 0 452820 D PHELPS DODGE CORP COMMON 717265102 61288 1891600 SH DEFINED 01 1891600 0 0 D PHILIP MORRIS COMPANIES INC COMMON 718154107 191521 4177129 SH DEFINED 01 4177129 0 0 D PHILLIPS PETROLEUM CO. COMMON 718507106 99477 1650800 SH DEFINED 01 1650800 0 0 D PHOTON DYNAMICS INC COMMON 719364101 6354 139200 SH DEFINED 01 139200 0 0 D PHOTRONIC LABS INC COMMON 719405102 6486 206900 SH DEFINED 01 206900 0 0 D PIER 1 IMPORTS INC-DEL COMMON 720279108 11765 678500 SH DEFINED 01 678500 0 0 D PINNACLE WEST CAPITAL COMMON 723484101 77883 1861000 SH DEFINED 01 1861000 0 0 D PIONEER NATURAL RESOURCES CO. COMMON 723787107 40769 2116746 SH DEFINED 01 2116746 0 0 D POLO RALPH LAUREN CORP. CL A 731572103 25578 955800 SH DEFINED 01 952300 0 3500 D POLYCOM INC. COMMON 73172K104 643 18880 SH DEFINED 01 0 0 18880 D POWER INTEGRATIONS, INC. COMMON 739276103 7578 331800 SH DEFINED 01 331800 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 19429 1286700 SH DEFINED 01 1286700 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 30341 1264200 SH DEFINED 01 1264200 0 0 D PRIORITY HEALTHCARE CORP. - B CL B 74264T102 7302 207500 SH DEFINED 01 207500 0 0 D PROTEIN DESIGN LABS INC. COMMON 74369L103 12264 373900 SH DEFINED 01 373900 0 0 D PUBLIC SERVICE CO OF N MEX COMMON 744499104 70032 2505600 SH DEFINED 01 2505600 0 0 D PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 76427 1811500 SH DEFINED 01 1811500 0 0 D QLT INC. COMMON 746927102 10210 401800 SH DEFINED 01 401800 0 0 D QUALCOMM INC COMMON 747525103 6171 122200 SH DEFINED 01 122200 0 0 D QUESTAR CORP COMMON 748356102 95506 3812600 SH DEFINED 01 3812600 0 0 D QUICKSILVER RESOURCES INC. COMMON 74837R104 3147 165200 SH DEFINED 01 165200 0 0 D QUINTILES TRANSNATIONAL CORP COMMON 748767100 4398 274000 SH DEFINED 01 274000 0 0 D QWEST COMMUNICATIONS INTL COMMON 749121109 66469 4704081 SH DEFINED 01 4704081 0 0 D RGS ENERGY GROUP INC COMMON 74956K104 9152 243400 SH DEFINED 01 243400 0 0 D RATIONAL SOFTWARE CORP COM NEW 75409P202 10795 553600 SH DEFINED 01 553600 0 0 D RAYTHEON CO (NEW) COMMON 755111507 55331 1704055 SH DEFINED 01 1704055 0 0 D REALNETWORKS INC. COMMON 75605L104 5181 872200 SH DEFINED 01 872200 0 0 D RELIANT RESOURCES INC. COMMON 75952B105 54604 3307300 SH DEFINED 01 3307300 0 0 D REMEC INC. COMMON 759543101 12913 1292550 SH DEFINED 01 1292550 0 0 D RENAL CARE GROUP, INC. COMMON 759930100 22133 689500 SH DEFINED 01 689500 0 0 D REPUBLIC SERVICES, INC. COMMON 760759100 11649 583300 SH DEFINED 01 583300 0 0 D RESOURCES CONNECTION INC. COMMON 76122Q105 2709 102900 SH DEFINED 01 102900 0 0 D RJ REYNOLDS TOBACCO HOLDINGS I COMMON 76182K105 18603 330432 SH DEFINED 01 330432 0 0 D RIGHT MANAGEMENT CONSULTANTS COMMON 766573109 4386 253500 SH DEFINED 01 253500 0 0 D RIVERSTONE NETWORKS INC. COMMON 769320102 2222 133846 SH DEFINED 01 133846 0 0 D ROBBINS & MYERS, INC. COMMON 770196103 8488 362600 SH DEFINED 01 362600 0 0 D ROCKWELL COLLINS COMMON 774341101 10157 520900 SH DEFINED 01 519300 0 1600 D ROPER INDUSTRIES, INC. COMMON 776696106 11004 222300 SH DEFINED 01 222300 0 0 D ROSS STORES, INC. COMMON 778296103 15087 470300 SH DEFINED 01 470300 0 0 D RURAL CELLULAR CORP. - CLASS A CL A 781904107 13697 615600 SH DEFINED 01 615600 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 42059 1073759 SH DEFINED 01 1073759 0 0 D SPDR TRUST SERIES 1 COMMON 78462F103 38348 335500 SH DEFINED 01 335500 0 0 D SAFECO CORP. COMMON 786429100 4632 148693 SH DEFINED 01 148693 0 0 D ST. MARY LAND & EXPLORATION COMMON 792228108 4876 230100 SH DEFINED 01 230100 0 0 D ST. PAUL COMPANIES COMMON 792860108 1614 36700 SH DEFINED 01 36700 0 0 D SAKS INCORPORATED COMMON 79377W108 14724 1576500 SH DEFINED 01 1408800 0 167700 D SANMINA CORP. COMMON 800907107 8026 403344 SH DEFINED 01 377544 0 25800 D SARA LEE CORP COMMON 803111103 15863 713592 SH DEFINED 01 713592 0 0 D SCANA CORP COMMON 80589M102 21933 788100 SH DEFINED 01 788100 0 0 D SCHERING PLOUGH CORP. COMMON 806605101 1157 32309 SH DEFINED 01 32309 0 0 D SCHLUMBERGER, LTD. COMMON 806857108 790693 14389331 SH DEFINED 01 13808831 0 580500 D SEMTECH CORP COMMON 816850101 585 16400 SH DEFINED 01 16400 0 0 D SEMPRA ENERGY COMMON 816851109 61964 2524000 SH DEFINED 01 2524000 0 0 D SEPRACOR INC. COMMON 817315104 462394 8103648 SH DEFINED 01 8103648 0 0 D SIERRA PACIFIC RESOURCES COMMON 826428104 55932 3716440 SH DEFINED 01 3716440 0 0 D SILICON VALLEY BANCSHARES COMMON 827064106 14669 548800 SH DEFINED 01 548800 0 0 D SINCLAIR BROADCAST GROUP-A CL A 829226109 10432 1102800 SH DEFINED 01 1102800 0 0 D SMITH INT'L INC. COMMON 832110100 38456 717200 SH DEFINED 01 717200 0 0 D SOLECTRON CORP COMMON 834182107 31726 2812600 SH DEFINED 01 2812600 0 0 D SOLUTIA INC. COMMON 834376105 24986 1782200 SH DEFINED 01 1778400 0 3800 D SOUTHTRUST CORP COMMON 844730101 1036 42000 SH DEFINED 01 0 0 42000 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 3681 121600 SH DEFINED 01 121600 0 0 D SPEEDWAY MOTORSPORTS, INC. COMMON 847788106 16126 637900 SH DEFINED 01 637900 0 0 D SPRINT CORP. (FON GROUP) COMMON 852061100 26295 1309517 SH DEFINED 01 1309517 0 0 D SPRINT CORP. (PCS GROUP) COMMON 852061506 454049 18600950 SH DEFINED 01 18108850 0 492100 D STANCORP FINANCIAL GROUP, INC. COMMON 852891100 11855 250900 SH DEFINED 01 250900 0 0 D STARWOOD HOTELS & RESORTS PAIRED CTF 85590A203 3907 130894 SH DEFINED 01 130894 0 0 D THE STEAK N SHAKE CO COMMON 857873103 6721 608830 SH DEFINED 01 608830 0 0 D STILLWATER MINING COMPANY COMMON 86074Q102 58866 3181943 SH DEFINED 01 3181943 0 0 D STILWELL FINANCIAL INC. COMMON 860831106 10202 374800 SH DEFINED 01 374800 0 0 D STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 125546 3964187 SH DEFINED 01 3787087 0 177100 D STOLT OFFSHORE SA - ADR COMMON 861567105 3275 363900 SH DEFINED 01 363900 0 0 D STUDENT ADVANTAGE INC. COMMON 86386Q105 4279 3395800 SH DEFINED 01 3395800 0 0 D SUN MICROSYSTEMS COMMON 866810104 352619 28668184 SH DEFINED 01 27426344 0 1241840 D SUPERVALU INC. COMMON 868536103 15206 687435 SH DEFINED 01 687435 0 0 D SWIFT ENERGY CO COMMON 870738101 7228 357800 SH DEFINED 01 357800 0 0 D SYBASE INC. COMMON 871130100 21467 1362100 SH DEFINED 01 1240300 0 121800 D SYMBOL TECHNOLOGIES INC. COMMON 871508107 12055 759100 SH DEFINED 01 759100 0 0 D SYNOPSYS INC COMMON 871607107 68920 1166746 SH DEFINED 01 1165446 0 1300 D TMP WORLDWIDE INC COMMON 872941109 17357 404600 SH DEFINED 01 404600 0 0 D TTM TECHNOLOGIES COMMON 87305R109 4995 493600 SH DEFINED 01 493600 0 0 D TVX GOLD INC COM NEW 87308K200 35 82160 SH DEFINED 01 82160 0 0 D TALISMAN ENERGY INC COMMON 87425E103 56299 1487412 SH DEFINED 01 1487412 0 0 D TARGET CORP. COMMON 87612E106 32431 790035 SH DEFINED 01 790035 0 0 D TEKTRONIX INC. COMMON 879131100 692 26830 SH DEFINED 01 0 0 26830 D TELIK INC. COMMON 87959M109 635 47000 SH DEFINED 01 47000 0 0 D TEMPLE-INLAND COMMON 879868107 159252 2807191 SH DEFINED 01 2805591 0 1600 D TEXAS INSTRUMENTS INC. COMMON 882508104 766799 27385673 SH DEFINED 01 26243973 0 1141700 D THERMO ELECTRON CORP COMMON 883556102 4214 176600 SH DEFINED 01 176600 0 0 D 3COM CORP COMMON 885535104 28649 4490400 SH DEFINED 01 4483000 0 7400 D THREE-FIVE SYSTEMS INC. COMMON 88554L108 9941 624800 SH DEFINED 01 624800 0 0 D TIFFANY & CO. COMMON 886547108 492004 15634055 SH DEFINED 01 14824855 0 809200 D TORCH OFFSHORE INC COMMON 891019101 427 71200 SH DEFINED 01 71200 0 0 D TORCHMARK CORP. COMMON 891027104 2592 65895 SH DEFINED 01 63995 0 1900 D TOWER AUTOMOTIVE INC. COMMON 891707101 6377 706200 SH DEFINED 01 706200 0 0 D TRIAD HOSPITALS INC. COMMON 89579K109 16395 558609 SH DEFINED 01 558609 0 0 D TRICON GLOBAL RESTAURANTS COMMON 895953107 817 16600 SH DEFINED 01 0 0 16600 D TUPPERWARE CORPORATION COMMON 899896104 25537 1326600 SH DEFINED 01 1326600 0 0 D TYCO INTERNATIONAL LTD. COMMON 902124106 1063130 18049753 SH DEFINED 01 17438353 0 611400 D USA NETWORKS INC COMMON 902984103 69777 2555000 SH DEFINED 01 2555000 0 0 D USEC INC. COMMON 90333E108 3629 506800 SH DEFINED 01 506800 0 0 D USX-US STEEL GROUP COMMON 90337T101 5935 327700 SH DEFINED 01 327700 0 0 D US UNWIRED INC. - CLASS A CL A 90338R104 5806 570300 SH DEFINED 01 570300 0 0 D UBIQUITEL INC. COMMON 903474302 6258 840000 SH DEFINED 01 840000 0 0 D USA EDUCATION INC. COMMON 90390U102 15813 188200 SH DEFINED 01 187500 0 700 D UNISOURCE ENERGY CORP. COMMON 909205106 32017 1760140 SH DEFINED 01 1760140 0 0 D UNITED NATURAL FOODS INC. COMMON 911163103 9780 391200 SH DEFINED 01 391200 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 278 3925 SH DEFINED 01 3925 0 0 D UNITRIN INC COMMON 913275103 2438 61700 SH DEFINED 01 61700 0 0 D UNIVISION COMMUNICATIONS CL-A CL A 914906102 279247 6901800 SH DEFINED 01 6645900 0 255900 D UNOCAL CORP. COMMON 915289102 41524 1151200 SH DEFINED 01 1086300 0 64900 D UNUMPROVIDENT CORP COMMON 91529Y106 3120 117700 SH DEFINED 01 117700 0 0 D V.I. TECHNOLOGIES INC COMMON 917920100 1113 160200 SH DEFINED 01 160200 0 0 D VALERO ENERGY CORP. COMMON 91913Y100 8554 224400 SH DEFINED 01 224400 0 0 D VARIAN INC. COMMON 922206107 6595 203300 SH DEFINED 01 203300 0 0 D VERISIGN INC. COMMON 92343E102 19507 512800 SH DEFINED 01 512800 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 50613 1066428 SH DEFINED 01 1066428 0 0 D VIACOM INC-CL B CL B 925524308 968709 21941298 SH DEFINED 01 21043931 0 897367 D VIROPHARMA INC. COMMON 928241108 31201 1359500 SH DEFINED 01 1359500 0 0 D VISHAY INTERTECHNOLOGY INC. COMMON 928298108 31379 1609200 SH DEFINED 01 1499100 0 110100 D VISUAL NETWORKS INC. COMMON 928444108 5896 1276200 SH DEFINED 01 1276200 0 0 D VITRIA TECHNOLOGY INC. COMMON 92849Q104 8131 1272500 SH DEFINED 01 1272500 0 0 D WGL HOLDINGS INC. COMMON 92924F106 15093 519200 SH DEFINED 01 519200 0 0 D W-H ENERGY SERVICES INC. COMMON 92925E108 4229 222000 SH DEFINED 01 222000 0 0 D WACHOVIA CORP COMMON 929903102 2063 65800 SH DEFINED 01 65800 0 0 D WAL-MART STORES COMMON 931142103 632170 10984700 SH DEFINED 01 10530800 0 453900 D WASTE CONNECTIONS INC. COMMON 941053100 6393 206300 SH DEFINED 01 206300 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 27923 875050 SH DEFINED 01 875050 0 0 D WATSON WYATT & CO HOLDINGS - A CL A 942712100 11997 550300 SH DEFINED 01 550300 0 0 D WEATHERFORD INTERNATIONAL, INC COMMON 947074100 10228 274500 SH DEFINED 01 274500 0 0 D WEIGHT WATCHERS INTL INC COMMON 948626106 1292 38200 SH DEFINED 01 38200 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 127644 1092379 SH DEFINED 01 1092379 0 0 D WEST CORPORATION COMMON 952355105 1833 73500 SH DEFINED 01 73500 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 64921 2008700 SH DEFINED 01 2008700 0 0 D WESTERN WIRELESS CORP. -CL.A CL A 95988E204 118743 4203300 SH DEFINED 01 4203300 0 0 D WHOLE FOODS MARKET INC. COMMON 966837106 16740 384300 SH DEFINED 01 384300 0 0 D WILLIAMS COS INC COMMON 969457100 196202 7688170 SH DEFINED 01 7688170 0 0 D WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 65935 4682857 SH DEFINED 01 4682857 0 0 D XTO ENERGY INC COMMON 98385X106 5574 318487 SH DEFINED 01 318487 0 0 D XEROX CORP. COMMON 984121103 43431 4168000 SH DEFINED 01 4168000 0 0 D ACE LTD. ORD G0070K103 50123 1248400 SH DEFINED 01 1248400 0 0 D APEX SILVER MINES LIMITED ORD G04074103 6824 682400 SH DEFINED 01 682400 0 0 D APEX SILVER MINES-WTS WT EXP G04074111 71 235000 SH DEFINED 01 235000 0 0 D APW LIMITED COMMON G04397108 1414 846900 SH DEFINED 01 846900 0 0 D ACCENTURE LTD - CL A CL A G1150G111 11148 414100 SH DEFINED 01 414100 0 0 D EVEREST RE GROUP LTD COMMON G3223R108 36573 517300 SH DEFINED 01 517300 0 0 D FOSTER WHEELER LTD SHS G36535105 8798 1725000 SH DEFINED 01 1725000 0 0 D GLOBALSANTAFE CORP SHS G3930E101 21384 749800 SH DEFINED 01 749800 0 0 D IPC HOLDINGS LTD ORD G4933P101 2901 98000 SH DEFINED 01 98000 0 0 D MAX RE CAPITAL LTD SHS G6052F103 14083 899300 SH DEFINED 01 899300 0 0 D PARTNERRE LTD. COMMON G6852T105 3591 66500 SH DEFINED 01 66500 0 0 D W.P. STEWART & CO. LTD. COMMON G84922106 11481 438200 SH DEFINED 01 438200 0 0 D TRANSOCEAN SEDCO FOREX INC ORD G90078109 133264 3940363 SH DEFINED 01 3868763 0 71600 D TRENWICK GROUP LTD. COMMON G9032C109 9552 939200 SH DEFINED 01 939200 0 0 D XL CAPITAL LTD - CLASS A CL A G98255105 616339 6746271 SH DEFINED 01 6530071 0 216200 D MILLICOM INT'L. CELLULAR S.A. ORD L6388F102 27781 2286500 SH DEFINED 01 2284800 0 1700 D ASM INTERNATIONAL N.V. COMMON N07045102 3592 184100 SH DEFINED 01 184100 0 0 D ASML HOLDING NV NEW YORK SHS N07059111 1662 97500 SH DEFINED 01 97500 0 0 D ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 9744 601500 SH DEFINED 01 601500 0 0 D GENERAL MARITIME CORP. SHS Y2692M103 2925 292500 SH DEFINED 01 292500 0 0 D OMI CORP-NEW COMMON Y6476W104 825 207400 SH DEFINED 01 207400 0 0 D TEEKAY SHIPPING CORP COMMON Y8564W103 10967 314700 SH DEFINED 01 314700 0 0 D ALUMINUM CORP OF CHINA - ADR ADR - LISTED 022276109 1049 60000 SH DEFINED 01 60000 0 0 D AMERICA MOVIL- SERIES L - ADR ADR - LISTED 02364W105 14072 722400 SH DEFINED 01 722400 0 0 D ANGLOGOLD LIMITED - SPON ADR ADR - LISTED 035128206 2961 163976 SH DEFINED 01 163976 0 0 D ARM HOLDINGS PLC - SPONS ADR ADR - LISTED 042068106 34625 2221000 SH DEFINED 01 2147100 0 73900 D AVENTIS - SPON ADR ADR - LISTED 053561106 363110 5114236 SH DEFINED 01 4895936 0 218300 D BRITISH GAS PLC - SPON ADR ADR - LISTED 055434203 40775 1974592 SH DEFINED 01 1974592 0 0 D BOUYGUES OFFSHORES SA - ADR ADR - LISTED 102112109 2821 156300 SH DEFINED 01 156300 0 0 D CABLE AND WIRELESS PLC - ADR ADR - LISTED 126830207 44600 3011500 SH DEFINED 01 2848300 0 163200 D DIAGEO PLC-SPONSORE ADR ADR - LISTED 25243Q205 232 5016 SH DEFINED 01 5016 0 0 D DURBAN ROODEPORT DEEP - SP ADR ADR - LISTED 266597301 3581 2595100 SH DEFINED 01 2595100 0 0 D ESPOON SAHKO OYJ ADR - LISTED 29665T101 5015 187800 SH DEFINED 01 187800 0 0 D FLETCHER CHAL FORESTS SP ADR ADR - LISTED 339324402 277 310800 SH DEFINED 01 310800 0 0 D GOLD FIELDS LTD - SP ADR ADR - LISTED 38059T106 1347 278319 SH DEFINED 01 278319 0 0 D HANSON PLC - SPONSORED ADR ADR - LISTED 411352404 219 6510 SH DEFINED 01 6510 0 0 D HARMONY GOLD MNG - SPON ADR ADR - LISTED 413216300 3526 541700 SH DEFINED 01 541700 0 0 D NOKIA CORP-SPONSORED ADR ADR - LISTED 654902204 566366 23088703 SH DEFINED 01 22264203 0 824500 D NOVARTIS AG-ADR ADR - LISTED 66987V109 9921 271800 SH DEFINED 01 271800 0 0 D PEARSON PLC - SPONSORED ADR ADR - LISTED 705015105 18251 1486200 SH DEFINED 01 1486200 0 0 D SAP AG ADR ADR - LISTED 803054204 43032 1347700 SH DEFINED 01 1276000 0 71700 D SERONO SA - ADR ADR - LISTED 81752M101 16296 734400 SH DEFINED 01 734400 0 0 D TELEFONOS DE MEXICO ADR - LISTED 879403780 24637 703500 SH DEFINED 01 703500 0 0 D TOTAL FINA ELF S.A. - SPON ADR ADR - LISTED 89151E109 32193 458330 SH DEFINED 01 458330 0 0 D VODAFONE GROUP PLC - ADR ADR - LISTED 92857W100 534223 20803075 SH DEFINED 01 20023568 0 779507 S REPORT SUMMARY 541 DATA RECORDS 47185202 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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