-----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, D8KZ0ZrEANbXmFqVFJQooUtFNqkEhX3NdpMRSN1V6Woq32JTsrtLu6e7zggJxLAo O5VlODluJruH2PPx++hpcA== 0000053417-06-000059.txt : 20061113 0000053417-06-000059.hdr.sgml : 20061110 20061113092957 ACCESSION NUMBER: 0000053417-06-000059 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061113 DATE AS OF CHANGE: 20061113 EFFECTIVENESS DATE: 20061113 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: 061205715 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 sec13f0906.txt Q313F FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 29,2006 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: Stephanie Willis Title: Chief Compliance Officer Phone: 212-421-1000 Signature, Place and Date of Signing: /s/ Stephanie Willis Stephanie Willis Chief Compliance Officer New York, New York November 10,2006 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 09/29/2006 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 AGCO CORP COMMON 001084102 8302 327500 SH DEFINED 01 327500 0 0 D AGL RESOURCES INC COMMON 001204106 74572 2043068 SH DEFINED 01 2043068 0 0 D AT&T INC COMMON 00206R102 1524 46800 SH DEFINED 01 0 0 46800 D ATMI INC COMMON 00207R101 9910 340900 SH DEFINED 01 340900 0 0 D ABBOTT LABORATORIES COMMON 002824100 636575 13109047 SH DEFINED 01 10070947 0 3038100 D ABRAXIS BIOSCIENCE INC COMMON 00383E106 18401 662400 SH DEFINED 01 662400 0 0 D ACORDA THERAPEUTICS INC COMMON 00484M106 13583 1484456 SH DEFINED 01 1484456 0 0 D ACTIVISION INC COMMON 004930202 6300 417200 SH DEFINED 01 417200 0 0 D ACTUANT CORP-CL A CL A 00508X203 16221 323782 SH DEFINED 01 323782 0 0 D ADOBE SYSTEMS INC COMMON 00724F101 1058741 28270761 SH DEFINED 01 21075448 0 7195313 D ADTRAN INC COMMON 00738A106 28055 1176780 SH 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ALLSCRIPTS HEALTHCARE SOLUT COMMON 01988P108 20818 927300 SH DEFINED 01 927300 0 0 D ALLTEL CORP COMMON 020039103 155777 2806800 SH DEFINED 01 2806800 0 0 D ALPHA NATURAL RESOURCES INC COMMON 02076X102 63398 4022700 SH DEFINED 01 3891100 0 131600 D ALTRIA GROUP INC COMMON 02209S103 177336 2316610 SH DEFINED 01 2226010 0 90600 D AMERICAN COMMERCIAL LINES COMMON 025195207 14696 247200 SH DEFINED 01 247200 0 0 D AMERICAN EXPRESS CO COMMON 025816109 788899 14067383 SH DEFINED 01 10466829 0 3600554 D AMERICAN INTERNATIONAL GROUP COMMON 026874107 1032178 15577687 SH DEFINED 01 12313541 0 3264146 D AMERICAN STANDARD COS INC COMMON 029712106 141999 3383328 SH DEFINED 01 3274928 0 108400 D AMERICAN STATES WATER CO COMMON 029899101 7627 199400 SH DEFINED 01 199400 0 0 D AMERICAN TOWER CORP-CL A CL A 029912201 94670 2593700 SH DEFINED 01 2593700 0 0 D AMETEK INC COMMON 031100100 14437 331500 SH DEFINED 01 331500 0 0 D AMGEN INC COMMON 031162100 504882 7058346 SH DEFINED 01 5027520 0 2030826 D 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1068401 SH DEFINED 01 1068401 0 0 D INVITROGEN CORP COMMON 46185R100 13278 209400 SH DEFINED 01 209400 0 0 D IOWA TELECOMMUNICATIONS SERV COMMON 462594201 25098 1268218 SH DEFINED 01 1268218 0 0 D IRON MOUNTAIN INC COMMON 462846106 12384 288400 SH DEFINED 01 288400 0 0 D JER INVESTORS TRUST INC COMMON 46614H301 13290 774500 SH DEFINED 01 774500 0 0 D JPMORGAN CHASE & CO COMMON 46625H100 106297 2263560 SH DEFINED 01 2133088 0 130472 D JONES LANG LASALLE INC COMMON 48020Q107 10309 120600 SH DEFINED 01 120600 0 0 D JUPITERMEDIA CORP COMMON 48207D101 4049 467500 SH DEFINED 01 467500 0 0 D K&F INDUSTRIES HOLDINGS INC COMMON 482241106 13939 742200 SH DEFINED 01 742200 0 0 D KV PHARMACEUTICAL CO-CL A COMMON 482740206 5968 251800 SH DEFINED 01 251800 0 0 D KAYDON CORP COMMON 486587108 28648 773851 SH DEFINED 01 773851 0 0 D KERYX BIOPHARMACEUTICALS COMMON 492515101 10150 858000 SH DEFINED 01 858000 0 0 D KIMBERLY-CLARK CORP COMMON 494368103 139661 2136810 SH DEFINED 01 2031710 0 105100 D KINROSS GOLD CORP COMMON 496902404 5386 430200 SH DEFINED 01 430200 0 0 D KNOLL INC COMMON 498904200 18045 893300 SH DEFINED 01 893300 0 0 D KOHLS CORP COMMON 500255104 89953 1385608 SH DEFINED 01 1317455 0 68153 D KOS PHARMACEUTICALS INC COMMON 500648100 17478 353676 SH DEFINED 01 353676 0 0 D KROGER CO COMMON 501044101 233759 10101978 SH DEFINED 01 9513978 0 588000 D LANDSTAR SYSTEM INC COMMON 515098101 4808 112600 SH DEFINED 01 112600 0 0 D LECG CORP COMMON 523234102 10224 545000 SH DEFINED 01 545000 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 8415 113934 SH DEFINED 01 113934 0 0 D LENNAR CORP-CL A CL A 526057104 507 11200 SH DEFINED 01 11200 0 0 D LIBERTY GLOBAL INC - SERIES C COMMON 530555309 119904 4784651 SH DEFINED 01 4460946 0 323705 D LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 13249 1736469 SH DEFINED 01 1736469 0 0 D LOEWS CORP COMMON 540424108 171465 4524146 SH DEFINED 01 4333746 0 190400 D LOWE'S COS INC COMMON 548661107 46604 1660860 SH DEFINED 01 1655160 0 5700 D MGI PHARMA INC COMMON 552880106 36341 2111600 SH DEFINED 01 2111600 0 0 D MANHATTAN ASSOCIATES INC COMMON 562750109 29264 1212280 SH DEFINED 01 983480 0 228800 D MANPOWER INC COMMON 56418H100 20794 339388 SH DEFINED 01 276888 0 62500 D MARATHON OIL CORP COMMON 565849106 98186 1276800 SH DEFINED 01 1276800 0 0 D MARRIOTT INTERNATIONAL-CL A CL A 571903202 510231 13204720 SH DEFINED 01 9496180 0 3708540 D MASSEY ENERGY CO COMMON 576206106 12484 596200 SH DEFINED 01 451400 0 144800 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 15639 557128 SH DEFINED 01 421794 0 135334 D MCDONALD'S CORP COMMON 580135101 31175 796891 SH DEFINED 01 796891 0 0 D MCKESSON CORP COMMON 58155Q103 17925 340000 SH DEFINED 01 340000 0 0 D MCMORAN EXPLORATION CO COMMON 582411104 17419 981900 SH DEFINED 01 981900 0 0 D MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 43551 724533 SH DEFINED 01 681433 0 43100 D MEDICIS PHARMACEUTICAL-CL A CL A 584690309 68281 2110694 SH DEFINED 01 1955094 0 155600 D MEDTRONIC INC COMMON 585055106 511 11000 SH DEFINED 01 11000 0 0 D MELLON FINANCIAL CORP COMMON 58551A108 27825 711626 SH DEFINED 01 711626 0 0 D MENTOR CORP COMMON 587188103 23074 457900 SH DEFINED 01 457900 0 0 D MENTOR GRAPHICS CORP COMMON 587200106 6546 464900 SH DEFINED 01 464900 0 0 D MERCK & CO. INC. COMMON 589331107 3143 75000 SH DEFINED 01 75000 0 0 D MERIDIAN GOLD INC COMMON 589975101 12199 490700 SH DEFINED 01 490700 0 0 D MERRILL LYNCH & CO INC COMMON 590188108 660853 8448644 SH DEFINED 01 6629244 0 1819400 D MICROSOFT CORP COMMON 594918104 625326 22880542 SH DEFINED 01 16013442 0 6867100 D MOBILE MINI INC COMMON 60740F105 15202 535100 SH DEFINED 01 535100 0 0 D MONSANTO CO COMMON 61166W101 113054 2404900 SH DEFINED 01 1787300 0 617600 D MONSTER WORLDWIDE INC COMMON 611742107 2159 59640 SH DEFINED 01 59640 0 0 D MOOG INC -CL A CL A 615394202 16581 478400 SH DEFINED 01 478400 0 0 D MOSAIC CO/THE COMMON 61945A107 30657 1814000 SH DEFINED 01 1814000 0 0 D MOTOROLA INC COMMON 620076109 914298 36571881 SH DEFINED 01 27917881 0 8654000 D MYOGEN INC COMMON 62856E104 16948 483115 SH DEFINED 01 483115 0 0 D NII HOLDINGS INC COMMON 62913F201 629481 10126790 SH DEFINED 01 7848190 0 2278600 D NRG ENERGY INC COMMON 629377508 292416 6455100 SH DEFINED 01 6218900 0 236200 D NYSE GROUP INC COMMON 62949W103 553840 7409251 SH DEFINED 01 5647046 0 1762205 D NALCO HOLDING CO COMMON 62985Q101 47357 2557092 SH DEFINED 01 2298792 0 258300 D NATIONAL OILWELL VARCO INC COMMON 637071101 105267 1797900 SH DEFINED 01 1750700 0 47200 D NAVIGANT CONSULTING INC COMMON 63935N107 20734 1033600 SH DEFINED 01 842500 0 191100 D NEWFIELD EXPLORATION CO COMMON 651290108 21189 549800 SH DEFINED 01 549800 0 0 D NEWS CORP-CL A CL A 65248E104 398387 20274088 SH DEFINED 01 14989289 0 5284799 D NEXEN INC COMMON 65334H102 258667 4838508 SH DEFINED 01 4680308 0 158200 D NIKE INC -CL B CL B 654106103 555133 6335699 SH DEFINED 01 4640227 0 1695472 D NOBLE ENERGY INC COMMON 655044105 8042 176400 SH DEFINED 01 176400 0 0 D NORTHERN DYNASTY MINERALS COMMON 66510M204 12195 1845000 SH DEFINED 01 1845000 0 0 D NOVEN PHARMACEUTICALS INC COMMON 670009109 12436 515600 SH DEFINED 01 515600 0 0 D NUVASIVE INC COMMON 670704105 10021 498300 SH DEFINED 01 498300 0 0 D NUVELO INC COMMON 67072M301 12496 685100 SH DEFINED 01 685100 0 0 D NXSTAGE MEDICAL INC COMMON 67072V103 5390 614600 SH DEFINED 01 614600 0 0 D NUVEEN INVESTMENTS-CL A CL A 67090F106 36466 711804 SH DEFINED 01 632304 0 79500 D OSI RESTAURANT PARTNERS INC COMMON 67104A101 101513 3201300 SH DEFINED 01 2977100 0 224200 D OCCIDENTAL PETROLEUM CORP COMMON 674599105 688757 14316280 SH DEFINED 01 11432062 0 2884218 D ODYSSEY HEALTHCARE INC COMMON 67611V101 7497 528700 SH DEFINED 01 528700 0 0 D OMNICARE INC COMMON 681904108 142063 3296900 SH DEFINED 01 3131400 0 165500 D ONEOK INC COMMON 682680103 51247 1356100 SH DEFINED 01 1356100 0 0 D ONYX PHARMACEUTICALS INC COMMON 683399109 17081 987900 SH DEFINED 01 987900 0 0 D ORMAT TECHNOLOGIES INC COMMON 686688102 21268 650000 SH DEFINED 01 650000 0 0 D PC-TEL INC COMMON 69325Q105 7583 722211 SH DEFINED 01 722211 0 0 D PDL BIOPHARMA INC COMMON 69329Y104 660 34400 SH DEFINED 01 34400 0 0 D PMC - SIERRA INC COMMON 69344F106 9874 1662300 SH DEFINED 01 1662300 0 0 D PNM RESOURCES INC COMMON 69349H107 45253 1641400 SH DEFINED 01 1641400 0 0 D PPL CORPORATION COMMON 69351T106 87468 2658600 SH DEFINED 01 2658600 0 0 D PSS WORLD MEDICAL INC COMMON 69366A100 27391 1370217 SH DEFINED 01 1370217 0 0 D PAN AMERICAN SILVER CORP COMMON 697900108 19735 1010000 SH DEFINED 01 1010000 0 0 D PANACOS PHARMACEUTICALS INC COMMON 69811Q106 5244 1057210 SH DEFINED 01 1057210 0 0 D PARALLEL PETROLEUM CORP COMMON 699157103 7745 386100 SH DEFINED 01 386100 0 0 D PAYCHEX INC COMMON 704326107 16034 435115 SH DEFINED 01 435115 0 0 D PENTAIR INC COMMON 709631105 7988 305000 SH DEFINED 01 305000 0 0 D PEPSICO INC COMMON 713448108 1043920 15996324 SH DEFINED 01 11800143 0 4196181 D PERFORMANCE FOOD GROUP CO COMMON 713755106 73139 2603712 SH DEFINED 01 2392112 0 211600 D PFIZER INC COMMON 717081103 320612 11305085 SH DEFINED 01 7756285 0 3548800 D PHARMANET DEVELOPMENT GROUP IN COMMON 717148100 11347 584000 SH DEFINED 01 584000 0 0 D PHELPS DODGE CORP COMMON 717265102 272788 3220638 SH DEFINED 01 3120338 0 100300 D PLACER SIERRA BANCSHARES COMMON 726079106 5701 256700 SH DEFINED 01 256700 0 0 D PLAINS EXPLORATION & PRODUCT COMMON 726505100 35564 828800 SH DEFINED 01 828800 0 0 D PLUM CREEK TIMBER CO COMMON 729251108 25510 749400 SH DEFINED 01 749400 0 0 D POLYCOM INC COMMON 73172K104 17106 697333 SH DEFINED 01 697333 0 0 D POOL CORP COMMON 73278L105 30954 804001 SH DEFINED 01 804001 0 0 D POWERWAVE TECHNOLOGIES INC COMMON 739363109 14970 1969800 SH DEFINED 01 1969800 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 39614 1444693 SH DEFINED 01 1444693 0 0 D PROCTER & GAMBLE CO COMMON 742718109 611837 9871535 SH DEFINED 01 6865885 0 3005650 D PROGENICS PHARMACEUTICALS COMMON 743187106 14245 607200 SH DEFINED 01 607200 0 0 D PROVIDENCE SERVICE CORP COMMON 743815102 12893 467300 SH DEFINED 01 467300 0 0 D PUBLIC SERVICE ENTERPRISE GP COMMON 744573106 20076 328100 SH DEFINED 01 328100 0 0 D QUALCOMM INC COMMON 747525103 707469 19462673 SH DEFINED 01 14408355 0 5054318 D QUEST DIAGNOSTICS COMMON 74834L100 17528 286600 SH DEFINED 01 286600 0 0 D QUEST SOFTWARE INC COMMON 74834T103 27295 1911472 SH DEFINED 01 1911472 0 0 D QUESTAR CORP COMMON 748356102 138404 1692600 SH DEFINED 01 1692600 0 0 D QUICKSILVER RESOURCES INC COMMON 74837R104 5075 159100 SH DEFINED 01 159100 0 0 D QUIKSILVER INC COMMON 74838C106 16323 1343456 SH DEFINED 01 1343456 0 0 D RLI CORP COMMON 749607107 523 10300 SH DEFINED 01 10300 0 0 D RADIO ONE INC -CL D CLASS D - NON VT 75040P405 11799 1887751 SH DEFINED 01 1501851 0 385900 D RANGE RESOURCES CORP COMMON 75281A109 74013 2932375 SH DEFINED 01 2776275 0 156100 D RARE HOSPITALITY INTL INC COMMON 753820109 18996 621600 SH DEFINED 01 621600 0 0 D RBC BEARINGS INC COMMON 75524B104 9964 412600 SH DEFINED 01 412600 0 0 D REDWOOD TRUST INC COMMON 758075402 3622 71900 SH DEFINED 01 71900 0 0 D REGAL ENTERTAINMENT GROUP-A CL A 758766109 48898 2467091 SH DEFINED 01 2467091 0 0 D REGENERON PHARMACEUTICALS COMMON 75886F107 17240 1098800 SH DEFINED 01 1098800 0 0 D RELIANT ENERGY INC COMMON 75952B105 34307 2786900 SH DEFINED 01 2786900 0 0 D RENOVIS INC COMMON 759885106 2475 179900 SH DEFINED 01 179900 0 0 D RENTECH INC COMMON 760112102 4630 1000000 SH DEFINED 01 1000000 0 0 D REPUBLIC COMPANIES GROUP INC COMMON 760349100 6698 336600 SH DEFINED 01 336600 0 0 D RESEARCH IN MOTION COMMON 760975102 59225 576900 SH DEFINED 01 342700 0 234200 D RESMED INC COMMON 761152107 25886 643117 SH DEFINED 01 643117 0 0 D RESOURCES CONNECTION INC COMMON 76122Q105 22415 836700 SH DEFINED 01 836700 0 0 D RESPIRONICS INC COMMON 761230101 22811 590800 SH DEFINED 01 590800 0 0 D ROCKWOOD HOLDINGS INC COMMON 774415103 14089 705200 SH DEFINED 01 577800 0 127400 D ROPER INDUSTRIES INC COMMON 776696106 7275 162600 SH DEFINED 01 162600 0 0 D ROSS STORES INC COMMON 778296103 6541 257435 SH DEFINED 01 257435 0 0 D ROWAN COMPANIES INC COMMON 779382100 15906 502900 SH DEFINED 01 407600 0 95300 D ROYAL GOLD INC COMMON 780287108 7217 266000 SH DEFINED 01 266000 0 0 D SBA COMMUNICATIONS CORP-CL A COMMON 78388J106 42028 1727427 SH DEFINED 01 1727427 0 0 D SLM CORP COMMON 78442P106 4299 82700 SH DEFINED 01 82700 0 0 D ST JUDE MEDICAL INC COMMON 790849103 452124 12811690 SH DEFINED 01 9320690 0 3491000 D SANDERS MORRIS HARRIS GRP INC COMMON 80000Q104 1689 135000 SH DEFINED 01 135000 0 0 D SAUER-DANFOSS INC COMMON 804137107 7645 318800 SH DEFINED 01 318800 0 0 D SAVVIS INC COMMON 805423308 9485 332800 SH DEFINED 01 332800 0 0 D HENRY SCHEIN INC COMMON 806407102 16096 321017 SH DEFINED 01 321017 0 0 D SCHLUMBERGER LTD COM PAR $0.01 806857108 704101 11350991 SH DEFINED 01 8697736 0 2653255 D SCHOOL SPECIALTY INC COMMON 807863105 16020 453950 SH DEFINED 01 453950 0 0 D SCHWAB (CHARLES) CORP COMMON 808513105 694892 38820726 SH DEFINED 01 28122987 0 10697739 D EW SCRIPPS CO-CL A CL A 811054204 9140 190700 SH DEFINED 01 190700 0 0 D SEACOR HOLDINGS INC COMMON 811904101 30509 369800 SH DEFINED 01 369800 0 0 D SEMPRA ENERGY COMMON 816851109 362805 7220003 SH DEFINED 01 6982203 0 237800 D SERVICEMASTER COMPANY COMMON 81760N109 4518 403000 SH DEFINED 01 403000 0 0 D SIERRA HEALTH SERVICES INC COMMON 826322109 16464 435100 SH DEFINED 01 435100 0 0 D SMITH INTERNATIONAL INC COMMON 832110100 32736 843700 SH DEFINED 01 843700 0 0 D SOMAXON PHARMACEUTICALS INC COMMON 834453102 6991 567900 SH DEFINED 01 567900 0 0 D SOUTHERN COPPER CORP COMMON 84265V105 16715 180700 SH DEFINED 01 180700 0 0 D SOUTHERN UNION CO COMMON 844030106 43967 1664800 SH DEFINED 01 1664800 0 0 D SOUTHWESTERN ENERGY CO COMMON 845467109 66577 2228900 SH DEFINED 01 2228900 0 0 D SPRINT NEXTEL CORP COMMON 852061100 76271 4447304 SH DEFINED 01 4447304 0 0 D STANCORP FINANCIAL GROUP COMMON 852891100 13697 306913 SH DEFINED 01 306913 0 0 D STARBUCKS CORP COMMON 855244109 308922 9072612 SH DEFINED 01 6250664 0 2821948 D STERICYCLE INC COMMON 858912108 41208 590471 SH DEFINED 01 590471 0 0 D SUNCOR ENERGY INC COMMON 867229106 524431 7278720 SH DEFINED 01 5920920 0 1357800 D SUNOCO INC COMMON 86764P109 13445 216200 SH DEFINED 01 216200 0 0 D SUNSTONE HOTEL INVESTORS INC COMMON 867892101 29219 983137 SH DEFINED 01 983137 0 0 D SUPERIOR ENERGY SERVICES INC COMMON 868157108 29088 1107700 SH DEFINED 01 1107700 0 0 D SUPERIOR WELL SERVICES INC COMMON 86837X105 7377 372600 SH DEFINED 01 372600 0 0 D SYMANTEC CORP COMMON 871503108 281 13210 SH DEFINED 01 13210 0 0 D SYMBION INC COMMON 871507109 8101 441270 SH DEFINED 01 441270 0 0 D SYMMETRY MEDICAL INC COMMON 871546206 23543 1560178 SH DEFINED 01 1560178 0 0 D SYNAGRO TECHNOLOGIES INC COMMON 871562203 14770 3500000 SH DEFINED 01 3500000 0 0 D TD AMERITRADE HOLDING CORP COMMON 87236Y108 16296 864500 SH DEFINED 01 864500 0 0 D TXU CORP COMMON 873168108 371755 5946175 SH DEFINED 01 5830775 0 115400 D TALISMAN ENERGY INC COMMON 87425E103 25443 1553300 SH DEFINED 01 1553300 0 0 D TARGET CORP COMMON 87612E106 530445 9600805 SH DEFINED 01 6803905 0 2796900 D TECHNE CORP COMMON 878377100 2701 53100 SH DEFINED 01 53100 0 0 D TEKELEC COMMON 879101103 13640 1052512 SH DEFINED 01 1052512 0 0 D TEKTRONIX INC COMMON 879131100 26974 932392 SH DEFINED 01 932392 0 0 D TELIK INC COMMON 87959M109 12485 701800 SH DEFINED 01 701800 0 0 D TEMPLE-INLAND INC COMMON 879868107 18558 462792 SH DEFINED 01 376092 0 86700 D TERADYNE INC COMMON 880770102 22059 1676200 SH DEFINED 01 1676200 0 0 D TEXAS INSTRUMENTS INC COMMON 882508104 427479 12856532 SH DEFINED 01 9178407 0 3678125 D 3M CO COMMON 88579Y101 58224 782380 SH DEFINED 01 638840 0 143540 D TIBCO SOFTWARE INC COMMON 88632Q103 34640 3857365 SH DEFINED 01 3334865 0 522500 D TIDEWATER INC COMMON 886423102 12232 276800 SH DEFINED 01 276800 0 0 D TIME WARNER TELECOM-CLASS A CL A 887319101 19514 1026500 SH DEFINED 01 1026500 0 0 D TRAMMELL CROW CO COMMON 89288R106 11262 308463 SH DEFINED 01 308463 0 0 D TRIBUNE CO COMMON 896047107 25819 789100 SH DEFINED 01 640800 0 148300 D TYCO INTERNATIONAL LTD COMMON 902124106 62589 2236098 SH DEFINED 01 2236098 0 0 D UCBH HOLDINGS INC COMMON 90262T308 39675 2272352 SH DEFINED 01 2272352 0 0 D ULTRA PETROLEUM CORP COMMON 903914109 28236 586900 SH DEFINED 01 586900 0 0 D UNISOURCE ENERGY CORP CO COMMON 909205106 32080 962500 SH DEFINED 01 962500 0 0 D UNITED NATURAL FOODS INC COMMON 911163103 27288 880539 SH DEFINED 01 880539 0 0 D UNITED TECHNOLOGIES CORP COMMON 913017109 722482 11404604 SH DEFINED 01 8463518 0 2941086 D UNITEDHEALTH GROUP INC COMMON 91324P102 332629 6760750 SH DEFINED 01 4375650 0 2385100 D UNIVERSAL COMPRESSION HLDGS COMMON 913431102 54564 1020850 SH DEFINED 01 1020850 0 0 D URBAN OUTFITTERS INC COMMON 917047102 44661 2524595 SH DEFINED 01 2187274 0 337321 D VALERO ENERGY CORP COMMON 91913Y100 307467 5973707 SH DEFINED 01 5921007 0 52700 D VANDA PHARMACEUTICALS INC COMMON 921659108 9777 1052400 SH DEFINED 01 1052400 0 0 D VARIAN INC COMMON 922206107 9417 205300 SH DEFINED 01 205300 0 0 D VERITAS DGC INC COMMON 92343P107 8168 124100 SH DEFINED 01 124100 0 0 D VERIZON COMMUNICATIONS INC COMMON 92343V104 126543 3408100 SH DEFINED 01 3408100 0 0 D VERTEX PHARMACEUTICALS INC COMMON 92532F100 13524 401900 SH DEFINED 01 401900 0 0 D VIACOM INC-CLASS B COMMON 92553P201 96049 2583350 SH DEFINED 01 2437869 0 145481 D VITAL SIGNS INC COMMON 928469105 10841 191500 SH DEFINED 01 191500 0 0 D WSFS FINANCIAL CORP COMMON 929328102 354 5700 SH DEFINED 01 5700 0 0 D WAL-MART STORES INC COMMON 931142103 191873 3890361 SH DEFINED 01 3669361 0 221000 D WARREN RESOURCES INC COMMON 93564A100 37619 3088600 SH DEFINED 01 3088600 0 0 D WASTE CONNECTIONS INC COMMON 941053100 14316 377631 SH DEFINED 01 377631 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 242450 6609872 SH DEFINED 01 6278572 0 331300 D WATSON PHARMACEUTICALS INC COMMON 942683103 25946 991434 SH DEFINED 01 804934 0 186500 D WEIGHT WATCHERS INTL INC COMMON 948626106 4474 100900 SH DEFINED 01 100900 0 0 D WELLPOINT INC COMMON 94973V107 841256 10918316 SH DEFINED 01 8105690 0 2812626 D WEST CORP COMMON 952355105 2156 44634 SH DEFINED 01 44634 0 0 D WESTERN REFINING INC COMMON 959319104 9468 407400 SH DEFINED 01 407400 0 0 D WHOLE FOODS MARKET INC COMMON 966837106 655132 11023592 SH DEFINED 01 7878597 0 3144995 D WILLBROS GROUP INC COMMON 969199108 7582 485400 SH DEFINED 01 485400 0 0 D WILLIAMS COS INC COMMON 969457100 124628 5221100 SH DEFINED 01 5221100 0 0 D WILLIAMS SCOTSMAN INTL INC COMMON 96950G102 17874 836800 SH DEFINED 01 836800 0 0 D WILLIAMS-SONOMA INC COMMON 969904101 207688 6412090 SH DEFINED 01 4519290 0 1892800 D WINDSTREAM CORP COMMON 97381W104 45253 3430824 SH DEFINED 01 3430824 0 0 D WRIGHT EXPRESS CORP COMMON 98233Q105 19506 810730 SH DEFINED 01 810730 0 0 D WYETH COMMON 983024100 343266 6751900 SH DEFINED 01 4796700 0 1955200 D XTO ENERGY INC COMMON 98385X106 22556 535400 SH DEFINED 01 535400 0 0 D XENOPORT INC COMMON 98411C100 14321 703042 SH DEFINED 01 703042 0 0 D XEROX CORP COMMON 984121103 218526 14044087 SH DEFINED 01 13511587 0 532500 D YAHOO! INC COMMON 984332106 27920 1104420 SH DEFINED 01 964630 0 139790 D AMDOCS LTD COMMON G02602103 24849 627500 SH DEFINED 01 627500 0 0 D APEX SILVER MINES LTD COMMON G04074103 18691 1121900 SH DEFINED 01 1121900 0 0 D ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 23656 915835 SH DEFINED 01 915835 0 0 D AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 203414 5863757 SH DEFINED 01 5555657 0 308100 D GLOBALSANTAFE CORP SHS G3930E101 49553 991258 SH DEFINED 01 991258 0 0 D LAZARD LTD-CL A CL A G54050102 67306 1683504 SH DEFINED 01 1589804 0 93700 D MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 638177 32946640 SH DEFINED 01 23924662 0 9021978 D MONTPELIER RE HOLDINGS LTD COMMON G62185106 87909 4533767 SH DEFINED 01 4398167 0 135600 D NOBLE CORP COMMON G65422100 40029 623700 SH DEFINED 01 623700 0 0 D UTI WORLDWIDE INC COMMON G87210103 7267 259800 SH DEFINED 01 259800 0 0 D TRANSOCEAN INC ORD G90078109 112485 1536060 SH DEFINED 01 1485760 0 50300 D WEATHERFORD INTL LTD COMMON G95089101 1656 39684 SH DEFINED 01 39684 0 0 D ALCON INC COMMON H01301102 803168 7014570 SH DEFINED 01 5076245 0 1938325 D UBS AG-NEW COMMON H89231338 1053483 17762328 SH DEFINED 01 13568768 0 4193560 D MILLICOM INTL CELLULAR S.A. ORD L6388F110 26160 639296 SH DEFINED 01 639296 0 0 D CHECK POINT SOFTWARE TECH COMMON M22465104 1238 65000 SH DEFINED 01 65000 0 0 D ON TRACK INNOVATIONS LTD COMMON M8791A109 3891 518800 SH DEFINED 01 518800 0 0 D ALUMINUM CORP OF CHINA-ADR ADR - LISTED 022276109 7736 121400 SH DEFINED 01 121400 0 0 D AMERICA MOVIL-ADR SERIES L ADR - LISTED 02364W105 105453 2678500 SH DEFINED 01 2678500 0 0 D CADBURY SCHWEPPES-SPONS ADR ADR - LISTED 127209302 214500 5015217 SH DEFINED 01 4902417 0 112800 D CHUNGHWA TELECOM CO LTD-ADR ADR - LISTED 17133Q205 73734 4259636 SH DEFINED 01 4259636 0 0 D CIA VALE DO RIO DOCE-ADR ADR - LISTED 204412209 2397 111163 SH DEFINED 01 111163 0 0 D CIA DE MINAS BUENAVENTUR-ADR ADR - LISTED 204448104 35964 1332000 SH DEFINED 01 1332000 0 0 D E.ON AG -SPONSORED ADR ADR - LISTED 268780103 61762 1556900 SH DEFINED 01 1556900 0 0 D GOLD FIELDS LTD-SPONS ADR ADR - LISTED 38059T106 23549 1320000 SH DEFINED 01 1320000 0 0 D HARMONY GOLD MNG-SPON ADR ADR - LISTED 413216300 23814 1841773 SH DEFINED 01 1841773 0 0 D HUTCHISON TELECOMMUNICAT-ADR ADR - LISTED 44841T107 47713 1819700 SH DEFINED 01 1819700 0 0 D LIHIR GOLD LTD-SPONSORED ADR ADR - LISTED 532349107 57139 1365000 SH DEFINED 01 1365000 0 0 D NOKIA CORP-SPON ADR ADR - LISTED 654902204 357112 18136698 SH DEFINED 01 13057798 0 5078900 D NOVARTIS AG-ADR ADR - LISTED 66987V109 1077765 18442256 SH DEFINED 01 14193834 0 4248422 D NOVO-NORDISK A/S-SPONS ADR ADR - LISTED 670100205 522 7000 SH DEFINED 01 7000 0 0 D PEARSON PLC-SPONSORED ADR ADR - LISTED 705015105 20207 1419013 SH DEFINED 01 1035013 0 384000 D PETROLEO BRASILEIRO S.A.-ADR ADR - LISTED 71654V408 150537 1795751 SH DEFINED 01 1751351 0 44400 D SANOFI-AVENTIS-ADR ADR - LISTED 80105N105 311089 6995475 SH DEFINED 01 6778375 0 217100 D SAP AG-SPONSORED ADR ADR - LISTED 803054204 433029 8748062 SH DEFINED 01 6352062 0 2396000 D SASOL LTD-SPONSORED ADR ADR - LISTED 803866300 45191 1374000 SH DEFINED 01 1374000 0 0 D SHIRE PLC-ADR ADR - LISTED 82481R106 16314 330300 SH DEFINED 01 330300 0 0 D TENARIS SA-ADR ADR - LISTED 88031M109 27554 778800 SH DEFINED 01 778800 0 0 D VODAFONE GROUP PLC-SP ADR ADR - LISTED 92857W209 98877 4325312 SH DEFINED 01 4325312 0 0 S REPORT SUMMARY 491 DATA RECORDS 53387745 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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