-----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, Q2jYg9DH5kxkTQLaLa88KzyLTumJAvyA6/6CuhPRMg4nNSbvyjJlYYlgAa5qL2SB 3Z3L2Aj2dm82IKS3Be5EAw== 0000053417-04-000064.txt : 20040813 0000053417-04-000064.hdr.sgml : 20040813 20040813170013 ACCESSION NUMBER: 0000053417-04-000064 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040813 EFFECTIVENESS DATE: 20040813 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: 04975118 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 sec132q2004.txt REG13F2Q2004 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30,2004 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 August 11,2004 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 06/30/2004 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 AGL RESOURCES INC COMMON 001204106 29823 1026600 SH DEFINED 01 1026600 0 0 D AMR CORP COMMON 001765106 19272 1591364 SH DEFINED 01 1309464 0 281900 D A T & T WIRELESS SERVICES COMMON 00209A106 18257 1274924 SH DEFINED 01 1274924 0 0 D ABLE LABORATORIES INC COMMON 00371N407 10066 489600 SH DEFINED 01 489600 0 0 D ACCREDO HEALTH INC COMMON 00437V104 6976 179100 SH DEFINED 01 179100 0 0 D ACTIVISION INC COMMON 004930202 26818 1686650 SH DEFINED 01 1686650 0 0 D ADOBE SYSTEMS INC COMMON 00724F101 8654 186100 SH DEFINED 01 186100 0 0 D ADOLOR CORPORATION COMMON 00724X102 1239 97700 SH DEFINED 01 97700 0 0 D ADTRAN INC COMMON 00738A106 2503 75000 SH DEFINED 01 75000 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 11222 254000 SH DEFINED 01 254000 0 0 D ADVANCIS PHARMACEUTICAL COMMON 00764L109 2241 330000 SH DEFINED 01 330000 0 0 D AFFILIATED MANAGERS GROUP COMMON 008252108 1914 38000 SH DEFINED 01 38000 0 0 D AGERE SYSTEMS INC-CL B CL B 00845V209 57725 26848903 SH DEFINED 01 25360203 0 1488700 D AGILENT TECHNOLOGIES INC COMMON 00846U101 700840 23935794 SH DEFINED 01 22685566 0 1250228 D AGRIUM INC COMMON 008916108 15308 1052100 SH DEFINED 01 1052100 0 0 D AIRGAS INC COMMON 009363102 11513 481500 SH DEFINED 01 481500 0 0 D AIRGATE PCS INC COMMON 009367301 3283 179420 SH DEFINED 01 179420 0 0 D AKAMAI TECHNOLOGIES COMMON 00971T101 13563 755600 SH DEFINED 01 755600 0 0 D ALAMOSA HOLDINGS INC COMMON 011589108 8738 1188800 SH DEFINED 01 1188800 0 0 D ALCOA INC COMMON 013817101 92956 2814285 SH DEFINED 01 2558885 0 255400 D ALLERGAN INC COMMON 018490102 451087 5038953 SH DEFINED 01 4850153 0 188800 D ALLIANCE ATLANTIS COMMUNIC-B CL B NON-VTG 01853E204 8253 448500 SH DEFINED 01 448500 0 0 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 19642 464900 SH DEFINED 01 464900 0 0 D ALLIED WASTE 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36520 2214661 SH DEFINED 01 1765861 0 448800 D JOHNSON & JOHNSON COMMON 478160104 5453 97900 SH DEFINED 01 97900 0 0 D KCS ENERGY INC COMMON 482434206 4847 363892 SH DEFINED 01 363892 0 0 D KLA-TENCOR CORPORATION COMMON 482480100 785 15900 SH DEFINED 01 15900 0 0 D KERR-MCGEE CORP COMMON 492386107 100502 1869106 SH DEFINED 01 1820506 0 48600 D KERYX BIOPHARMACEUTICALS COMMON 492515101 4393 347000 SH DEFINED 01 347000 0 0 D KILROY REALTY CORP COMMON 49427F108 7113 208600 SH DEFINED 01 208600 0 0 D KIMBERLY-CLARK CORP COMMON 494368103 72784 1104804 SH DEFINED 01 1027404 0 77400 D KINDER MORGAN INC COMMON 49455P101 40073 675875 SH DEFINED 01 675875 0 0 D KINETIC CONCEPTS INC COMMON 49460W208 13533 271200 SH DEFINED 01 271200 0 0 D KINROSS GOLD CORP COM NEW 496902206 97 17401 SH DEFINED 01 17401 0 0 D KOHLS CORP COMMON 500255104 104842 2479715 SH DEFINED 01 2377208 0 102507 D KROGER CO COMMON 501044101 393841 21639607 SH DEFINED 01 20514207 0 1125400 D LABOR READY INC COMMON 505401208 10199 658000 SH DEFINED 01 658000 0 0 D ESTEE LAUDER COMPANIES-CL A CL A 518439104 188998 3874500 SH DEFINED 01 3722900 0 151600 D LEGG MASON INC COMMON 524901105 7636 83900 SH DEFINED 01 83900 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 74794 993946 SH DEFINED 01 993946 0 0 D LEXMARK INTERNATIONAL INC-A COMMON 529771107 159120 1648400 SH DEFINED 01 1587400 0 61000 D LIBERTY MEDIA CORP-A COMMON 530718105 20536 2284366 SH DEFINED 01 2284366 0 0 D LIFEPOINT HOSPITALS INC COMMON 53219L109 3532 94900 SH DEFINED 01 94900 0 0 D ELI LILLY & CO COMMON 532457108 555208 7941754 SH DEFINED 01 7564733 0 377021 D LIMITED BRANDS COMMON 532716107 53980 2886588 SH DEFINED 01 2654788 0 231800 D LINENS 'N THINGS INC COMMON 535679104 53941 1840367 SH DEFINED 01 1641367 0 199000 D LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 10240 1338600 SH DEFINED 01 1338600 0 0 D LOCKHEED MARTIN CORP COMMON 539830109 146469 2812386 SH DEFINED 01 2607086 0 205300 D LOEWS CORP COMMON 540424108 113874 1899167 SH DEFINED 01 1836067 0 63100 D LOWE'S COS INC COMMON 548661107 361120 6871935 SH DEFINED 01 6627063 0 244872 D LYONDELL CHEMICAL COMPANY COMMON 552078107 14542 836233 SH DEFINED 01 836233 0 0 D MBNA CORP COMMON 55262L100 3682 142750 SH DEFINED 01 142750 0 0 D MGM MIRAGE COMMON 552953101 8529 181700 SH DEFINED 01 181700 0 0 D MSC INDUSTRIAL COMMON 553530106 8486 258400 SH DEFINED 01 258400 0 0 D MANUGISTICS GROUP INC COMMON 565011103 5172 1581500 SH DEFINED 01 1581500 0 0 D MARTEK BIOSCIENCES CORP COMMON 572901106 9032 160800 SH DEFINED 01 160800 0 0 D MASSEY ENERGY CO COMMON 576206106 12068 427800 SH DEFINED 01 427800 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 435417 8306322 SH DEFINED 01 7973407 0 332915 D MAVERICK TUBE CORP COMMON 577914104 12342 470000 SH DEFINED 01 470000 0 0 D MCDONALD'S CORP COMMON 580135101 27532 1058907 SH DEFINED 01 1058907 0 0 D MCKESSON CORP COMMON 58155Q103 7391 215300 SH DEFINED 01 215300 0 0 D MCMORAN EXPLORATION CO COMMON 582411104 2191 140600 SH DEFINED 01 140600 0 0 D MEADWESTVACO CORP COM PAR $0.01 583334107 47415 1613306 SH DEFINED 01 1327606 0 285700 D MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 59142 1577113 SH DEFINED 01 1425813 0 151300 D MEDICIS PHARMACEUTICAL-CL A CL A 584690309 11418 285800 SH DEFINED 01 285800 0 0 D MEDIMMUNE INC COMMON 584699102 273356 11681877 SH DEFINED 01 10984877 0 697000 D MEDTRONIC INC COMMON 585055106 198404 4072329 SH DEFINED 01 3886129 0 186200 D MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 9988 1406800 SH DEFINED 01 1406800 0 0 D MELLON FINANCIAL CORP COMMON 58551A108 64363 2194433 SH DEFINED 01 1971833 0 222600 D MENTOR GRAPHICS CORP COMMON 587200106 55359 3578447 SH DEFINED 01 3379447 0 199000 D MERCK & CO. INC. COMMON 589331107 52448 1104152 SH DEFINED 01 903952 0 200200 D MERCURY INTERACTIVE CORP COMMON 589405109 246464 4946100 SH DEFINED 01 4769900 0 176200 D MERRILL LYNCH & CO INC COMMON 590188108 379238 7025523 SH DEFINED 01 6775823 0 249700 D MICROSOFT CORP COMMON 594918104 990628 34685855 SH DEFINED 01 32982455 0 1703400 D MIRAMAR MINING CORP COMMON 60466E100 342 295100 SH DEFINED 01 295100 0 0 D MONSANTO CO COMMON 61166W101 17125 444800 SH DEFINED 01 444800 0 0 D MONSTER WORLDWIDE INC COMMON 611742107 13781 535800 SH DEFINED 01 535800 0 0 D MORGAN STANLEY COMMON 617446448 1038 19675 SH DEFINED 01 19675 0 0 D NCO GROUP INC COMMON 628858102 18712 701100 SH DEFINED 01 701100 0 0 D NRG ENERGY INC COMMON 629377508 9412 379500 SH DEFINED 01 379500 0 0 D NATIONAL FINANCIAL PARTNERS COMMON 63607P208 42637 1208870 SH DEFINED 01 1065370 0 143500 D NATIONAL-OILWELL INC COMMON 637071101 55598 1765576 SH DEFINED 01 1555276 0 210300 D NATIONAL SEMICONDUCTOR CORP COMMON 637640103 323654 14718243 SH DEFINED 01 14137743 0 580500 D NAVIGATORS GROUP INC COMMON 638904102 4986 172600 SH DEFINED 01 172600 0 0 D NAVISTAR INTERNATIONAL COMMON 63934E108 327689 8454300 SH DEFINED 01 8329900 0 124400 D NAVIGANT INTERNATIONAL INC COMMON 63935R108 7168 402900 SH DEFINED 01 402900 0 0 D NDCHEALTH CORP COMMON 639480102 13414 578200 SH DEFINED 01 578200 0 0 D NEKTAR THERAPEUTICS COMMON 640268108 745 37300 SH DEFINED 01 37300 0 0 D NETWORK ASSOCIATES INC COMMON 640938106 61460 3390000 SH DEFINED 01 2882100 0 507900 D NETIQ CORP COMMON 64115P102 7100 537900 SH DEFINED 01 537900 0 0 D NEUROCRINE BIOSCIENCES INC COMMON 64125C109 3251 62700 SH DEFINED 01 62700 0 0 D NEW YORK TIMES CO -CL A CL A 650111107 15653 350100 SH DEFINED 01 350100 0 0 D NEWMONT MINING CORP COMMON 651639106 47117 1215600 SH DEFINED 01 1139400 0 76200 D NEXTEL PARTNERS INC. - CL. A CL A 65333F107 10972 689200 SH DEFINED 01 689200 0 0 D NEXEN INC COMMON 65334H102 161060 4127642 SH DEFINED 01 4009542 0 118100 D NISOURCE INC COMMON 65473P105 28564 1385236 SH DEFINED 01 1385236 0 0 D NOBLE ENERGY INC COMMON 655044105 6666 130700 SH DEFINED 01 130700 0 0 D NORTEL NETWORKS CORP COMMON 656568102 75582 15146727 SH DEFINED 01 14597427 0 549300 D NORTHROP GRUMMAN CORP COMMON 666807102 151213 2815883 SH DEFINED 01 2614883 0 201000 D NUVELO INC COMMON 67072M301 1443 150000 SH DEFINED 01 150000 0 0 D OSI PHARMACEUTICALS INC COMMON 671040103 18793 266800 SH DEFINED 01 266800 0 0 D OCCIDENTAL PETROLEUM CORP COMMON 674599105 53053 1095900 SH DEFINED 01 1095900 0 0 D ODYSSEY HEALTHCARE INC COMMON 67611V101 27112 1440575 SH DEFINED 01 1440575 0 0 D OIL STATES INTERNATIONAL INC COMMON 678026105 9422 615800 SH DEFINED 01 615800 0 0 D OLIN CORP COMMON 680665205 35571 2018814 SH DEFINED 01 1611014 0 407800 D OMNICARE INC COMMON 681904108 17278 403600 SH DEFINED 01 403600 0 0 D ONEOK INC COMMON 682680103 49060 2231000 SH DEFINED 01 2231000 0 0 D ONYX PHARMACEUTICALS INC COMMON 683399109 5977 141100 SH DEFINED 01 141100 0 0 D ORACLE CORP COMMON 68389X105 1708 143200 SH DEFINED 01 128200 0 15000 D P G & E CORP COMMON 69331C108 82993 2970415 SH DEFINED 01 2970415 0 0 D PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 21192 515000 SH DEFINED 01 515000 0 0 D PMI GROUP INC/THE COMMON 69344M101 3717 85400 SH DEFINED 01 85400 0 0 D PNM RESOURCES INC COMMON 69349H107 34015 1637700 SH DEFINED 01 1637700 0 0 D PPL CORPORATION COMMON 69351T106 56893 1239500 SH DEFINED 01 1239500 0 0 D PRG-SCHULTZ INTERNATIONAL COMMON 69357C107 4852 887000 SH DEFINED 01 887000 0 0 D PACIFICARE HEALTH SYSTEMS COMMON 695112102 4098 106000 SH DEFINED 01 106000 0 0 D PALL CORP COMMON 696429307 4138 158000 SH DEFINED 01 158000 0 0 D PAYCHEX INC COMMON 704326107 1027 30319 SH DEFINED 01 30319 0 0 D PEABODY ENERGY CORP COMMON 704549104 26147 467000 SH DEFINED 01 467000 0 0 D PEGASUS SOLUTIONS INC COMMON 705906105 14091 1073200 SH DEFINED 01 1073200 0 0 D PEMSTAR INC COMMON 706552106 5108 2201700 SH DEFINED 01 2201700 0 0 D PENTAIR INC COMMON 709631105 18438 548100 SH DEFINED 01 548100 0 0 D PEOPLESOFT INC COMMON 712713106 63067 3409006 SH DEFINED 01 2890906 0 518100 D PETCO ANIMAL SUPPLIES INC COMMON 716016209 23600 732700 SH DEFINED 01 732700 0 0 D PFIZER INC COMMON 717081103 680599 19854104 SH DEFINED 01 18743020 0 1111084 D PHARMION CORP COMMON 71715B409 1331 27200 SH DEFINED 01 27200 0 0 D PHELPS DODGE CORP COMMON 717265102 42359 546500 SH DEFINED 01 546500 0 0 D PINNACLE WEST CAPITAL COMMON 723484101 90348 2236900 SH DEFINED 01 2103800 0 133100 D PIONEER NATURAL RESOURCES CO COMMON 723787107 56526 1611346 SH DEFINED 01 1611346 0 0 D PIPER JAFFRAY COS COMMON 724078100 6047 133700 SH DEFINED 01 133700 0 0 D PLEXUS CORP COMMON 729132100 7109 526600 SH DEFINED 01 526600 0 0 D POLO RALPH LAUREN CORP CL A 731572103 50265 1459078 SH DEFINED 01 1228278 0 230800 D POWER INTEGRATIONS INC COMMON 739276103 6738 270600 SH DEFINED 01 270600 0 0 D PRAXAIR INC COMMON 74005P104 7858 196900 SH DEFINED 01 196900 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 14415 842500 SH DEFINED 01 842500 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 134356 3863007 SH DEFINED 01 3588007 0 275000 D PRIORITY HEALTHCARE CORP-B CL B 74264T102 10096 439900 SH DEFINED 01 439900 0 0 D PROCTER & GAMBLE CO COMMON 742718109 252143 4631580 SH DEFINED 01 4486880 0 144700 D PROGENICS PHARMACEUTICALS COMMON 743187106 1672 99300 SH DEFINED 01 99300 0 0 D PROTECTIVE LIFE CORP COMMON 743674103 5135 132800 SH DEFINED 01 132800 0 0 D PUBLIC SERVICE ENTERPRISE GP COMMON 744573106 13266 331400 SH DEFINED 01 331400 0 0 D QUALCOMM INC COMMON 747525103 2956 40500 SH DEFINED 01 40500 0 0 D QUESTAR CORP COMMON 748356102 73520 1902700 SH DEFINED 01 1902700 0 0 D QUICKSILVER RESOURCES INC COMMON 74837R104 35279 526000 SH DEFINED 01 526000 0 0 D QWEST COMMUNICATIONS INTL COMMON 749121109 45589 12699000 SH DEFINED 01 12699000 0 0 D RADIO ONE INC -CL D CLASS D - NON VT 75040P405 40359 2520819 SH DEFINED 01 2205419 0 315400 D REALNETWORKS INC COMMON 75605L104 12693 1855700 SH DEFINED 01 1855700 0 0 D REDWOOD TRUST INC COMMON 758075402 8547 153500 SH DEFINED 01 153500 0 0 D REGENT COMMUNICATIONS INC COMMON 758865109 3720 601000 SH DEFINED 01 601000 0 0 D RELIANT ENERGY INC COMMON 75952B105 37012 3417500 SH DEFINED 01 3417500 0 0 D REMEC INC COMMON 759543101 5958 942700 SH DEFINED 01 942700 0 0 D REMINGTON OIL & GAS CORP COMMON 759594302 11396 482900 SH DEFINED 01 482900 0 0 D RENOVIS INC COMMON 759885106 1001 109300 SH DEFINED 01 109300 0 0 D ROBBINS & MYERS INC COMMON 770196103 7478 333100 SH DEFINED 01 333100 0 0 D ROWAN COMPANIES INC COMMON 779382100 75719 3112147 SH DEFINED 01 2644047 0 468100 D RUBY TUESDAY INC COMMON 781182100 13209 481200 SH DEFINED 01 481200 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 156804 6466120 SH DEFINED 01 6230220 0 235900 D SLM CORP COMMON 78442P106 4555 112600 SH DEFINED 01 112600 0 0 D S1 CORPORATION COMMON 78463B101 8552 860400 SH DEFINED 01 860400 0 0 D SAFEWAY INC COMMON 786514208 23998 947046 SH DEFINED 01 947046 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 6175 173200 SH DEFINED 01 173200 0 0 D ST PAUL TRAVELERS COS INC/THE COMMON 792860108 98011 2417633 SH DEFINED 01 2178232 0 239401 D SCANA CORP COMMON 80589M102 12857 353500 SH DEFINED 01 353500 0 0 D SCHLUMBERGER LTD COM PAR $0.01 806857108 788330 12412691 SH DEFINED 01 11778780 0 633911 D SEMPRA ENERGY COMMON 816851109 159063 4619905 SH DEFINED 01 4619905 0 0 D SEPRACOR INC COMMON 817315104 119708 2262900 SH DEFINED 01 2157500 0 105400 D SHAW GROUP INC COMMON 820280105 6715 662900 SH DEFINED 01 662900 0 0 D SIERRA HEALTH SERVICES COMMON 826322109 13906 311100 SH DEFINED 01 311100 0 0 D SILICON GRAPHICS INC COMMON 827056102 2092 951100 SH DEFINED 01 951100 0 0 D SIRVA INC COMMON 82967Y104 6900 300000 SH DEFINED 01 300000 0 0 D SKYWEST INC COMMON 830879102 11360 652500 SH DEFINED 01 652500 0 0 D SMITH INTERNATIONAL INC COMMON 832110100 358882 6436200 SH DEFINED 01 6234800 0 201400 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 24614 557900 SH DEFINED 01 492100 0 65800 D SPARTECH CORP COMMON 847220209 12026 463600 SH DEFINED 01 463600 0 0 D SPECTRASITE INC COMMON 84761M104 11860 274400 SH DEFINED 01 274400 0 0 D SPEEDWAY MOTORSPORTS INC COMMON 847788106 14138 422800 SH DEFINED 01 422800 0 0 D STANCORP FINANCIAL GROUP COMMON 852891100 22278 332500 SH DEFINED 01 332500 0 0 D STARBUCKS CORP COMMON 855244109 679272 15622629 SH DEFINED 01 14859816 0 762813 D STATE STREET CORP COMMON 857477103 327364 6675455 SH DEFINED 01 6382889 0 292566 D SUNCOR ENERGY INC COMMON 867229106 119703 4674058 SH DEFINED 01 4376958 0 297100 D SUNGARD DATA SYSTEMS COMMON 867363103 8697 334500 SH DEFINED 01 334500 0 0 D SUPERGEN INC COMMON 868059106 2799 434000 SH DEFINED 01 434000 0 0 D SUPPORTSOFT INC COMMON 868587106 7874 907100 SH DEFINED 01 907100 0 0 D SWIFT ENERGY CO COMMON 870738101 12898 584700 SH DEFINED 01 584700 0 0 D SYBRON DENTAL SPECIALTIES COMMON 871142105 2567 86000 SH DEFINED 01 86000 0 0 D SYMANTEC CORP COMMON 871503108 300543 6864841 SH DEFINED 01 6590541 0 274300 D SYMBOL TECHNOLOGIES INC COMMON 871508107 88633 6013138 SH DEFINED 01 5105038 0 908100 D TXU CORP COMMON 873168108 151127 3730606 SH DEFINED 01 3730606 0 0 D TARGET CORP COMMON 87612E106 420952 9911748 SH DEFINED 01 9515848 0 395900 D TELIK INC COMMON 87959M109 8345 349600 SH DEFINED 01 349600 0 0 D TEMPLE-INLAND INC COMMON 879868107 146672 2118009 SH DEFINED 01 1872409 0 245600 D TENET HEALTHCARE CORP COMMON 88033G100 28681 2138757 SH DEFINED 01 1759857 0 378900 D TEXAS INSTRUMENTS INC COMMON 882508104 687809 28445376 SH DEFINED 01 27123997 0 1321379 D 3COM CORP COMMON 885535104 1641 262500 SH DEFINED 01 262500 0 0 D 3M CO COMMON 88579Y101 9536 105939 SH DEFINED 01 96976 0 8963 D TIBCO SOFTWARE INC COMMON 88632Q103 38588 4566615 SH DEFINED 01 3990915 0 575700 D TIFFANY & CO COMMON 886547108 386096 10477492 SH DEFINED 01 10088575 0 388917 D TOLLGRADE COMMUNICATIONS INC COMMON 889542106 2397 225700 SH DEFINED 01 225700 0 0 D TOYS R US INC COMMON 892335100 46681 2930352 SH DEFINED 01 2930352 0 0 D TRANSKARYOTIC THERAPIES INC COMMON 893735100 5276 352700 SH DEFINED 01 352700 0 0 D TREX COMPANY INC COMMON 89531P105 1329 35200 SH DEFINED 01 35200 0 0 D TYCO INTERNATIONAL LTD COMMON 902124106 166327 5018924 SH DEFINED 01 4877724 0 141200 D UCBH HOLDINGS INC COMMON 90262T308 13354 337900 SH DEFINED 01 337900 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 20991 337200 SH DEFINED 01 337200 0 0 D UNIVISION COMMUNICATIONS-A CL A 914906102 533232 16700043 SH DEFINED 01 15854215 0 845828 D VALERO ENERGY CORP COMMON 91913Y100 2434 33000 SH DEFINED 01 33000 0 0 D VARIAN INC COMMON 922206107 6984 165700 SH DEFINED 01 165700 0 0 D VECTREN CORPORATION COMMON 92240G101 30966 1234200 SH DEFINED 01 1234200 0 0 D VERISIGN INC COMMON 92343E102 14760 741700 SH DEFINED 01 741700 0 0 D VERIZON COMMUNICATIONS INC COMMON 92343V104 55879 1544038 SH DEFINED 01 1544038 0 0 D VIACOM INC-CL B CL B 925524308 304506 8524795 SH DEFINED 01 7953916 0 570879 D WCI COMMUNITIES INC COMMON 92923C104 13955 625500 SH DEFINED 01 625500 0 0 D WGL HOLDINGS INC COMMON 92924F106 8289 288600 SH DEFINED 01 288600 0 0 D W-H ENERGY SERVICES INC COMMON 92925E108 4157 212100 SH DEFINED 01 212100 0 0 D WASTE CONNECTIONS INC COMMON 941053100 7786 262500 SH DEFINED 01 262500 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 44301 1445385 SH DEFINED 01 1445385 0 0 D WATERS CORP. COMMON 941848103 23837 498900 SH DEFINED 01 498900 0 0 D WATSON WYATT & CO HOLDINGS CL A 942712100 9730 365100 SH DEFINED 01 365100 0 0 D WEBMD CORP COMMON 94769M105 8806 944800 SH DEFINED 01 944800 0 0 D WEIGHT WATCHERS INTL INC COMMON 948626106 35650 910839 SH DEFINED 01 815339 0 95500 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 50347 449491 SH DEFINED 01 449491 0 0 D WELLS FARGO & COMPANY COMMON 949746101 3045 53200 SH DEFINED 01 53200 0 0 D WENDY'S INTERNATIONAL INC COMMON 950590109 52047 1493900 SH DEFINED 01 1421500 0 72400 D WEST CORP COMMON 952355105 18284 699200 SH DEFINED 01 699200 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 77552 2387700 SH DEFINED 01 2387700 0 0 D WESTERN WIRELESS CORP-CL A CL A 95988E204 29659 1025900 SH DEFINED 01 1025900 0 0 D WESTWOOD ONE INC COMMON 961815107 38178 1604101 SH DEFINED 01 1279901 0 324200 D WHOLE FOODS MARKET INC COMMON 966837106 537989 5636345 SH DEFINED 01 5366220 0 270125 D WILLIAMS COS INC COMMON 969457100 46434 3902000 SH DEFINED 01 3902000 0 0 D WISCONSIN ENERGY CORP COMMON 976657106 19941 611500 SH DEFINED 01 611500 0 0 D WYETH COMMON 983024100 35468 980852 SH DEFINED 01 980852 0 0 D WYNN RESORTS LTD COMMON 983134107 7374 190900 SH DEFINED 01 190900 0 0 D XTO ENERGY INC COMMON 98385X106 2112 70895 SH DEFINED 01 70895 0 0 D XILINX INC COMMON 983919101 2898 87000 SH DEFINED 01 87000 0 0 D XEROX CORP COMMON 984121103 159391 10992457 SH DEFINED 01 10772457 0 220000 D YAHOO! INC COMMON 984332106 945377 26021948 SH DEFINED 01 24718528 0 1303420 D AMDOCS LTD COMMON G02602103 116698 4980700 SH DEFINED 01 4821800 0 158900 D ASSURED GUARANTY LTD COMMON G0585R106 34880 2057800 SH DEFINED 01 1784200 0 273600 D AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 27312 975425 SH DEFINED 01 800925 0 174500 D GLOBALSANTAFE CORP SHS G3930E101 44132 1665373 SH DEFINED 01 1665373 0 0 D MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 480933 18012475 SH DEFINED 01 17140243 0 872232 D NABORS INDUSTRIES LTD COMMON G6359F103 12852 284200 SH DEFINED 01 284200 0 0 D SEAGATE TECHNOLOGY COMMON G7945J104 1296 89800 SH DEFINED 01 89800 0 0 D W.P. STEWART & CO LTD COMMON G84922106 8319 406000 SH DEFINED 01 406000 0 0 D TRANSOCEAN INC ORD G90078109 13364 461800 SH DEFINED 01 461800 0 0 D WEATHERFORD INTL LTD COMMON G95089101 252264 5608369 SH DEFINED 01 5140469 0 467900 D WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 13107 25700 SH DEFINED 01 25700 0 0 D XL CAPITAL LTD -CLASS A CL A G98255105 160534 2127395 SH DEFINED 01 1984595 0 142800 D ALCON INC COMMON H01301102 196814 2502400 SH DEFINED 01 2414800 0 87600 D MILLICOM INTL CELLULAR S.A. ORD L6388F110 33376 1526796 SH DEFINED 01 1526796 0 0 D CHECK POINT SOFTWARE TECH COMMON M22465104 13025 482600 SH DEFINED 01 482600 0 0 D GIVEN IMAGING LTD COMMON M52020100 921 26000 SH DEFINED 01 26000 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 984 47600 SH DEFINED 01 47600 0 0 D ALUMINA LTD-SPONSORED ADR ADR - LISTED 022205108 56543 3782200 SH DEFINED 01 3561500 0 220700 D ALUMINUM CORP OF CHINA-ADR ADR - LISTED 022276109 28479 523400 SH DEFINED 01 451600 0 71800 D AMERICA MOVIL-ADR SERIES L ADR - LISTED 02364W105 38785 1066400 SH DEFINED 01 1066400 0 0 D ANGLOGOLD ASHANTI-SPON ADR ADR - LISTED 035128206 6855 213146 SH DEFINED 01 213146 0 0 D ASTRAZENECA PLC-SPONS ADR ADR - LISTED 046353108 353861 7753307 SH DEFINED 01 7449197 0 304110 D AVENTIS-SPON ADR ADR - LISTED 053561106 7151 94000 SH DEFINED 01 94000 0 0 D CHUNGHWA TELECOM CO LTD-ADR ADR - LISTED 17133Q205 50078 2838900 SH DEFINED 01 2838900 0 0 D CIA VALE DO RIO DOCE-ADR ADR - LISTED 204412209 137579 2893353 SH DEFINED 01 2657853 0 235500 D CRESUD S.A.-SPONS ADR ADR - LISTED 226406106 4294 367000 SH DEFINED 01 367000 0 0 D DURBAN ROODEPORT DEEP-SP ADR ADR - LISTED 266597301 2741 1079200 SH DEFINED 01 1079200 0 0 D ENI SPA-SPONSORED ADR ADR - LISTED 26874R108 103246 1028959 SH DEFINED 01 1028959 0 0 D ELAN CORP PLC -SPONS ADR ADR - LISTED 284131208 30151 1218700 SH DEFINED 01 1218700 0 0 D ENDESA -SPONSORED ADR ADR - LISTED 29258N107 35454 1872900 SH DEFINED 01 1872900 0 0 D HARMONY GOLD MNG-SPON ADR ADR - LISTED 413216300 35390 3341800 SH DEFINED 01 2728300 0 613500 D IRSA -SP GDR ADR - LISTED 450047204 2495 336700 SH DEFINED 01 336700 0 0 D NEWS CORP LTD -SPONS ADR PRF ADR - LISTED 652487802 31908 970425 SH DEFINED 01 970425 0 0 D NOKIA CORP-SPON ADR ADR - LISTED 654902204 21294 1464500 SH DEFINED 01 1206900 0 257600 D NOVARTIS AG-ADR ADR - LISTED 66987V109 416828 9366933 SH DEFINED 01 9057533 0 309400 D PETROLEO BRASILEIRO S.A.-ADR ADR - LISTED 71654V408 9083 323600 SH DEFINED 01 323600 0 0 D RANDGOLD RESOURCES LTD-ADR ADR - LISTED 752344309 2533 287200 SH DEFINED 01 287200 0 0 D SAP AG-SPONSORED ADR ADR - LISTED 803054204 594761 14225332 SH DEFINED 01 13685573 0 539759 D SEMICONDUCTOR MANUFACT-ADR ADR - LISTED 81663N206 9056 844000 SH DEFINED 01 844000 0 0 D SKILLSOFT PLC - ADR ADR - LISTED 830928107 4578 602400 SH DEFINED 01 602400 0 0 D TEVA PHARMACEUTICAL-SP ADR ADR - LISTED 881624209 3580 53200 SH DEFINED 01 53200 0 0 D TOTAL SA-SPON ADR ADR - LISTED 89151E109 365806 3807307 SH DEFINED 01 3583962 0 223345 D UNIBANCO-GDR ADR - LISTED 90458E107 757 38300 SH DEFINED 01 38300 0 0 D VODAFONE GROUP PLC-SP ADR ADR - LISTED 92857W100 65935 2983500 SH DEFINED 01 2938800 0 44700 D WMC RESOURCES LTD-SPON ADR ADR - LISTED 92928R106 938 68000 SH DEFINED 01 68000 0 0 S REPORT SUMMARY 480 DATA RECORDS 43330466 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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