-----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, E1zAVL9HDy2+wE8lXkvFoi3TOjHuA4uYHj5amCzmj6YYwxgeXAUdZy7GQKZ+uAEN cJv5yqlp0ZlLgVQs92z18Q== 0000053417-04-000051.txt : 20040218 0000053417-04-000051.hdr.sgml : 20040218 20040217184627 ACCESSION NUMBER: 0000053417-04-000051 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040217 FILED AS OF DATE: 20040218 EFFECTIVENESS DATE: 20040218 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: 04611125 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 sec4q20032test.txt SEC13F FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31,2003 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 February 17, 2004 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 12/31/2003 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 29874 1026600 SH DEFINED 01 1026600 0 0 D AMR CORP COMMON 001765106 47628 3677903 SH DEFINED 01 3391303 0 286600 D AT&T CORP COMMON 001957505 48937 2410700 SH DEFINED 01 2410700 0 0 D AAIPHARMA INC COMMON 00252W104 5747 228800 SH DEFINED 01 228800 0 0 D ABBOTT LABORATORIES COMMON 002824100 662 14204 SH DEFINED 01 14204 0 0 D ABERCROMBIE & FITCH CO-CL A CL A 002896207 6516 263700 SH DEFINED 01 263700 0 0 D ADOLOR CORPORATION COMMON 00724X102 10084 503700 SH DEFINED 01 503700 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 14042 172500 SH DEFINED 01 172500 0 0 D ADVANCED FIBRE COMMUNICATION COMMON 00754A105 4431 219900 SH DEFINED 01 219900 0 0 D ADVANCIS PHARMACEUTICAL COMMON 00764L109 1388 185000 SH DEFINED 01 185000 0 0 D ADVANCEPCS COMMON 00790K109 3381 64200 SH DEFINED 01 64200 0 0 D AGERE SYSTEMS INC-CL B CL B 00845V209 7247 2499100 SH DEFINED 01 2499100 0 0 D AGILENT TECHNOLOGIES INC COMMON 00846U101 664234 22716635 SH DEFINED 01 21582870 0 1133765 D AGRIUM INC. COMMON 008916108 17487 1062400 SH DEFINED 01 1062400 0 0 D AIR PRODUCTS & CHEMICALS INC COMMON 009158106 15759 298300 SH DEFINED 01 298300 0 0 D AIRGAS INC COMMON 009363102 7613 354400 SH DEFINED 01 354400 0 0 D ALCOA INC COMMON 013817101 86015 2263554 SH DEFINED 01 2148854 0 114700 D ALEXANDRIA REAL ESTATE EQUIT COMMON 015271109 5443 94000 SH DEFINED 01 94000 0 0 D ALKERMES INC COMMON 01642T108 16940 1254800 SH DEFINED 01 1254800 0 0 D ALLERGAN INC COMMON 018490102 328040 4270800 SH DEFINED 01 4111900 0 158900 D ALLIANCE ATLANTIS COMMUNIC - B CL B NON-VTG 01853E204 12244 799200 SH DEFINED 01 799200 0 0 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 20718 748500 SH DEFINED 01 748500 0 0 D ALLIANT ENERGY CORP COMMON 018802108 21125 848400 SH DEFINED 01 848400 0 0 D ALLIED WASTE INDUSTRIES INC COMMON 019589308 21132 1522500 SH DEFINED 01 1522500 0 0 D ALLSTATE CORP COMMON 020002101 42158 979973 SH DEFINED 01 979973 0 0 D ALPHARMA INC-CL A CL A 020813101 7190 357700 SH DEFINED 01 357700 0 0 D ALTERA CORPORATION COMMON 021441100 348427 15349200 SH DEFINED 01 14754700 0 594500 D ALTRIA GROUP INC COMMON 02209S103 173342 3185261 SH DEFINED 01 3131461 0 53800 D AMBAC FINANCIAL GROUP INC COMMON 023139108 3759 54175 SH DEFINED 01 54175 0 0 D AMERADA HESS CORP COMMON 023551104 16441 309221 SH DEFINED 01 296621 0 12600 D AMERICAN ELECTRIC POWER COMMON 025537101 27340 896100 SH DEFINED 01 896100 0 0 D AMERICAN EXPRESS CO COMMON 025816109 814425 16886268 SH DEFINED 01 16105503 0 780765 D AMERICAN FINANCIAL REALTY TR COMMON 02607P305 9016 528800 SH DEFINED 01 528800 0 0 D AMERICAN INTERNATIONAL GROUP COMMON 026874107 412580 6224790 SH DEFINED 01 5981783 0 243007 D AMERICAN ITALIAN PASTA CO-A CL A 027070101 11971 285700 SH DEFINED 01 285700 0 0 D AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 6333 290500 SH DEFINED 01 290500 0 0 D AMERISOURCEBERGEN CORP COMMON 03073E105 1454 25900 SH DEFINED 01 0 0 25900 D AMERIGROUP CORP COMMON 03073T102 10935 256400 SH DEFINED 01 256400 0 0 D AMGEN INC COMMON 031162100 927787 15012731 SH DEFINED 01 14368661 0 644070 D AMIS HOLDINGS INC COMMON 031538101 41688 2280500 SH DEFINED 01 2280500 0 0 D AMPHENOL CORP-CL A CL A 032095101 22094 345600 SH DEFINED 01 345600 0 0 D ANALOG DEVICES COMMON 032654105 212694 4659227 SH DEFINED 01 4490662 0 168565 D ANDRX CORP COMMON 034553107 8378 348500 SH DEFINED 01 348500 0 0 D ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 3349 72800 SH DEFINED 01 72800 0 0 D ANHEUSER-BUSCH COS INC. COMMON 035229103 169503 3217600 SH DEFINED 01 3091200 0 126400 D ANNALY MORTGAGE MANAGEMENT COMMON 035710409 5154 280100 SH DEFINED 01 280100 0 0 D ANSWERTHINK INC COMMON 036916104 11765 2119800 SH DEFINED 01 2119800 0 0 D APACHE CORP COMMON 037411105 107701 1328004 SH DEFINED 01 1293549 0 34455 D APOLLO GROUP INC-CL A CL A 037604105 276332 4063700 SH DEFINED 01 3919500 0 144200 D APOGENT TECHNOLOGIES INC COMMON 03760A101 46859 2033796 SH DEFINED 01 1991196 0 42600 D APPLIED MATERIALS INC COMMON 038222105 189070 8421844 SH DEFINED 01 7965144 0 456700 D AQUILA INC COMMON 03840P102 31945 9423300 SH DEFINED 01 9423300 0 0 D ARCH COAL INC COMMON 039380100 86993 2790935 SH DEFINED 01 2694835 0 96100 D ARRIS GROUP INC COMMON 04269Q100 956 132000 SH DEFINED 01 132000 0 0 D ASCENTIAL SOFTWARE CORP COMMON 04362P207 289 11140 SH DEFINED 01 11140 0 0 D ASK JEEVES INC COMMON 045174109 10439 576100 SH DEFINED 01 576100 0 0 D ATHEROGENICS INC COMMON 047439104 1522 101800 SH DEFINED 01 101800 0 0 D AVON PRODUCTS INC COMMON 054303102 309493 4585752 SH DEFINED 01 4390352 0 195400 D BJ SERVICES CO COMMON 055482103 407502 11351044 SH DEFINED 01 10772954 0 578090 D BAKER HUGHES INC COMMON 057224107 36998 1150445 SH DEFINED 01 1150445 0 0 D BANK OF AMERICA CORP COMMON 060505104 4493 55865 SH DEFINED 01 55865 0 0 D BANK OF THE OZARKS COMMON 063904106 1713 76100 SH DEFINED 01 76100 0 0 D BANK OF NEW YORK CO INC COMMON 064057102 100139 3023519 SH DEFINED 01 2902919 0 120600 D BANK ONE CORP COMMON 06423A103 212796 4667585 SH DEFINED 01 4424845 0 242740 D BANKUNITED FINANCIAL CORP-A CL A 06652B103 1728 67000 SH DEFINED 01 67000 0 0 D BARRICK GOLD CORP COMMON 067901108 28460 1253200 SH DEFINED 01 1213800 0 39400 D BARR LABORATORIES INC COMMON 068306109 21769 282900 SH DEFINED 01 282900 0 0 D BEARINGPOINT INC COMMON 074002106 5297 525000 SH DEFINED 01 525000 0 0 D BED BATH & BEYOND INC COMMON 075896100 640748 14780804 SH DEFINED 01 14167714 0 613090 D BELDEN INC COMMON 077459105 6932 328700 SH DEFINED 01 328700 0 0 D BELLSOUTH CORP COMMON 079860102 47731 1686610 SH DEFINED 01 1686610 0 0 D BEMA GOLD CORP. COMMON 08135F107 1838 494200 SH DEFINED 01 494200 0 0 D BIG LOTS INC COMMON 089302103 15182 1068400 SH DEFINED 01 1068400 0 0 D BIOGEN IDEC INC COMMON 09062X103 12316 334865 SH DEFINED 01 334865 0 0 D BIOVAIL CORP COMMON 09067J109 6544 304500 SH DEFINED 01 304500 0 0 D BOISE CASCADE CORP COMMON 097383103 122976 3742450 SH DEFINED 01 3571650 0 170800 D BRIGHAM EXPLORATION CO COMMON 109178103 870 108400 SH DEFINED 01 108400 0 0 D BRIGHT HORIZONS FAMILY SOLUT COMMON 109195107 11264 268200 SH DEFINED 01 268200 0 0 D BRINKER INTERNATIONAL INC COMMON 109641100 97111 2928561 SH DEFINED 01 2834361 0 94200 D BRISTOL-MYERS SQUIBB CO COMMON 110122108 26416 923637 SH DEFINED 01 886437 0 37200 D CIGNA CORP COMMON 125509109 29885 519743 SH DEFINED 01 519743 0 0 D CLECO CORPORATION COMMON 12561W105 27443 1526300 SH DEFINED 01 1526300 0 0 D CSX CORP COMMON 126408103 37924 1055220 SH DEFINED 01 974020 0 81200 D CABOT CORP COMMON 127055101 10666 335000 SH DEFINED 01 335000 0 0 D CAMBREX CORP COMMON 132011107 30953 1225356 SH DEFINED 01 1191356 0 34000 D CAPITAL ONE FINANCIAL CORP COMMON 14040H105 3420 55800 SH DEFINED 01 55800 0 0 D CAREMARK RX INC COMMON 141705103 183740 7253845 SH DEFINED 01 6976545 0 277300 D CARMAX INC COMMON 143130102 57311 1852938 SH DEFINED 01 1741188 0 111750 D CASUAL MALE RETAIL GROUP INC COMMON 148711104 6443 928400 SH DEFINED 01 928400 0 0 D CATERPILLAR INC COMMON 149123101 247761 2984360 SH DEFINED 01 160 0 2984200 D CENDANT CORP COMMON 151313103 48859 2193928 SH DEFINED 01 2193928 0 0 D CENTENNIAL COMMUNICATIONS CP COMMON 15133V208 925 175900 SH DEFINED 01 175900 0 0 D CENTURY ALUMINUM COMPANY COMMON 156431108 2920 153600 SH DEFINED 01 153600 0 0 D CENTURYTEL INC COMMON 156700106 48199 1477600 SH DEFINED 01 1477600 0 0 D CEPHALON INC COMMON 156708109 6405 132300 SH DEFINED 01 132300 0 0 D CERIDIAN CORP COMMON 156779100 60724 2899877 SH DEFINED 01 2708577 0 191300 D CHECKFREE CORP COMMON 162813109 19471 704200 SH DEFINED 01 704200 0 0 D CHENIERE ENERGY INC COMMON 16411R208 3042 260000 SH DEFINED 01 260000 0 0 D CHOICE HOTELS INTL INC COMMON 169905106 6377 180900 SH DEFINED 01 180900 0 0 D CHOICEPOINT INC COMMON 170388102 10520 276200 SH DEFINED 01 276200 0 0 D CINERGY CORP COMMON 172474108 31647 815440 SH DEFINED 01 815440 0 0 D CISCO SYSTEMS INC COMMON 17275R102 1084205 44635846 SH DEFINED 01 42647771 0 1988075 D CITIGROUP INC COMMON 172967101 926097 19079052 SH DEFINED 01 18330360 0 748772 D CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 325527 6951248 SH DEFINED 01 6654948 0 296300 D COEUR D'ALENE MINES CORP COMMON 192108108 1826 315925 SH DEFINED 01 315925 0 0 D COLGATE-PALMOLIVE CO COMMON 194162103 6386 127600 SH DEFINED 01 127600 0 0 D COMCAST CORP-SPECIAL CL A CL A 20030N200 10497 335586 SH DEFINED 01 335586 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 16406 434600 SH DEFINED 01 434600 0 0 D COMPASS MINERALS INTERNATION COMMON 20451N101 17705 1239800 SH DEFINED 01 1212500 0 27300 D CONAGRA FOODS INC COMMON 205887102 29524 1118758 SH DEFINED 01 1118758 0 0 D CONCORD CAMERA CORP COMMON 206156101 7370 796800 SH DEFINED 01 796800 0 0 D CONCUR TECHNOLOGIES INC COMMON 206708109 6320 652900 SH DEFINED 01 652900 0 0 D CONNETICS CORP COMMON 208192104 485 26700 SH DEFINED 01 26700 0 0 D CONSOL ENERGY INC COMMON 20854P109 62755 2535300 SH DEFINED 01 2496600 0 38700 D CONSTELLATION ENERGY GROUP COMMON 210371100 76656 1957500 SH DEFINED 01 1957500 0 0 D COOPER CAMERON CORP COMMON 216640102 5764 123700 SH DEFINED 01 123700 0 0 D CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 10557 226200 SH DEFINED 01 226200 0 0 D COST PLUS INC/CALIFORNIA COMMON 221485105 11886 289900 SH DEFINED 01 289900 0 0 D COSTCO WHOLESALE CORP COMMON 22160K105 349774 9407606 SH DEFINED 01 8991406 0 416200 D COSTAR GROUP INC COMMON 22160N109 7206 172900 SH DEFINED 01 172900 0 0 D COTT CORPORATION COMMON 22163N106 11226 400800 SH DEFINED 01 400800 0 0 D COUNTRYWIDE FINANCIAL CORP COMMON 222372104 4561 60133 SH DEFINED 01 60133 0 0 D COUSINS PROPERTIES INC COMMON 222795106 9391 306900 SH DEFINED 01 306900 0 0 D CRYSTALLEX INTL CORP COMMON 22942F101 2634 954300 SH DEFINED 01 954300 0 0 D CYPRESS BIOSCIENCE INC COMMON 232674507 406 26800 SH DEFINED 01 26800 0 0 D DPL INC COMMON 233293109 37300 1786400 SH DEFINED 01 1786400 0 0 D DST SYSTEMS INC COMMON 233326107 10678 255700 SH DEFINED 01 255700 0 0 D DTE ENERGY COMPANY COMMON 233331107 51181 1299000 SH DEFINED 01 1299000 0 0 D DELL INC COMMON 24702R101 600649 17686945 SH DEFINED 01 17036365 0 650580 D DENBURY RESOURCES INC COMMON 247916208 13963 1003800 SH DEFINED 01 1003800 0 0 D DIGITAS INC COMMON 25388K104 9759 1047100 SH DEFINED 01 1047100 0 0 D DOMINION RESOURCES INC/VA COMMON 25746U109 51183 801870 SH DEFINED 01 801870 0 0 D DOT HILL SYSTEMS CORP COMMON 25848T109 2860 188800 SH DEFINED 01 188800 0 0 D DOUBLECLICK INC COMMON 258609304 38625 3779400 SH DEFINED 01 3700500 0 78900 D DYNEGY INC-CL A CL A 26816Q101 14795 3456700 SH DEFINED 01 3456700 0 0 D EMC CORP/MASS COMMON 268648102 354326 27424606 SH DEFINED 01 26407391 0 1017215 D ENSCO INTERNATIONAL INC COMMON 26874Q100 95703 3522374 SH DEFINED 01 3522374 0 0 D E*TRADE FINANCIAL CORP COMMON 269246104 31954 2526000 SH DEFINED 01 2526000 0 0 D EATON VANCE CORP COMMON NON-VTG 278265103 57903 1580300 SH DEFINED 01 1556100 0 24200 D EBAY INC COMMON 278642103 376244 5825120 SH DEFINED 01 5551420 0 273700 D EDUCATION MANAGEMENT CORP COMMON 28139T101 14018 451600 SH DEFINED 01 451600 0 0 D EDWARDS (A.G.) 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COMMON 45245E109 9604 1214200 SH DEFINED 01 1214200 0 0 D IMCLONE SYSTEMS COMMON 45245W109 3728 94000 SH DEFINED 01 94000 0 0 D IMPAX LABORATORIES INC COMMON 45256B101 7237 502900 SH DEFINED 01 502900 0 0 D INAMED CORP COMMON 453235103 18681 388700 SH DEFINED 01 388700 0 0 D INET TECHNOLOGIES INC COMMON 45662V105 8833 736100 SH DEFINED 01 736100 0 0 D INSIGHT ENTERPRISES INC COMMON 45765U103 20108 1069600 SH DEFINED 01 1069600 0 0 D INSITUFORM TECHNOLOGIES-CL A CL A 457667103 5105 309400 SH DEFINED 01 309400 0 0 D INSIGHT COMMUNICATIONS CO. 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NON VT 75040P405 62844 3256136 SH DEFINED 01 3067136 0 189000 D REALNETWORKS INC COMMON 75605L104 12825 2246000 SH DEFINED 01 2246000 0 0 D REDWOOD TRUST INC COMMON 758075402 5497 108100 SH DEFINED 01 108100 0 0 D REGENT COMMUNICATIONS INC COMMON 758865109 7308 1150900 SH DEFINED 01 1150900 0 0 D REGENERON PHARMACEUTICALS COMMON 75886F107 3951 268600 SH DEFINED 01 268600 0 0 D RELIANT RESOURCES INC COMMON 75952B105 42404 5761400 SH DEFINED 01 5761400 0 0 D REMEC INC COMMON 759543101 6914 822100 SH DEFINED 01 822100 0 0 D REMINGTON OIL & GAS CORP COMMON 759594302 9652 490200 SH DEFINED 01 490200 0 0 D ROBBINS & MYERS INC COMMON 770196103 8454 445200 SH DEFINED 01 445200 0 0 D ROWAN COMPANIES INC COMMON 779382100 92321 3984538 SH DEFINED 01 3820038 0 164500 D ROYAL DUTCH PETRO-NY REG SHARE COM N.Y.REG 780257804 4511 86100 SH DEFINED 01 86100 0 0 D RUBY TUESDAY INC COMMON 781182100 17590 617400 SH DEFINED 01 617400 0 0 D SBC COMMUNICATIONS INC COMMON 78387G103 199704 7660302 SH DEFINED 01 7591402 0 68900 D SLM CORP COMMON 78442P106 5394 143155 SH DEFINED 01 143155 0 0 D S1 CORPORATION COMMON 78463B101 8918 1107800 SH DEFINED 01 1107800 0 0 D SAFEWAY INC COMMON 786514208 29007 1323923 SH DEFINED 01 1323923 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 4936 173200 SH DEFINED 01 173200 0 0 D SAPIENT CORPORATION COMMON 803062108 5520 985700 SH DEFINED 01 985700 0 0 D SCANA CORP COMMON 80589M102 12107 353500 SH DEFINED 01 353500 0 0 D SCHLUMBERGER LTD COM PAR $0.01 806857108 717361 13109678 SH DEFINED 01 12593238 0 516440 D SEMPRA ENERGY COMMON 816851109 92798 3087100 SH DEFINED 01 3087100 0 0 D SEPRACOR INC COMMON 817315104 58501 2444700 SH DEFINED 01 2407700 0 37000 D SHAW GROUP INC COMMON 820280105 9648 708400 SH DEFINED 01 708400 0 0 D SICOR INC COMMON 825846108 1556 57200 SH DEFINED 01 57200 0 0 D SILICON LABORATORIES INC COMMON 826919102 873 20200 SH DEFINED 01 20200 0 0 D SKYWEST INC COMMON 830879102 12110 668300 SH DEFINED 01 668300 0 0 D SKYWORKS SOLUTIONS INC COMMON 83088M102 4526 520200 SH DEFINED 01 520200 0 0 D SMITH INTERNATIONAL INC COMMON 832110100 122945 2961100 SH DEFINED 01 2953300 0 7800 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 35594 916200 SH DEFINED 01 891200 0 25000 D SPARTECH CORP COMMON 847220209 10568 428900 SH DEFINED 01 428900 0 0 D SPEEDWAY MOTORSPORTS INC COMMON 847788106 17005 588000 SH DEFINED 01 588000 0 0 D SPINNAKER EXPLORATION CO COMMON 84855W109 29272 907100 SH DEFINED 01 875700 0 31400 D STANCORP FINANCIAL GROUP COMMON 852891100 23071 366900 SH DEFINED 01 366900 0 0 D STAPLES INC COMMON 855030102 12549 459655 SH DEFINED 01 459655 0 0 D STARBUCKS CORP COMMON 855244109 525589 15898033 SH DEFINED 01 15123238 0 774795 D STATE STREET CORP COMMON 857477103 414759 7963877 SH DEFINED 01 7594142 0 369735 D SUNCOR ENERGY INC COMMON 867229106 33224 1325800 SH DEFINED 01 1056400 0 269400 D SUPERGEN INC COMMON 868059106 7726 702400 SH DEFINED 01 702400 0 0 D SUPERVALU INC COMMON 868536103 9318 325935 SH DEFINED 01 325935 0 0 D SWIFT ENERGY CO COMMON 870738101 13871 823200 SH DEFINED 01 823200 0 0 D SYBASE INC COMMON 871130100 10276 499349 SH DEFINED 01 478449 0 20900 D SYMBOL TECHNOLOGIES INC COMMON 871508107 75557 4473481 SH DEFINED 01 4256081 0 217400 D SYNOPSYS INC COMMON 871607107 15558 460845 SH DEFINED 01 460845 0 0 D TXU CORP COMMON 873168108 110133 4643042 SH DEFINED 01 4565942 0 77100 D TEKTRONIX INC COMMON 879131100 10855 343500 SH DEFINED 01 343500 0 0 D TELIK INC COMMON 87959M109 6498 282395 SH DEFINED 01 282395 0 0 D TELLABS INC COMMON 879664100 19755 2343400 SH DEFINED 01 2246000 0 97400 D TEMPLE-INLAND INC COMMON 879868107 132954 2121490 SH DEFINED 01 1991590 0 129900 D TENET HEALTHCARE CORP COMMON 88033G100 19807 1234100 SH DEFINED 01 1234100 0 0 D TEXAS INSTRUMENTS INC COMMON 882508104 765773 26064454 SH DEFINED 01 24906654 0 1157800 D 3M CO COMMON 88579Y101 336228 3954223 SH DEFINED 01 3799178 0 155045 D TIFFANY & CO COMMON 886547108 547854 12120656 SH DEFINED 01 11565106 0 555550 D TIME WARNER INC COMMON 887317105 17092 950059 SH DEFINED 01 950059 0 0 D TOLLGRADE COMMUNICATIONS INC COMMON 889542106 5217 297600 SH DEFINED 01 297600 0 0 D TOYS R US INC COMMON 892335100 38180 3020589 SH DEFINED 01 3020589 0 0 D TRAVELERS PROPERTY CASUALT-A CL A 89420G109 34606 2062356 SH DEFINED 01 2062356 0 0 D TULARIK INC COMMON 899165104 4038 250000 SH DEFINED 01 250000 0 0 D TYCO INTERNATIONAL LTD COMMON 902124106 93713 3536337 SH DEFINED 01 3536337 0 0 D UCBH HOLDINGS INC COMMON 90262T308 10806 277300 SH DEFINED 01 277300 0 0 D US BANCORP COM PAR $0.01 902973304 5454 183147 SH DEFINED 01 183147 0 0 D US ONCOLOGY INC COMMON 90338W103 1614 150000 SH DEFINED 01 150000 0 0 D UNION PACIFIC CORP COMMON 907818108 34540 497127 SH DEFINED 01 497127 0 0 D UNISYS CORP. COMMON 909214108 11579 779700 SH DEFINED 01 779700 0 0 D UNITED NATURAL FOODS INC COMMON 911163103 12202 339800 SH DEFINED 01 339800 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 28402 488177 SH DEFINED 01 488177 0 0 D UNIVISION COMMUNICATIONS-A CL A 914906102 511645 12891025 SH DEFINED 01 12201325 0 689700 D UNUMPROVIDENT CORP COMMON 91529Y106 13021 825700 SH DEFINED 01 825700 0 0 D VALERO ENERGY CORP COMMON 91913Y100 1529 33000 SH DEFINED 01 33000 0 0 D VECTREN CORPORATION COMMON 92240G101 30423 1234200 SH DEFINED 01 1234200 0 0 D VERIZON COMMUNICATIONS INC COMMON 92343V104 98603 2810804 SH DEFINED 01 2810804 0 0 D VIACOM INC-CL B CL B 925524308 971078 21880985 SH DEFINED 01 20885479 0 995506 D VISHAY INTERTECHNOLOGY INC COMMON 928298108 21988 960175 SH DEFINED 01 919975 0 40200 D VISX INC COMMON 92844S105 9015 389400 SH DEFINED 01 389400 0 0 D WGL HOLDINGS INC COMMON 92924F106 10321 371400 SH DEFINED 01 371400 0 0 D W-H ENERGY SERVICES INC COMMON 92925E108 3436 212100 SH DEFINED 01 212100 0 0 D WAL-MART STORES INC COMMON 931142103 596516 11244426 SH DEFINED 01 10791826 0 452600 D WASTE CONNECTIONS INC COMMON 941053100 9764 258500 SH DEFINED 01 258500 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 44492 1503123 SH DEFINED 01 1503123 0 0 D WATERS CORP. COMMON 941848103 9623 290200 SH DEFINED 01 290200 0 0 D WATSON PHARMACEUTICALS INC COMMON 942683103 24302 528300 SH DEFINED 01 528300 0 0 D WATSON WYATT & CO HOLDINGS CL A 942712100 17591 728400 SH DEFINED 01 728400 0 0 D WATTS WATER TECHNOLOGIES-A CL A 942749102 6196 279100 SH DEFINED 01 279100 0 0 D WEBMD CORP COMMON 94769M105 27654 3076100 SH DEFINED 01 3076100 0 0 D WELLS FARGO & COMPANY COMMON 949746101 5765 97900 SH DEFINED 01 97900 0 0 D WENDY'S INTERNATIONAL INC COMMON 950590109 118084 3009268 SH DEFINED 01 2880468 0 128800 D WEST CORP COMMON 952355105 14219 612100 SH DEFINED 01 612100 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 72061 1525100 SH DEFINED 01 1525100 0 0 D WESTERN WIRELESS CORP-CL A CL A 95988E204 31763 1730000 SH DEFINED 01 1730000 0 0 D WESTPORT RESOURCES CORP COMMON 961418100 4727 158300 SH DEFINED 01 158300 0 0 D WESTWOOD ONE INC COMMON 961815107 26651 779023 SH DEFINED 01 757023 0 22000 D WHOLE FOODS MARKET INC COMMON 966837106 304701 4538962 SH DEFINED 01 4324622 0 214340 D WILLIAMS COS INC COMMON 969457100 14682 1495100 SH DEFINED 01 1495100 0 0 D WISCONSIN ENERGY CORP COMMON 976657106 20455 611500 SH DEFINED 01 611500 0 0 D WYETH COMMON 983024100 42269 995729 SH DEFINED 01 994229 0 1500 D XTO ENERGY INC COMMON 98385X106 1605 56716 SH DEFINED 01 56716 0 0 D XEROX CORP COMMON 984121103 113838 8249164 SH DEFINED 01 8249164 0 0 D YAHOO! INC COMMON 984332106 439882 9738377 SH DEFINED 01 9314837 0 423540 D YANKEE CANDLE CO COMMON 984757104 7453 272700 SH DEFINED 01 272700 0 0 D AMDOCS LTD COMMON G02602103 20814 925900 SH DEFINED 01 925900 0 0 D GLOBALSANTAFE CORP SHS G3930E101 52634 2119790 SH DEFINED 01 2119790 0 0 D MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 77768 2050300 SH DEFINED 01 1986600 0 63700 D MAX RE CAPITAL LTD SHS G6052F103 4405 196300 SH DEFINED 01 196300 0 0 D NABORS INDUSTRIES LTD COMMON G6359F103 11794 284200 SH DEFINED 01 284200 0 0 D SEAGATE TECHNOLOGY COMMON G7945J104 1794 94900 SH DEFINED 01 94900 0 0 D W.P. STEWART & CO. LTD. COMMON G84922106 9295 431700 SH DEFINED 01 431700 0 0 D TOMMY HILFIGER CORP COMMON G8915Z102 4536 306300 SH DEFINED 01 306300 0 0 D TRANSOCEAN INC ORD G90078109 34087 1419698 SH DEFINED 01 1365898 0 53800 D WEATHERFORD INTL LTD COMMON G95089101 159450 4429171 SH DEFINED 01 4160171 0 269000 D WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 16190 35200 SH DEFINED 01 35200 0 0 D XL CAPITAL LTD - CLASS A CL A G98255105 182637 2355096 SH DEFINED 01 2295196 0 59900 D ALCON INC COMMON H01301102 65592 1083465 SH DEFINED 01 1067765 0 15700 D MILLICOM INT'L. CELLULAR S.A. ORD L6388F110 29679 424599 SH DEFINED 01 424599 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 4265 210700 SH DEFINED 01 210700 0 0 D ALUMINA LTD-SPONSORED ADR ADR - LISTED 022205108 57431 2864400 SH DEFINED 01 2714600 0 149800 D AMERICA MOVIL-ADR SERIES L ADR - LISTED 02364W105 40056 1465100 SH DEFINED 01 1465100 0 0 D ANGLOGOLD LIMITED-SPON ADR ADR - LISTED 035128206 7261 155476 SH DEFINED 01 155476 0 0 D ASTRAZENECA PLC-SPONS ADR ADR - LISTED 046353108 368898 7625011 SH DEFINED 01 7347711 0 277300 D CHUNGHWA TELECOM CO LTD-ADR ADR - LISTED 17133Q205 34349 2368900 SH DEFINED 01 2368900 0 0 D CIA VALE DO RIO DOCE-ADR ADR - LISTED 204412209 150154 2566733 SH DEFINED 01 2443633 0 123100 D COMPANHIA DE BEBIDAS-PR ADR ADR - LISTED 20441W203 6298 246900 SH DEFINED 01 246900 0 0 D CRESUD S.A.-SPONS ADR ADR - LISTED 226406106 4496 367000 SH DEFINED 01 367000 0 0 D DURBAN ROODEPORT DEEP-SP ADR ADR - LISTED 266597301 3453 1079200 SH DEFINED 01 1079200 0 0 D ENI SPA-SPONSORED ADR ADR - LISTED 26874R108 60464 636600 SH DEFINED 01 636600 0 0 D ENDESA -SPONSORED ADR ADR - LISTED 29258N107 35772 1872900 SH DEFINED 01 1872900 0 0 D HARMONY GOLD MNG-SPON ADR ADR - LISTED 413216300 37213 2292838 SH DEFINED 01 2136238 0 156600 D IRSA -SP GDR ADR - LISTED 450047204 3367 336700 SH DEFINED 01 336700 0 0 D NEWS CORP LTD -SPONS ADR PRF ADR - LISTED 652487802 104981 3470439 SH DEFINED 01 3409860 0 60579 D NOKIA CORP-SPON ADR ADR - LISTED 654902204 89040 5237660 SH DEFINED 01 4994760 0 242900 D NOVARTIS AG-ADR ADR - LISTED 66987V109 413606 9012976 SH DEFINED 01 8711476 0 301500 D PETROLEO BRASILEIRO S.A.-ADR ADR - LISTED 71654V408 10702 366000 SH DEFINED 01 366000 0 0 D RANDGOLD RESOURCES LTD-ADR ADR - LISTED 752344309 3920 143600 SH DEFINED 01 143600 0 0 D SAP AG-SPONSORED ADR ADR - LISTED 803054204 507778 12217965 SH DEFINED 01 11768915 0 449050 D TEVA PHARMACEUTICAL-SP ADR ADR - LISTED 881624209 449941 7934069 SH DEFINED 01 7635044 0 299025 D TOTAL SA-SPON ADR ADR - LISTED 89151E109 455968 4928849 SH DEFINED 01 4647109 0 281740 D UNIBANCO-GDR ADR - LISTED 90458E107 10873 435800 SH DEFINED 01 435800 0 0 D VODAFONE GROUP PLC-SP ADR ADR - LISTED 92857W100 503733 20117155 SH DEFINED 01 19417255 0 699900 S REPORT SUMMARY 483 DATA RECORDS 41312909 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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